N-MFP3 0000314650 XXXXXXXX 2026-08-31 Edward Jones Money Market Fund 0000314650 549300N9BD0BQUVMK160 Edward Jones Money Market Fund 549300N9BD0BQUVMK160 S000009066 2 N N 002-66437 Olive Street Investment Advisers LLC 801-77754 Federated Investment Management Company 801-34612 PricewaterhouseCoopers LLP Chicago IL State Street Bank and Trust Company Edward D. Jones & Co. 0000810417 084-01496 N N N Government N N 37 107 21457358144.82 26029220524.83 0.6306 0.7649 2026-08-03 21781482046.65 26655439065.80 0.6405 0.7839 2026-08-04 22853017010.71 26912544571.22 0.6682 0.7869 2026-08-05 21633263791.82 26821679994.63 0.6342 0.7863 2026-08-06 21749280695.37 26588749097.39 0.6419 0.7847 2026-08-07 21665011117.93 26704637419.55 0.6373 0.7855 2026-08-10 21930805231.58 26511478796.51 0.6488 0.7843 2026-08-11 21194252440.38 26023977532.75 0.6337 0.7781 2026-08-12 20607987168.58 25637767000.26 0.6233 0.7755 2026-08-13 21380217574.84 25690050733.17 0.6450 0.7750 2026-08-14 21034176812.24 25544167113.10 0.6317 0.7671 2026-08-17 21579922264.18 25781987223.60 0.6467 0.7726 2026-08-18 21609036797.95 26050134987.42 0.6431 0.7753 2026-08-19 21534280147.35 25992627865.70 0.6393 0.7717 2026-08-20 21809478550.53 26046843235.29 0.6469 0.7726 2026-08-21 21741673353.39 26079089695.57 0.6444 0.7729 2026-08-24 21982526239.46 25780959721.20 0.6549 0.7681 2026-08-25 21368245583.36 25514696452.24 0.6411 0.7655 2026-08-26 21091504464.30 25283985019.80 0.6372 0.7639 2026-08-27 21303012887.61 25270512819.61 0.6442 0.7641 2026-08-28 21211285277.91 25389785645.29 0.6394 0.7653 2026-08-31 550038.51 33095341361.56 33101361651.58 73507485.51 179170883.36 32996248292.24 32996230659.1770 Y 1.0000 0.0373 2026-08-03 0.0373 2026-08-04 0.0373 2026-08-05 0.0373 2026-08-06 0.0372 2026-08-07 0.0372 2026-08-10 0.0372 2026-08-11 0.0372 2026-08-12 0.0372 2026-08-13 0.0372 2026-08-14 0.0372 2026-08-17 0.0372 2026-08-18 0.0372 2026-08-19 0.0372 2026-08-20 0.0372 2026-08-21 0.0372 2026-08-24 0.0372 2026-08-25 0.0372 2026-08-26 0.0372 2026-08-27 0.0373 2026-08-28 0.0373 2026-08-31 0.9998 2026-08-03 0.9998 2026-08-04 0.9998 2026-08-05 0.9998 2026-08-06 0.9998 2026-08-07 0.9998 2026-08-10 0.9998 2026-08-11 0.9999 2026-08-12 0.9999 2026-08-13 0.9999 2026-08-14 0.9999 2026-08-17 0.9999 2026-08-18 0.9999 2026-08-19 0.9999 2026-08-20 0.9999 2026-08-21 0.9999 2026-08-24 0.9999 2026-08-25 0.9999 2026-08-26 0.9999 2026-08-27 0.9998 2026-08-28 0.9998 2026-08-31 N N Investment Shares C000024632 1.00 22635204230.23 22635190719.0090 0.9998 2026-08-03 0.9998 2026-08-04 0.9998 2026-08-05 0.9998 2026-08-06 0.9998 2026-08-07 0.9998 2026-08-10 0.9998 2026-08-11 0.9999 2026-08-12 0.9999 2026-08-13 0.9999 2026-08-14 0.9999 2026-08-17 0.9999 2026-08-18 0.9999 2026-08-19 0.9999 2026-08-20 0.9999 2026-08-21 0.9999 2026-08-24 0.9999 2026-08-25 0.9999 2026-08-26 0.9999 2026-08-27 0.9998 2026-08-28 0.9998 2026-08-31 431956501.97 536095330.68 2026-08-03 1082981906.18 609800429.80 2026-08-04 546582533.70 630824332.32 2026-08-05 501889587.91 467743969.61 2026-08-06 492918523.74 715214398.79 2026-08-07 459721147.08 458904240.74 2026-08-10 513526364.32 440656125.62 2026-08-11 419154444.29 661972410.19 2026-08-12 411238439.46 484558285.27 2026-08-13 477363258.25 451353215.15 2026-08-14 378321858.86 421373027.92 2026-08-17 546980323.39 441329775.34 2026-08-18 443340541.29 518257991.58 2026-08-19 414957451.45 478298129.82 2026-08-20 512684296.03 420757195.83 2026-08-21 485406561.99 487779597.70 2026-08-24 448294592.10 425966624.79 2026-08-25 425400554.90 518682519.06 2026-08-26 422552868.93 481730021.76 2026-08-27 453425379.36 471880275.55 2026-08-28 471502215.93 524297220.33 2026-08-31 10340199351.13 10647475117.85 0.0302 2026-08-03 0.0302 2026-08-04 0.0302 2026-08-05 0.0302 2026-08-06 0.0301 2026-08-07 0.0300 2026-08-10 0.0300 2026-08-11 0.0300 2026-08-12 0.0300 2026-08-13 0.0300 2026-08-14 0.0300 2026-08-17 0.0300 2026-08-18 0.0300 2026-08-19 0.0300 2026-08-20 0.0301 2026-08-21 0.0301 2026-08-24 0.0301 2026-08-25 0.0301 2026-08-26 0.0301 2026-08-27 0.0301 2026-08-28 0.0301 2026-08-31 N 0.00 Non-profit 0.00 0.00 Non-financial corporation 0.00 0.00 Pension plan 0.00 0.00 Retail investor 0.00 0.00 N Retirement Shares C000024633 1.00 10361044062.01 10361039940.1680 0.9998 2026-08-03 0.9998 2026-08-04 0.9998 2026-08-05 0.9998 2026-08-06 0.9998 2026-08-07 0.9998 2026-08-10 0.9998 2026-08-11 0.9999 2026-08-12 0.9999 2026-08-13 0.9999 2026-08-14 0.9999 2026-08-17 0.9999 2026-08-18 0.9999 2026-08-19 0.9999 2026-08-20 0.9999 2026-08-21 0.9999 2026-08-24 0.9999 2026-08-25 0.9999 2026-08-26 0.9999 2026-08-27 0.9998 2026-08-28 0.9998 2026-08-31 488475682.32 571076956.72 2026-08-03 632938672.93 483520665.40 2026-08-04 533034397.05 585417227.73 2026-08-05 563397170.91 529176870.73 2026-08-06 605589161.72 511805008.73 2026-08-07 463995682.85 518474311.92 2026-08-10 603230279.06 542425951.26 2026-08-11 548159962.63 796237243.69 2026-08-12 513191218.64 536349541.63 2026-08-13 544250253.29 530855443.85 2026-08-14 485246592.01 535654189.26 2026-08-17 621306833.41 491171037.06 2026-08-18 555227729.63 580620445.35 2026-08-19 556708652.47 553858048.72 2026-08-20 538181538.86 524976575.66 2026-08-21 510628987.33 485348679.62 2026-08-24 634179139.67 499135065.56 2026-08-25 585069159.42 638655384.60 2026-08-26 543302297.14 577111640.01 2026-08-27 550370163.01 571978355.58 2026-08-28 621924597.16 566786077.60 2026-08-31 11698408171.51 11630634720.68 0.0302 2026-08-03 0.0302 2026-08-04 0.0302 2026-08-05 0.0302 2026-08-06 0.0301 2026-08-07 0.0301 2026-08-10 0.0301 2026-08-11 0.0301 2026-08-12 0.0300 2026-08-13 0.0301 2026-08-14 0.0301 2026-08-17 0.0301 2026-08-18 0.0301 2026-08-19 0.0301 2026-08-20 0.0301 2026-08-21 0.0301 2026-08-24 0.0301 2026-08-25 0.0301 2026-08-26 0.0301 2026-08-27 0.0302 2026-08-28 0.0302 2026-08-31 Y 3997041.57 Non-profit 0.00 0.00 Non-financial corporation 0.00 0.00 Pension plan 0.00 0.00 Retail investor 0.00 0.00 N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.795000% 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-09-25 2026-09-25 N N N 0.0373 70003195.50 70003195.50 0.0021 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.725000% 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-09 2027-04-09 N N N 0.0375 99994069.00 99994069.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.770000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-09 2027-04-09 N N N 0.0374 60015751.80 60015751.80 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0398 99940081.00 99940081.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0395 99944322.00 99944322.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.830000% 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-10-14 2027-10-14 N N N 0.0377 60004894.80 60004894.80 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0391 83292578.37 83292578.37 0.0025 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-17 2026-12-17 2026-12-17 N N N 0.0384 134936381.25 134936381.25 0.0041 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0384 119859494.40 119859494.40 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0367 119930766.00 119930766.00 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-05 2027-02-05 2027-02-05 N N N 0.0422 129627028.70 129627028.70 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.730000% 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-14 2028-01-14 N N N 0.0375 99994782.00 99994782.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.620000% 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-08 2027-02-08 2027-02-08 N N N 0.0391 65767450.44 65767450.44 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-12 2027-02-12 2027-02-12 N N N 0.0389 125808078.06 125808078.06 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.740000% 3130B9BT6 2549001DPIFGXC1TOL40 US3130B9BT69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-03 2028-02-03 N N N 0.0376 199998140.00 199998140.00 0.0061 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.740000% 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-11 2028-02-11 N N N 0.0376 29999765.40 29999765.40 0.0009 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.680000% 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-03-24 2027-03-24 2027-03-24 N N N 0.0409 186549445.94 186549445.94 0.0057 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.750000% 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-02 2027-04-02 2027-04-02 N N N 0.0408 124766516.25 124766516.25 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.970000% 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-22 2027-04-22 2027-04-22 N N N 0.0422 124803682.50 124803682.50 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.930000% 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-07 2027-05-07 2027-05-07 N N N 0.0423 124745243.75 124745243.75 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.840000% 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0416 119721049.20 119721049.20 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.870000% 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0414 124754010.00 124754010.00 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.790000% 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-05 2026-11-05 2026-11-05 N N N 0.0383 119986332.00 119986332.00 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.875000% 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-11 2027-06-11 2027-06-11 N N N 0.0422 124666451.25 124666451.25 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.990000% 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-17 2027-06-17 2027-06-17 N N N 0.0419 119810258.40 119810258.40 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0383 99988761.00 99988761.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0383 99988761.00 99988761.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.690000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-12-14 2026-12-14 N N N 0.0371 124999396.25 124999396.25 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-01-27 2027-01-27 N N N 0.0372 97799768.21 97799768.21 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-09 2027-02-09 N N N 0.0372 64999741.30 64999741.30 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.775000% 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N 0.0379 34999682.20 34999682.20 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.685000% 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-13 2026-10-13 N N N 0.0370 39999488.40 39999488.40 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-12 2027-01-12 N N N 0.0372 29999675.40 29999675.40 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.710000% 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-09 2027-03-09 N N N 0.0373 35000191.10 35000191.10 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.775000% 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-13 2028-07-13 N N N 0.0379 38002588.18 38002588.18 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N 0.0372 55000164.45 55000164.45 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-16 2027-03-16 N N N 0.0372 25000139.25 25000139.25 0.0008 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.695000% 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-22 2027-01-22 N N N 0.0370 65002270.45 65002270.45 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.685000% 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-17 2026-11-17 N N N 0.0369 20000417.00 20000417.00 0.0006 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.690000% 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-22 2026-12-22 N N N 0.0370 34999985.65 34999985.65 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-24 2027-02-24 N N N 0.0372 65000331.50 65000331.50 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 4.255000% 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N 0.0428 129964521.70 129964521.70 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-25 2027-03-25 N N N 0.0370 65005714.15 65005714.15 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.710000% 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-28 2027-04-28 N N N 0.0373 29999679.00 29999679.00 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.750000% 3130BBV36 2549001DPIFGXC1TOL40 US3130BBV363 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-17 2028-03-17 N N N 0.0377 59999650.20 59999650.20 0.0018 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N 0.0372 140000000.00 140000000.00 0.0042 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0390 122481250.00 122481250.00 0.0037 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385R81 2549001DPIFGXC1TOL40 US313385R818 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0381 60238203.76 60238203.76 0.0018 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385S72 2549001DPIFGXC1TOL40 US313385S725 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-11 2026-12-11 2026-12-11 N N N 0.0381 74190375.00 74190375.00 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-03-11 2027-03-11 N N N 0.0376 34998510.40 34998510.40 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-03-11 2027-03-11 N N N 0.0379 29993343.90 29993343.90 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.775000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-09-08 2026-09-08 N N N 0.0358 11000418.88 11000418.88 0.0003 N N Y N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-09-09 2026-09-09 N N N 0.0369 15000329.85 15000329.85 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.785000% 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-09-16 2026-09-16 N N N 0.0373 35000845.95 35000845.95 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-10-23 2026-10-23 N N N 0.0374 100008661.00 100008661.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-11-04 2026-11-04 N N N 0.0374 20002211.40 20002211.40 0.0006 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.755000% 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-12-02 2027-12-02 N N N 0.0378 49997095.00 49997095.00 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.695000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-19 2027-04-19 N N N 0.0378 9995719.90 9995719.90 0.0003 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-11-23 2027-11-23 N N N 0.0373 15002451.00 15002451.00 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.735000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-06 2028-01-06 N N N 0.0375 69997369.40 69997369.40 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-12 2028-01-12 N N N 0.0368 50046179.00 50046179.00 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.695000% 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-08 2027-04-08 N N N 0.0371 34999574.40 34999574.40 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-03-11 2027-03-11 N N N 0.0375 24999010.50 24999010.50 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.800000% 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-10-01 2027-10-01 N N N 0.0376 40013042.00 40013042.00 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-09 2027-04-09 N N N 0.0374 86002412.30 86002412.30 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.760000% 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-04-22 2027-04-22 N N N 0.0376 70000713.30 70000713.30 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.765000% 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-05-27 2027-05-27 N N N 0.0376 30001338.90 30001338.90 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.755000% 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-06-04 2027-06-04 N N N 0.0378 99994444.00 99994444.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-06-17 2027-06-17 N N N 0.0375 100009157.00 100009157.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-07-29 2027-07-29 N N N 0.0375 80014944.00 80014944.00 0.0024 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.710000% 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-09-04 2026-09-04 N N N 0.0373 24999948.50 24999948.50 0.0008 N N Y N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.760000% 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-03-11 2027-03-11 N N N 0.0374 63000381.78 63000381.78 0.0019 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.800000% 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-09-10 2027-09-10 N N N 0.0382 29999957.70 29999957.70 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.765000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-11-26 2027-11-26 N N N 0.0376 40006472.40 40006472.40 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-03 2028-09-01 2028-09-01 N N N 0.0378 30000000.00 30000000.00 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-20 2028-01-20 N N N 0.0376 44894349.78 44894349.78 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-26 2028-01-26 N N N 0.0378 84981617.90 84981617.90 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.750000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-28 2028-01-28 N N N 0.0377 49999403.50 49999403.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-02 2028-02-02 N N N 0.0378 29991183.90 29991183.90 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-09 2028-02-09 N N N 0.0375 49954919.58 49954919.58 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-11 2028-02-11 N N N 0.0376 54999255.30 54999255.30 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-17 2028-02-17 N N N 0.0375 15001536.15 15001536.15 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-02-25 2028-02-25 N N N 0.0379 44980109.10 44980109.10 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-03-09 2028-03-09 N N N 0.0376 45000150.30 45000150.30 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-04-10 2028-04-10 N N N 0.0375 25999573.34 25999573.34 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-04-20 2028-04-20 N N N 0.0376 124998215.00 124998215.00 0.0038 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-05-08 2028-05-08 N N N 0.0376 99999443.00 99999443.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.775000% 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N 0.0378 55015430.80 55015430.80 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-24 2028-07-24 N N N 0.0380 109999027.60 109999027.60 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-03 2028-08-03 N N N 0.0378 50019228.50 50019228.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.775000% 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-07 2028-08-07 N N N 0.0379 107998813.08 107998813.08 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.770000% 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0379 132699457.26 132699457.26 0.0040 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-10-16 2026-10-16 N N N 0.0377 60002325.60 60002325.60 0.0018 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.780000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-09-02 2027-09-02 N N N 0.0375 98546679.15 98546679.15 0.0030 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.750000% 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-03-16 2027-03-16 N N N 0.0373 120023587.20 120023587.20 0.0036 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-09-22 2027-09-22 N N N 0.0370 75085479.00 75085479.00 0.0023 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.870000% 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N 0.0384 130113475.70 130113475.70 0.0039 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-10-23 2026-10-23 N N N 0.0370 60008659.80 60008659.80 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.910000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-11-05 2027-11-05 N N N 0.0375 60124513.80 60124513.80 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-11-20 2026-11-20 N N N 0.0371 50010509.50 50010509.50 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2026-12-11 2026-12-11 N N N 0.0363 40019873.20 40019873.20 0.0012 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.730000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2027-12-22 2027-12-22 N N N 0.0375 130002076.10 130002076.10 0.0039 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-01-07 2028-01-07 N N N 0.0376 49989115.50 49989115.50 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-05-08 2028-05-08 N N N 0.0375 95014869.40 95014869.40 0.0029 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-09-01 2028-06-08 2028-06-08 N N N 0.0378 69968188.50 69968188.50 0.0021 N N N N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. 3.670000% 85748R009 N/A N/A 0000093748 85748R009_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB N UST - 4.6250 - 05/15/2044 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 42272000.00 40137723.48 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2046 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 50000000.00 49417290.65 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2046 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 50000000.00 49417290.65 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2046 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 20000000.00 19766916.26 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2044 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 20150000.00 17669750.17 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2044 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 50000000.00 46232591.09 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2044 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 50000000.00 46232591.09 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2044 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 50000000.00 46232591.09 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2044 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 50000000.00 46232591.09 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2044 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 28036900.00 25924370.66 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 50000000.00 36628479.78 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2056 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 50000000.00 46605215.87 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2056 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 50000000.00 46605215.87 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2056 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 34102400.00 31786994.27 U.S. Treasuries (including strips) UST - 4.8750 - 08/15/2045 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 50000000.00 48105978.26 U.S. Treasuries (including strips) UST - 4.8750 - 08/15/2045 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 4326000.00 4162129.24 U.S. Treasuries (including strips) UST - 1.8750 - 02/15/2051 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 21000000.00 11193057.07 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 37051500.00 31124581.93 U.S. Treasuries (including strips) UST - 3.0000 - 08/15/2048 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 50000000.00 35311312.39 U.S. Treasuries (including strips) UST - 3.0000 - 08/15/2048 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 50000000.00 35311312.39 U.S. Treasuries (including strips) UST - 3.0000 - 08/15/2048 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 50000000.00 35311312.39 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 44092391.30 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 21550000.00 20404715.97 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 44092391.30 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 42861921.30 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 42861921.30 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 42861921.30 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 50000000.00 42861921.30 U.S. Treasuries (including strips) UST - 4.2500 - 02/15/2054 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 24473200.00 20979367.45 U.S. Treasuries (including strips) UST - 3.6250 - 02/15/2044 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 1619000.00 1332155.43 U.S. Treasuries (including strips) UST - 2.3750 - 11/15/2049 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 50000000.00 30926630.43 U.S. Treasuries (including strips) UST - 2.3750 - 11/15/2049 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 50000000.00 30926630.43 U.S. Treasuries (including strips) UST - 4.6250 - 05/15/2044 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 50000000.00 47475543.48 U.S. Treasuries (including strips) UST - 4.6250 - 05/15/2044 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 50000000.00 47475543.48 U.S. Treasuries (including strips) UST - 4.6250 - 05/15/2044 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 50000000.00 47475543.48 U.S. Treasuries (including strips) UST - 4.6250 - 05/15/2044 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 50000000.00 47475543.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2045 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 50000000.00 47462635.87 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2045 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 50000000.00 47462635.87 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2044 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50000000.00 47342728.48 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 25000000.00 24762355.33 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 50000000.00 49524710.65 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 50000000.00 49524710.65 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 50000000.00 49524710.65 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 50000000.00 49524710.65 U.S. Treasuries (including strips) UST - 2.2500 - 08/15/2049 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 2930000.00 1753197.91 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2047 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 50000000.00 34128142.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2047 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 50000000.00 34128142.61 U.S. Treasuries (including strips) UST - 3.3750 - 11/15/2048 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 50000000.00 38157354.57 U.S. Treasuries (including strips) UST - 3.3750 - 11/15/2048 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 50000000.00 38157354.57 U.S. Treasuries (including strips) UST - 1.3750 - 08/15/2050 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 44300000.00 20812876.54 U.S. Treasuries (including strips) UST - 1.3750 - 08/15/2050 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 50000000.00 23490831.30 U.S. Treasuries (including strips) UST - 1.8750 - 11/15/2051 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 49909000.00 26492456.68 U.S. Treasuries (including strips) UST - 1.8750 - 11/15/2051 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 50000000.00 26540760.87 U.S. Treasuries (including strips) UST - 1.8750 - 11/15/2051 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 50000000.00 26540760.87 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 24821800.00 16672299.18 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 50000000.00 33583985.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 50000000.00 33583985.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 50000000.00 33583985.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 50000000.00 33583985.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2052 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 50000000.00 33583985.00 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2045 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1100000.00 1044177.99 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2045 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 50000000.00 47462635.87 U.S. Treasuries (including strips) UST - 4.7500 - 02/15/2045 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 50000000.00 47462635.87 U.S. Treasuries (including strips) UST - 2.3750 - 11/15/2049 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 50000000.00 30926630.43 U.S. Treasuries (including strips) UST - 4.6250 - 02/15/2046 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 30000000.00 27893528.09 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2045 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 40000000.00 37688246.78 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2500000000.00 2500000000.00 0.0758 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2026-10-01 2026-10-01 N N N 0.0377 309292317.20 309292317.20 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 461685212.35 461685212.35 0.0140 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-24 2026-12-24 2026-12-24 N N N 0.0390 293583350.04 293583350.04 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-21 2027-01-21 2027-01-21 N N N 0.0393 250178496.34 250178496.34 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UD7 254900HROIFWPRGM1V77 US912797UD79 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-18 2027-03-18 2027-03-18 N N N 0.0390 99885647.10 99885647.10 0.0030 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UF2 254900HROIFWPRGM1V77 US912797UF28 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 251171696.12 251171696.12 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 N/A U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0381 331238343.42 331238343.42 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UX3 254900HROIFWPRGM1V77 US912797UX34 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-13 2027-05-13 2027-05-13 N N N 0.0399 159200395.78 159200395.78 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-03 2026-12-03 2026-12-03 N N N 0.0385 161019141.01 161019141.01 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-15 2026-09-15 2026-09-15 N N N 0.0367 173885314.27 173885314.27 0.0053 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 487859713.69 487859713.69 0.0148 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VE4 254900HROIFWPRGM1V77 US912797VE44 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-29 2026-09-29 2026-09-29 N N N 0.0376 327304987.95 327304987.95 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VF1 254900HROIFWPRGM1V77 US912797VF19 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-10 2027-06-10 2027-06-10 N N N 0.0405 165389505.80 165389505.80 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-06 2026-10-06 2026-10-06 N N N 0.0376 398564000.00 398564000.00 0.0121 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-13 2026-10-13 2026-10-13 N N N 0.0377 665613998.60 665613998.60 0.0202 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VV6 254900HROIFWPRGM1V77 US912797VV68 N/A U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N 0.0396 161912863.34 161912863.34 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 N/A U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 337785218.79 337785218.79 0.0102 N Y Y N U.S. Treasury Bill United Sts Treas Bills 09/27 0 0.010000% 912797WA1 254900HROIFWPRGM1V77 US912797WA13 N/A U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N 0.0417 99563504.90 99563504.90 0.0030 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WB9 254900HROIFWPRGM1V77 US912797WB95 N/A U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0398 161596194.24 161596194.24 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WE3 254900HROIFWPRGM1V77 US912797WE35 N/A U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0385 330831040.31 330831040.31 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WG8 254900HROIFWPRGM1V77 US912797WG82 N/A U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 326350206.55 326350206.55 0.0099 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0402 91947411.76 91947411.76 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 77445037.50 77445037.50 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-31 2026-12-31 2026-12-31 N N N 0.0395 50452239.32 50452239.32 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 40450419.43 40450419.43 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-15 2026-09-15 2026-09-15 N N N 0.0370 136693986.27 136693986.27 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-02-15 2027-02-15 2027-02-15 N N N 0.0398 51930815.63 51930815.63 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 N/A U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0418 90943293.30 90943293.30 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-30 2026-09-30 2026-09-30 N N N 0.0395 58326637.24 58326637.24 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0389 30008671.80 30008671.80 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.955600% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-01 2026-10-31 2026-10-31 N N N 0.0379 130026061.10 130026061.10 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-30 2026-11-30 2026-11-30 N N N 0.0386 141770623.48 141770623.48 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0398 246780068.42 246780068.42 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.848600% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-01 2027-01-31 2027-01-31 N N N 0.0376 335101917.05 335101917.05 0.0102 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 104209348.70 104209348.70 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.910600% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-01 2027-04-30 2027-04-30 N N N 0.0376 397364068.85 397364068.85 0.0120 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 103598617.62 103598617.62 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-30 2027-06-30 2027-06-30 N N N 0.0417 74545212.50 74545212.50 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.800600% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 N/A U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N 0.0380 361229661.63 361229661.63 0.0109 N Y Y N Bank of Montreal Bank of Montreal/US 3.680000% 933CXN000 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 933CXN000_3.68_0908 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 2026-137 KP 549300M8ZYFG0OCMTT87 38385WG65 2056-06-20 5.000000 0.00 9648648.65 9533266.89 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-106 LB 549300M8ZYFG0OCMTT87 38385TA76 2056-06-20 5.000000 0.00 11486486.49 10682440.09 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 B1V7KEBTPIMZEU4LTD58 3136G6YQ5 2056-07-25 5.000000 0.00 443608.11 395956.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 B1V7KEBTPIMZEU4LTD58 3136G6XY9 2056-07-25 5.000000 0.00 253599.11 224743.25 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 B1V7KEBTPIMZEU4LTD58 3136G6XU7 2056-07-25 5.250000 0.00 196279.24 179635.74 Agency Collateralized Mortgage Obligation FNMA FNRM CL065AY R26F065 B1V7KEBTPIMZEU4LTD58 3136G6U63 2056-08-25 5.000000 0.00 997716.22 900409.62 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DB R26F044 B1V7KEBTPIMZEU4LTD58 3136G6FU7 2056-05-25 4.500000 0.00 77745.59 64556.29 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 B1V7KEBTPIMZEU4LTD58 3136G6EJ3 2056-06-25 5.000000 0.00 415907.53 369895.95 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 B1V7KEBTPIMZEU4LTD58 3136G6EE4 2056-01-25 5.000000 0.00 154132.65 152243.55 Agency Collateralized Mortgage Obligation FNMA FNRA CL044FN R26F044 B1V7KEBTPIMZEU4LTD58 3136G6DE5 2056-05-25 4.443200 0.00 897800.57 893746.58 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 B1V7KEBTPIMZEU4LTD58 3136BYBC5 2055-12-25 5.000000 0.00 380219.24 352006.47 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 B1V7KEBTPIMZEU4LTD58 3136BXRR7 2055-10-25 4.500000 0.00 192339.95 184520.18 Agency Collateralized Mortgage Obligation FNMA FNRM RC091AB R25F091 B1V7KEBTPIMZEU4LTD58 3136BXLZ5 2055-05-25 4.750000 0.00 142679.94 137956.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 B1V7KEBTPIMZEU4LTD58 3136AEMJ3 2028-06-25 1.250000 0.00 2274.04 2232.06 Agency Collateralized Mortgage Obligation FNMA FNRM RC074AY R25F074 B1V7KEBTPIMZEU4LTD58 3136BXGM0 2055-09-25 5.000000 0.00 317432.73 292810.64 Agency Collateralized Mortgage Obligation FNMA FNRM RC104BT R25F104 B1V7KEBTPIMZEU4LTD58 3136BX3W2 2055-12-25 3.500000 0.00 264358.41 235278.89 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 S6XOOCT0IEG5ABCC6L87 3137HPZK2 2033-02-15 4.100000 0.00 5096601.14 4931566.40 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 S6XOOCT0IEG5ABCC6L87 3137HPMM2 2056-01-25 4.500000 0.00 410699.55 351321.43 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 S6XOOCT0IEG5ABCC6L87 3137HPKW2 2033-01-15 4.050000 0.00 27568620.66 26653563.00 Agency Collateralized Mortgage Obligation FMAC FTRM 5607KT 11/15/32 S6XOOCT0IEG5ABCC6L87 3137HP2L6 2032-11-15 4.250000 0.00 5007036.90 4876386.62 Agency Collateralized Mortgage Obligation FMAC FERM 5700JA 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCR39 2056-09-25 5.250000 0.00 4265695.14 4224684.74 Agency Collateralized Mortgage Obligation FMAC FERM 5700CY 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCQ55 2056-09-25 5.250000 0.00 457085.89 434203.26 Agency Collateralized Mortgage Obligation FMAC FERM 5700CL 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCQ30 2056-09-25 5.250000 0.00 3476012.05 3284129.24 Agency Collateralized Mortgage Obligation FMAC FERM 5700ET 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCHZ9 2056-09-25 5.000000 0.00 7400042.34 7166664.74 Agency Collateralized Mortgage Obligation FMAC FERM 5666PL 06/25/56 S6XOOCT0IEG5ABCC6L87 3137GCE41 2056-06-25 4.750000 0.00 93177.23 80007.50 Agency Collateralized Mortgage Obligation FMAC FERM 5666KB 06/25/56 S6XOOCT0IEG5ABCC6L87 3137GCDS9 2056-06-25 5.000000 0.00 874472.88 792788.95 Agency Collateralized Mortgage Obligation FMAC FTRM 5666GB 05/15/33 S6XOOCT0IEG5ABCC6L87 3137GCDJ9 2033-05-15 4.500000 0.00 23697905.37 23209301.96 Agency Collateralized Mortgage Obligation FMAC FERM 5691CN 04/25/55 S6XOOCT0IEG5ABCC6L87 3137GBLP8 2055-04-25 5.250000 0.00 54778.36 52815.11 Agency Collateralized Mortgage Obligation FMAC FERM 5691CL 08/25/56 S6XOOCT0IEG5ABCC6L87 3137GBLM5 2056-08-25 5.250000 0.00 781221.22 719816.45 Agency Collateralized Mortgage Obligation FMAC FERM 5691BT 08/25/56 S6XOOCT0IEG5ABCC6L87 3137GBL78 2056-08-25 4.500000 0.00 4653211.27 4417177.13 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 S6XOOCT0IEG5ABCC6L87 3137GBCP8 2056-07-25 5.000000 0.00 1822110.77 1640520.43 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 S6XOOCT0IEG5ABCC6L87 3137FGT39 2048-08-15 3.500000 0.00 440839.92 413759.86 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 S6XOOCT0IEG5ABCC6L87 3137AYYA3 2033-01-15 2.250000 0.00 6681.53 6478.93 Agency Collateralized Mortgage Obligation FNMA FNRM RC057AL R26F057 B1V7KEBTPIMZEU4LTD58 3136G6ZE1 2056-07-25 5.000000 0.00 2111907.47 1901590.35 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 B1V7KEBTPIMZEU4LTD58 3136ABGG2 2042-11-25 1.500000 0.00 64615.33 56057.61 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 B1V7KEBTPIMZEU4LTD58 3136BSS48 2054-09-25 4.893200 0.00 10084149.87 10109224.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 FG 549300M8ZYFG0OCMTT87 38385WCA0 2066-07-20 4.638800 0.00 34398715.01 34433713.09 Agency Collateralized Mortgage Obligation FNMA FNRA CL065FC R24F065 B1V7KEBTPIMZEU4LTD58 3136BSH99 2054-09-25 4.843200 0.00 6678723.03 6675164.60 Agency Collateralized Mortgage Obligation FMAC FERA 5666FC 06/25/56 S6XOOCT0IEG5ABCC6L87 3137GCDB6 2056-06-25 4.503200 0.00 11730701.35 11612110.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 HF 549300M8ZYFG0OCMTT87 38385WJH8 2066-07-20 4.638800 0.00 34381327.80 34416548.83 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FA R26F021 B1V7KEBTPIMZEU4LTD58 3136G5FS4 2056-04-25 4.793200 0.00 983513.96 979728.28 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 B1V7KEBTPIMZEU4LTD58 3136G6EZ7 2056-06-25 5.000000 0.00 775051.82 699966.87 Agency Collateralized Mortgage Obligation FMAC FERM 5691CB 08/25/56 S6XOOCT0IEG5ABCC6L87 3137GBLC7 2056-08-25 5.250000 0.00 2264511.42 2158061.27 Agency Collateralized Mortgage Obligation FMAC FERM 5691CY 08/25/56 S6XOOCT0IEG5ABCC6L87 3137GBLX1 2056-08-25 5.250000 0.00 3140643.86 2950490.44 Agency Collateralized Mortgage Obligation FNMA FNRM RC096BD R25F096 B1V7KEBTPIMZEU4LTD58 3136BXU51 2055-11-25 4.500000 0.00 225532.94 216457.05 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 B1V7KEBTPIMZEU4LTD58 3136G5PG9 2056-04-25 5.000000 0.00 331167.35 294734.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-106 DV 549300M8ZYFG0OCMTT87 38385TZU8 2037-06-20 5.000000 0.00 11354667.91 11330512.75 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 B1V7KEBTPIMZEU4LTD58 3136G6GF9 2056-05-25 5.500000 0.00 35844421.45 35803857.50 Agency Collateralized Mortgage Obligation FMAC FTRM 5700GB 09/15/33 S6XOOCT0IEG5ABCC6L87 3137GCJ87 2033-09-15 4.750000 0.00 14865400.28 14700310.10 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 S6XOOCT0IEG5ABCC6L87 3137HPML4 2056-01-25 4.500000 0.00 236803.80 197221.10 Agency Collateralized Mortgage Obligation FMAC FERM 5700HL 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCQS5 2056-09-25 5.250000 0.00 266925.50 244330.52 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GB 05/15/33 S6XOOCT0IEG5ABCC6L87 3137GBD44 2033-05-15 4.750000 0.00 452677.21 446616.01 Agency Collateralized Mortgage Obligation FMAC FERM 5700EL 09/25/56 S6XOOCT0IEG5ABCC6L87 3137GCHU0 2056-09-25 5.000000 0.00 1214822.53 1125401.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 F 549300M8ZYFG0OCMTT87 38385WWJ9 2056-08-20 4.330100 0.00 11486486.49 11508484.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 FH 549300M8ZYFG0OCMTT87 38385WVC5 2066-08-20 4.635800 0.00 27567567.57 27594459.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 JF 549300M8ZYFG0OCMTT87 38385WJG0 2066-07-20 4.588800 0.00 28651106.50 28639163.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-137 EA 549300M8ZYFG0OCMTT87 38385WJ54 2053-03-20 5.000000 0.00 7810810.81 7753601.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET 549300M8ZYFG0OCMTT87 38385EJT2 2055-03-20 4.500000 0.00 7969399.61 7629472.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-096 DB 549300M8ZYFG0OCMTT87 38384B2C4 2053-07-20 6.000000 0.00 918918.92 931326.16 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K 549300M8ZYFG0OCMTT87 38381PDR1 2055-07-20 4.500000 0.00 1953494.42 1862682.32 Agency Collateralized Mortgage Obligation FNMA FNRA CL058F R22F058 B1V7KEBTPIMZEU4LTD58 3136BN4X1 2052-09-25 4.343200 0.00 12858528.69 12673865.62 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DL R26F057 B1V7KEBTPIMZEU4LTD58 3136G6ZL5 2056-07-25 5.000000 0.00 676780.80 609053.09 Agency Collateralized Mortgage Obligation FMAC FKAR 05.250 WAWA4853 S6XOOCT0IEG5ABCC6L87 3142ACE39 2055-05-01 5.250000 0.00 1433736.43 1362706.26 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 B1V7KEBTPIMZEU4LTD58 3140JCZU1 2056-02-01 4.124000 0.00 3971823.36 3863034.45 Agency Mortgage-Backed Securities FMAC FMAR 841475 G S6XOOCT0IEG5ABCC6L87 31288QT83 2052-08-01 3.414000 0.00 417067.06 405757.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9206 B1V7KEBTPIMZEU4LTD58 3140AXGQ4 2054-12-01 5.000000 0.00 2731399.26 2671676.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7133 B1V7KEBTPIMZEU4LTD58 3140Q24T2 2033-05-01 4.180000 0.00 978928.54 944839.63 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 S6XOOCT0IEG5ABCC6L87 3142ACEM7 2054-01-01 4.000000 0.00 447504.06 368461.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2913 B1V7KEBTPIMZEU4LTD58 3140Y9GX6 2056-06-01 4.500000 0.00 2992123.51 2826659.08 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 B1V7KEBTPIMZEU4LTD58 3136BYH62 2035-08-25 4.000000 0.00 6716883.60 6526039.03 Agency Mortgage-Backed Securities GNMA GNRM 2026-151 AL 549300M8ZYFG0OCMTT87 38384T6T4 2056-07-16 4.250000 0.00 8270270.27 7999871.03 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 B1V7KEBTPIMZEU4LTD58 3136BYH70 2036-01-25 4.300000 0.00 23625911.73 22471581.18 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 B1V7KEBTPIMZEU4LTD58 3136BLR69 2031-11-25 1.764100 0.00 932165.46 865172.68 Agency Mortgage-Backed Securities FMAC FMAR 841337 G S6XOOCT0IEG5ABCC6L87 31288QPW4 2051-08-01 1.850000 0.00 370497.18 358106.89 Agency Mortgage-Backed Securities FMAC FMAR 841319 G S6XOOCT0IEG5ABCC6L87 31288QPC8 2046-05-01 5.994000 0.00 9088.94 9451.44 Agency Mortgage-Backed Securities FMAC FMAR 841315 G S6XOOCT0IEG5ABCC6L87 31288QN89 2046-05-01 5.997000 0.00 8734.95 9083.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8413 S6XOOCT0IEG5ABCC6L87 3133KQK21 2053-01-01 5.500000 0.00 2662590.12 2671332.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1552 B1V7KEBTPIMZEU4LTD58 3140X4WN2 2047-12-01 3.000000 0.00 2608259.33 2295463.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 2953617.57 2733848.73 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 B1V7KEBTPIMZEU4LTD58 3140HRYU1 2039-01-01 4.690000 0.00 333694.45 322959.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7529 B1V7KEBTPIMZEU4LTD58 3140QFLK3 2050-10-01 2.500000 0.00 2756482.17 2263348.43 Agency Mortgage-Backed Securities FMAC FMAR 841318 G S6XOOCT0IEG5ABCC6L87 31288QPB0 2046-05-01 5.997000 0.00 7279.12 7569.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1925 B1V7KEBTPIMZEU4LTD58 3140NWD77 2029-09-01 4.080000 0.00 17229.73 16936.69 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0853 S6XOOCT0IEG5ABCC6L87 3132DM5N1 2052-01-01 2.500000 0.00 3215896.91 2640583.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL4051 B1V7KEBTPIMZEU4LTD58 3138ELQD8 2033-08-01 3.500000 0.00 2440533.78 2359392.54 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0082 B1V7KEBTPIMZEU4LTD58 3140NUCU1 2029-01-01 5.280000 0.00 149324.32 151678.72 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 B1V7KEBTPIMZEU4LTD58 3140JCGA6 2049-04-01 5.996000 0.00 8465.04 8824.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8237 S6XOOCT0IEG5ABCC6L87 3132DWEJ8 2052-08-01 4.000000 0.00 2507847.18 2318814.02 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8048 B1V7KEBTPIMZEU4LTD58 3138LL5J0 2028-01-01 3.080000 0.00 22750.33 22564.61 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 B1V7KEBTPIMZEU4LTD58 31385HJE3 2036-12-01 4.673000 0.00 424.31 431.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6188 B1V7KEBTPIMZEU4LTD58 3140LG2W1 2032-07-01 4.340000 0.00 45401.03 44500.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC0416 S6XOOCT0IEG5ABCC6L87 3133AJN90 2051-04-01 2.500000 0.00 2756482.04 2263042.35 Agency Mortgage-Backed Securities FMAC FMAR 840357 G S6XOOCT0IEG5ABCC6L87 31347AME1 2046-07-01 6.007000 0.00 6477.70 6743.68 Agency Mortgage-Backed Securities FMAC FMAR 841485 G S6XOOCT0IEG5ABCC6L87 31288QUJ7 2052-09-01 4.175000 0.00 225628.98 223140.10 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1749 B1V7KEBTPIMZEU4LTD58 3138LD5K5 2028-07-01 2.690000 0.00 1351048.66 1308182.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3902 B1V7KEBTPIMZEU4LTD58 31418DKQ4 2050-01-01 2.500000 0.00 2743342.38 2270338.95 Agency Mortgage-Backed Securities FMAC FMAR 841680 G S6XOOCT0IEG5ABCC6L87 31288Q2M1 2049-12-01 5.829000 0.00 8694.05 9045.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 B1V7KEBTPIMZEU4LTD58 3138LCA47 2035-11-01 3.480000 0.00 47862.76 43598.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 B1V7KEBTPIMZEU4LTD58 3138LEXZ9 2028-09-01 2.550000 0.00 42731.24 41181.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9001 B1V7KEBTPIMZEU4LTD58 3140URAB4 2056-07-01 6.000000 0.00 2313215.96 2364678.07 Agency Mortgage-Backed Securities FMAC FMAR 842120 G S6XOOCT0IEG5ABCC6L87 31288RK98 2056-03-01 4.885000 0.00 297772.82 295923.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7118 B1V7KEBTPIMZEU4LTD58 3140Q24C9 2041-07-01 5.160000 0.00 803135.14 800275.17 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0860 S6XOOCT0IEG5ABCC6L87 3142GQ5W8 2054-02-01 7.000000 0.00 2214320.28 2371300.82 Agency Mortgage-Backed Securities FMAC FMAR 8B0616 G S6XOOCT0IEG5ABCC6L87 3142AWVH5 2056-05-01 4.500000 0.00 1814657.82 1790825.92 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 S6XOOCT0IEG5ABCC6L87 3142KDCC8 2033-03-01 4.400000 0.00 4985135.14 4877893.25 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0055 S6XOOCT0IEG5ABCC6L87 3142KDBZ8 2031-01-01 4.200000 0.00 5815608.11 5706949.29 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 S6XOOCT0IEG5ABCC6L87 3142KDBH8 2030-12-01 4.000000 0.00 4150527.03 4041639.33 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0059 S6XOOCT0IEG5ABCC6L87 3142KDB54 2033-01-01 4.200000 0.00 18194594.59 17562441.60 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 S6XOOCT0IEG5ABCC6L87 3142KDAW6 2032-10-01 4.200000 0.00 7730635.14 7499898.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4383 S6XOOCT0IEG5ABCC6L87 3142K52R3 2056-06-01 5.500000 0.00 2726542.80 2719623.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3664 S6XOOCT0IEG5ABCC6L87 3142JSCA1 2056-01-01 5.000000 0.00 2626127.48 2554372.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1512 S6XOOCT0IEG5ABCC6L87 3142JPVE8 2055-12-01 5.000000 0.00 2708192.43 2634030.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0083 S6XOOCT0IEG5ABCC6L87 3142JCCV0 2041-05-01 4.500000 0.00 2370768.97 2326784.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3487 S6XOOCT0IEG5ABCC6L87 3142GT2V7 2055-02-01 5.500000 0.00 2298539.69 2299053.03 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 B1V7KEBTPIMZEU4LTD58 31376JEV7 2036-06-01 4.440000 0.00 680.77 670.82 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 B1V7KEBTPIMZEU4LTD58 31373UED5 2029-03-01 4.380000 0.00 13.10 13.06 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 B1V7KEBTPIMZEU4LTD58 31373KHS1 2032-10-01 4.603000 0.00 8029.37 7993.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6037 B1V7KEBTPIMZEU4LTD58 31418FV79 2041-04-01 4.500000 0.00 2308313.28 2265487.15 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYAN9508 B1V7KEBTPIMZEU4LTD58 3138LNR60 2039-10-01 4.290000 0.00 689189.19 634016.15 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 B1V7KEBTPIMZEU4LTD58 3138LMRK1 2028-04-01 3.490000 0.00 5145.12 5073.39 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6750 B1V7KEBTPIMZEU4LTD58 3138LKQC4 2027-10-01 2.750000 0.00 8982432.43 8828174.13 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6642 B1V7KEBTPIMZEU4LTD58 3138LKLY1 2027-09-01 2.880000 0.00 4473910.72 4410770.42 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HIAN7185 B1V7KEBTPIMZEU4LTD58 3138LK6X0 2032-11-01 3.350000 0.00 58525.67 56191.18 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2351 B1V7KEBTPIMZEU4LTD58 3138LETH4 2026-09-01 2.150000 0.00 229729.73 229509.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1835 B1V7KEBTPIMZEU4LTD58 3138LEBD2 2028-07-01 2.535000 0.00 14833.99 14337.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL8687 B1V7KEBTPIMZEU4LTD58 3138ETUM6 2045-03-01 4.500000 0.00 2895654.83 2796189.09 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 B1V7KEBTPIMZEU4LTD58 3138ERC32 2028-09-01 2.698000 0.00 127119.92 123458.84 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL7547 B1V7KEBTPIMZEU4LTD58 3138EQL59 2027-03-01 3.213000 0.00 1550205.47 1546314.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2386 B1V7KEBTPIMZEU4LTD58 3140Y8UL8 2056-04-01 5.500000 0.00 2263808.57 2267017.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2384 B1V7KEBTPIMZEU4LTD58 3140Y8UJ3 2056-04-01 5.500000 0.00 2436371.78 2445886.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0890 B1V7KEBTPIMZEU4LTD58 3140Y67C8 2055-08-01 6.500000 0.00 2238764.41 2345572.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9693 B1V7KEBTPIMZEU4LTD58 3140XDXX9 2051-12-01 2.500000 0.00 2756481.78 2262962.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1199 B1V7KEBTPIMZEU4LTD58 3140X4KM7 2048-11-01 3.000000 0.00 2640820.50 2315114.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6071 B1V7KEBTPIMZEU4LTD58 3140W6W99 2052-06-01 2.500000 0.00 2756482.89 2277713.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6009 B1V7KEBTPIMZEU4LTD58 3140W6VB5 2051-05-01 2.000000 0.00 2908552.00 2305669.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3912 B1V7KEBTPIMZEU4LTD58 3140W4K22 2052-03-01 2.000000 0.00 2935722.71 2347763.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 3442876.88 2711219.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 S6XOOCT0IEG5ABCC6L87 3132DVLD5 2050-08-01 3.000000 0.00 2655045.70 2327121.01 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5587 S6XOOCT0IEG5ABCC6L87 3132DTF47 2054-04-01 7.000000 0.00 2135747.39 2248385.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4738 S6XOOCT0IEG5ABCC6L87 3130G4EL6 2056-09-01 6.000000 0.00 2496088.41 2546082.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4737 S6XOOCT0IEG5ABCC6L87 3130G4EK8 2056-09-01 6.000000 0.00 2753392.36 2809996.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4723 S6XOOCT0IEG5ABCC6L87 3130G4D52 2056-09-01 5.500000 0.00 225081.38 224634.22 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 S6XOOCT0IEG5ABCC6L87 3142ACDU0 2039-06-01 3.100000 0.00 142547.78 119108.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2157 S6XOOCT0IEG5ABCC6L87 31427PMF8 2055-08-01 6.500000 0.00 2546518.64 2676059.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 S6XOOCT0IEG5ABCC6L87 31427MAV3 2055-01-01 5.500000 0.00 2531336.28 2522485.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4501 S6XOOCT0IEG5ABCC6L87 3130G33K2 2056-09-01 5.500000 0.00 2698395.30 2699489.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1747 S6XOOCT0IEG5ABCC6L87 3130G0ZM9 2056-08-01 6.000000 0.00 2574376.35 2642810.99 Agency Mortgage-Backed Securities FMAC FMAR 841649 G S6XOOCT0IEG5ABCC6L87 31288QZN3 2049-01-01 6.021000 0.00 8075.01 8413.65 Agency Mortgage-Backed Securities FMAC FMAR 841386 G S6XOOCT0IEG5ABCC6L87 31288QRF9 2049-05-01 6.021000 0.00 8915.04 9288.20 Agency Mortgage-Backed Securities FMAC FMAR 841375 G S6XOOCT0IEG5ABCC6L87 31288QQ45 2046-01-01 5.987000 0.00 7474.14 7771.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 B1V7KEBTPIMZEU4LTD58 31373CSE8 2034-04-01 3.988000 0.00 11108.79 10911.69 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 B1V7KEBTPIMZEU4LTD58 3136195D6 2027-09-01 4.180000 0.00 29.33 29.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5904 S6XOOCT0IEG5ABCC6L87 3133WQRZ8 2041-07-01 4.500000 0.00 2428861.34 2383798.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8447 S6XOOCT0IEG5ABCC6L87 3133WFL47 2054-06-01 6.000000 0.00 2346109.34 2395910.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5395 S6XOOCT0IEG5ABCC6L87 3133KY7G8 2046-04-01 5.500000 0.00 2452176.26 2466554.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6333 S6XOOCT0IEG5ABCC6L87 3133KNBA0 2051-11-01 2.000000 0.00 2876724.61 2263728.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3575 S6XOOCT0IEG5ABCC6L87 3133KJ6L1 2050-09-01 2.000000 0.00 2920142.67 2324920.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB8797 S6XOOCT0IEG5ABCC6L87 3133AFX22 2051-02-01 2.500000 0.00 2756482.69 2263040.13 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN5437 S6XOOCT0IEG5ABCC6L87 3132XLBF1 2030-07-01 4.400000 0.00 8194000.00 8129010.66 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 S6XOOCT0IEG5ABCC6L87 3132XKSV0 2029-07-01 3.810000 0.00 45915.67 44979.03 Agency Mortgage-Backed Securities FMAC FKAR 02.460 WNWN0046 S6XOOCT0IEG5ABCC6L87 3132XEBQ3 2036-10-01 2.460000 0.00 21917594.59 18042169.35 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 S6XOOCT0IEG5ABCC6L87 3132WWXY3 2037-07-01 3.900000 0.00 44867.12 41257.52 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 S6XOOCT0IEG5ABCC6L87 3132WWX31 2037-07-01 3.900000 0.00 45185.49 41275.86 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 S6XOOCT0IEG5ABCC6L87 3132WVBS2 2035-04-01 4.500000 0.00 226244.51 221639.53 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.830000 0.00 46183.80 41482.83 Agency Mortgage-Backed Securities FMAC FKAR WV0368 S6XOOCT0IEG5ABCC6L87 3132V8MR4 2036-04-01 4.199000 0.00 9763513.51 9753702.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA2416 B1V7KEBTPIMZEU4LTD58 3140W2VJ7 2055-06-01 7.000000 0.00 2342623.50 2483858.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1418 B1V7KEBTPIMZEU4LTD58 3140W1SG9 2054-08-01 6.000000 0.00 2210126.27 2253347.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1314 B1V7KEBTPIMZEU4LTD58 3140W1N82 2052-11-01 5.500000 0.00 2366886.09 2415741.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0996 B1V7KEBTPIMZEU4LTD58 3140W1DA8 2052-03-01 2.000000 0.00 2844016.34 2263713.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1669 B1V7KEBTPIMZEU4LTD58 3140W12B8 2048-07-01 3.500000 0.00 2841726.59 2615248.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3945 B1V7KEBTPIMZEU4LTD58 3140UXL37 2056-09-01 5.500000 0.00 2488163.19 2485772.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9770 B1V7KEBTPIMZEU4LTD58 3140UR2C1 2056-09-01 5.500000 0.00 2462270.35 2465107.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5861 B1V7KEBTPIMZEU4LTD58 3140UMQP7 2056-07-01 5.500000 0.00 2402435.81 2404569.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4511 B1V7KEBTPIMZEU4LTD58 3140ULAM3 2056-07-01 6.000000 0.00 2657223.66 2716338.91 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8570 B1V7KEBTPIMZEU4LTD58 3140UCQY0 2056-04-01 4.540000 0.00 2698924.31 2669579.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8568 B1V7KEBTPIMZEU4LTD58 3140UCQW4 2056-05-01 4.094000 0.00 1649125.28 1616043.28 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7288 B1V7KEBTPIMZEU4LTD58 3140Q3C20 2033-06-01 4.680000 0.00 1629013.51 1616207.84 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7181 B1V7KEBTPIMZEU4LTD58 3140Q26T0 2033-06-01 4.370000 0.00 2021621.62 1969097.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5511 B1V7KEBTPIMZEU4LTD58 3140Q1DR8 2032-11-01 4.320000 0.00 3434459.46 3347299.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5402 B1V7KEBTPIMZEU4LTD58 3140Q1AC4 2035-12-01 4.360000 0.00 22972.97 22086.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5249 B1V7KEBTPIMZEU4LTD58 3140Q0ZP0 2035-10-01 4.510000 0.00 7810810.81 7596531.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5119 B1V7KEBTPIMZEU4LTD58 3140Q0VM1 2035-11-01 4.435000 0.00 18453040.54 17828844.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4263 B1V7KEBTPIMZEU4LTD58 3140NYWZ0 2030-07-01 4.450000 0.00 11578378.38 11516935.78 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4142 B1V7KEBTPIMZEU4LTD58 3140NYS85 2032-07-01 4.490000 0.00 6891891.89 6798814.60 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 B1V7KEBTPIMZEU4LTD58 3140NYEQ0 2035-05-01 4.320000 0.00 3105945.95 2986019.16 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4440 B1V7KEBTPIMZEU4LTD58 3140NY5A5 2030-07-01 4.450000 0.00 6374081.08 6340255.96 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2295 B1V7KEBTPIMZEU4LTD58 3140NWRR8 2034-10-01 4.350000 0.00 22972.97 22245.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3021 B1V7KEBTPIMZEU4LTD58 3140U6LB8 2056-02-01 5.500000 0.00 2478809.07 2470146.46 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 B1V7KEBTPIMZEU4LTD58 3140U05M5 2056-02-01 4.454000 0.00 2240535.24 2218478.67 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 B1V7KEBTPIMZEU4LTD58 3140HR5A7 2039-02-01 4.700000 0.00 319209.19 309420.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 S6XOOCT0IEG5ABCC6L87 3133D07J4 2054-11-01 5.000000 0.00 107718.48 104604.52 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2114 B1V7KEBTPIMZEU4LTD58 3140NWK46 2034-10-01 4.340000 0.00 4703716.22 4546069.60 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3537 B1V7KEBTPIMZEU4LTD58 3140NX4X8 2035-04-01 4.970000 0.00 6077842.81 6101799.64 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4450 B1V7KEBTPIMZEU4LTD58 3140NY5L1 2035-08-01 4.570000 0.00 141706.49 138758.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3114 S6XOOCT0IEG5ABCC6L87 31427QN81 2053-11-01 5.500000 0.00 2630796.19 2625067.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6358 B1V7KEBTPIMZEU4LTD58 3140L5B47 2051-03-01 2.000000 0.00 2971075.18 2352873.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8493 B1V7KEBTPIMZEU4LTD58 3140QUNK8 2054-05-01 6.000000 0.00 2375360.05 2430002.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7523 B1V7KEBTPIMZEU4LTD58 3140QTLD9 2053-11-01 6.500000 0.00 2336341.64 2434478.90 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ7657 B1V7KEBTPIMZEU4LTD58 3140Q3QK5 2033-08-01 4.240000 0.00 2997283.78 2998112.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7577 B1V7KEBTPIMZEU4LTD58 3140Q3M37 2031-08-01 4.220000 0.00 7287716.22 7130116.93 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7392 B1V7KEBTPIMZEU4LTD58 3140Q3GA8 2033-07-01 4.670000 0.00 4539459.46 4505906.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7264 B1V7KEBTPIMZEU4LTD58 3140Q3CA2 2033-06-01 4.490000 0.00 3790540.54 3718625.14 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1440 B1V7KEBTPIMZEU4LTD58 3140NVS65 2034-07-01 4.485000 0.00 11124891.89 10849289.38 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 B1V7KEBTPIMZEU4LTD58 3140NUFE4 2041-06-01 2.800000 0.00 5587.25 4396.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0143 B1V7KEBTPIMZEU4LTD58 3140NUER6 2038-12-01 5.670000 0.00 5084481.30 5338476.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU9879 B1V7KEBTPIMZEU4LTD58 3140MB6R8 2052-01-01 2.500000 0.00 2768845.86 2318671.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 B1V7KEBTPIMZEU4LTD58 3140LHQV5 2032-10-01 4.270000 0.00 43230.46 42156.11 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 B1V7KEBTPIMZEU4LTD58 3140LG3F7 2038-07-01 4.240000 0.00 89035.38 83102.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3144 B1V7KEBTPIMZEU4LTD58 3140LDP60 2036-09-01 1.930000 0.00 7104653.35 5644031.35 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 B1V7KEBTPIMZEU4LTD58 31381JN24 2036-04-01 5.692000 0.00 17259.47 17254.11 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR2692 B1V7KEBTPIMZEU4LTD58 3140L07E1 2051-02-01 2.000000 0.00 2822423.74 2267443.98 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 B1V7KEBTPIMZEU4LTD58 3140JCY81 2056-02-01 4.726000 0.00 4505020.21 4474546.00 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 B1V7KEBTPIMZEU4LTD58 3140JCDL5 2050-04-01 6.075000 0.00 10308.25 10749.32 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7091 B1V7KEBTPIMZEU4LTD58 3140JB2Z8 2052-10-01 3.895000 0.00 239895.19 236533.82 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 B1V7KEBTPIMZEU4LTD58 3140J9TY7 2036-11-01 6.338000 0.00 327340.90 342174.19 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 B1V7KEBTPIMZEU4LTD58 3140J96M8 2036-08-01 5.966000 0.00 271911.32 280932.97 Agency Mortgage-Backed Securities FMAC FMAR 8B0574 G S6XOOCT0IEG5ABCC6L87 3142AWT70 2056-03-01 4.613000 0.00 1433767.38 1421734.01 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 S6XOOCT0IEG5ABCC6L87 3142ACFV6 2040-12-01 4.500000 0.00 1052340.34 985638.80 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 S6XOOCT0IEG5ABCC6L87 3142ACF20 2041-03-01 4.850000 0.00 1653150.15 1602905.40 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4852 S6XOOCT0IEG5ABCC6L87 3142ACE21 2042-04-01 4.500000 0.00 912168.35 844961.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 S6XOOCT0IEG5ABCC6L87 3133KY6W4 2046-01-01 5.500000 0.00 2495640.80 2516238.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4729 S6XOOCT0IEG5ABCC6L87 3130G4EB8 2056-09-01 5.500000 0.00 2427297.22 2429113.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0268 S6XOOCT0IEG5ABCC6L87 31427MJN2 2054-07-01 6.500000 0.00 2559123.42 2679488.38 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7374 B1V7KEBTPIMZEU4LTD58 3140Q3FQ4 2033-07-01 4.400000 0.00 4130770.27 4033766.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2516 B1V7KEBTPIMZEU4LTD58 3140NWYN9 2034-12-01 4.600000 0.00 2208391.89 2170783.71 Agency Mortgage-Backed Securities FMAC FKAR WV2003 S6XOOCT0IEG5ABCC6L87 3132VAGL9 2036-04-01 4.178000 0.00 12190762.21 12164621.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6519 B1V7KEBTPIMZEU4LTD58 3140W7G53 2053-12-01 2.000000 0.00 3595302.68 2836710.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4109 B1V7KEBTPIMZEU4LTD58 3140NYR78 2032-07-01 4.520000 0.00 4594594.59 4532869.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2246 S6XOOCT0IEG5ABCC6L87 3130G1L42 2056-08-01 5.500000 0.00 2652290.84 2643021.96 Agency Mortgage-Backed Securities FMAC FMAR 8C1583 G S6XOOCT0IEG5ABCC6L87 3142BBXL9 2056-08-01 5.053000 0.00 727534.53 725063.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5102 B1V7KEBTPIMZEU4LTD58 3140W5U44 2055-02-01 5.000000 0.00 2306035.51 2249755.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5370 S6XOOCT0IEG5ABCC6L87 31427S6G8 2056-06-01 6.500000 0.00 2348998.50 2493010.12 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 B1V7KEBTPIMZEU4LTD58 3140U0AB3 2055-12-01 3.020000 0.00 231299.18 210219.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 S6XOOCT0IEG5ABCC6L87 3142JWT71 2056-03-01 5.000000 0.00 2772344.23 2691806.70 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2395 B1V7KEBTPIMZEU4LTD58 3140U5UV6 2056-05-01 4.531000 0.00 5058496.30 4987039.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1162 B1V7KEBTPIMZEU4LTD58 3140UUJG7 2056-08-01 6.500000 0.00 2171883.59 2262893.48 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8577 B1V7KEBTPIMZEU4LTD58 3140UCQ79 2056-05-01 4.540000 0.00 2592554.02 2556730.97 Agency Mortgage-Backed Securities FMAC FMAR 842122 G S6XOOCT0IEG5ABCC6L87 31288RLB2 2055-12-01 5.307000 0.00 4227487.67 4250804.38 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2764 S6XOOCT0IEG5ABCC6L87 3132XHCA0 2033-03-01 4.400000 0.00 3331081.08 3254548.38 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 S6XOOCT0IEG5ABCC6L87 3142KDAX4 2030-11-01 3.750000 0.00 4360729.73 4206455.83 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ7730 B1V7KEBTPIMZEU4LTD58 3140Q3SU1 2033-08-01 4.240000 0.00 4443891.89 4445119.89 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 S6XOOCT0IEG5ABCC6L87 3142KDB62 2033-04-01 4.300000 0.00 11245270.27 10896569.43 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-10-05 N N N 0.0368 850000000.00 850000000.00 0.0258 N N Y N Royal Bank of Canada Rbc Repo 3.670000% 986PPM008 549300HXQQQCCUBS2Z23 N/A 986PPM008_3.67_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 3737500.00 3832720.35 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 19170684.00 19227818.89 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 2166808.15 2077920.88 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 2206649.90 2139896.15 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 29616114.45 29293700.87 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 866232.90 835485.59 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 6783472.80 6402203.71 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 6859957.00 6908920.88 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 433295.85 428214.89 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 1620953.75 1639729.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 7475089.70 7412813.01 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 3972902.70 3797443.86 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 7475000.00 7247490.66 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 2991644.50 3071219.72 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 239095.35 240136.52 U.S. Treasuries (including strips) USTR 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 5593258.45 5368572.39 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 7475000.00 7453325.75 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 3601514.80 3593015.81 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 3031561.00 2913601.82 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 7479485.00 7486177.84 U.S. Treasuries (including strips) USTR 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 13254804.55 13181725.05 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 1806049.70 1796730.68 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 7578902.50 7321643.45 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 812368.05 823216.57 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 3890737.50 3702122.62 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 4959572.80 5064425.90 U.S. Treasuries (including strips) USTR 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 5229853.85 4914333.58 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3688464.00 3535855.31 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 83136.95 81966.30 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 2070724.50 2056453.61 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 7588754.55 7430920.99 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 200225.35 196792.14 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 2096632.85 2060110.05 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 1772666.35 1757846.38 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 3718962.00 3717754.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 7700745.00 7493882.48 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 2287753.65 2279516.18 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 5505307.60 5439167.31 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 3064899.50 3023488.21 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 7475000.00 7533084.02 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 3596372.00 3633033.30 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 39617.50 39773.79 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 7445100.00 7480727.04 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 11616150.00 11439001.69 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 40977.95 41261.49 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 8444627.10 8378755.34 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 660042.50 669138.86 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 17959913.40 17893815.06 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 4468629.75 4428143.96 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 6177923.05 6131075.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 3226658.50 3305485.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 2990000.00 2988121.87 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 13447315.70 13407780.89 U.S. Treasuries (including strips) USTR 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 2103315.50 2093610.80 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 4692805.00 4714778.76 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 8499732.80 8441232.85 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 2569635.90 2600523.86 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 3742478.35 3569400.99 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-08 2026-09-08 2026-09-21 N N N 0.0367 299000000.00 299000000.00 0.0091 N N Y N Royal Bank of Canada Rbc Repo 3.680000% 986PPM008 549300HXQQQCCUBS2Z23 N/A 986PPM008_3.68_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLSL0284 S6XOOCT0IEG5ABCC6L87 31427MJ69 2055-02-01 5.500000 0.00 14093.22 14056.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0242 S6XOOCT0IEG5ABCC6L87 31427MHU8 2054-12-01 5.500000 0.00 324.82 325.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0237 S6XOOCT0IEG5ABCC6L87 31427MHP9 2055-01-01 5.500000 0.00 135453.20 135227.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0230 S6XOOCT0IEG5ABCC6L87 31427MHG9 2054-11-01 5.000000 0.00 6312473.92 6163592.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 S6XOOCT0IEG5ABCC6L87 31427MGH8 2054-12-01 5.500000 0.00 173.32 174.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3831 S6XOOCT0IEG5ABCC6L87 31427RHH6 2054-03-01 5.500000 0.00 69405.57 69396.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4666 B1V7KEBTPIMZEU4LTD58 3140BVFG0 2055-10-01 6.000000 0.00 190.83 196.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4854 S6XOOCT0IEG5ABCC6L87 31427SMC9 2054-04-01 6.000000 0.00 377.24 384.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9011 B1V7KEBTPIMZEU4LTD58 3140UDAM1 2056-05-01 5.500000 0.00 197.67 197.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5338 B1V7KEBTPIMZEU4LTD58 3140UL4Y4 2056-07-01 4.500000 0.00 200.88 189.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2703 B1V7KEBTPIMZEU4LTD58 3140Y9AD6 2056-05-01 6.000000 0.00 8049593.81 8266047.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 B1V7KEBTPIMZEU4LTD58 3140W5MW1 2056-03-01 5.000000 0.00 198.53 193.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2577 B1V7KEBTPIMZEU4LTD58 3140U52K1 2056-02-01 6.000000 0.00 1801064.56 1856141.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5663 S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 160.51 160.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 B1V7KEBTPIMZEU4LTD58 3140XGN47 2037-04-01 2.500000 0.00 139606.20 129212.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 B1V7KEBTPIMZEU4LTD58 3140X7FK0 2035-07-01 2.500000 0.00 76.32 71.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6414 B1V7KEBTPIMZEU4LTD58 3140A7DU5 2054-02-01 5.500000 0.00 70973.65 71142.02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQY3684 S6XOOCT0IEG5ABCC6L87 31426NCW8 2055-04-01 3.500000 0.00 16646.84 14857.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2178 S6XOOCT0IEG5ABCC6L87 31425WM40 2054-12-01 5.500000 0.00 130.71 132.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3882 S6XOOCT0IEG5ABCC6L87 31425YJ40 2055-01-01 6.000000 0.00 290.03 298.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2412 B1V7KEBTPIMZEU4LTD58 3140W2VE8 2052-05-01 2.500000 0.00 186.81 155.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6897 B1V7KEBTPIMZEU4LTD58 3140UNUX3 2056-07-01 5.000000 0.00 199.79 194.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5482 B1V7KEBTPIMZEU4LTD58 3140W6CU4 2052-07-01 4.000000 0.00 203.99 188.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2291 S6XOOCT0IEG5ABCC6L87 3142K3RM2 2056-05-01 6.500000 0.00 199.44 206.86 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9901 S6XOOCT0IEG5ABCC6L87 3133WHAA1 2054-07-01 7.000000 0.00 161.85 172.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.500000 0.00 141.09 140.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4947 B1V7KEBTPIMZEU4LTD58 3140XLP93 2053-01-01 4.000000 0.00 142974.13 131752.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1962 S6XOOCT0IEG5ABCC6L87 3142GSFC7 2054-07-01 5.500000 0.00 175.25 175.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 B1V7KEBTPIMZEU4LTD58 3140QR3M3 2053-05-01 5.500000 0.00 159.61 160.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5153 S6XOOCT0IEG5ABCC6L87 31426AWP9 2055-02-01 5.500000 0.00 176.58 177.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 S6XOOCT0IEG5ABCC6L87 31427MAV3 2055-01-01 5.500000 0.00 160.13 159.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 S6XOOCT0IEG5ABCC6L87 31426SMW6 2055-07-01 5.500000 0.00 1895418.03 1890092.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7600 S6XOOCT0IEG5ABCC6L87 31426DNS7 2055-02-01 5.000000 0.00 4307242.83 4205827.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 S6XOOCT0IEG5ABCC6L87 3142GVVX6 2055-10-01 6.000000 0.00 1897075.85 1947519.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 B1V7KEBTPIMZEU4LTD58 3140B6DS1 2055-06-01 6.000000 0.00 174.40 179.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1778 B1V7KEBTPIMZEU4LTD58 3140ME6Q4 2055-07-01 6.000000 0.00 852505.70 881458.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 193.58 187.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5790 B1V7KEBTPIMZEU4LTD58 31418FNG8 2055-08-01 4.500000 0.00 189.69 179.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7233 B1V7KEBTPIMZEU4LTD58 3140BLBB7 2055-07-01 5.500000 0.00 191.98 191.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1290 B1V7KEBTPIMZEU4LTD58 3140W1NG4 2052-04-01 2.000000 0.00 179.86 141.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 B1V7KEBTPIMZEU4LTD58 3140QVVC5 2054-12-01 5.000000 0.00 8181.44 7970.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2124 B1V7KEBTPIMZEU4LTD58 3140W2LE9 2055-06-01 5.500000 0.00 172.56 172.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1163 S6XOOCT0IEG5ABCC6L87 3133KUJG3 2045-01-01 5.000000 0.00 175.02 173.21 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC2652 B1V7KEBTPIMZEU4LTD58 3140AP5N0 2055-04-01 7.000000 0.00 303515.13 330123.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 S6XOOCT0IEG5ABCC6L87 3142GVJ36 2055-09-01 6.000000 0.00 393.39 406.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0614 S6XOOCT0IEG5ABCC6L87 31427MVG3 2055-03-01 6.500000 0.00 2803019.16 2947485.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4071 S6XOOCT0IEG5ABCC6L87 31425YQZ3 2055-01-01 6.000000 0.00 61280.03 63284.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3294 S6XOOCT0IEG5ABCC6L87 3142GTUU8 2055-01-01 5.500000 0.00 168.61 168.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1728 S6XOOCT0IEG5ABCC6L87 3133D44M2 2045-02-01 5.500000 0.00 164.99 167.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 S6XOOCT0IEG5ABCC6L87 3142JNR65 2055-12-01 4.500000 0.00 198.19 187.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0708 B1V7KEBTPIMZEU4LTD58 3140UTYE8 2056-08-01 5.000000 0.00 604523.40 591054.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 B1V7KEBTPIMZEU4LTD58 3140W4AT4 2053-12-01 3.500000 0.00 187.65 167.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 B1V7KEBTPIMZEU4LTD58 3140U0UB1 2056-01-01 5.000000 0.00 987684.73 961830.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4638 B1V7KEBTPIMZEU4LTD58 3140M6EL3 2054-06-01 5.500000 0.00 174.59 174.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 B1V7KEBTPIMZEU4LTD58 3140GTU57 2047-08-01 4.000000 0.00 50.83 47.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5041 S6XOOCT0IEG5ABCC6L87 3133KLS65 2051-04-01 2.000000 0.00 5390.46 4288.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4676 B1V7KEBTPIMZEU4LTD58 3140QQFS9 2052-09-01 4.500000 0.00 151.25 144.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8570 B1V7KEBTPIMZEU4LTD58 3140B9QY8 2055-05-01 5.500000 0.00 1685017.84 1690744.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0632 B1V7KEBTPIMZEU4LTD58 3140W0V28 2055-01-01 5.500000 0.00 168.90 168.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 4888585.45 4871491.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 S6XOOCT0IEG5ABCC6L87 3132DWLA9 2054-04-01 6.000000 0.00 217.10 220.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2617 B1V7KEBTPIMZEU4LTD58 3140B24B7 2055-03-01 6.500000 0.00 87.82 91.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0710 B1V7KEBTPIMZEU4LTD58 3140B0YG7 2055-01-01 6.500000 0.00 345514.16 358252.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0401 B1V7KEBTPIMZEU4LTD58 3140B0NT1 2055-02-01 5.500000 0.00 178.97 178.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC9706 B1V7KEBTPIMZEU4LTD58 3140AXYC5 2054-12-01 6.000000 0.00 225.83 230.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9463 B1V7KEBTPIMZEU4LTD58 3140AXQR1 2054-12-01 4.500000 0.00 54353.49 52093.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC8771 B1V7KEBTPIMZEU4LTD58 3140AWW96 2055-01-01 5.000000 0.00 180.51 177.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1669 S6XOOCT0IEG5ABCC6L87 31425V2B8 2054-12-01 5.000000 0.00 160.96 156.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0055 S6XOOCT0IEG5ABCC6L87 31425UBZ7 2054-11-01 6.000000 0.00 129942.79 134139.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8359 B1V7KEBTPIMZEU4LTD58 31419KJD8 2040-11-01 4.000000 0.00 675997.20 647864.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE0951 B1V7KEBTPIMZEU4LTD58 31419BBV6 2041-02-01 4.500000 0.00 24644.88 24037.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3061 B1V7KEBTPIMZEU4LTD58 3140N7MK3 2052-11-01 5.500000 0.00 174.73 175.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0903 B1V7KEBTPIMZEU4LTD58 3140N5AD6 2052-10-01 5.500000 0.00 148.81 151.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9514 B1V7KEBTPIMZEU4LTD58 3140N2SC6 2052-09-01 5.000000 0.00 120.94 119.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9898 B1V7KEBTPIMZEU4LTD58 3140N27L9 2052-10-01 4.500000 0.00 163.48 155.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW8287 B1V7KEBTPIMZEU4LTD58 3140N1F57 2052-09-01 6.000000 0.00 91.29 93.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO4095 B1V7KEBTPIMZEU4LTD58 3138LURR8 2042-05-01 3.500000 0.00 2400.00 2238.42 Agency Mortgage-Backed Securities FNMA FNMS 03.420 MTAN0245 B1V7KEBTPIMZEU4LTD58 3138LCHX6 2035-11-01 3.420000 0.00 116.34 109.86 Agency Mortgage-Backed Securities FNMA FNMS 06.250 CLAL9719 B1V7KEBTPIMZEU4LTD58 3138ERYR5 2032-10-01 6.250000 0.00 12398.66 12654.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9774 B1V7KEBTPIMZEU4LTD58 3138ER2G4 2047-01-01 3.500000 0.00 58.77 54.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7805 B1V7KEBTPIMZEU4LTD58 3138EQU75 2043-08-01 3.000000 0.00 44.77 40.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7384 B1V7KEBTPIMZEU4LTD58 3138EQF23 2045-09-01 4.500000 0.00 10962.82 10637.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5151 B1V7KEBTPIMZEU4LTD58 3138EMWM9 2044-04-01 4.500000 0.00 23.29 22.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL4165 B1V7KEBTPIMZEU4LTD58 3138ELTX1 2031-01-01 4.500000 0.00 25056.19 24969.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAL3797 B1V7KEBTPIMZEU4LTD58 3138ELGF4 2028-06-01 2.500000 0.00 21815.50 21541.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3436 B1V7KEBTPIMZEU4LTD58 3138EKZA6 2042-10-01 3.500000 0.00 5081.21 4737.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 B1V7KEBTPIMZEU4LTD58 3138EJXR4 2042-06-01 4.000000 0.00 1980.88 1898.02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8355 S6XOOCT0IEG5ABCC6L87 3132D6H86 2039-12-01 3.500000 0.00 18412.19 17381.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4988 S6XOOCT0IEG5ABCC6L87 31426PRJ6 2055-05-01 5.500000 0.00 393.28 391.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.500000 0.00 6134.77 6113.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0447 S6XOOCT0IEG5ABCC6L87 31427MP96 2054-07-01 6.000000 0.00 4353730.02 4437334.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2564 B1V7KEBTPIMZEU4LTD58 3140BEZ68 2055-07-01 6.500000 0.00 198.26 206.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6919 S6XOOCT0IEG5ABCC6L87 31426CVM3 2055-02-01 5.000000 0.00 536077.30 521317.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3982 S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 164.80 168.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1474 S6XOOCT0IEG5ABCC6L87 31427NT82 2055-05-01 6.500000 0.00 147.70 153.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC5565 B1V7KEBTPIMZEU4LTD58 3140ATFF8 2054-10-01 6.000000 0.00 125.65 128.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2813 B1V7KEBTPIMZEU4LTD58 3140MUDT4 2056-05-01 5.000000 0.00 199.01 193.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9196 S6XOOCT0IEG5ABCC6L87 3142KBGE4 2056-07-01 5.500000 0.00 199.77 200.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 B1V7KEBTPIMZEU4LTD58 3140UFLU6 2056-07-01 5.000000 0.00 184.25 179.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2011 B1V7KEBTPIMZEU4LTD58 3140Y8GV2 2056-02-01 5.000000 0.00 399.09 387.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5909 S6XOOCT0IEG5ABCC6L87 31427TR73 2056-07-01 5.000000 0.00 198.61 194.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0724 B1V7KEBTPIMZEU4LTD58 3140W0YW9 2054-07-01 6.500000 0.00 156.00 164.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0721 B1V7KEBTPIMZEU4LTD58 3140W0YT6 2042-01-01 2.000000 0.00 175.56 151.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 S6XOOCT0IEG5ABCC6L87 3142JCDF4 2041-07-01 5.000000 0.00 192.09 192.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4033 B1V7KEBTPIMZEU4LTD58 3140UKPT4 2056-06-01 5.000000 0.00 202.19 201.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4765 B1V7KEBTPIMZEU4LTD58 3140X8JK4 2050-11-01 2.000000 0.00 101.72 81.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM4262 B1V7KEBTPIMZEU4LTD58 3140X7WY1 2035-09-01 2.000000 0.00 23090.31 21114.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4389 B1V7KEBTPIMZEU4LTD58 3140X72X6 2050-09-01 3.500000 0.00 79.35 71.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3375 B1V7KEBTPIMZEU4LTD58 3140X6XD8 2035-02-01 3.500000 0.00 42.42 41.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3148 B1V7KEBTPIMZEU4LTD58 3140X6QA2 2050-02-01 4.000000 0.00 141330.13 131614.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3079 B1V7KEBTPIMZEU4LTD58 3140X6M57 2043-02-01 4.000000 0.00 58.05 55.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3027 B1V7KEBTPIMZEU4LTD58 3140X6LH2 2046-12-01 2.500000 0.00 68.47 57.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2081 B1V7KEBTPIMZEU4LTD58 3140X5J38 2049-12-01 3.000000 0.00 311375.03 272596.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2612 B1V7KEBTPIMZEU4LTD58 3140X53W1 2049-05-01 3.500000 0.00 46.19 41.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 B1V7KEBTPIMZEU4LTD58 3140X4YY6 2048-11-01 4.000000 0.00 7938.86 7402.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1534 B1V7KEBTPIMZEU4LTD58 3140X4V45 2049-09-01 4.500000 0.00 36.61 35.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1245 B1V7KEBTPIMZEU4LTD58 3140X4L38 2033-09-01 4.000000 0.00 16.53 16.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4049 B1V7KEBTPIMZEU4LTD58 3140UKQB2 2056-07-01 5.500000 0.00 204.58 204.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5138 S6XOOCT0IEG5ABCC6L87 3133KYV71 2041-12-01 2.000000 0.00 133.04 114.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 S6XOOCT0IEG5ABCC6L87 3133KY6L8 2045-11-01 5.500000 0.00 819.52 823.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1131 S6XOOCT0IEG5ABCC6L87 3133KUHG5 2044-11-01 5.000000 0.00 205257.48 203138.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9437 S6XOOCT0IEG5ABCC6L87 3133KRPW8 2053-07-01 5.500000 0.00 13333.37 13372.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8329 S6XOOCT0IEG5ABCC6L87 3133KQHE9 2052-12-01 5.500000 0.00 279.29 280.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7642 S6XOOCT0IEG5ABCC6L87 3133KPP36 2052-08-01 4.500000 0.00 297186.04 283028.10 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6728 B1V7KEBTPIMZEU4LTD58 3140AGPN8 2054-06-01 7.500000 0.00 121627.19 130168.46 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6727 B1V7KEBTPIMZEU4LTD58 3140AGPM0 2054-06-01 7.500000 0.00 85.75 91.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3988 B1V7KEBTPIMZEU4LTD58 3140UKNE9 2056-07-01 5.000000 0.00 199.80 194.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3676 B1V7KEBTPIMZEU4LTD58 3140UKCN1 2056-06-01 6.000000 0.00 908846.57 929854.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3154 B1V7KEBTPIMZEU4LTD58 3140UJQG4 2056-08-01 5.000000 0.00 637960.00 623450.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4007 B1V7KEBTPIMZEU4LTD58 3140BGNZ2 2055-08-01 6.500000 0.00 159.61 167.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3211 B1V7KEBTPIMZEU4LTD58 3140BFR98 2055-07-01 5.500000 0.00 181.50 181.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3071 B1V7KEBTPIMZEU4LTD58 3140BFMV4 2055-07-01 7.000000 0.00 303212.66 323620.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3566 B1V7KEBTPIMZEU4LTD58 3140BF6C4 2055-08-01 6.000000 0.00 181.36 185.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 B1V7KEBTPIMZEU4LTD58 3140BEM96 2055-06-01 7.000000 0.00 199011.35 212708.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1603 B1V7KEBTPIMZEU4LTD58 3140BDX96 2055-07-01 6.500000 0.00 154.15 161.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1140 B1V7KEBTPIMZEU4LTD58 3140BDHS2 2055-06-01 6.000000 0.00 76654.03 78936.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0146 B1V7KEBTPIMZEU4LTD58 3140BCEU2 2055-05-01 6.500000 0.00 60.14 62.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9140 B1V7KEBTPIMZEU4LTD58 3140BAEN2 2055-05-01 5.500000 0.00 69226.03 68984.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9875 B1V7KEBTPIMZEU4LTD58 3140BA6M3 2055-09-01 6.000000 0.00 162.17 167.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDD9850 B1V7KEBTPIMZEU4LTD58 3140BA5L6 2040-11-01 4.500000 0.00 170.33 167.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8844 B1V7KEBTPIMZEU4LTD58 3140B9ZJ1 2055-07-01 6.500000 0.00 198.02 210.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 B1V7KEBTPIMZEU4LTD58 3140B9YR4 2055-06-01 6.500000 0.00 223441.28 235195.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8577 B1V7KEBTPIMZEU4LTD58 3140B9Q77 2055-05-01 5.500000 0.00 171.18 170.70 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 B1V7KEBTPIMZEU4LTD58 3140B8WK3 2055-04-01 7.000000 0.00 323.67 346.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4136 B1V7KEBTPIMZEU4LTD58 3140W4S24 2048-11-01 3.500000 0.00 193.60 177.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4396 S6XOOCT0IEG5ABCC6L87 31427R3E8 2056-03-01 6.000000 0.00 188.43 192.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 196.02 190.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4371 S6XOOCT0IEG5ABCC6L87 31427R2D1 2054-08-01 5.500000 0.00 184.31 184.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3455 S6XOOCT0IEG5ABCC6L87 31427QZV7 2055-12-01 5.500000 0.00 196.22 196.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3324 S6XOOCT0IEG5ABCC6L87 31427QVS8 2055-09-01 6.000000 0.00 176.79 181.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3163 S6XOOCT0IEG5ABCC6L87 31427QQR6 2055-10-01 5.000000 0.00 919098.71 896991.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3067 S6XOOCT0IEG5ABCC6L87 31427QMR0 2050-02-01 3.000000 0.00 188.75 166.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2864 S6XOOCT0IEG5ABCC6L87 31427QFE7 2055-03-01 6.000000 0.00 177.24 180.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2886 S6XOOCT0IEG5ABCC6L87 31427QF49 2054-01-01 5.000000 0.00 181.39 176.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2819 S6XOOCT0IEG5ABCC6L87 31427QDZ2 2055-08-01 5.000000 0.00 184.68 179.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2782 S6XOOCT0IEG5ABCC6L87 31427QCU4 2055-08-01 6.500000 0.00 159.92 165.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2750 S6XOOCT0IEG5ABCC6L87 31427QBU5 2054-11-01 5.500000 0.00 180.81 180.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3483 S6XOOCT0IEG5ABCC6L87 31427Q2R2 2055-09-01 5.500000 0.00 192.86 192.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9453 S6XOOCT0IEG5ABCC6L87 31427KQF5 2055-10-01 5.500000 0.00 430276.86 430488.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8521 S6XOOCT0IEG5ABCC6L87 31427JPF9 2055-11-01 6.000000 0.00 136.11 140.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8928 S6XOOCT0IEG5ABCC6L87 31427J4N5 2055-11-01 5.500000 0.00 194.53 195.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8927 S6XOOCT0IEG5ABCC6L87 31427J4M7 2055-11-01 5.500000 0.00 394.19 396.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7705 S6XOOCT0IEG5ABCC6L87 31427HR38 2055-11-01 5.000000 0.00 393.36 384.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7439 S6XOOCT0IEG5ABCC6L87 31427HHR6 2055-11-01 5.500000 0.00 197.97 198.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.500000 0.00 198.54 206.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA5896 B1V7KEBTPIMZEU4LTD58 31418FRS8 2040-10-01 3.000000 0.00 178.94 167.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5883 B1V7KEBTPIMZEU4LTD58 31418FRD1 2040-11-01 3.500000 0.00 76910.41 72600.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 B1V7KEBTPIMZEU4LTD58 31418FQK6 2040-10-01 3.500000 0.00 199043.94 187821.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5849 B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 14085.51 12571.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5819 B1V7KEBTPIMZEU4LTD58 31418FPD3 2055-09-01 4.000000 0.00 2371153.07 2178142.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4.000000 0.00 6532024.69 6000320.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5718 B1V7KEBTPIMZEU4LTD58 31418FK89 2035-05-01 6.000000 0.00 175.58 180.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.500000 0.00 573786.34 571780.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5672 B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5.000000 0.00 28307.80 27487.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4.000000 0.00 1854.82 1703.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 B1V7KEBTPIMZEU4LTD58 31418FFZ5 2055-01-01 4.000000 0.00 185.11 170.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5572 B1V7KEBTPIMZEU4LTD58 31418FFN2 2054-11-01 3.500000 0.00 7849.96 7006.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 B1V7KEBTPIMZEU4LTD58 3140Y8B62 2056-01-01 5.500000 0.00 194.73 195.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2693 B1V7KEBTPIMZEU4LTD58 3140Y87F7 2056-05-01 6.000000 0.00 189.21 193.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1384 B1V7KEBTPIMZEU4LTD58 3140Y7RE0 2055-11-01 5.500000 0.00 182.33 181.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1238 B1V7KEBTPIMZEU4LTD58 3140Y7LU0 2055-10-01 6.000000 0.00 207.04 213.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 B1V7KEBTPIMZEU4LTD58 3140Y7CV8 2055-09-01 5.500000 0.00 577.03 576.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 B1V7KEBTPIMZEU4LTD58 3140Y74C9 2055-12-01 6.000000 0.00 248597.43 255409.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0719 B1V7KEBTPIMZEU4LTD58 3140Y6YR5 2055-07-01 6.000000 0.00 176.83 182.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0690 B1V7KEBTPIMZEU4LTD58 3140Y6XU9 2055-07-01 5.000000 0.00 183.80 179.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 S6XOOCT0IEG5ABCC6L87 3142GRFL9 2054-03-01 6.000000 0.00 294.85 304.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 S6XOOCT0IEG5ABCC6L87 3142GRFJ4 2054-03-01 5.500000 0.00 340.96 340.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1504 S6XOOCT0IEG5ABCC6L87 3132CXU59 2038-01-01 2.500000 0.00 4390.88 4063.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1457 S6XOOCT0IEG5ABCC6L87 3132CXTN2 2040-03-01 5.500000 0.00 2053277.74 2085367.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1194 S6XOOCT0IEG5ABCC6L87 3132CXKF8 2039-03-01 4.500000 0.00 530260.57 522872.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1003 S6XOOCT0IEG5ABCC6L87 3132CXDG4 2037-06-01 2.500000 0.00 117.07 108.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB0957 S6XOOCT0IEG5ABCC6L87 3132CXB27 2034-09-01 4.500000 0.00 105.72 105.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3VZT2064 S6XOOCT0IEG5ABCC6L87 3132AEJH0 2044-07-01 5.000000 0.00 54.45 53.96 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0241 S6XOOCT0IEG5ABCC6L87 3132ACHS2 2048-01-01 3.000000 0.00 59.57 52.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1376 B1V7KEBTPIMZEU4LTD58 3140XGQ69 2051-12-01 3.000000 0.00 127.65 110.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1341 B1V7KEBTPIMZEU4LTD58 3140XGP37 2052-01-01 3.500000 0.00 131.56 118.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 B1V7KEBTPIMZEU4LTD58 3140XGG45 2052-03-01 3.500000 0.00 129.70 116.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0522 B1V7KEBTPIMZEU4LTD58 3140XFSL6 2052-02-01 2.500000 0.00 142.79 119.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0037 B1V7KEBTPIMZEU4LTD58 3140XFBF7 2051-08-01 3.000000 0.00 104.91 92.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9703 B1V7KEBTPIMZEU4LTD58 3140XDX92 2051-11-01 3.000000 0.00 121.60 105.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM9469 B1V7KEBTPIMZEU4LTD58 3140XDQX7 2039-08-01 4.000000 0.00 9282.06 8929.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8586 B1V7KEBTPIMZEU4LTD58 3140XCRG5 2050-07-01 5.000000 0.00 84.11 83.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM8547 B1V7KEBTPIMZEU4LTD58 3140XCP93 2034-07-01 4.500000 0.00 54.07 53.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD4302 B1V7KEBTPIMZEU4LTD58 3140B4X88 2055-02-01 5.500000 0.00 196.67 196.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1914 B1V7KEBTPIMZEU4LTD58 3140B2DU5 2055-01-01 7.000000 0.00 302.70 323.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3869 B1V7KEBTPIMZEU4LTD58 3140X7JP5 2035-06-01 3.000000 0.00 13378.88 12709.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3901 B1V7KEBTPIMZEU4LTD58 3140QPKP1 2052-06-01 3.500000 0.00 164.85 147.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9741 B1V7KEBTPIMZEU4LTD58 3140QVZF4 2055-01-01 6.000000 0.00 531309.64 542400.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0312 B1V7KEBTPIMZEU4LTD58 3138MTK22 2055-05-01 5.500000 0.00 8159.76 8131.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 S6XOOCT0IEG5ABCC6L87 31426XY36 2055-09-01 5.500000 0.00 179.92 181.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7777 B1V7KEBTPIMZEU4LTD58 3140BLUB6 2055-08-01 6.000000 0.00 463506.97 475029.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8359 S6XOOCT0IEG5ABCC6L87 3132D6JC5 2040-01-01 3.500000 0.00 169.82 160.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1827 B1V7KEBTPIMZEU4LTD58 3140W2A50 2055-05-01 5.000000 0.00 182.31 177.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1354 S6XOOCT0IEG5ABCC6L87 31427NQG7 2055-04-01 6.000000 0.00 153.72 157.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8957 S6XOOCT0IEG5ABCC6L87 31426T5T0 2055-07-01 6.500000 0.00 156.29 163.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 S6XOOCT0IEG5ABCC6L87 31427PF25 2055-07-01 6.000000 0.00 163.14 166.54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4801 S6XOOCT0IEG5ABCC6L87 31426AKP2 2055-02-01 7.000000 0.00 183002.63 195597.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 S6XOOCT0IEG5ABCC6L87 3142GUTZ6 2055-05-01 6.000000 0.00 2523990.64 2567468.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190445 B1V7KEBTPIMZEU4LTD58 31368HP64 2055-03-01 6.500000 0.00 115236.03 119484.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY6113 S6XOOCT0IEG5ABCC6L87 31426QYK3 2055-06-01 5.000000 0.00 196.64 191.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 146.81 149.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1851 B1V7KEBTPIMZEU4LTD58 3140W2BV2 2054-07-01 5.500000 0.00 170.33 171.99 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1357 S6XOOCT0IEG5ABCC6L87 3130G0MF8 2056-08-01 7.000000 0.00 200.00 211.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2067 S6XOOCT0IEG5ABCC6L87 3142K3JM1 2056-04-01 4.500000 0.00 199.13 188.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5323 B1V7KEBTPIMZEU4LTD58 3140W54H4 2056-05-01 5.000000 0.00 202.66 197.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5975 B1V7KEBTPIMZEU4LTD58 31418FT98 2041-02-01 3.500000 0.00 191.71 180.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6187 B1V7KEBTPIMZEU4LTD58 31418F2V8 2041-08-01 3.500000 0.00 200.00 188.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6638 S6XOOCT0IEG5ABCC6L87 31427GLU6 2055-11-01 5.500000 0.00 182.99 182.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8160 S6XOOCT0IEG5ABCC6L87 31427JB64 2055-11-01 6.000000 0.00 198.29 203.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6191 B1V7KEBTPIMZEU4LTD58 3140NA2Z5 2053-02-01 5.500000 0.00 132.54 133.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4669 S6XOOCT0IEG5ABCC6L87 3132DSFJ6 2053-10-01 6.000000 0.00 1544027.58 1575633.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0205 B1V7KEBTPIMZEU4LTD58 3140NGGP9 2053-05-01 5.500000 0.00 51027.06 51117.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5813 S6XOOCT0IEG5ABCC6L87 3133WCN67 2054-05-01 6.000000 0.00 123.32 126.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 S6XOOCT0IEG5ABCC6L87 31427AHB6 2055-09-01 5.000000 0.00 2140.71 2085.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6163 B1V7KEBTPIMZEU4LTD58 3140ATZ58 2055-05-01 5.000000 0.00 174.16 170.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 S6XOOCT0IEG5ABCC6L87 3142GTKU9 2054-12-01 5.000000 0.00 184.80 180.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3026 B1V7KEBTPIMZEU4LTD58 31418CLG7 2047-06-01 3.500000 0.00 20.71 18.89 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7555 S6XOOCT0IEG5ABCC6L87 3132DVMC6 2052-08-01 3.000000 0.00 138.00 121.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1100 S6XOOCT0IEG5ABCC6L87 3142GRGJ3 2054-03-01 5.500000 0.00 153.96 153.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 708354.13 710544.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5350 B1V7KEBTPIMZEU4LTD58 3140X85L7 2050-09-01 4.500000 0.00 812383.82 775712.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 B1V7KEBTPIMZEU4LTD58 31418DTQ5 2050-10-01 2.000000 0.00 118.45 93.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2427 S6XOOCT0IEG5ABCC6L87 31426LVV3 2055-05-01 6.000000 0.00 174.90 178.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6713 S6XOOCT0IEG5ABCC6L87 31426CN75 2055-02-01 5.500000 0.00 194.90 195.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2924 S6XOOCT0IEG5ABCC6L87 3142GTHA7 2054-11-01 6.000000 0.00 125.19 127.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3961 S6XOOCT0IEG5ABCC6L87 3142GUMK6 2055-04-01 5.500000 0.00 169.84 172.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 S6XOOCT0IEG5ABCC6L87 31427GWD2 2055-11-01 5.000000 0.00 396.59 385.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6727 B1V7KEBTPIMZEU4LTD58 3140AUPM9 2054-11-01 5.000000 0.00 26131.30 25397.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 S6XOOCT0IEG5ABCC6L87 3142GWP78 2056-01-01 5.500000 0.00 196.65 196.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3710 S6XOOCT0IEG5ABCC6L87 31427RDQ0 2052-11-01 3.500000 0.00 554.81 501.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV6241 B1V7KEBTPIMZEU4LTD58 3140MK5B4 2055-10-01 4.000000 0.00 381.49 350.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2157 B1V7KEBTPIMZEU4LTD58 3140UVMF3 2056-08-01 5.000000 0.00 200.00 195.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4247 B1V7KEBTPIMZEU4LTD58 3140UKWH2 2056-07-01 5.000000 0.00 239822.00 234059.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3611 S6XOOCT0IEG5ABCC6L87 31427RAM2 2055-12-01 5.000000 0.00 196.36 190.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 41502.16 40410.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0584 B1V7KEBTPIMZEU4LTD58 3140XFUJ8 2052-02-01 2.000000 0.00 489.95 389.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 S6XOOCT0IEG5ABCC6L87 3131WQZ59 2040-12-01 4.000000 0.00 11.23 10.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 B1V7KEBTPIMZEU4LTD58 31418DUD2 2035-11-01 2.000000 0.00 80.30 73.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4177 B1V7KEBTPIMZEU4LTD58 31418DUB6 2040-11-01 2.500000 0.00 89.31 79.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4121 B1V7KEBTPIMZEU4LTD58 31418DSK9 2050-09-01 3.000000 0.00 64.35 55.60 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD2991 S6XOOCT0IEG5ABCC6L87 3132DQKC9 2051-09-01 2.500000 0.00 147.62 123.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2919 S6XOOCT0IEG5ABCC6L87 3132DQG42 2053-04-01 5.500000 0.00 145.16 145.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2879 S6XOOCT0IEG5ABCC6L87 3132DQFU5 2052-08-01 3.000000 0.00 145.53 127.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 S6XOOCT0IEG5ABCC6L87 3132DPTS7 2053-02-01 6.000000 0.00 122.93 127.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2027 S6XOOCT0IEG5ABCC6L87 3132DPHC5 2052-08-01 5.000000 0.00 147.68 144.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1999 S6XOOCT0IEG5ABCC6L87 3132DPGG7 2052-12-01 5.000000 0.00 138.58 135.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1623 S6XOOCT0IEG5ABCC6L87 3132DNYU1 2052-09-01 5.000000 0.00 138.83 135.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1164 S6XOOCT0IEG5ABCC6L87 3132DNJH7 2052-03-01 3.500000 0.00 154.85 138.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0965 S6XOOCT0IEG5ABCC6L87 3132DNCA9 2052-04-01 3.500000 0.00 130.99 117.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9845 B1V7KEBTPIMZEU4LTD58 3140XD5F9 2036-11-01 2.000000 0.00 105.89 96.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6482 B1V7KEBTPIMZEU4LTD58 3140QSFY2 2053-06-01 5.500000 0.00 168.89 170.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4931 B1V7KEBTPIMZEU4LTD58 3140QQPR0 2037-10-01 4.500000 0.00 20228.55 20024.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0187 B1V7KEBTPIMZEU4LTD58 3140A9F54 2054-03-01 6.500000 0.00 11096.84 11609.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9990 S6XOOCT0IEG5ABCC6L87 3133WHC35 2054-07-01 6.500000 0.00 121.57 127.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2477 S6XOOCT0IEG5ABCC6L87 3132DPXE3 2053-03-01 5.500000 0.00 161.99 162.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5768 B1V7KEBTPIMZEU4LTD58 3140X9MS1 2044-11-01 4.000000 0.00 2575.59 2464.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6288 S6XOOCT0IEG5ABCC6L87 31427T7A8 2056-08-01 6.000000 0.00 1199797.60 1242836.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6282 S6XOOCT0IEG5ABCC6L87 31427T6U5 2056-08-01 5.500000 0.00 200.00 201.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 S6XOOCT0IEG5ABCC6L87 31427T6T8 2056-09-01 5.500000 0.00 200.00 201.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6209 S6XOOCT0IEG5ABCC6L87 31427T3T1 2052-09-01 3.500000 0.00 714333.01 641387.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5253 S6XOOCT0IEG5ABCC6L87 31427SZT8 2056-05-01 5.000000 0.00 198.05 193.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5185 S6XOOCT0IEG5ABCC6L87 31427SXP8 2055-11-01 5.500000 0.00 200.02 200.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4997 S6XOOCT0IEG5ABCC6L87 31427SRT7 2054-11-01 5.500000 0.00 192.21 192.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4995 S6XOOCT0IEG5ABCC6L87 31427SRR1 2052-11-01 5.000000 0.00 621925.25 612271.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4989 S6XOOCT0IEG5ABCC6L87 31427SRK6 2055-10-01 5.500000 0.00 161.98 162.27 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 S6XOOCT0IEG5ABCC6L87 31427SR42 2052-05-01 2.500000 0.00 195.36 162.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4978 S6XOOCT0IEG5ABCC6L87 31427SQ84 2056-05-01 5.000000 0.00 134344.19 130833.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4920 S6XOOCT0IEG5ABCC6L87 31427SPE2 2056-04-01 5.500000 0.00 1033.43 1035.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4884 S6XOOCT0IEG5ABCC6L87 31427SNA2 2054-06-01 6.000000 0.00 186.78 193.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4912 S6XOOCT0IEG5ABCC6L87 31427SN61 2052-08-01 3.000000 0.00 2977422.36 2581002.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4878 S6XOOCT0IEG5ABCC6L87 31427SM47 2054-06-01 6.500000 0.00 22868.91 24070.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4815 S6XOOCT0IEG5ABCC6L87 31427SK56 2056-04-01 5.000000 0.00 199.56 194.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4698 S6XOOCT0IEG5ABCC6L87 31427SGG7 2056-02-01 5.000000 0.00 203.32 197.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5326 S6XOOCT0IEG5ABCC6L87 31427S4L9 2056-05-01 5.000000 0.00 195.82 190.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5288 S6XOOCT0IEG5ABCC6L87 31427S2W7 2054-06-01 5.500000 0.00 569.47 567.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6012 S6XOOCT0IEG5ABCC6L87 3142JUVE7 2056-01-01 5.000000 0.00 198.78 193.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1082 S6XOOCT0IEG5ABCC6L87 31427NFY0 2054-10-01 6.500000 0.00 168.25 175.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1035 S6XOOCT0IEG5ABCC6L87 31427NEH8 2054-07-01 4.000000 0.00 18066.03 16605.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1786 S6XOOCT0IEG5ABCC6L87 31427N6Y0 2055-01-01 5.000000 0.00 189.49 184.98 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1732 S6XOOCT0IEG5ABCC6L87 31427N4S5 2052-02-01 2.000000 0.00 183.44 147.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS9497 B1V7KEBTPIMZEU4LTD58 3140XRRT4 2044-10-01 5.500000 0.00 151.08 153.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS9183 B1V7KEBTPIMZEU4LTD58 3140XRFZ3 2054-06-01 6.500000 0.00 126.97 132.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8852 B1V7KEBTPIMZEU4LTD58 3140XQZS9 2052-04-01 2.500000 0.00 173.14 142.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4632 B1V7KEBTPIMZEU4LTD58 31418EEE6 2042-06-01 3.000000 0.00 426.35 387.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4602 B1V7KEBTPIMZEU4LTD58 31418EDG2 2037-05-01 2.000000 0.00 121.48 110.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.500000 0.00 154.57 127.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4622 B1V7KEBTPIMZEU4LTD58 31418ED49 2052-06-01 2.000000 0.00 173866.96 136827.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 B1V7KEBTPIMZEU4LTD58 31418ECW8 2037-04-01 3.000000 0.00 105.46 98.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2.000000 0.00 223.10 175.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 B1V7KEBTPIMZEU4LTD58 31418EC32 2032-04-01 2.000000 0.00 406694.60 383479.11 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4515 B1V7KEBTPIMZEU4LTD58 31418EAR1 2037-01-01 1.500000 0.00 118.96 105.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5.000000 0.00 116.94 116.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4357 B1V7KEBTPIMZEU4LTD58 3140XKZX1 2053-04-01 5.500000 0.00 140.12 140.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4040 B1V7KEBTPIMZEU4LTD58 3140XKP20 2053-02-01 5.000000 0.00 138.04 134.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3607 B1V7KEBTPIMZEU4LTD58 3140XKAH3 2037-02-01 2.500000 0.00 126.31 116.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4481 B1V7KEBTPIMZEU4LTD58 3140XK6T2 2050-11-01 2.500000 0.00 147.94 123.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3394 B1V7KEBTPIMZEU4LTD58 3140XJXY4 2052-10-01 4.000000 0.00 1095729.29 1011556.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS3216 B1V7KEBTPIMZEU4LTD58 3140XJSE4 2037-10-01 4.000000 0.00 108.63 104.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3067 B1V7KEBTPIMZEU4LTD58 3140XJMR1 2052-07-01 4.000000 0.00 144.95 134.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2906 B1V7KEBTPIMZEU4LTD58 3140XJGQ0 2052-09-01 5.000000 0.00 124.43 121.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2473 B1V7KEBTPIMZEU4LTD58 3140XHXB8 2052-07-01 5.000000 0.00 137.07 134.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2496 B1V7KEBTPIMZEU4LTD58 3140XHX28 2052-08-01 4.500000 0.00 150.69 143.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2022 B1V7KEBTPIMZEU4LTD58 3140XHG84 2048-07-01 3.500000 0.00 129.03 117.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 S6XOOCT0IEG5ABCC6L87 3133WP2M6 2041-04-01 3.500000 0.00 67476.39 63682.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4010 S6XOOCT0IEG5ABCC6L87 3133WNN30 2040-08-01 4.500000 0.00 56515.21 55641.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3023 S6XOOCT0IEG5ABCC6L87 3133WMLC4 2040-01-01 4.500000 0.00 97.72 96.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO1833 S6XOOCT0IEG5ABCC6L87 3133WLBA1 2038-12-01 6.500000 0.00 96.04 100.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6275 S6XOOCT0IEG5ABCC6L87 3133C66L8 2053-07-01 6.000000 0.00 123.49 126.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 S6XOOCT0IEG5ABCC6L87 3142GRE55 2054-03-01 5.000000 0.00 141.74 137.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9939 B1V7KEBTPIMZEU4LTD58 3140NTBH4 2053-12-01 7.000000 0.00 194.41 209.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3.000000 0.00 8832.17 7580.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3896 B1V7KEBTPIMZEU4LTD58 31418DKJ0 2035-01-01 2.500000 0.00 33.05 30.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7631 S6XOOCT0IEG5ABCC6L87 3133C8PQ2 2053-07-01 6.000000 0.00 22034.70 22463.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 153.13 131.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM1008 B1V7KEBTPIMZEU4LTD58 3140J5DN6 2032-03-01 3.000000 0.00 28.09 27.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4384 B1V7KEBTPIMZEU4LTD58 31418D2S0 2036-07-01 2.500000 0.00 96.38 89.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8091 B1V7KEBTPIMZEU4LTD58 3140AH7D8 2054-09-01 5.500000 0.00 112391.15 113618.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4115 B1V7KEBTPIMZEU4LTD58 3140QPSD0 2052-07-01 3.500000 0.00 150.30 134.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4399 B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.500000 0.00 260.27 215.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8657 B1V7KEBTPIMZEU4LTD58 3140QUTP1 2054-06-01 4.500000 0.00 188.71 178.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 B1V7KEBTPIMZEU4LTD58 3140QPJV0 2047-06-01 3.500000 0.00 144.55 130.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0241 B1V7KEBTPIMZEU4LTD58 3140FXHT2 2052-05-01 3.500000 0.00 73.62 67.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3485 B1V7KEBTPIMZEU4LTD58 3140QN2T8 2052-05-01 3.500000 0.00 163.78 146.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3956 B1V7KEBTPIMZEU4LTD58 31418DME9 2035-03-01 3.000000 0.00 30.54 28.97 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3833 B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 88.11 72.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3775 B1V7KEBTPIMZEU4LTD58 31418DFR8 2049-09-01 3.500000 0.00 22.57 20.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3673 B1V7KEBTPIMZEU4LTD58 31418DCK6 2049-05-01 3.500000 0.00 13892.79 12289.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3652 B1V7KEBTPIMZEU4LTD58 31418DBW1 2049-03-01 4.500000 0.00 11.77 10.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4481 B1V7KEBTPIMZEU4LTD58 31418D6T4 2051-10-01 4.000000 0.00 7214.83 6674.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0128 B1V7KEBTPIMZEU4LTD58 3140UTEA8 2056-08-01 6.000000 0.00 200.00 205.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4029 B1V7KEBTPIMZEU4LTD58 3140QPPP6 2052-07-01 4.500000 0.00 5958.77 5675.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 S6XOOCT0IEG5ABCC6L87 3132A9UT2 2033-04-01 3.500000 0.00 16.91 16.44 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4402 S6XOOCT0IEG5ABCC6L87 31427R3L2 2052-08-01 3.000000 0.00 193.12 168.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8427 S6XOOCT0IEG5ABCC6L87 3142KALH3 2056-07-01 5.500000 0.00 218813.82 220825.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8972 S6XOOCT0IEG5ABCC6L87 3142KA6J6 2056-07-01 5.500000 0.00 199.82 200.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0434 S6XOOCT0IEG5ABCC6L87 31427MPU9 2053-11-01 5.500000 0.00 3214794.64 3224742.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL0443 S6XOOCT0IEG5ABCC6L87 31427MP54 2055-01-01 4.500000 0.00 182.56 173.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0381 S6XOOCT0IEG5ABCC6L87 31427MM73 2052-06-01 3.000000 0.00 168.71 148.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 S6XOOCT0IEG5ABCC6L87 31427MK26 2055-01-01 6.000000 0.00 178.85 183.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0356 S6XOOCT0IEG5ABCC6L87 31426JME6 2055-04-01 6.500000 0.00 305082.20 320544.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4299 B1V7KEBTPIMZEU4LTD58 3140W4X51 2055-10-01 6.000000 0.00 187.52 190.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4144 B1V7KEBTPIMZEU4LTD58 3140W4TA5 2055-01-01 5.500000 0.00 182.69 182.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4128 B1V7KEBTPIMZEU4LTD58 3140W4SS7 2055-12-01 4.500000 0.00 201.84 192.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 B1V7KEBTPIMZEU4LTD58 3140Y9L93 2056-07-01 5.500000 0.00 223.26 224.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5467 B1V7KEBTPIMZEU4LTD58 31418FCD7 2054-09-01 4.000000 0.00 355.08 326.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL2593 B1V7KEBTPIMZEU4LTD58 3138EJ3B2 2040-05-01 6.500000 0.00 6.25 6.62 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC8683 B1V7KEBTPIMZEU4LTD58 3140AWUH0 2054-10-01 7.000000 0.00 196.23 209.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7619 B1V7KEBTPIMZEU4LTD58 3140AVPD7 2054-10-01 6.000000 0.00 196.40 202.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7616 B1V7KEBTPIMZEU4LTD58 3140AVPA3 2054-11-01 6.500000 0.00 196.69 205.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6958 B1V7KEBTPIMZEU4LTD58 3140AUWU3 2054-11-01 7.000000 0.00 131.09 138.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC6594 B1V7KEBTPIMZEU4LTD58 3140AUKG7 2054-11-01 5.500000 0.00 156.43 158.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC5463 B1V7KEBTPIMZEU4LTD58 3140ATB96 2054-11-01 4.500000 0.00 175.14 167.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS7804 B1V7KEBTPIMZEU4LTD58 3140XPU64 2038-02-01 2.500000 0.00 124425.96 115063.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 B1V7KEBTPIMZEU4LTD58 3140KTT70 2031-03-01 3.000000 0.00 73243.45 71270.42 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 156.48 149.37 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05562 G S6XOOCT0IEG5ABCC6L87 3128M7QP4 2039-07-01 4.500000 0.00 70.31 68.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZL0095 S6XOOCT0IEG5ABCC6L87 3131XFC81 2035-05-01 3.500000 0.00 24.22 23.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9096 B1V7KEBTPIMZEU4LTD58 3140UDDA4 2056-05-01 5.000000 0.00 199.41 193.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 B1V7KEBTPIMZEU4LTD58 3140UD6P9 2056-05-01 5.000000 0.00 397.57 386.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8998 B1V7KEBTPIMZEU4LTD58 3140UC7L9 2056-05-01 5.000000 0.00 284137.95 278015.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7935 B1V7KEBTPIMZEU4LTD58 3140UBY98 2056-05-01 5.500000 0.00 199.19 200.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 B1V7KEBTPIMZEU4LTD58 3140UBTD5 2056-05-01 5.000000 0.00 199.15 193.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7315 B1V7KEBTPIMZEU4LTD58 3140UBDV2 2056-05-01 5.500000 0.00 199.46 199.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG6854 B1V7KEBTPIMZEU4LTD58 3140UATL9 2056-04-01 6.500000 0.00 446393.11 465435.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6677 B1V7KEBTPIMZEU4LTD58 3140UAM36 2056-04-01 5.000000 0.00 199.32 194.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 B1V7KEBTPIMZEU4LTD58 3140UAKJ3 2056-05-01 5.000000 0.00 198.57 194.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0864 B1V7KEBTPIMZEU4LTD58 3140UT6A7 2056-07-01 5.000000 0.00 199.80 194.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 B1V7KEBTPIMZEU4LTD58 3140USCS3 2051-07-01 4.500000 0.00 199.69 189.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH9725 B1V7KEBTPIMZEU4LTD58 3140URYX0 2056-07-01 6.500000 0.00 200.00 208.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH7645 B1V7KEBTPIMZEU4LTD58 3140UPP71 2056-08-01 5.000000 0.00 199.82 194.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB7562 B1V7KEBTPIMZEU4LTD58 31417EML2 2038-01-01 2.500000 0.00 21786.25 19345.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 B1V7KEBTPIMZEU4LTD58 3138ESAD0 2044-05-01 5.500000 0.00 28.88 29.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8445 S6XOOCT0IEG5ABCC6L87 3132DWL27 2054-07-01 5.000000 0.00 170.40 165.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9563 B1V7KEBTPIMZEU4LTD58 3138ERTV2 2046-11-01 3.000000 0.00 19083.38 16877.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9432 B1V7KEBTPIMZEU4LTD58 3138ERPS3 2046-10-01 3.000000 0.00 51.05 44.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 PLAR8194 B1V7KEBTPIMZEU4LTD58 3138W6C87 2043-02-01 3.500000 0.00 39.58 36.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4911 B1V7KEBTPIMZEU4LTD58 3140QQN50 2052-10-01 5.500000 0.00 129.49 130.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0101 S6XOOCT0IEG5ABCC6L87 3133C0DE9 2053-04-01 6.000000 0.00 105.25 107.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1274 S6XOOCT0IEG5ABCC6L87 3142GRMY3 2054-04-01 6.000000 0.00 12248.64 12459.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5197 B1V7KEBTPIMZEU4LTD58 31418EX39 2053-10-01 6.500000 0.00 141.11 144.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 9225.62 7921.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1727 S6XOOCT0IEG5ABCC6L87 3133CR4L4 2054-08-01 5.500000 0.00 194.87 196.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5069 B1V7KEBTPIMZEU4LTD58 3140W5T38 2055-04-01 5.500000 0.00 192.84 192.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4918 B1V7KEBTPIMZEU4LTD58 3140W5PC2 2049-07-01 3.500000 0.00 240176.24 220634.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4814 B1V7KEBTPIMZEU4LTD58 3140W5K45 2056-03-01 5.000000 0.00 196.89 192.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4735 B1V7KEBTPIMZEU4LTD58 3140W5HM9 2037-04-01 2.500000 0.00 184.31 170.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4748 B1V7KEBTPIMZEU4LTD58 3140W5H23 2055-10-01 5.000000 0.00 205.83 199.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4659 B1V7KEBTPIMZEU4LTD58 3140W5E91 2056-02-01 5.000000 0.00 200.06 195.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4591 B1V7KEBTPIMZEU4LTD58 3140W5C51 2056-02-01 5.000000 0.00 200.38 195.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4513 B1V7KEBTPIMZEU4LTD58 3140W5AP9 2056-02-01 4.500000 0.00 195.29 185.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9581 B1V7KEBTPIMZEU4LTD58 3140XRUF0 2051-11-01 2.000000 0.00 182.15 143.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7577 B1V7KEBTPIMZEU4LTD58 3140UPM33 2056-08-01 6.000000 0.00 199.79 203.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7304 B1V7KEBTPIMZEU4LTD58 3140UPDJ8 2056-08-01 5.500000 0.00 204.50 204.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8012 B1V7KEBTPIMZEU4LTD58 3140UP3W0 2056-07-01 5.500000 0.00 1323712.85 1328367.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6895 B1V7KEBTPIMZEU4LTD58 3140UNUV7 2056-08-01 5.000000 0.00 199.83 194.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6576 B1V7KEBTPIMZEU4LTD58 3140UNJW8 2056-08-01 6.000000 0.00 201.44 205.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6072 B1V7KEBTPIMZEU4LTD58 3140UMXA2 2056-07-01 5.000000 0.00 199.39 195.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6756 B1V7KEBTPIMZEU4LTD58 3138LXQJ1 2042-06-01 3.500000 0.00 25.76 23.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 1243.80 1110.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6430 S6XOOCT0IEG5ABCC6L87 3132DUEB9 2054-05-01 5.500000 0.00 162.73 163.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5897 S6XOOCT0IEG5ABCC6L87 3132DTRS1 2054-07-01 6.000000 0.00 5488824.36 5583374.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD5855 S6XOOCT0IEG5ABCC6L87 3132DTQG8 2053-08-01 3.500000 0.00 168.23 150.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5127 S6XOOCT0IEG5ABCC6L87 3132DSVU3 2054-02-01 7.000000 0.00 903459.71 958338.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4885 S6XOOCT0IEG5ABCC6L87 3132DSNA6 2054-01-01 6.500000 0.00 105.82 110.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4412 S6XOOCT0IEG5ABCC6L87 31427B3W3 2055-09-01 6.500000 0.00 146.54 151.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6179 B1V7KEBTPIMZEU4LTD58 3140W62M3 2054-11-01 6.000000 0.00 198.54 202.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4444 S6XOOCT0IEG5ABCC6L87 31427R5E6 2056-02-01 5.000000 0.00 181.21 175.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2931 B1V7KEBTPIMZEU4LTD58 3140UJHH2 2056-08-01 5.500000 0.00 200.00 199.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3229 B1V7KEBTPIMZEU4LTD58 3140UWST5 2056-09-01 5.500000 0.00 1032293.20 1035360.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3211 B1V7KEBTPIMZEU4LTD58 3140J7R98 2047-12-01 4.000000 0.00 43.40 40.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0102 S6XOOCT0IEG5ABCC6L87 3133W4DF6 2056-07-01 6.000000 0.00 199.61 203.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8713 S6XOOCT0IEG5ABCC6L87 31427JVF2 2055-11-01 6.500000 0.00 208450.97 218523.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3801 S6XOOCT0IEG5ABCC6L87 31427RGK0 2055-12-01 5.000000 0.00 389.44 381.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3899 B1V7KEBTPIMZEU4LTD58 3140U7KM3 2056-03-01 5.000000 0.00 194.49 189.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLTA3819 S6XOOCT0IEG5ABCC6L87 3142JSG58 2055-12-01 3.500000 0.00 198.15 176.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 S6XOOCT0IEG5ABCC6L87 31427R3J7 2054-10-01 5.500000 0.00 186.29 185.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6909 S6XOOCT0IEG5ABCC6L87 3142K8VB0 2056-07-01 5.500000 0.00 199.65 198.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 B1V7KEBTPIMZEU4LTD58 31418FYP6 2056-07-01 4.500000 0.00 199.62 188.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6357 B1V7KEBTPIMZEU4LTD58 3140W7B33 2056-08-01 5.500000 0.00 203.09 204.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4750 S6XOOCT0IEG5ABCC6L87 31427SH43 2056-03-01 5.000000 0.00 190.71 185.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 B1V7KEBTPIMZEU4LTD58 31418FYQ4 2056-07-01 5.000000 0.00 202.66 196.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4777 S6XOOCT0IEG5ABCC6L87 31427SJX7 2056-04-01 5.000000 0.00 196.30 192.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2293 B1V7KEBTPIMZEU4LTD58 3140MTRP0 2052-08-01 5.000000 0.00 184.77 180.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 B1V7KEBTPIMZEU4LTD58 3140MTRE5 2052-08-01 4.500000 0.00 53002.78 50319.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBW2698 B1V7KEBTPIMZEU4LTD58 3140MT7L1 2046-01-01 5.000000 0.00 198.07 195.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2696 B1V7KEBTPIMZEU4LTD58 3140MT7J6 2056-03-01 5.000000 0.00 8490.92 8244.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2669 B1V7KEBTPIMZEU4LTD58 3140MT6F5 2056-03-01 5.000000 0.00 198.52 193.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.500000 0.00 161.98 154.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1001 B1V7KEBTPIMZEU4LTD58 3140MSDF9 2052-07-01 4.500000 0.00 186.67 176.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9960 B1V7KEBTPIMZEU4LTD58 3140MQB65 2052-06-01 4.000000 0.00 10448.66 9696.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 B1V7KEBTPIMZEU4LTD58 3140MP5Y3 2037-05-01 3.000000 0.00 202.28 189.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV7937 B1V7KEBTPIMZEU4LTD58 3140MMZB7 2052-08-01 4.000000 0.00 22665.03 20879.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7747 B1V7KEBTPIMZEU4LTD58 3140MMTD0 2052-04-01 3.500000 0.00 150.13 134.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV6599 B1V7KEBTPIMZEU4LTD58 3140MLKM1 2052-04-01 3.000000 0.00 10698.37 9190.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6441 B1V7KEBTPIMZEU4LTD58 3140MLEP1 2055-12-01 6.000000 0.00 1055898.74 1093346.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.500000 0.00 28.15 25.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5633 B1V7KEBTPIMZEU4LTD58 3140XMHK5 2053-09-01 5.500000 0.00 142.70 143.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 128.40 106.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5464 B1V7KEBTPIMZEU4LTD58 3140QDCA0 2035-03-01 3.000000 0.00 54.91 52.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4112 B1V7KEBTPIMZEU4LTD58 31418DSA1 2035-08-01 3.000000 0.00 48.49 45.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2000 S6XOOCT0IEG5ABCC6L87 3142GSGJ1 2054-07-01 6.000000 0.00 193.67 199.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8458 B1V7KEBTPIMZEU4LTD58 3140NRMG8 2053-07-01 6.500000 0.00 114.39 120.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3369 S6XOOCT0IEG5ABCC6L87 3132DQW69 2053-05-01 5.500000 0.00 642305.34 642115.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5.000000 0.00 289.19 282.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 B1V7KEBTPIMZEU4LTD58 31418FEB9 2054-11-01 4.500000 0.00 178.48 169.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 B1V7KEBTPIMZEU4LTD58 3140MRBD8 2052-07-01 4.500000 0.00 24819.09 23767.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0661 S6XOOCT0IEG5ABCC6L87 3142GQWX6 2054-01-01 6.500000 0.00 192.79 202.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8429 B1V7KEBTPIMZEU4LTD58 3138YNLK1 2045-08-01 3.500000 0.00 53375.13 48309.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3046 B1V7KEBTPIMZEU4LTD58 3140Y9L44 2056-07-01 5.500000 0.00 203.65 205.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2998 B1V7KEBTPIMZEU4LTD58 3140Y9KL7 2056-07-01 5.500000 0.00 204.03 205.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2992 B1V7KEBTPIMZEU4LTD58 3140Y9KE3 2056-07-01 5.000000 0.00 203.27 197.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2987 B1V7KEBTPIMZEU4LTD58 3140Y9J96 2056-07-01 4.500000 0.00 199.68 188.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2912 B1V7KEBTPIMZEU4LTD58 3140Y9GW8 2056-06-01 6.000000 0.00 199.45 203.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2881 B1V7KEBTPIMZEU4LTD58 3140Y9FX7 2056-06-01 5.000000 0.00 393.00 382.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2872 B1V7KEBTPIMZEU4LTD58 3140Y9FN9 2056-06-01 4.500000 0.00 200.62 189.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 B1V7KEBTPIMZEU4LTD58 3140Y9FC3 2056-06-01 6.000000 0.00 197.89 203.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2846 B1V7KEBTPIMZEU4LTD58 3140Y9EU4 2056-06-01 5.500000 0.00 202.13 203.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2845 B1V7KEBTPIMZEU4LTD58 3140Y9ET7 2056-06-01 5.500000 0.00 222.23 223.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2840 B1V7KEBTPIMZEU4LTD58 3140Y9EN0 2056-06-01 5.500000 0.00 461614.56 466864.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2826 B1V7KEBTPIMZEU4LTD58 3140Y9D84 2056-06-01 5.000000 0.00 584352.83 571623.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCC2505 B1V7KEBTPIMZEU4LTD58 3140Y8YB6 2046-04-01 4.500000 0.00 191.71 184.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 B1V7KEBTPIMZEU4LTD58 3140Y8XH4 2056-04-01 6.500000 0.00 190.07 198.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2365 B1V7KEBTPIMZEU4LTD58 3140Y8TX4 2056-04-01 5.000000 0.00 200.34 196.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2118 B1V7KEBTPIMZEU4LTD58 3140Y8K88 2056-02-01 5.000000 0.00 29266.61 28543.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2012 B1V7KEBTPIMZEU4LTD58 3140Y8GW0 2056-01-01 5.000000 0.00 199.75 194.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5111 B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.500000 0.00 7459.89 7586.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 3659636.25 3735537.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5135 B1V7KEBTPIMZEU4LTD58 31418EV56 2053-09-01 4.000000 0.00 163.89 150.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5132 B1V7KEBTPIMZEU4LTD58 31418EV23 2053-08-01 6.000000 0.00 593190.83 597940.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5054 B1V7KEBTPIMZEU4LTD58 31418ETL4 2053-06-01 4.000000 0.00 961955.09 886268.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 B1V7KEBTPIMZEU4LTD58 31418ESR2 2053-05-01 4.000000 0.00 163.17 150.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 B1V7KEBTPIMZEU4LTD58 31418ES35 2053-06-01 4.500000 0.00 159.38 151.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.500000 0.00 5865.55 5883.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5008 B1V7KEBTPIMZEU4LTD58 31418ER69 2053-05-01 4.500000 0.00 157.27 149.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 B1V7KEBTPIMZEU4LTD58 3138EEPR4 2042-03-01 3.500000 0.00 27.67 25.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8465 B1V7KEBTPIMZEU4LTD58 3138E1MP9 2041-12-01 4.000000 0.00 19064.84 18291.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310239 B1V7KEBTPIMZEU4LTD58 31374CS49 2044-10-01 3.500000 0.00 170.67 158.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZ257027 B1V7KEBTPIMZEU4LTD58 31371NPL3 2047-11-01 6.000000 0.00 4.22 4.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 B1V7KEBTPIMZEU4LTD58 31371LZB8 2034-11-01 5.500000 0.00 5839.14 5752.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.500000 0.00 0.29 0.30 Agency Mortgage-Backed Securities FNMA FNMS 06.640 ML109162 B1V7KEBTPIMZEU4LTD58 313637FB1 2028-03-01 6.640000 0.00 24.45 24.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9571 S6XOOCT0IEG5ABCC6L87 31426GT54 2055-04-01 6.500000 0.00 125.35 130.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 S6XOOCT0IEG5ABCC6L87 31426GQB4 2055-04-01 5.500000 0.00 186.46 187.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8719 S6XOOCT0IEG5ABCC6L87 31426FVM6 2055-03-01 5.000000 0.00 550.84 537.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5923 B1V7KEBTPIMZEU4LTD58 31418FSM0 2035-12-01 5.000000 0.00 161.34 161.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5415 S6XOOCT0IEG5ABCC6L87 3133L0AQ5 2046-08-01 5.000000 0.00 199.12 195.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 B1V7KEBTPIMZEU4LTD58 31418FTJ6 2041-01-01 5.500000 0.00 10991.47 11167.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO6103 S6XOOCT0IEG5ABCC6L87 3133WQX81 2041-08-01 4.500000 0.00 200.00 196.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4999 S6XOOCT0IEG5ABCC6L87 31427SRV2 2055-12-01 5.500000 0.00 193.23 195.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6089 S6XOOCT0IEG5ABCC6L87 31427TXT8 2056-07-01 5.500000 0.00 395.25 395.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3636 B1V7KEBTPIMZEU4LTD58 3140BUBE1 2055-11-01 6.500000 0.00 176.51 183.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0156 S6XOOCT0IEG5ABCC6L87 3142J6E66 2056-09-01 6.000000 0.00 201.60 205.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9609 S6XOOCT0IEG5ABCC6L87 3142JYVB5 2056-04-01 5.000000 0.00 177.46 173.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1425 S6XOOCT0IEG5ABCC6L87 3133CRSN4 2054-07-01 7.000000 0.00 239680.72 256364.01 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5256 S6XOOCT0IEG5ABCC6L87 3133KLZV2 2051-05-01 2.000000 0.00 26499.92 20918.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 B1V7KEBTPIMZEU4LTD58 3140QSNT4 2053-07-01 6.000000 0.00 131.37 135.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0892 S6XOOCT0IEG5ABCC6L87 31427M7E5 2055-04-01 5.500000 0.00 174.61 174.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2155 S6XOOCT0IEG5ABCC6L87 31427PMD3 2055-07-01 6.000000 0.00 168.54 173.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4964 S6XOOCT0IEG5ABCC6L87 31427CQS5 2055-10-01 5.500000 0.00 2189960.54 2184249.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0524 S6XOOCT0IEG5ABCC6L87 31425USN6 2054-12-01 5.500000 0.00 163.70 164.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6211 S6XOOCT0IEG5ABCC6L87 31426B3V6 2055-02-01 6.500000 0.00 116.55 121.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2653 S6XOOCT0IEG5ABCC6L87 31425W5P2 2054-12-01 6.000000 0.00 128.33 132.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 174.51 175.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0406 S6XOOCT0IEG5ABCC6L87 31427MNY3 2053-04-01 5.000000 0.00 1806.55 1766.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7558 S6XOOCT0IEG5ABCC6L87 31426SMG1 2055-07-01 6.000000 0.00 158.02 161.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1314 S6XOOCT0IEG5ABCC6L87 31426XN87 2055-08-01 5.500000 0.00 176.92 178.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3069 B1V7KEBTPIMZEU4LTD58 3140Y9MT8 2056-07-01 6.500000 0.00 201.01 211.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 B1V7KEBTPIMZEU4LTD58 3140BTCW3 2041-03-01 3.500000 0.00 392.15 370.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBM8104 B1V7KEBTPIMZEU4LTD58 3140JDAE2 2049-09-01 3.000000 0.00 200.40 175.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5892 S6XOOCT0IEG5ABCC6L87 31427TRN8 2055-07-01 6.500000 0.00 3481348.15 3631302.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 B1V7KEBTPIMZEU4LTD58 3140QFB32 2050-10-01 2.500000 0.00 146058.10 122448.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4495 B1V7KEBTPIMZEU4LTD58 31418D7H9 2051-12-01 3.500000 0.00 111.49 99.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 B1V7KEBTPIMZEU4LTD58 3140QUBF2 2054-03-01 5.500000 0.00 322.00 325.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5061 S6XOOCT0IEG5ABCC6L87 3142GVTT8 2055-10-01 4.500000 0.00 2830218.98 2694725.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5588 B1V7KEBTPIMZEU4LTD58 31418FF69 2040-01-01 4.000000 0.00 10269.43 9889.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 B1V7KEBTPIMZEU4LTD58 3140B1GY6 2055-02-01 7.000000 0.00 597.86 641.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1832 S6XOOCT0IEG5ABCC6L87 31427PBA1 2055-07-01 6.000000 0.00 308.31 314.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7432 S6XOOCT0IEG5ABCC6L87 3132DVHH1 2055-01-01 5.000000 0.00 578.70 566.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1239 B1V7KEBTPIMZEU4LTD58 3140Y7LV8 2055-10-01 6.000000 0.00 191.70 197.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 S6XOOCT0IEG5ABCC6L87 3142GTE93 2054-11-01 5.000000 0.00 1272423.88 1242334.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 S6XOOCT0IEG5ABCC6L87 31426LSK1 2055-05-01 5.500000 0.00 151.42 150.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0782 B1V7KEBTPIMZEU4LTD58 3140U32Q3 2056-01-01 6.500000 0.00 176.70 184.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL3813 S6XOOCT0IEG5ABCC6L87 31427RGX2 2053-10-01 2.500000 0.00 190.08 156.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0190 B1V7KEBTPIMZEU4LTD58 3140UTF82 2056-08-01 5.500000 0.00 404331.40 405821.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6308 B1V7KEBTPIMZEU4LTD58 3140UNAJ6 2056-07-01 6.000000 0.00 584650.07 599748.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1905 S6XOOCT0IEG5ABCC6L87 3130G1AF9 2056-08-01 5.500000 0.00 201.00 202.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3778 B1V7KEBTPIMZEU4LTD58 3140UKFU2 2056-07-01 5.500000 0.00 201.15 201.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2744 B1V7KEBTPIMZEU4LTD58 3140MUBN9 2056-01-01 5.000000 0.00 199.19 193.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2401 B1V7KEBTPIMZEU4LTD58 3140BSU39 2055-11-01 5.500000 0.00 189.98 190.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1815 S6XOOCT0IEG5ABCC6L87 3130G03Z5 2056-07-01 5.500000 0.00 200.00 200.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4708 B1V7KEBTPIMZEU4LTD58 3140W5GS7 2051-04-01 3.000000 0.00 200.78 173.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5140 S6XOOCT0IEG5ABCC6L87 3142JTWA7 2056-02-01 5.500000 0.00 196.09 196.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4042 S6XOOCT0IEG5ABCC6L87 3142JSP41 2056-01-01 5.000000 0.00 186.52 181.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2196 S6XOOCT0IEG5ABCC6L87 3142JQNN5 2055-12-01 5.500000 0.00 198.38 198.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5130 S6XOOCT0IEG5ABCC6L87 3133LPVX2 2032-12-01 5.000000 0.00 52.80 53.07 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2053 S6XOOCT0IEG5ABCC6L87 3133L8H65 2036-05-01 2.500000 0.00 104.46 96.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3244 B1V7KEBTPIMZEU4LTD58 3140AQTA0 2054-09-01 5.500000 0.00 139.44 139.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2953 B1V7KEBTPIMZEU4LTD58 3140AQH70 2054-09-01 5.500000 0.00 176.13 175.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2730 B1V7KEBTPIMZEU4LTD58 3140AQA85 2055-01-01 5.500000 0.00 143.86 143.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC2540 B1V7KEBTPIMZEU4LTD58 3140APZE7 2054-09-01 6.500000 0.00 178.36 187.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2530 B1V7KEBTPIMZEU4LTD58 3140APY40 2054-09-01 6.000000 0.00 151.11 156.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2029 B1V7KEBTPIMZEU4LTD58 3140APHF4 2054-09-01 6.000000 0.00 187.57 192.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1658 B1V7KEBTPIMZEU4LTD58 3140ANZY8 2054-09-01 6.500000 0.00 84.62 88.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1613 B1V7KEBTPIMZEU4LTD58 3140ANYK9 2054-10-01 5.500000 0.00 615397.68 613399.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 B1V7KEBTPIMZEU4LTD58 3140ANKY4 2054-11-01 5.500000 0.00 195.62 195.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0229 B1V7KEBTPIMZEU4LTD58 3140AMHF1 2054-08-01 5.500000 0.00 164.79 166.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0118 B1V7KEBTPIMZEU4LTD58 3140AMDY4 2054-09-01 5.500000 0.00 158945.88 161012.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9816 B1V7KEBTPIMZEU4LTD58 3140AK4A0 2054-09-01 6.500000 0.00 51.02 53.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8290 B1V7KEBTPIMZEU4LTD58 3140AJF86 2054-12-01 5.000000 0.00 3273.05 3179.45 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8949 B1V7KEBTPIMZEU4LTD58 3140AJ5K0 2054-07-01 7.000000 0.00 126188.17 134836.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7921 B1V7KEBTPIMZEU4LTD58 3140AHYT3 2054-08-01 7.000000 0.00 107768.48 116092.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7933 B1V7KEBTPIMZEU4LTD58 3140AHY71 2054-08-01 5.500000 0.00 148.01 149.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6912 B1V7KEBTPIMZEU4LTD58 3140AGVE1 2054-07-01 5.500000 0.00 144.81 146.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7945 S6XOOCT0IEG5ABCC6L87 3133BHZJ8 2052-08-01 5.000000 0.00 155070.95 151215.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4965 S6XOOCT0IEG5ABCC6L87 3133BEQS5 2052-06-01 5.000000 0.00 151.59 149.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE4044 S6XOOCT0IEG5ABCC6L87 3133BDP58 2052-06-01 2.500000 0.00 168.97 139.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD5254 S6XOOCT0IEG5ABCC6L87 3133B2ZT9 2052-01-01 2.500000 0.00 142.68 117.92 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2129 S6XOOCT0IEG5ABCC6L87 3133AYLJ7 2051-11-01 2.000000 0.00 153.70 121.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFM7030 B1V7KEBTPIMZEU4LTD58 3140XAY48 2039-11-01 3.500000 0.00 86.21 81.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5783 B1V7KEBTPIMZEU4LTD58 3140X9M93 2038-06-01 3.000000 0.00 63.82 59.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5710 B1V7KEBTPIMZEU4LTD58 3140XMKY1 2053-07-01 5.000000 0.00 151.45 148.32 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS5598 B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.500000 0.00 140.91 125.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5520 B1V7KEBTPIMZEU4LTD58 3140XMD29 2053-01-01 4.500000 0.00 3493085.01 3323453.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5490 B1V7KEBTPIMZEU4LTD58 3140XMC46 2050-12-01 3.000000 0.00 215666.82 188086.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 B1V7KEBTPIMZEU4LTD58 3140XLV47 2049-12-01 3.500000 0.00 147.00 134.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 B1V7KEBTPIMZEU4LTD58 3140XLTA6 2053-06-01 4.500000 0.00 142.41 136.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4786 B1V7KEBTPIMZEU4LTD58 3140XLJ82 2053-05-01 5.500000 0.00 135.79 136.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7668 S6XOOCT0IEG5ABCC6L87 3131Y2QV3 2048-08-01 4.500000 0.00 37.87 36.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3846 S6XOOCT0IEG5ABCC6L87 3130G3EU8 2056-08-01 5.000000 0.00 201.60 196.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3710 S6XOOCT0IEG5ABCC6L87 3130G3AL2 2056-08-01 5.000000 0.00 810939.20 789689.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3304 S6XOOCT0IEG5ABCC6L87 3130G2R28 2056-09-01 5.500000 0.00 15762.60 15707.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3204 S6XOOCT0IEG5ABCC6L87 3130G2NW6 2056-08-01 5.000000 0.00 200.00 194.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3165 S6XOOCT0IEG5ABCC6L87 3130G2MP2 2056-09-01 5.500000 0.00 200.00 200.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3004 S6XOOCT0IEG5ABCC6L87 3130G2GN4 2056-08-01 5.500000 0.00 200.00 199.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3003 S6XOOCT0IEG5ABCC6L87 3130G2GM6 2056-08-01 5.000000 0.00 200.00 195.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2588 S6XOOCT0IEG5ABCC6L87 3130G1XS6 2056-08-01 5.500000 0.00 200.00 201.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC2451 S6XOOCT0IEG5ABCC6L87 3130G1TH5 2056-08-01 6.500000 0.00 200.00 210.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2439 S6XOOCT0IEG5ABCC6L87 3130G1S52 2056-07-01 6.000000 0.00 200.00 208.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2367 S6XOOCT0IEG5ABCC6L87 3130G1QV7 2056-08-01 6.000000 0.00 1150097.00 1189216.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2194 S6XOOCT0IEG5ABCC6L87 3130G1KG6 2056-08-01 5.500000 0.00 201.60 201.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2167 S6XOOCT0IEG5ABCC6L87 3130G1JM5 2056-08-01 5.000000 0.00 200.00 196.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1916 S6XOOCT0IEG5ABCC6L87 3130G1AS1 2056-08-01 5.500000 0.00 200.00 201.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3718 S6XOOCT0IEG5ABCC6L87 31427RDY3 2053-08-01 4.500000 0.00 1487405.03 1422969.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3721 S6XOOCT0IEG5ABCC6L87 31427RD31 2055-03-01 4.500000 0.00 188.98 180.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4492 S6XOOCT0IEG5ABCC6L87 31427R7E4 2056-03-01 5.000000 0.00 5347038.20 5215472.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4466 S6XOOCT0IEG5ABCC6L87 31427R6C9 2055-08-01 6.000000 0.00 190.76 195.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4465 S6XOOCT0IEG5ABCC6L87 31427R6B1 2056-02-01 5.500000 0.00 192.88 193.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB6984 S6XOOCT0IEG5ABCC6L87 3142K8XN2 2056-06-01 4.000000 0.00 199.52 183.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2060 S6XOOCT0IEG5ABCC6L87 31427PJE5 2055-06-01 5.500000 0.00 167.38 167.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2038 S6XOOCT0IEG5ABCC6L87 31427PHQ0 2054-11-01 5.000000 0.00 182.95 177.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 S6XOOCT0IEG5ABCC6L87 31427PG32 2055-08-01 5.500000 0.00 187.39 188.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1858 S6XOOCT0IEG5ABCC6L87 31427PB45 2055-01-01 6.500000 0.00 300.20 315.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1821 S6XOOCT0IEG5ABCC6L87 31427PAX2 2053-06-01 5.000000 0.00 55429.29 54230.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2628 S6XOOCT0IEG5ABCC6L87 31427P4N1 2054-09-01 5.500000 0.00 18245.92 18203.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0494 B1V7KEBTPIMZEU4LTD58 3140QKRQ3 2051-05-01 2.000000 0.00 134.74 107.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5526 B1V7KEBTPIMZEU4LTD58 3140AFD86 2054-07-01 6.000000 0.00 169.85 176.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4861 B1V7KEBTPIMZEU4LTD58 3140AEMK2 2054-12-01 4.500000 0.00 194.82 185.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 149.56 149.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4254 B1V7KEBTPIMZEU4LTD58 3140ADWQ0 2054-07-01 6.500000 0.00 110.56 116.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 B1V7KEBTPIMZEU4LTD58 3140ADVA6 2039-06-01 6.000000 0.00 101.85 105.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2987 B1V7KEBTPIMZEU4LTD58 3140ACJ95 2054-05-01 5.500000 0.00 507200.69 509059.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2142 B1V7KEBTPIMZEU4LTD58 3140ABLY9 2054-06-01 6.500000 0.00 195.92 204.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1961 B1V7KEBTPIMZEU4LTD58 3140ABFB6 2054-09-01 6.000000 0.00 195.85 200.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1816 B1V7KEBTPIMZEU4LTD58 3140ABAS4 2054-04-01 6.500000 0.00 3620.02 3762.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0192 B1V7KEBTPIMZEU4LTD58 3140BQGA3 2055-10-01 5.500000 0.00 197.79 197.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9225 B1V7KEBTPIMZEU4LTD58 3140BNHB7 2055-10-01 6.000000 0.00 197.43 202.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8823 B1V7KEBTPIMZEU4LTD58 3140BMYV6 2055-09-01 6.500000 0.00 60.09 62.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8808 B1V7KEBTPIMZEU4LTD58 3140BMYE4 2055-09-01 6.000000 0.00 197.59 202.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8686 B1V7KEBTPIMZEU4LTD58 3140BMUL2 2055-09-01 6.500000 0.00 192781.50 202212.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8580 B1V7KEBTPIMZEU4LTD58 3140BMRA0 2055-10-01 5.500000 0.00 197.69 198.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 B1V7KEBTPIMZEU4LTD58 3140BMQ94 2055-10-01 5.500000 0.00 190.62 192.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 B1V7KEBTPIMZEU4LTD58 3140BMP95 2055-09-01 5.500000 0.00 197.81 198.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8036 B1V7KEBTPIMZEU4LTD58 3140BL4W9 2055-09-01 6.000000 0.00 168.01 172.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKDE6963 B1V7KEBTPIMZEU4LTD58 3140BKWZ3 2056-01-01 6.000000 0.00 247.10 251.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5871 B1V7KEBTPIMZEU4LTD58 3140BJQZ3 2055-08-01 6.000000 0.00 167.73 171.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC5295 S6XOOCT0IEG5ABCC6L87 3133AP3C1 2051-08-01 3.000000 0.00 361731.11 313710.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB2339 S6XOOCT0IEG5ABCC6L87 3133A8S40 2050-08-01 3.000000 0.00 96.20 85.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA8163 S6XOOCT0IEG5ABCC6L87 3133A3B80 2050-03-01 4.500000 0.00 36.42 34.80 Agency Mortgage-Backed Securities FMAC 06.000 FGPC U30599 G S6XOOCT0IEG5ABCC6L87 31335YUY0 2037-11-01 6.000000 0.00 34.52 35.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1680 B1V7KEBTPIMZEU4LTD58 3140QL2N5 2051-09-01 3.000000 0.00 127.24 111.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9089 S6XOOCT0IEG5ABCC6L87 3133WGC29 2054-06-01 6.500000 0.00 2251037.55 2351032.39 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 S6XOOCT0IEG5ABCC6L87 3133WG5H4 2054-07-01 7.000000 0.00 162.15 173.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9800 S6XOOCT0IEG5ABCC6L87 3133WG3H6 2054-06-01 5.500000 0.00 262385.77 261591.62 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 S6XOOCT0IEG5ABCC6L87 3133WFMW4 2054-06-01 7.000000 0.00 152.71 163.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI8408 S6XOOCT0IEG5ABCC6L87 3133WFKV8 2054-06-01 4.500000 0.00 170113.39 162260.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8874 S6XOOCT0IEG5ABCC6L87 3133WF2F3 2054-07-01 6.000000 0.00 139.32 142.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7620 S6XOOCT0IEG5ABCC6L87 3133WEPD6 2054-06-01 5.500000 0.00 37865.95 37838.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8032 S6XOOCT0IEG5ABCC6L87 3133WE4R8 2054-06-01 6.000000 0.00 169.61 175.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6910 S6XOOCT0IEG5ABCC6L87 3133WDVB5 2054-06-01 5.500000 0.00 354.85 353.86 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6403 S6XOOCT0IEG5ABCC6L87 3133WDDG4 2054-06-01 7.000000 0.00 160.23 171.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6051 S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 144.69 144.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5692 S6XOOCT0IEG5ABCC6L87 3133WCKD5 2054-05-01 5.500000 0.00 183.42 184.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 B1V7KEBTPIMZEU4LTD58 3140QUAS5 2054-03-01 4.500000 0.00 181.12 172.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8987 B1V7KEBTPIMZEU4LTD58 3140QU6Z4 2054-08-01 5.500000 0.00 174.59 175.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8872 B1V7KEBTPIMZEU4LTD58 3140QU2E5 2054-07-01 6.500000 0.00 131.13 136.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 B1V7KEBTPIMZEU4LTD58 3140QTUC1 2054-01-01 5.500000 0.00 5808837.56 5831958.67 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 B1V7KEBTPIMZEU4LTD58 3140QTPT0 2053-12-01 7.000000 0.00 136.94 145.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7308 B1V7KEBTPIMZEU4LTD58 3140QTDN6 2053-10-01 6.500000 0.00 252.95 267.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7237 B1V7KEBTPIMZEU4LTD58 3140QTBF5 2053-10-01 5.500000 0.00 162.25 162.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7218 B1V7KEBTPIMZEU4LTD58 3140QTAU3 2053-10-01 5.000000 0.00 31341.52 30580.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6859 B1V7KEBTPIMZEU4LTD58 3140QSTR2 2053-08-01 5.000000 0.00 330.32 323.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6700 B1V7KEBTPIMZEU4LTD58 3140QSNS6 2053-07-01 6.000000 0.00 137.89 142.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6696 B1V7KEBTPIMZEU4LTD58 3140QSNN7 2053-07-01 5.500000 0.00 142.73 144.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5293 B1V7KEBTPIMZEU4LTD58 31418E3B4 2054-03-01 4.500000 0.00 169.96 161.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4283 B1V7KEBTPIMZEU4LTD58 31418DXM9 2051-03-01 3.000000 0.00 98.37 84.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9099 S6XOOCT0IEG5ABCC6L87 3133WGDC6 2054-06-01 6.500000 0.00 14347.85 14929.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 B1V7KEBTPIMZEU4LTD58 3140AK6Z3 2054-08-01 6.500000 0.00 194461.75 203677.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2040 B1V7KEBTPIMZEU4LTD58 3140XHHS9 2052-02-01 2.000000 0.00 154.34 121.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1440 S6XOOCT0IEG5ABCC6L87 3132DNS53 2052-07-01 3.500000 0.00 155.19 139.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3317 S6XOOCT0IEG5ABCC6L87 3131XWVJ9 2047-05-01 4.500000 0.00 32.51 31.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 S6XOOCT0IEG5ABCC6L87 3142GS3W6 2054-10-01 6.000000 0.00 148.50 152.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8733 S6XOOCT0IEG5ABCC6L87 3133CMV27 2054-01-01 7.000000 0.00 161.67 172.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2583 B1V7KEBTPIMZEU4LTD58 3140XH2R7 2052-08-01 4.500000 0.00 333.96 317.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBW1804 B1V7KEBTPIMZEU4LTD58 3140MTAE3 2037-07-01 2.500000 0.00 58590.28 54437.01 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.500000 0.00 84.69 75.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 B1V7KEBTPIMZEU4LTD58 3140QR2U6 2053-05-01 5.500000 0.00 146.91 147.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3052 B1V7KEBTPIMZEU4LTD58 3140XJMA8 2052-10-01 5.500000 0.00 131.83 132.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA6212 S6XOOCT0IEG5ABCC6L87 3133KM3V5 2051-10-01 4.000000 0.00 92.37 85.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 3071.57 2642.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2914 B1V7KEBTPIMZEU4LTD58 3140N7GY0 2052-12-01 5.000000 0.00 149.71 145.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRCA4695 B1V7KEBTPIMZEU4LTD58 3140QCGD2 2049-03-01 4.000000 0.00 97207.90 91004.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0464 B1V7KEBTPIMZEU4LTD58 3140A0QS1 2053-10-01 6.500000 0.00 50997.22 53144.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 S6XOOCT0IEG5ABCC6L87 31427NP45 2055-05-01 5.500000 0.00 186.88 187.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4470 B1V7KEBTPIMZEU4LTD58 31418D6G2 2036-11-01 2.000000 0.00 109.71 99.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 B1V7KEBTPIMZEU4LTD58 31418D6E7 2051-11-01 3.500000 0.00 43589.10 39195.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4415 B1V7KEBTPIMZEU4LTD58 31418D3Z3 2051-09-01 3.000000 0.00 108.87 93.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2871 B1V7KEBTPIMZEU4LTD58 3140MUFM7 2041-04-01 3.500000 0.00 196.77 186.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2869 B1V7KEBTPIMZEU4LTD58 3140MUFK1 2041-04-01 3.500000 0.00 328310.16 309799.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2868 B1V7KEBTPIMZEU4LTD58 3140MUFJ4 2041-04-01 3.500000 0.00 398158.99 375710.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 B1V7KEBTPIMZEU4LTD58 3140MTZS5 2056-01-01 5.500000 0.00 197.92 197.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2547 B1V7KEBTPIMZEU4LTD58 3140MTZM8 2056-02-01 6.500000 0.00 85.33 89.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4901 S6XOOCT0IEG5ABCC6L87 31427CNT6 2055-10-01 6.500000 0.00 327488.67 339562.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4748 S6XOOCT0IEG5ABCC6L87 31427CH22 2055-10-01 5.500000 0.00 590855.79 589871.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 S6XOOCT0IEG5ABCC6L87 31427CEJ8 2055-10-01 5.000000 0.00 395.86 384.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4306 S6XOOCT0IEG5ABCC6L87 31427BYC3 2055-10-01 5.500000 0.00 336449.43 336396.04 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ3628 S6XOOCT0IEG5ABCC6L87 31427BA62 2055-09-01 7.000000 0.00 198.21 216.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3412 S6XOOCT0IEG5ABCC6L87 31427AYJ0 2055-09-01 6.000000 0.00 17965.81 18275.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5.000000 0.00 441.02 431.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.500000 0.00 156.48 148.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 B1V7KEBTPIMZEU4LTD58 31418EM23 2052-12-01 6.000000 0.00 82449.20 84338.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 B1V7KEBTPIMZEU4LTD58 3140QKGC6 2051-04-01 3.000000 0.00 24271.33 21027.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 B1V7KEBTPIMZEU4LTD58 3140QGLX3 2051-01-01 2.000000 0.00 124.70 100.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 B1V7KEBTPIMZEU4LTD58 3140QGF36 2050-12-01 3.000000 0.00 113.29 99.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 B1V7KEBTPIMZEU4LTD58 3140QGEZ6 2050-12-01 2.500000 0.00 131.11 107.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7734 B1V7KEBTPIMZEU4LTD58 3140QFSY6 2050-11-01 2.500000 0.00 49103.49 40489.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8274 B1V7KEBTPIMZEU4LTD58 3140XQFQ5 2052-04-01 2.000000 0.00 172.32 135.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8199 B1V7KEBTPIMZEU4LTD58 3140XQDD6 2054-06-01 6.000000 0.00 137.25 139.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 S6XOOCT0IEG5ABCC6L87 31426PLG8 2055-06-01 6.500000 0.00 171.83 180.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4745 S6XOOCT0IEG5ABCC6L87 31426PHX6 2055-06-01 6.000000 0.00 313.32 318.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0167 B1V7KEBTPIMZEU4LTD58 3140FXFH0 2057-02-01 3.000000 0.00 71.79 61.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 R3BF0013 B1V7KEBTPIMZEU4LTD58 3140FXAP7 2040-12-01 5.500000 0.00 275978.47 277967.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD1508 B1V7KEBTPIMZEU4LTD58 3140F8VA2 2046-10-01 3.000000 0.00 2334.71 2064.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6764 B1V7KEBTPIMZEU4LTD58 3140F2QS2 2046-04-01 3.500000 0.00 20.78 18.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6513 B1V7KEBTPIMZEU4LTD58 3140F2GX2 2046-05-01 3.500000 0.00 18.90 17.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6023 B1V7KEBTPIMZEU4LTD58 3140F1VR0 2046-05-01 3.500000 0.00 22.58 20.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1152 B1V7KEBTPIMZEU4LTD58 3140EVH67 2046-06-01 3.500000 0.00 46.17 42.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAZ9645 B1V7KEBTPIMZEU4LTD58 3140E2WF4 2035-09-01 4.000000 0.00 290644.80 282225.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7377 B1V7KEBTPIMZEU4LTD58 3140BYFT6 2055-12-01 5.500000 0.00 194.09 195.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8082 B1V7KEBTPIMZEU4LTD58 3140BY6U3 2055-11-01 6.500000 0.00 88531.48 92266.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8354 S6XOOCT0IEG5ABCC6L87 31426FH83 2055-03-01 5.000000 0.00 153.04 148.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8899 S6XOOCT0IEG5ABCC6L87 31426F3H8 2055-03-01 5.000000 0.00 185.30 180.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7590 S6XOOCT0IEG5ABCC6L87 31426DNG3 2055-03-01 5.500000 0.00 178700.13 179848.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7586 S6XOOCT0IEG5ABCC6L87 31426DNC2 2055-02-01 5.000000 0.00 185.66 181.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7407 S6XOOCT0IEG5ABCC6L87 31426DGR7 2055-03-01 6.500000 0.00 52.18 54.53 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX7365 S6XOOCT0IEG5ABCC6L87 31426DFF4 2055-03-01 7.000000 0.00 89895.58 96439.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7324 S6XOOCT0IEG5ABCC6L87 31426DD66 2055-02-01 5.000000 0.00 173.01 168.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7982 S6XOOCT0IEG5ABCC6L87 31426D2Q4 2055-03-01 5.500000 0.00 6166.70 6145.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6633 S6XOOCT0IEG5ABCC6L87 31426CLP7 2055-02-01 5.500000 0.00 308.79 309.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 S6XOOCT0IEG5ABCC6L87 31426CAN4 2055-02-01 6.000000 0.00 206253.47 212643.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6163 S6XOOCT0IEG5ABCC6L87 31426BZ58 2055-01-01 5.000000 0.00 392.48 381.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2085 B1V7KEBTPIMZEU4LTD58 3140W2J77 2052-11-01 4.500000 0.00 176.42 167.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1943 B1V7KEBTPIMZEU4LTD58 3140W2ER8 2055-05-01 5.500000 0.00 176.89 177.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1938 B1V7KEBTPIMZEU4LTD58 3140W2EL1 2053-07-01 4.500000 0.00 175.75 166.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2630 B1V7KEBTPIMZEU4LTD58 3140W24Q1 2055-08-01 5.500000 0.00 191.82 192.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2579 B1V7KEBTPIMZEU4LTD58 3140W22M2 2055-08-01 6.000000 0.00 1157484.74 1182956.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1596 B1V7KEBTPIMZEU4LTD58 3140W1X24 2055-05-01 5.500000 0.00 162.01 162.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1457 B1V7KEBTPIMZEU4LTD58 3140W1TP8 2055-03-01 5.500000 0.00 189.47 189.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1378 B1V7KEBTPIMZEU4LTD58 3140W1Q89 2055-03-01 4.000000 0.00 178.21 164.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0994 B1V7KEBTPIMZEU4LTD58 3140W1C84 2054-08-01 6.000000 0.00 14159296.83 14433930.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0908 B1V7KEBTPIMZEU4LTD58 3140W1AJ2 2054-12-01 5.500000 0.00 184.58 185.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 S6XOOCT0IEG5ABCC6L87 3132AAW67 2046-03-01 3.000000 0.00 34124.67 30198.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 S6XOOCT0IEG5ABCC6L87 3132AAMT8 2043-12-01 4.500000 0.00 18.20 17.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9822 S6XOOCT0IEG5ABCC6L87 3132AA4F8 2046-09-01 3.000000 0.00 45.22 39.99 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8709 S6XOOCT0IEG5ABCC6L87 3132A9VA2 2033-07-01 2.500000 0.00 21.81 20.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS8882 S6XOOCT0IEG5ABCC6L87 3132A92P1 2028-07-01 6.000000 0.00 0.54 0.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2963171 B1V7KEBTPIMZEU4LTD58 31414DQY5 2038-05-01 4.500000 0.00 5.37 5.23 Agency Mortgage-Backed Securities FNMA FNMS 05.290 CZ918572 B1V7KEBTPIMZEU4LTD58 31411YQZ9 2047-04-01 5.290000 0.00 45.14 44.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0898057 B1V7KEBTPIMZEU4LTD58 31410UWS7 2036-01-01 6.000000 0.00 8.82 8.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890482 B1V7KEBTPIMZEU4LTD58 31410LJ37 2039-01-01 6.500000 0.00 79560.81 84089.94 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9698 B1V7KEBTPIMZEU4LTD58 3140YXX48 2054-02-01 7.000000 0.00 134934.76 144249.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA8158 B1V7KEBTPIMZEU4LTD58 3140YWB44 2054-03-01 5.500000 0.00 147.96 147.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3258 B1V7KEBTPIMZEU4LTD58 3140Y9TQ7 2056-08-01 6.000000 0.00 203.20 207.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3209 B1V7KEBTPIMZEU4LTD58 3140Y9R71 2056-08-01 5.000000 0.00 200.00 194.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3072 B1V7KEBTPIMZEU4LTD58 3140Y9MW1 2056-07-01 6.500000 0.00 204.16 215.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 B1V7KEBTPIMZEU4LTD58 3140Y9MJ0 2056-07-01 5.500000 0.00 201.78 201.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3037 B1V7KEBTPIMZEU4LTD58 3140Y9LT9 2056-07-01 5.000000 0.00 254.14 248.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5184 B1V7KEBTPIMZEU4LTD58 3140J9XN6 2033-09-01 4.000000 0.00 30.36 29.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4706 B1V7KEBTPIMZEU4LTD58 3140J9GQ8 2033-09-01 4.000000 0.00 5942.79 5810.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.500000 0.00 155.63 155.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 S6XOOCT0IEG5ABCC6L87 31426DLE0 2055-02-01 6.500000 0.00 233.15 244.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3254 B1V7KEBTPIMZEU4LTD58 3140BFTL9 2055-07-01 6.000000 0.00 161.00 164.56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1915 B1V7KEBTPIMZEU4LTD58 3140B2DV3 2055-01-01 7.000000 0.00 87.71 93.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 B1V7KEBTPIMZEU4LTD58 3140W1AG8 2054-12-01 5.000000 0.00 375.29 364.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1766 B1V7KEBTPIMZEU4LTD58 3140W16C2 2055-02-01 5.500000 0.00 182.03 183.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1753 B1V7KEBTPIMZEU4LTD58 3140W15P4 2054-09-01 5.500000 0.00 77069.29 76799.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6156 B1V7KEBTPIMZEU4LTD58 3140BWZW1 2056-02-01 6.000000 0.00 170.46 173.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5946 B1V7KEBTPIMZEU4LTD58 3140BWTC2 2055-12-01 5.500000 0.00 195.15 196.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5866 B1V7KEBTPIMZEU4LTD58 3140BWQU5 2055-12-01 5.000000 0.00 197.42 192.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5220 B1V7KEBTPIMZEU4LTD58 3140BVYS3 2056-01-01 4.500000 0.00 724047.70 684657.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5036 B1V7KEBTPIMZEU4LTD58 3140BVS27 2055-11-01 6.500000 0.00 117860.95 123357.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA7390 B1V7KEBTPIMZEU4LTD58 3140QFF87 2050-10-01 3.500000 0.00 101.54 92.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7323 B1V7KEBTPIMZEU4LTD58 3140QFD55 2050-10-01 2.000000 0.00 120.64 97.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 B1V7KEBTPIMZEU4LTD58 3140QFAA7 2050-10-01 2.000000 0.00 117.30 93.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8021 B1V7KEBTPIMZEU4LTD58 3140QF4F3 2050-12-01 2.500000 0.00 114.38 95.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6729 B1V7KEBTPIMZEU4LTD58 3140QEPP1 2050-08-01 3.000000 0.00 23191075.20 20415984.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6740 B1V7KEBTPIMZEU4LTD58 3140QEP22 2050-08-01 3.000000 0.00 79634.85 68695.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 B1V7KEBTPIMZEU4LTD58 3140QEDU3 2050-07-01 3.000000 0.00 90.18 79.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6422 B1V7KEBTPIMZEU4LTD58 3140QED41 2050-07-01 3.000000 0.00 63.81 55.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 B1V7KEBTPIMZEU4LTD58 3140QBUG1 2049-09-01 4.500000 0.00 1604.46 1540.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 B1V7KEBTPIMZEU4LTD58 3140QBTY4 2049-09-01 3.500000 0.00 24644.47 22090.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 2049-06-01 3.500000 0.00 52.74 48.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA3022 B1V7KEBTPIMZEU4LTD58 3140QALC2 2034-01-01 3.500000 0.00 34.51 33.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWCA2522 B1V7KEBTPIMZEU4LTD58 3140Q9YU1 2033-09-01 3.500000 0.00 84394.03 81651.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 B1V7KEBTPIMZEU4LTD58 3140Q9HW6 2048-07-01 4.500000 0.00 2090.85 2015.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0991 B1V7KEBTPIMZEU4LTD58 3140Q8C52 2048-01-01 3.500000 0.00 42806.35 39166.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 GLCA0840 B1V7KEBTPIMZEU4LTD58 3140Q75A1 2047-12-01 3.000000 0.00 125.70 109.42 Agency Mortgage-Backed Securities FNMA FNMS 05.560 CA846209 B1V7KEBTPIMZEU4LTD58 31408BDN5 2035-09-01 5.560000 0.00 5780.44 5705.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS4580 B1V7KEBTPIMZEU4LTD58 3140XLCS5 2043-02-01 4.000000 0.00 133.60 127.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 B1V7KEBTPIMZEU4LTD58 3140BGZ48 2055-09-01 5.500000 0.00 180.20 180.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0582 B1V7KEBTPIMZEU4LTD58 3140W0UG8 2046-11-01 3.500000 0.00 165.76 153.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0500 B1V7KEBTPIMZEU4LTD58 3140W0RW7 2055-02-01 5.500000 0.00 184.13 184.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0035 B1V7KEBTPIMZEU4LTD58 3140W0BD6 2054-12-01 5.000000 0.00 3201532.70 3132208.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 B1V7KEBTPIMZEU4LTD58 3140U0JQ1 2056-02-01 5.500000 0.00 198.31 200.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9987 B1V7KEBTPIMZEU4LTD58 3140QWCZ3 2055-02-01 6.000000 0.00 173.63 178.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9982 B1V7KEBTPIMZEU4LTD58 3140QWCU4 2055-02-01 5.500000 0.00 170.83 171.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.500000 0.00 332.22 335.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9678 B1V7KEBTPIMZEU4LTD58 3140QVXG4 2054-12-01 6.000000 0.00 152.23 155.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9644 B1V7KEBTPIMZEU4LTD58 3140QVWE0 2054-12-01 5.000000 0.00 179.19 175.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9484 B1V7KEBTPIMZEU4LTD58 3140QVRE6 2054-11-01 5.500000 0.00 174.43 175.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9448 B1V7KEBTPIMZEU4LTD58 3140QVQA5 2054-11-01 4.500000 0.00 343.42 329.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9434 B1V7KEBTPIMZEU4LTD58 3140QVPU2 2054-11-01 5.000000 0.00 3397626.45 3324107.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9210 B1V7KEBTPIMZEU4LTD58 3140QVGU2 2054-09-01 5.500000 0.00 157.05 156.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9138 B1V7KEBTPIMZEU4LTD58 3140QVEL4 2054-09-01 5.500000 0.00 1162.37 1171.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 B1V7KEBTPIMZEU4LTD58 3140QVE34 2054-09-01 6.000000 0.00 156.91 161.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5057 S6XOOCT0IEG5ABCC6L87 3142GVTP6 2055-10-01 4.500000 0.00 856532.47 819287.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5074 S6XOOCT0IEG5ABCC6L87 3142GVT84 2055-10-01 5.000000 0.00 4177056.96 4080210.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0223 S6XOOCT0IEG5ABCC6L87 31427MG96 2055-02-01 5.500000 0.00 113394.08 114020.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0098 S6XOOCT0IEG5ABCC6L87 31427MDC2 2054-09-01 6.000000 0.00 155.86 159.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0012 S6XOOCT0IEG5ABCC6L87 31427MAN1 2052-07-01 3.500000 0.00 355.61 317.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0894 S6XOOCT0IEG5ABCC6L87 31427M7G0 2054-05-01 6.000000 0.00 151.09 155.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0876 S6XOOCT0IEG5ABCC6L87 31427M6N6 2055-04-01 5.500000 0.00 179.25 179.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0799 S6XOOCT0IEG5ABCC6L87 31427M3H2 2055-03-01 5.000000 0.00 358.20 347.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9648 S6XOOCT0IEG5ABCC6L87 31427KWJ0 2055-12-01 5.000000 0.00 185.08 180.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2292 B1V7KEBTPIMZEU4LTD58 3140UHRN2 2056-06-01 4.500000 0.00 199.47 189.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1412 B1V7KEBTPIMZEU4LTD58 3140UGSA1 2056-07-01 6.500000 0.00 199.75 208.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1346 B1V7KEBTPIMZEU4LTD58 3140UGP89 2056-06-01 5.500000 0.00 595.37 594.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1713 B1V7KEBTPIMZEU4LTD58 3140UG3X8 2056-07-01 5.000000 0.00 199.80 195.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0708 B1V7KEBTPIMZEU4LTD58 3140UFYE8 2056-06-01 5.000000 0.00 212767.37 207324.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0690 B1V7KEBTPIMZEU4LTD58 3140UFXU3 2056-06-01 5.000000 0.00 398.96 388.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0676 B1V7KEBTPIMZEU4LTD58 3140UFXE9 2056-06-01 5.000000 0.00 199.50 194.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0616 B1V7KEBTPIMZEU4LTD58 3140UFVJ0 2056-05-01 5.000000 0.00 199.40 194.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0555 B1V7KEBTPIMZEU4LTD58 3140UFTM6 2056-06-01 5.500000 0.00 199.63 199.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH0389 B1V7KEBTPIMZEU4LTD58 3140UFNF7 2041-05-01 5.500000 0.00 109113.47 111269.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 B1V7KEBTPIMZEU4LTD58 3140UF3J1 2056-06-01 5.000000 0.00 199.60 195.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0789 B1V7KEBTPIMZEU4LTD58 3140UF2X1 2056-06-01 5.000000 0.00 199.53 195.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9950 B1V7KEBTPIMZEU4LTD58 3140UEBU0 2056-05-01 6.500000 0.00 199.38 207.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9656 B1V7KEBTPIMZEU4LTD58 3140UDWS4 2056-05-01 4.500000 0.00 199.34 188.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA0736 B1V7KEBTPIMZEU4LTD58 31417YZA8 2041-05-01 5.000000 0.00 10.12 10.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAC5192 B1V7KEBTPIMZEU4LTD58 31417QXW9 2039-12-01 4.000000 0.00 21.05 19.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9703 B1V7KEBTPIMZEU4LTD58 31417GX92 2043-06-01 3.500000 0.00 26.86 24.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9864 B1V7KEBTPIMZEU4LTD58 31417G6A9 2043-07-01 3.500000 0.00 16808.50 15598.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7302 B1V7KEBTPIMZEU4LTD58 31417EDG3 2042-12-01 3.500000 0.00 37.65 35.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 B1V7KEBTPIMZEU4LTD58 31417EDF5 2042-12-01 3.500000 0.00 33.38 31.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 63.20 58.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB3735 B1V7KEBTPIMZEU4LTD58 31417AEH8 2041-10-01 3.000000 0.00 10.63 9.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB0054 B1V7KEBTPIMZEU4LTD58 31416VBY9 2034-12-01 4.500000 0.00 1.94 1.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995228 B1V7KEBTPIMZEU4LTD58 31416BSR0 2038-11-01 6.500000 0.00 198873.54 210665.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0966174 B1V7KEBTPIMZEU4LTD58 31414G2F5 2037-07-01 6.000000 0.00 5314.01 5338.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5913 B1V7KEBTPIMZEU4LTD58 31418FSB4 2040-12-01 3.500000 0.00 184.65 174.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2838 B1V7KEBTPIMZEU4LTD58 3140W3EL9 2052-09-01 2.500000 0.00 188.56 155.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 B1V7KEBTPIMZEU4LTD58 3140W3D97 2055-09-01 5.000000 0.00 190.52 186.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2826 B1V7KEBTPIMZEU4LTD58 3140W3D89 2055-07-01 5.000000 0.00 190.52 185.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 B1V7KEBTPIMZEU4LTD58 3140W3CG2 2055-07-01 6.000000 0.00 165.14 167.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2131 B1V7KEBTPIMZEU4LTD58 3140W2LM1 2055-06-01 5.500000 0.00 182.41 182.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6076 B1V7KEBTPIMZEU4LTD58 3140QRXE8 2053-04-01 5.500000 0.00 141.29 142.55 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 B1V7KEBTPIMZEU4LTD58 3140AGPP3 2054-06-01 7.500000 0.00 44915.98 47957.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7225 B1V7KEBTPIMZEU4LTD58 3140QFA33 2050-10-01 2.000000 0.00 120.20 95.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0864 B1V7KEBTPIMZEU4LTD58 31417Y6A0 2031-10-01 4.500000 0.00 8.09 8.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8650 B1V7KEBTPIMZEU4LTD58 3138WJTG3 2047-01-01 3.000000 0.00 1106.28 968.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4840 B1V7KEBTPIMZEU4LTD58 31418ELW8 2052-12-01 4.500000 0.00 154.98 147.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 S6XOOCT0IEG5ABCC6L87 3133KL7C5 2051-06-01 3.000000 0.00 8391.84 7200.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK4520 B1V7KEBTPIMZEU4LTD58 3138E9AW0 2042-03-01 4.000000 0.00 15.37 14.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3283 B1V7KEBTPIMZEU4LTD58 31418CUH5 2033-02-01 3.000000 0.00 20.86 19.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2611 B1V7KEBTPIMZEU4LTD58 31418B3V6 2031-05-01 2.500000 0.00 16.96 16.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6076 B1V7KEBTPIMZEU4LTD58 31417CXE0 2042-09-01 3.500000 0.00 20.58 19.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2280 B1V7KEBTPIMZEU4LTD58 3140Q9RA3 2048-08-01 4.500000 0.00 40.36 39.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9654 B1V7KEBTPIMZEU4LTD58 3138WKWQ4 2047-05-01 4.000000 0.00 345166.16 323096.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6153 B1V7KEBTPIMZEU4LTD58 3140AFZT6 2054-08-01 6.500000 0.00 126404.68 132958.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2.000000 0.00 138.42 109.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7226 B1V7KEBTPIMZEU4LTD58 3140QFA41 2050-10-01 2.500000 0.00 115.25 96.84 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G03358 G S6XOOCT0IEG5ABCC6L87 3128M5B33 2037-08-01 5.500000 0.00 118.11 120.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7347 S6XOOCT0IEG5ABCC6L87 31427HEV0 2055-11-01 7.000000 0.00 167.51 177.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7298 S6XOOCT0IEG5ABCC6L87 31427HDC3 2055-10-01 7.000000 0.00 188.49 200.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7994 S6XOOCT0IEG5ABCC6L87 31427H3C4 2055-11-01 5.500000 0.00 148.34 149.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 S6XOOCT0IEG5ABCC6L87 31427GZ49 2055-11-01 5.500000 0.00 196.07 195.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 S6XOOCT0IEG5ABCC6L87 3142GTL61 2054-12-01 6.000000 0.00 160.97 165.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1269 S6XOOCT0IEG5ABCC6L87 3142GRMT4 2054-04-01 6.000000 0.00 139.01 142.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 S6XOOCT0IEG5ABCC6L87 3142GRK33 2054-04-01 5.500000 0.00 3494417.72 3523073.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 S6XOOCT0IEG5ABCC6L87 3142GTKZ8 2054-12-01 5.000000 0.00 178.50 174.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 511.73 514.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2923 S6XOOCT0IEG5ABCC6L87 3142GTG91 2054-11-01 6.000000 0.00 143.25 146.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2702 S6XOOCT0IEG5ABCC6L87 3142GTAC0 2054-08-01 6.000000 0.00 108.69 110.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3519 S6XOOCT0IEG5ABCC6L87 3142GT4D5 2055-02-01 6.500000 0.00 262.08 273.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3502 S6XOOCT0IEG5ABCC6L87 3142GT3L8 2055-02-01 5.500000 0.00 167.57 167.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 S6XOOCT0IEG5ABCC6L87 3142GT2W5 2055-02-01 5.500000 0.00 178.63 179.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2457 S6XOOCT0IEG5ABCC6L87 3142GSWT1 2054-09-01 6.000000 0.00 141.46 144.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 S6XOOCT0IEG5ABCC6L87 3142GSW79 2054-09-01 6.500000 0.00 123.80 129.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2243 S6XOOCT0IEG5ABCC6L87 3142GSP51 2054-08-01 5.500000 0.00 160.15 160.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2155 S6XOOCT0IEG5ABCC6L87 3142GSMD7 2054-10-01 5.000000 0.00 180.21 176.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 S6XOOCT0IEG5ABCC6L87 3142GSF37 2054-07-01 6.500000 0.00 240.28 250.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 S6XOOCT0IEG5ABCC6L87 3142GSE79 2054-07-01 5.500000 0.00 2840.25 2845.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1860 S6XOOCT0IEG5ABCC6L87 3142GSB64 2054-06-01 6.500000 0.00 375.22 390.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 S6XOOCT0IEG5ABCC6L87 3142GRVW7 2054-05-01 6.000000 0.00 20407.95 20759.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1515 S6XOOCT0IEG5ABCC6L87 3142GRVH0 2054-05-01 5.500000 0.00 146.37 145.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1412 S6XOOCT0IEG5ABCC6L87 3142GRSA9 2054-05-01 5.500000 0.00 169.04 170.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0918 S6XOOCT0IEG5ABCC6L87 3142GRAU4 2054-02-01 5.000000 0.00 258.30 252.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1780 S6XOOCT0IEG5ABCC6L87 3142GR6S4 2054-06-01 6.000000 0.00 1295697.43 1341483.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0693 S6XOOCT0IEG5ABCC6L87 3142GQXX5 2054-01-01 5.500000 0.00 136.07 136.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0446 S6XOOCT0IEG5ABCC6L87 3142GQP89 2053-11-01 6.000000 0.00 193.80 198.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 S6XOOCT0IEG5ABCC6L87 3142GQJK9 2053-11-01 6.500000 0.00 87.14 91.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0113 S6XOOCT0IEG5ABCC6L87 3142GQDT6 2053-10-01 6.500000 0.00 117.42 121.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 S6XOOCT0IEG5ABCC6L87 3142GQ4V1 2054-02-01 5.500000 0.00 2457.02 2468.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 S6XOOCT0IEG5ABCC6L87 3142GQ4N9 2054-02-01 5.000000 0.00 178.87 174.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6313 S6XOOCT0IEG5ABCC6L87 31427UAP8 2056-08-01 5.500000 0.00 211.20 210.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6311 S6XOOCT0IEG5ABCC6L87 31427UAM5 2056-08-01 5.000000 0.00 405.20 394.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6309 S6XOOCT0IEG5ABCC6L87 31427UAK9 2056-08-01 5.000000 0.00 200.00 194.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6304 S6XOOCT0IEG5ABCC6L87 31427UAE3 2053-03-01 3.500000 0.00 204.80 184.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6139 S6XOOCT0IEG5ABCC6L87 31427TZD1 2056-07-01 5.000000 0.00 204.51 199.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2217 S6XOOCT0IEG5ABCC6L87 3132DPPA0 2053-01-01 6.000000 0.00 125.19 127.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2117 S6XOOCT0IEG5ABCC6L87 3132DPK64 2052-08-01 3.500000 0.00 142.04 128.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0508 S6XOOCT0IEG5ABCC6L87 31426WR69 2055-08-01 6.000000 0.00 1262619.94 1301990.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 S6XOOCT0IEG5ABCC6L87 3142GVD65 2055-08-01 5.500000 0.00 377.80 381.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6028 S6XOOCT0IEG5ABCC6L87 31427DVW8 2055-07-01 6.000000 0.00 198.25 202.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5629 S6XOOCT0IEG5ABCC6L87 31427DHF1 2055-10-01 5.500000 0.00 174.10 173.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5554 S6XOOCT0IEG5ABCC6L87 31427DE49 2055-10-01 5.500000 0.00 158.95 158.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1237 B1V7KEBTPIMZEU4LTD58 31418ALT3 2032-11-01 3.000000 0.00 31049.19 29775.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 B1V7KEBTPIMZEU4LTD58 31418AJX7 2042-09-01 3.500000 0.00 47.36 43.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 B1V7KEBTPIMZEU4LTD58 31418A3Z9 2043-12-01 4.000000 0.00 69.57 66.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU9102 B1V7KEBTPIMZEU4LTD58 3140MBDG4 2052-01-01 2.000000 0.00 145.48 115.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5758 B1V7KEBTPIMZEU4LTD58 3140M7MG3 2055-03-01 6.000000 0.00 159.34 164.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4929 B1V7KEBTPIMZEU4LTD58 3140M6PP2 2054-09-01 6.000000 0.00 153.23 158.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 B1V7KEBTPIMZEU4LTD58 31418FB48 2054-06-01 3.500000 0.00 192.26 171.60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6179 B1V7KEBTPIMZEU4LTD58 31418F2M8 2056-09-01 7.000000 0.00 210.00 221.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5.000000 0.00 32570.70 31703.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 B1V7KEBTPIMZEU4LTD58 31418EYM6 2053-12-01 5.500000 0.00 6295.02 6280.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 B1V7KEBTPIMZEU4LTD58 31418EY79 2053-12-01 4.500000 0.00 169.72 160.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5177 B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4.000000 0.00 23824.62 21931.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8509 B1V7KEBTPIMZEU4LTD58 3140XQN37 2053-03-01 3.500000 0.00 11590.19 10350.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8339 B1V7KEBTPIMZEU4LTD58 3140XQHR1 2053-07-01 3.500000 0.00 163.88 146.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7015 S6XOOCT0IEG5ABCC6L87 31426RYM7 2055-07-01 5.500000 0.00 181.38 181.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6616 S6XOOCT0IEG5ABCC6L87 31426RK67 2055-06-01 6.500000 0.00 825340.19 859213.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 S6XOOCT0IEG5ABCC6L87 31426RJ44 2055-06-01 6.500000 0.00 198.19 206.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6514 S6XOOCT0IEG5ABCC6L87 31426RGY1 2055-06-01 6.000000 0.00 197.22 203.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 S6XOOCT0IEG5ABCC6L87 31426R4J7 2055-07-01 7.000000 0.00 341.76 366.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 S6XOOCT0IEG5ABCC6L87 31426R4C2 2055-07-01 5.500000 0.00 180.43 180.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6593 B1V7KEBTPIMZEU4LTD58 3140W7KF6 2054-09-01 4.500000 0.00 204.80 194.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6569 B1V7KEBTPIMZEU4LTD58 3140W7JP6 2056-08-01 5.500000 0.00 204.80 204.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6568 B1V7KEBTPIMZEU4LTD58 3140W7JN1 2056-08-01 5.000000 0.00 204.80 199.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTFA6562 B1V7KEBTPIMZEU4LTD58 3140W7JG6 2046-08-01 5.000000 0.00 2734463.20 2692567.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 B1V7KEBTPIMZEU4LTD58 3140W6YL0 2054-10-01 6.000000 0.00 194.67 198.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6102 B1V7KEBTPIMZEU4LTD58 3140W6X80 2056-03-01 6.000000 0.00 198.90 203.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6059 B1V7KEBTPIMZEU4LTD58 3140W6WV0 2056-06-01 5.000000 0.00 204.25 198.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5945 B1V7KEBTPIMZEU4LTD58 3140W6TB8 2056-06-01 5.000000 0.00 202.62 196.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5970 B1V7KEBTPIMZEU4LTD58 3140W6T44 2052-05-01 4.000000 0.00 195.14 181.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5478 B1V7KEBTPIMZEU4LTD58 3140W6CQ3 2053-07-01 4.000000 0.00 392.61 362.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5489 B1V7KEBTPIMZEU4LTD58 3140W6C34 2052-10-01 4.000000 0.00 194.72 181.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5403 B1V7KEBTPIMZEU4LTD58 3140W6AD4 2053-07-01 2.500000 0.00 4815649.51 3970644.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA2749 B1V7KEBTPIMZEU4LTD58 31418CBT0 2036-09-01 2.500000 0.00 27.00 24.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3586 B1V7KEBTPIMZEU4LTD58 31418C6Y5 2029-02-01 4.000000 0.00 8.62 8.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA3524 B1V7KEBTPIMZEU4LTD58 31418C4J0 2048-11-01 4.000000 0.00 6.50 5.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 B1V7KEBTPIMZEU4LTD58 31418BKY1 2034-12-01 3.500000 0.00 16.31 15.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 B1V7KEBTPIMZEU4LTD58 31418BGS9 2029-08-01 3.500000 0.00 7.66 7.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4648 B1V7KEBTPIMZEU4LTD58 3140U8EW6 2056-04-01 5.500000 0.00 398.44 398.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0523 S6XOOCT0IEG5ABCC6L87 3142JNSM9 2055-12-01 6.500000 0.00 198.53 211.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3944 B1V7KEBTPIMZEU4LTD58 3140U7L26 2056-03-01 5.500000 0.00 198.57 199.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 S6XOOCT0IEG5ABCC6L87 3142GVZM6 2055-11-01 6.000000 0.00 184.64 189.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF8898 B1V7KEBTPIMZEU4LTD58 3140U03G0 2055-12-01 7.000000 0.00 197.38 210.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6.000000 0.00 115.78 118.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 B1V7KEBTPIMZEU4LTD58 3140QPRZ2 2052-07-01 5.000000 0.00 39405.85 39178.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4047 B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2.000000 0.00 9376.02 7432.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3998 B1V7KEBTPIMZEU4LTD58 31418DNQ1 2050-04-01 4.500000 0.00 6433.51 6123.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3.000000 0.00 25534.85 22000.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4084 S6XOOCT0IEG5ABCC6L87 31427RRE2 2055-09-01 6.000000 0.00 199.01 203.71 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4957 S6XOOCT0IEG5ABCC6L87 31427SQK7 2052-12-01 4.000000 0.00 393.39 364.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4249 B1V7KEBTPIMZEU4LTD58 3140U7WK4 2056-04-01 5.500000 0.00 191.50 192.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5201 B1V7KEBTPIMZEU4LTD58 31418EX70 2038-11-01 5.500000 0.00 5254.00 5343.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC5039 S6XOOCT0IEG5ABCC6L87 3133APS42 2051-08-01 2.000000 0.00 8306.22 6570.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 B1V7KEBTPIMZEU4LTD58 3140Y6YP9 2055-07-01 6.000000 0.00 4855201.22 5019608.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8847 B1V7KEBTPIMZEU4LTD58 3140BMZM5 2055-09-01 6.500000 0.00 197.69 207.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC6767 B1V7KEBTPIMZEU4LTD58 3140AUQV8 2039-12-01 4.500000 0.00 182.08 179.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5101 S6XOOCT0IEG5ABCC6L87 31426AU30 2055-02-01 6.000000 0.00 261.51 266.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8526 S6XOOCT0IEG5ABCC6L87 31426TPL5 2055-07-01 6.500000 0.00 161.16 169.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1381 B1V7KEBTPIMZEU4LTD58 3140B1RB4 2055-01-01 6.500000 0.00 119.27 124.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2051 S6XOOCT0IEG5ABCC6L87 31427PH56 2055-08-01 5.000000 0.00 386.81 377.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5420 S6XOOCT0IEG5ABCC6L87 31427DAW1 2055-10-01 5.500000 0.00 273.27 275.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0244 B1V7KEBTPIMZEU4LTD58 3140W0HW8 2054-12-01 5.000000 0.00 174.46 170.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9824 S6XOOCT0IEG5ABCC6L87 31426G4J1 2055-04-01 7.000000 0.00 384791.09 411716.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5403 S6XOOCT0IEG5ABCC6L87 3133L0AC6 2046-05-01 4.000000 0.00 198.21 184.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4247 B1V7KEBTPIMZEU4LTD58 3140U7WH1 2056-04-01 5.500000 0.00 396.64 396.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5252 S6XOOCT0IEG5ABCC6L87 3142JTZS5 2056-02-01 5.000000 0.00 197.98 193.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9834 S6XOOCT0IEG5ABCC6L87 3142JY4U3 2056-03-01 5.500000 0.00 199.00 198.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7826 B1V7KEBTPIMZEU4LTD58 3140UBVU4 2056-04-01 5.000000 0.00 198.89 193.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2246 B1V7KEBTPIMZEU4LTD58 3140U5P83 2056-03-01 5.000000 0.00 198.57 192.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2284 B1V7KEBTPIMZEU4LTD58 3140APRE6 2054-10-01 5.500000 0.00 155924.98 157700.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 B1V7KEBTPIMZEU4LTD58 3140X8AN7 2050-04-01 3.500000 0.00 2131.58 1942.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4507 S6XOOCT0IEG5ABCC6L87 3131XLAG2 2042-12-01 3.500000 0.00 21.30 19.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0538 S6XOOCT0IEG5ABCC6L87 3132ACS35 2048-03-01 3.500000 0.00 22096.34 20038.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2961 B1V7KEBTPIMZEU4LTD58 3140XJJF1 2052-10-01 5.500000 0.00 117.26 119.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 S6XOOCT0IEG5ABCC6L87 31427PCS1 2053-11-01 6.500000 0.00 246.25 255.73 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD5756 B1V7KEBTPIMZEU4LTD58 3140B6ME2 2055-07-01 7.000000 0.00 196.23 208.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 S6XOOCT0IEG5ABCC6L87 31427DPY1 2055-10-01 6.500000 0.00 198.25 208.91 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN5553 S6XOOCT0IEG5ABCC6L87 3133GCE24 2036-03-01 1.500000 0.00 99.46 88.83 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 S6XOOCT0IEG5ABCC6L87 3133D4AP8 2041-07-01 2.000000 0.00 135.86 117.32 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ9614 S6XOOCT0IEG5ABCC6L87 3133D1VF3 2054-11-01 7.000000 0.00 189.53 200.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 S6XOOCT0IEG5ABCC6L87 3133D1BQ1 2054-11-01 5.500000 0.00 172.90 172.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8750 S6XOOCT0IEG5ABCC6L87 3133D0WK3 2054-11-01 6.000000 0.00 158.71 164.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ7692 S6XOOCT0IEG5ABCC6L87 3133CYRM2 2054-11-01 5.500000 0.00 150.63 151.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4281 B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2.000000 0.00 212015.84 168074.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4303 B1V7KEBTPIMZEU4LTD58 31418DX98 2036-04-01 2.000000 0.00 96.12 87.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 88.92 80.79 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLBY9934 B1V7KEBTPIMZEU4LTD58 3140NTBC5 2053-12-01 8.000000 0.00 168.40 180.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7273 B1V7KEBTPIMZEU4LTD58 3140NQCK2 2053-08-01 5.500000 0.00 48872.94 49733.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6268 B1V7KEBTPIMZEU4LTD58 3140NN6E0 2053-09-01 6.500000 0.00 123.70 130.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0913 B1V7KEBTPIMZEU4LTD58 3140NHAP3 2053-03-01 6.500000 0.00 113.01 117.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 B1V7KEBTPIMZEU4LTD58 3140NHAK4 2053-03-01 6.000000 0.00 134.72 137.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8238 B1V7KEBTPIMZEU4LTD58 3140NDEL7 2053-05-01 5.500000 0.00 132.35 132.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7716 B1V7KEBTPIMZEU4LTD58 3140NCSE0 2053-02-01 5.000000 0.00 353.44 343.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7308 B1V7KEBTPIMZEU4LTD58 3140NCDN6 2053-06-01 6.000000 0.00 130.28 133.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 B1V7KEBTPIMZEU4LTD58 3140NAQT3 2053-01-01 6.500000 0.00 164.87 176.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX5535 B1V7KEBTPIMZEU4LTD58 3140NAEH2 2053-01-01 7.500000 0.00 34.84 38.60 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 B1V7KEBTPIMZEU4LTD58 3140N9FU5 2053-01-01 7.500000 0.00 141.37 152.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4305 B1V7KEBTPIMZEU4LTD58 3140N8YB8 2053-04-01 5.500000 0.00 658258.45 659858.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1637 S6XOOCT0IEG5ABCC6L87 3130G0V76 2056-08-01 6.000000 0.00 200.00 204.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1343 S6XOOCT0IEG5ABCC6L87 3130G0LZ5 2056-08-01 6.000000 0.00 2664.00 2744.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1161 S6XOOCT0IEG5ABCC6L87 3130G0FB5 2056-07-01 6.000000 0.00 175.32 178.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1015 S6XOOCT0IEG5ABCC6L87 3130G0AR5 2056-08-01 6.500000 0.00 209.60 220.08 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91819 G S6XOOCT0IEG5ABCC6L87 3128P8AU5 2035-04-01 3.000000 0.00 19.34 18.21 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 25.37 24.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0117 S6XOOCT0IEG5ABCC6L87 31426JDX4 2055-04-01 5.500000 0.00 2644.02 2634.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9900 S6XOOCT0IEG5ABCC6L87 31426HAA1 2055-04-01 5.500000 0.00 145.66 145.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9694 S6XOOCT0IEG5ABCC6L87 31426GXY6 2055-04-01 5.500000 0.00 195.15 197.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9618 S6XOOCT0IEG5ABCC6L87 31426GVL6 2055-04-01 5.500000 0.00 150.93 151.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9160 B1V7KEBTPIMZEU4LTD58 3140UDFA2 2056-05-01 5.000000 0.00 199.41 194.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6225 B1V7KEBTPIMZEU4LTD58 3140UM4K2 2056-07-01 5.500000 0.00 199.82 199.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1682 S6XOOCT0IEG5ABCC6L87 3142K22Q2 2056-05-01 5.000000 0.00 199.32 194.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3415 S6XOOCT0IEG5ABCC6L87 31427QYM8 2055-09-01 5.000000 0.00 194.68 189.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4092 B1V7KEBTPIMZEU4LTD58 3140UKRN5 2056-08-01 5.000000 0.00 199.47 194.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5103 S6XOOCT0IEG5ABCC6L87 31427SU55 2054-11-01 5.000000 0.00 198.02 193.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5988 B1V7KEBTPIMZEU4LTD58 31418FUN5 2056-01-01 6.000000 0.00 176.87 178.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4384 S6XOOCT0IEG5ABCC6L87 31427R2S8 2052-03-01 3.000000 0.00 4167367.23 3633660.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI2980 B1V7KEBTPIMZEU4LTD58 3140UWJ24 2056-06-01 4.500000 0.00 172401.40 164323.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6292 S6XOOCT0IEG5ABCC6L87 31427T7E0 2055-12-01 5.500000 0.00 200.00 200.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5950 B1V7KEBTPIMZEU4LTD58 3140W6TG7 2052-04-01 3.000000 0.00 797.03 692.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8374 S6XOOCT0IEG5ABCC6L87 31427JJU3 2055-10-01 6.500000 0.00 198.31 207.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6091 B1V7KEBTPIMZEU4LTD58 31418FXV4 2046-06-01 5.000000 0.00 196.53 192.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4307 B1V7KEBTPIMZEU4LTD58 3140U7YD8 2056-04-01 5.000000 0.00 199.21 194.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1753 B1V7KEBTPIMZEU4LTD58 3140UU5P2 2056-08-01 6.000000 0.00 200.00 208.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4256 B1V7KEBTPIMZEU4LTD58 3140UKWS8 2056-07-01 5.000000 0.00 199.77 194.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBH8915 B1V7KEBTPIMZEU4LTD58 3140GX3Z2 2056-09-01 6.000000 0.00 201.60 205.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW4580 B1V7KEBTPIMZEU4LTD58 3140MWCS3 2056-08-01 5.500000 0.00 200.00 202.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0541 B1V7KEBTPIMZEU4LTD58 3140UFS70 2056-06-01 5.000000 0.00 766730.34 746532.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2513 B1V7KEBTPIMZEU4LTD58 3140Y8YK6 2046-04-01 5.000000 0.00 197.27 194.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3861 S6XOOCT0IEG5ABCC6L87 3130G3FB9 2056-08-01 5.500000 0.00 200.00 199.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4046 S6XOOCT0IEG5ABCC6L87 3130G3L48 2056-09-01 6.500000 0.00 200.00 208.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6001 S6XOOCT0IEG5ABCC6L87 3142GWU31 2056-03-01 5.000000 0.00 250.67 244.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 S6XOOCT0IEG5ABCC6L87 3142K55C3 2056-05-01 7.000000 0.00 199.57 211.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 S6XOOCT0IEG5ABCC6L87 31427R5U0 2056-03-01 5.500000 0.00 201.45 201.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6084 B1V7KEBTPIMZEU4LTD58 31418FXN2 2041-06-01 3.500000 0.00 197.77 186.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6414 B1V7KEBTPIMZEU4LTD58 3140UADU6 2056-03-01 5.500000 0.00 198.99 199.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 S6XOOCT0IEG5ABCC6L87 3133WPQJ7 2041-02-01 4.500000 0.00 185.40 182.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0828 B1V7KEBTPIMZEU4LTD58 3140UF4N1 2056-06-01 5.500000 0.00 199.58 200.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 B1V7KEBTPIMZEU4LTD58 3140U0B22 2056-01-01 6.500000 0.00 155.01 162.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1545 B1V7KEBTPIMZEU4LTD58 3140U4WF2 2056-02-01 5.000000 0.00 198.69 193.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5397 S6XOOCT0IEG5ABCC6L87 31427S7K8 2052-12-01 4.500000 0.00 195.38 186.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3856 B1V7KEBTPIMZEU4LTD58 3140UKJA2 2056-07-01 5.500000 0.00 332110.80 333768.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3188 B1V7KEBTPIMZEU4LTD58 3140Y9RJ5 2056-08-01 5.500000 0.00 199.74 199.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 B1V7KEBTPIMZEU4LTD58 3140Y8UT1 2056-04-01 6.000000 0.00 2760564.27 2848706.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5599 S6XOOCT0IEG5ABCC6L87 31427TGH3 2056-06-01 5.000000 0.00 213.21 207.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 S6XOOCT0IEG5ABCC6L87 31427SAV0 2053-10-01 6.000000 0.00 359.07 369.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5800 S6XOOCT0IEG5ABCC6L87 3142GWNS4 2056-01-01 5.500000 0.00 190.47 190.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6096 B1V7KEBTPIMZEU4LTD58 3140U9X29 2056-04-01 5.000000 0.00 194.33 188.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5754 B1V7KEBTPIMZEU4LTD58 3140BWMC9 2055-11-01 6.000000 0.00 198.51 203.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4085 B1V7KEBTPIMZEU4LTD58 3140W4RF6 2056-01-01 5.000000 0.00 198.72 193.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3795 B1V7KEBTPIMZEU4LTD58 3140W4GD3 2055-12-01 6.000000 0.00 181.59 188.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 B1V7KEBTPIMZEU4LTD58 3140W4FD4 2052-04-01 2.500000 0.00 194.10 161.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3749 B1V7KEBTPIMZEU4LTD58 3140W4EX1 2055-11-01 5.500000 0.00 189.56 188.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3610 B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 632473.75 647944.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 B1V7KEBTPIMZEU4LTD58 3140W42W6 2056-01-01 5.500000 0.00 383.62 384.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3394 B1V7KEBTPIMZEU4LTD58 3140W3XY0 2051-10-01 2.000000 0.00 7185.30 5642.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3324 B1V7KEBTPIMZEU4LTD58 3140W3VS5 2055-08-01 6.000000 0.00 178.44 182.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2986 B1V7KEBTPIMZEU4LTD58 3140W3J83 2055-07-01 4.000000 0.00 188.48 173.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2896 B1V7KEBTPIMZEU4LTD58 3140W3GE3 2050-03-01 3.000000 0.00 1375801.23 1216194.53 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G30670 G S6XOOCT0IEG5ABCC6L87 3128CUW77 2033-12-01 4.500000 0.00 17.17 17.06 Agency Mortgage-Backed Securities FMAC 06.000 FGPC T30440 G S6XOOCT0IEG5ABCC6L87 31286DPZ8 2038-02-01 6.000000 0.00 14.72 15.20 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 16.30 16.22 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 13.12 13.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6009 S6XOOCT0IEG5ABCC6L87 31426BVB9 2055-01-01 7.000000 0.00 221767.45 236330.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5868 S6XOOCT0IEG5ABCC6L87 31426BQW9 2055-02-01 6.000000 0.00 150.98 155.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5874 S6XOOCT0IEG5ABCC6L87 31426BQ41 2055-02-01 5.000000 0.00 357.12 346.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5828 S6XOOCT0IEG5ABCC6L87 31426BPN0 2055-02-01 5.500000 0.00 178.90 179.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5605 S6XOOCT0IEG5ABCC6L87 31426BGP5 2055-02-01 6.500000 0.00 130.21 135.85 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQX6192 S6XOOCT0IEG5ABCC6L87 31426B3A2 2055-02-01 4.000000 0.00 173.09 159.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5154 S6XOOCT0IEG5ABCC6L87 31426AWQ7 2055-02-01 5.500000 0.00 1128258.42 1126377.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4556 S6XOOCT0IEG5ABCC6L87 31426AB23 2055-01-01 6.500000 0.00 173.85 183.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4083 S6XOOCT0IEG5ABCC6L87 31425YRD1 2055-01-01 6.500000 0.00 130.21 136.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3989 S6XOOCT0IEG5ABCC6L87 31425YNF0 2055-01-01 5.500000 0.00 170.57 171.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3908 S6XOOCT0IEG5ABCC6L87 31425YKW6 2055-01-01 5.000000 0.00 187.45 182.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3772 S6XOOCT0IEG5ABCC6L87 31425YFN2 2055-01-01 5.000000 0.00 783.34 761.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX3607 S6XOOCT0IEG5ABCC6L87 31425YAH0 2055-01-01 4.500000 0.00 184.71 177.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3424 S6XOOCT0IEG5ABCC6L87 31425XYW3 2055-01-01 6.000000 0.00 158.64 162.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2548 S6XOOCT0IEG5ABCC6L87 31425WZN4 2055-01-01 5.500000 0.00 368.36 369.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2509 S6XOOCT0IEG5ABCC6L87 31425WYF2 2055-01-01 5.500000 0.00 178.63 179.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 S6XOOCT0IEG5ABCC6L87 31425WGD7 2054-12-01 6.000000 0.00 158.77 161.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1777 S6XOOCT0IEG5ABCC6L87 31425V6P3 2054-12-01 6.000000 0.00 195.76 201.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1750 S6XOOCT0IEG5ABCC6L87 31425V5L3 2054-12-01 5.000000 0.00 177.88 173.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 B1V7KEBTPIMZEU4LTD58 3140W06C4 2055-02-01 5.500000 0.00 5483.45 5521.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI4527 B1V7KEBTPIMZEU4LTD58 3140UYA52 2056-09-01 5.000000 0.00 200.00 195.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI3933 B1V7KEBTPIMZEU4LTD58 3140UXLP8 2056-09-01 5.000000 0.00 200.20 195.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 S6XOOCT0IEG5ABCC6L87 3142GVVQ1 2055-10-01 6.500000 0.00 176.72 185.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 S6XOOCT0IEG5ABCC6L87 3142GVV65 2055-10-01 5.500000 0.00 184.99 185.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 S6XOOCT0IEG5ABCC6L87 3142GVV40 2055-10-01 5.500000 0.00 1695932.79 1697820.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5094 S6XOOCT0IEG5ABCC6L87 3142GVUU3 2055-10-01 6.000000 0.00 372.20 383.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0399 B1V7KEBTPIMZEU4LTD58 3140Y6NR7 2055-05-01 5.500000 0.00 175.51 176.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9189 B1V7KEBTPIMZEU4LTD58 3140UDF79 2056-05-01 5.500000 0.00 199.44 201.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8334 S6XOOCT0IEG5ABCC6L87 3132D6HK9 2039-10-01 5.000000 0.00 126.97 127.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8278 S6XOOCT0IEG5ABCC6L87 3132D6FT2 2039-01-01 5.500000 0.00 40357.73 41014.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8292 S6XOOCT0IEG5ABCC6L87 3132D6F96 2039-04-01 4.500000 0.00 34498.31 33966.97 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8092 S6XOOCT0IEG5ABCC6L87 3132D57D8 2036-03-01 1.500000 0.00 98.27 87.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8276 B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3.000000 0.00 2771.46 2436.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8185 B1V7KEBTPIMZEU4LTD58 3138WJCX4 2046-10-01 3.000000 0.00 35.83 31.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS8980 B1V7KEBTPIMZEU4LTD58 3138WJ6S2 2047-03-01 4.500000 0.00 14472.39 13931.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS8960 B1V7KEBTPIMZEU4LTD58 3138WJ5W4 2047-03-01 4.000000 0.00 33.50 31.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 B1V7KEBTPIMZEU4LTD58 3138WHKK7 2046-07-01 3.500000 0.00 435244.82 396780.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6623 B1V7KEBTPIMZEU4LTD58 3138WGLD4 2046-02-01 4.000000 0.00 29.91 28.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6520 B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.500000 0.00 1368.69 1250.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 B1V7KEBTPIMZEU4LTD58 3138NYWY7 2043-01-01 3.000000 0.00 31.21 28.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAR1203 B1V7KEBTPIMZEU4LTD58 3138NXKR7 2042-12-01 3.000000 0.00 70.30 62.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAQ3614 B1V7KEBTPIMZEU4LTD58 3138MKAQ9 2027-11-01 3.000000 0.00 11390.75 11290.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9363 B1V7KEBTPIMZEU4LTD58 3138MDMM1 2042-09-01 3.500000 0.00 20230.11 18673.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAP3118 B1V7KEBTPIMZEU4LTD58 3138M6PC5 2042-11-01 2.500000 0.00 45.89 39.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2133 B1V7KEBTPIMZEU4LTD58 3138M5LP2 2042-08-01 3.500000 0.00 20.29 18.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD6725 B1V7KEBTPIMZEU4LTD58 3140B7PK3 2055-04-01 5.000000 0.00 188.69 185.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7198 B1V7KEBTPIMZEU4LTD58 3140B77L1 2055-04-01 5.500000 0.00 184.07 183.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 S6XOOCT0IEG5ABCC6L87 3132DWDS9 2052-05-01 3.000000 0.00 1057.34 908.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 6490420.04 5366852.61 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 155.77 122.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4322 B1V7KEBTPIMZEU4LTD58 3140J8YU1 2048-07-01 4.000000 0.00 31.81 29.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7356 S6XOOCT0IEG5ABCC6L87 3132DVE50 2055-01-01 5.500000 0.00 153.01 153.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8086 S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4.000000 0.00 39.96 37.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.500000 0.00 284.93 257.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6760 S6XOOCT0IEG5ABCC6L87 3132DUQM2 2054-11-01 5.000000 0.00 183.63 179.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6621 S6XOOCT0IEG5ABCC6L87 3132DULA3 2054-10-01 6.000000 0.00 157.97 162.17 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 8419.35 6637.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 S6XOOCT0IEG5ABCC6L87 3132DWD75 2052-07-01 3.500000 0.00 152.21 135.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 6072.75 5214.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8147 S6XOOCT0IEG5ABCC6L87 3132DWBQ5 2051-05-01 2.500000 0.00 121.50 100.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7501 S6XOOCT0IEG5ABCC6L87 3132DVKN4 2049-07-01 4.000000 0.00 43.78 40.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7513 S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 172045.70 156621.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 S6XOOCT0IEG5ABCC6L87 3132DVEJ0 2043-06-01 3.000000 0.00 164.25 149.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU4010 B1V7KEBTPIMZEU4LTD58 3138X3N40 2043-08-01 2.500000 0.00 31100.50 27252.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 4.41 4.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4926 B1V7KEBTPIMZEU4LTD58 3138EMPL9 2044-02-01 4.000000 0.00 24.40 23.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1109 B1V7KEBTPIMZEU4LTD58 3140QLGT7 2051-07-01 2.000000 0.00 135.61 107.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 S6XOOCT0IEG5ABCC6L87 3142GRPV6 2054-04-01 5.500000 0.00 168.21 169.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1333 S6XOOCT0IEG5ABCC6L87 3142GRPT1 2054-04-01 5.500000 0.00 315.55 317.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6302 B1V7KEBTPIMZEU4LTD58 3140NBAC5 2053-02-01 5.500000 0.00 153.62 154.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8186 S6XOOCT0IEG5ABCC6L87 3132DWCX9 2051-11-01 3.500000 0.00 114.36 102.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4857 B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 1185.60 1115.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 S6XOOCT0IEG5ABCC6L87 3132DWER0 2052-09-01 4.000000 0.00 6220.45 5734.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3744 B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3.000000 0.00 7003.42 6090.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG9078 S6XOOCT0IEG5ABCC6L87 3133CACP3 2053-07-01 5.500000 0.00 137.40 137.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4834 B1V7KEBTPIMZEU4LTD58 31418ELQ1 2037-12-01 4.500000 0.00 100.64 99.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1918 B1V7KEBTPIMZEU4LTD58 3140ABDY8 2054-09-01 5.000000 0.00 195.23 189.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1505 S6XOOCT0IEG5ABCC6L87 3142GRU73 2054-05-01 5.000000 0.00 175.65 171.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD9083 B1V7KEBTPIMZEU4LTD58 3140FHCV7 2048-07-01 4.000000 0.00 93.71 87.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3LZA3018 S6XOOCT0IEG5ABCC6L87 31329LK76 2045-05-01 3.000000 0.00 27873.30 24728.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7120 B1V7KEBTPIMZEU4LTD58 3140XA4E9 2047-07-01 3.500000 0.00 87.53 81.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 B1V7KEBTPIMZEU4LTD58 3140XMQT6 2053-01-01 4.500000 0.00 163.25 155.30 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD8207 S6XOOCT0IEG5ABCC6L87 3133B6DL1 2052-03-01 2.000000 0.00 152.35 119.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 S6XOOCT0IEG5ABCC6L87 3142GRFA3 2054-03-01 5.500000 0.00 160.86 162.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1000 S6XOOCT0IEG5ABCC6L87 3142GRDE7 2054-03-01 5.500000 0.00 142.83 143.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 S6XOOCT0IEG5ABCC6L87 3133A7RB7 2050-07-01 3.000000 0.00 18199.10 15729.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV6617 B1V7KEBTPIMZEU4LTD58 3140MLK74 2052-04-01 3.500000 0.00 163.04 145.65 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2.000000 0.00 310744.05 246148.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3255 B1V7KEBTPIMZEU4LTD58 3140QNTM4 2052-04-01 3.500000 0.00 26338.99 23778.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA1039 B1V7KEBTPIMZEU4LTD58 3140A1EM5 2053-10-01 5.000000 0.00 16910.63 16443.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0245 B1V7KEBTPIMZEU4LTD58 3140AMHX2 2054-08-01 6.500000 0.00 229.22 239.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0557 S6XOOCT0IEG5ABCC6L87 31427MTP6 2055-01-01 6.000000 0.00 490.70 499.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0539 S6XOOCT0IEG5ABCC6L87 31427MS51 2054-04-01 6.500000 0.00 124.88 130.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4354 S6XOOCT0IEG5ABCC6L87 31427RZU7 2052-09-01 3.500000 0.00 986181.46 887744.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4308 S6XOOCT0IEG5ABCC6L87 31427RYE4 2056-02-01 5.000000 0.00 194.01 189.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 S6XOOCT0IEG5ABCC6L87 31427RXY1 2056-02-01 5.000000 0.00 13114636.95 12775081.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4252 S6XOOCT0IEG5ABCC6L87 31427RWN6 2052-04-01 2.500000 0.00 659561.61 553501.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 S6XOOCT0IEG5ABCC6L87 31427RVV9 2056-02-01 5.500000 0.00 12429043.78 12390294.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4106 S6XOOCT0IEG5ABCC6L87 31427RR44 2056-01-01 5.000000 0.00 194.53 189.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3985 S6XOOCT0IEG5ABCC6L87 31427RNB2 2056-01-01 5.000000 0.00 192.01 186.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3920 S6XOOCT0IEG5ABCC6L87 31427RLA6 2056-01-01 5.000000 0.00 186.63 182.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 S6XOOCT0IEG5ABCC6L87 31427RKW9 2056-01-01 5.000000 0.00 1445638.68 1412008.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3893 S6XOOCT0IEG5ABCC6L87 31427RKF6 2047-02-01 3.000000 0.00 375.63 338.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7228 S6XOOCT0IEG5ABCC6L87 31426SA66 2055-07-01 6.500000 0.00 336607.87 353708.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7040 S6XOOCT0IEG5ABCC6L87 31426RZE4 2055-07-01 6.500000 0.00 149.93 157.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7064 S6XOOCT0IEG5ABCC6L87 31426RZ61 2055-06-01 6.500000 0.00 137.82 143.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1257 B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.500000 0.00 36.22 33.14 Agency Mortgage-Backed Securities FNMA MNMS 02.940 MTBL5079 B1V7KEBTPIMZEU4LTD58 3140HWUD2 2040-02-01 2.940000 0.00 150.79 133.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBK2806 B1V7KEBTPIMZEU4LTD58 3140HGDL8 2035-07-01 2.500000 0.00 20348.88 19033.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 RIBJ7340 B1V7KEBTPIMZEU4LTD58 3140H9EN9 2033-10-01 3.000000 0.00 29.06 27.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 B1V7KEBTPIMZEU4LTD58 3140H8EZ4 2038-01-01 4.000000 0.00 28466.33 27167.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 3140H6PA1 2048-03-01 3.500000 0.00 28.70 26.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3997 B1V7KEBTPIMZEU4LTD58 3140H5NP2 2048-02-01 3.500000 0.00 19.11 17.45 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBJ1428 B1V7KEBTPIMZEU4LTD58 3140H2SS8 2053-11-01 7.000000 0.00 346.71 373.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9365 B1V7KEBTPIMZEU4LTD58 3140GYMP1 2047-10-01 3.500000 0.00 348921.77 317975.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBH8880 B1V7KEBTPIMZEU4LTD58 3140GX2N0 2056-08-01 5.000000 0.00 200.00 195.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 B1V7KEBTPIMZEU4LTD58 3140GVMS1 2047-08-01 4.000000 0.00 22.40 20.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U6BF0755 B1V7KEBTPIMZEU4LTD58 3140FXZV7 2058-01-01 3.500000 0.00 176.77 157.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I6BF0664 B1V7KEBTPIMZEU4LTD58 3140FXW24 2062-06-01 3.500000 0.00 328.50 289.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8083 S6XOOCT0IEG5ABCC6L87 3133KP6U7 2052-10-01 5.000000 0.00 2591369.82 2552749.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5921 S6XOOCT0IEG5ABCC6L87 3133KMSJ5 2051-09-01 2.500000 0.00 121.19 101.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5917 S6XOOCT0IEG5ABCC6L87 3133KMSE6 2051-09-01 3.000000 0.00 131.85 115.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5285 S6XOOCT0IEG5ABCC6L87 3133KL2S5 2051-05-01 2.500000 0.00 120.00 99.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTCB2563 B1V7KEBTPIMZEU4LTD58 3140QMZ56 2042-01-01 2.000000 0.00 135386.01 116839.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2164 B1V7KEBTPIMZEU4LTD58 3140QMMN1 2051-11-01 3.000000 0.00 136.32 118.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1552 B1V7KEBTPIMZEU4LTD58 3140QLWN2 2051-09-01 2.500000 0.00 140.83 116.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1231 B1V7KEBTPIMZEU4LTD58 3140QLLM6 2036-07-01 3.500000 0.00 33156.64 31437.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 131.81 110.54 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB1718 B1V7KEBTPIMZEU4LTD58 3140QL4C7 2036-09-01 1.500000 0.00 123.19 109.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 3328.11 2973.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4.000000 0.00 12317.31 11363.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 S6XOOCT0IEG5ABCC6L87 31427PP24 2055-07-01 5.000000 0.00 5025368.75 4890094.20 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5270 S6XOOCT0IEG5ABCC6L87 3142GV2C4 2055-11-01 7.000000 0.00 1900795.45 2031395.94 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5269 S6XOOCT0IEG5ABCC6L87 3142GV2B6 2055-11-01 7.000000 0.00 171.46 183.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 S6XOOCT0IEG5ABCC6L87 3142GUZW6 2055-06-01 5.000000 0.00 196.87 192.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 S6XOOCT0IEG5ABCC6L87 3142GUUC5 2055-05-01 6.500000 0.00 308.67 322.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 S6XOOCT0IEG5ABCC6L87 3142GUT60 2055-05-01 6.500000 0.00 2291034.20 2420650.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 S6XOOCT0IEG5ABCC6L87 3142GUSZ7 2055-05-01 5.000000 0.00 391.63 381.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 S6XOOCT0IEG5ABCC6L87 3142GUS61 2055-05-01 5.500000 0.00 185.51 187.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3992 S6XOOCT0IEG5ABCC6L87 3142GUNJ8 2055-04-01 5.000000 0.00 769038.43 751996.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3895 S6XOOCT0IEG5ABCC6L87 3142GUKH5 2055-04-01 6.000000 0.00 147.72 150.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3714 S6XOOCT0IEG5ABCC6L87 3142GUDU4 2055-03-01 5.000000 0.00 188.00 182.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3634 S6XOOCT0IEG5ABCC6L87 3142GUBC6 2055-03-01 5.500000 0.00 4419727.78 4427852.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3660 S6XOOCT0IEG5ABCC6L87 3142GUB69 2055-03-01 6.500000 0.00 2377898.12 2483207.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 S6XOOCT0IEG5ABCC6L87 3142GU2P7 2055-06-01 6.000000 0.00 180.99 186.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 S6XOOCT0IEG5ABCC6L87 3142GTU53 2055-01-01 6.000000 0.00 173.56 177.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3255 S6XOOCT0IEG5ABCC6L87 3142GTTM8 2055-01-01 5.500000 0.00 170.62 171.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 S6XOOCT0IEG5ABCC6L87 3142GTT97 2055-02-01 5.500000 0.00 351.08 352.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 S6XOOCT0IEG5ABCC6L87 3142GTS56 2055-01-01 5.500000 0.00 174.80 175.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3093 S6XOOCT0IEG5ABCC6L87 3142GTNK8 2054-12-01 6.000000 0.00 145.75 149.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3071 S6XOOCT0IEG5ABCC6L87 3142GTMV5 2054-12-01 5.500000 0.00 1662098.64 1666053.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3059 S6XOOCT0IEG5ABCC6L87 3142GTMH6 2054-12-01 5.000000 0.00 1531304.51 1498881.69 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 B1V7KEBTPIMZEU4LTD58 31418DWW8 2036-02-01 1.500000 0.00 95.03 84.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4256 B1V7KEBTPIMZEU4LTD58 31418DWS7 2051-02-01 2.500000 0.00 16264.17 13445.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4208 B1V7KEBTPIMZEU4LTD58 31418DVA7 2050-12-01 2.000000 0.00 123.68 98.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 B1V7KEBTPIMZEU4LTD58 31418DUG5 2050-11-01 2.000000 0.00 241.83 191.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8400 S6XOOCT0IEG5ABCC6L87 3132DWKM4 2054-02-01 5.000000 0.00 164.00 159.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8361 S6XOOCT0IEG5ABCC6L87 3132DWJE4 2053-09-01 5.000000 0.00 155.52 151.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8343 S6XOOCT0IEG5ABCC6L87 3132DWHU0 2053-07-01 6.000000 0.00 119.88 122.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8307 S6XOOCT0IEG5ABCC6L87 3132DWGQ0 2053-03-01 5.000000 0.00 154.05 150.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8296 S6XOOCT0IEG5ABCC6L87 3132DWGD9 2053-02-01 3.500000 0.00 9549.55 8530.66 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8265 S6XOOCT0IEG5ABCC6L87 3132DWFE8 2052-11-01 4.000000 0.00 155.26 143.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8232 S6XOOCT0IEG5ABCC6L87 3132DWED1 2052-06-01 5.000000 0.00 7345.63 7175.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4189 S6XOOCT0IEG5ABCC6L87 31426NUP3 2055-06-01 5.500000 0.00 192.19 192.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 S6XOOCT0IEG5ABCC6L87 31426NU81 2055-06-01 5.000000 0.00 27179.97 26418.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 S6XOOCT0IEG5ABCC6L87 31426NU40 2055-06-01 6.000000 0.00 175.57 179.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 S6XOOCT0IEG5ABCC6L87 31426NNM8 2055-05-01 5.500000 0.00 364.06 363.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY3925 S6XOOCT0IEG5ABCC6L87 31426NLF5 2055-05-01 6.000000 0.00 181.64 185.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4413 S6XOOCT0IEG5ABCC6L87 31426N3X6 2055-05-01 6.000000 0.00 122.01 124.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY1619 S6XOOCT0IEG5ABCC6L87 31426KYR1 2055-05-01 4.500000 0.00 190.41 182.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1489 S6XOOCT0IEG5ABCC6L87 31426KUP9 2055-04-01 6.000000 0.00 170.49 176.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1459 B1V7KEBTPIMZEU4LTD58 31418ATR9 2033-06-01 3.000000 0.00 2209.43 2112.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1446 B1V7KEBTPIMZEU4LTD58 31418ATC2 2033-05-01 3.500000 0.00 15.27 14.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1290 B1V7KEBTPIMZEU4LTD58 31418ANG9 2032-12-01 3.500000 0.00 14.35 13.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0628 B1V7KEBTPIMZEU4LTD58 31419AVW4 2040-11-01 4.000000 0.00 36.44 35.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 B1V7KEBTPIMZEU4LTD58 31419ACY1 2048-11-01 6.000000 0.00 5.79 5.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6150 B1V7KEBTPIMZEU4LTD58 31418FZQ3 2041-07-01 3.500000 0.00 1021025.75 963677.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6123 B1V7KEBTPIMZEU4LTD58 31418FYV3 2041-06-01 3.500000 0.00 577703.41 545255.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6095 B1V7KEBTPIMZEU4LTD58 31418FXZ5 2041-05-01 6.000000 0.00 180.94 185.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6090 B1V7KEBTPIMZEU4LTD58 31418FXU6 2046-06-01 4.500000 0.00 151787.96 145830.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 B1V7KEBTPIMZEU4LTD58 31418FXJ1 2056-06-01 5.500000 0.00 387.47 386.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 B1V7KEBTPIMZEU4LTD58 3140Y6HZ6 2055-04-01 5.500000 0.00 373.17 374.97 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 B1V7KEBTPIMZEU4LTD58 3140XTBC4 2050-10-01 2.500000 0.00 163.09 134.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9610 B1V7KEBTPIMZEU4LTD58 3140XRVC6 2052-10-01 2.000000 0.00 54304.87 42802.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8686 B1V7KEBTPIMZEU4LTD58 3140XQUL9 2053-07-01 2.500000 0.00 171.46 141.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8510 B1V7KEBTPIMZEU4LTD58 3140XQN45 2052-10-01 2.000000 0.00 174.67 137.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3916 B1V7KEBTPIMZEU4LTD58 3140BUK68 2055-11-01 5.500000 0.00 190.15 191.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 B1V7KEBTPIMZEU4LTD58 3140BTZK4 2055-10-01 6.500000 0.00 198.54 207.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 B1V7KEBTPIMZEU4LTD58 3140BSUS4 2055-11-01 5.000000 0.00 197.96 193.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2155 B1V7KEBTPIMZEU4LTD58 3140BSMD6 2055-10-01 5.500000 0.00 192.75 194.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2066 B1V7KEBTPIMZEU4LTD58 3140BSJL2 2055-10-01 6.000000 0.00 198.05 206.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0548 B1V7KEBTPIMZEU4LTD58 3140BQTE1 2056-03-01 5.500000 0.00 188.81 190.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0517 B1V7KEBTPIMZEU4LTD58 3140BQSF9 2055-12-01 5.500000 0.00 170.58 169.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7077 S6XOOCT0IEG5ABCC6L87 3132A72J9 2029-12-01 3.000000 0.00 10.74 10.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 S6XOOCT0IEG5ABCC6L87 3132A5JR7 2048-06-01 4.000000 0.00 15.41 14.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4688 S6XOOCT0IEG5ABCC6L87 3132A5F59 2046-11-01 3.000000 0.00 34.78 30.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4633 S6XOOCT0IEG5ABCC6L87 3132A5EE1 2045-10-01 3.500000 0.00 17591.96 16072.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 S6XOOCT0IEG5ABCC6L87 31426XF78 2055-08-01 6.500000 0.00 513.41 532.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 S6XOOCT0IEG5ABCC6L87 31426WXN5 2055-08-01 5.500000 0.00 185.61 185.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0510 S6XOOCT0IEG5ABCC6L87 31426WR85 2055-08-01 5.500000 0.00 1325706.35 1331042.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0408 S6XOOCT0IEG5ABCC6L87 31426WN22 2055-08-01 5.500000 0.00 164.19 165.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 S6XOOCT0IEG5ABCC6L87 31426WK25 2055-08-01 5.500000 0.00 192.97 193.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9401 S6XOOCT0IEG5ABCC6L87 31426UNT7 2055-08-01 6.500000 0.00 197.70 207.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.500000 0.00 539.64 538.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9834 S6XOOCT0IEG5ABCC6L87 31426U4U5 2055-08-01 6.500000 0.00 175.44 183.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8575 S6XOOCT0IEG5ABCC6L87 31426TQ59 2055-07-01 6.500000 0.00 120.00 125.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7852 S6XOOCT0IEG5ABCC6L87 31426SWN5 2055-06-01 5.500000 0.00 5635.28 5626.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6313 B1V7KEBTPIMZEU4LTD58 3140MLAP5 2055-09-01 5.500000 0.00 172.04 171.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5950 B1V7KEBTPIMZEU4LTD58 3140MKTG7 2055-08-01 6.000000 0.00 176.41 180.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1703 B1V7KEBTPIMZEU4LTD58 3140ME3M6 2055-05-01 6.000000 0.00 38941.30 40322.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5130 S6XOOCT0IEG5ABCC6L87 3133WPVX0 2041-03-01 3.500000 0.00 174779.93 164925.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4614 B1V7KEBTPIMZEU4LTD58 3140ULDU2 2056-07-01 6.000000 0.00 199.66 204.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4557 B1V7KEBTPIMZEU4LTD58 3140ULB34 2056-05-01 6.000000 0.00 496060.85 504638.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4332 B1V7KEBTPIMZEU4LTD58 3140UKY64 2056-07-01 6.000000 0.00 399.67 406.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4123 B1V7KEBTPIMZEU4LTD58 3140UKSM6 2056-04-01 5.000000 0.00 199.60 193.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4094 B1V7KEBTPIMZEU4LTD58 3140UKRQ8 2056-08-01 5.000000 0.00 200.13 195.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4089 B1V7KEBTPIMZEU4LTD58 3140UKRK1 2056-08-01 5.000000 0.00 199.87 194.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4068 B1V7KEBTPIMZEU4LTD58 3140UKQW6 2056-07-01 6.000000 0.00 201.03 208.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 B1V7KEBTPIMZEU4LTD58 3140QUTN6 2054-06-01 4.500000 0.00 177.02 168.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8639 B1V7KEBTPIMZEU4LTD58 3140QUS56 2054-06-01 5.500000 0.00 172.72 173.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8552 B1V7KEBTPIMZEU4LTD58 3140QUQE9 2054-05-01 6.500000 0.00 125.28 131.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 B1V7KEBTPIMZEU4LTD58 3140QUNB8 2054-05-01 5.500000 0.00 231544.82 231612.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8368 B1V7KEBTPIMZEU4LTD58 3140QUJN7 2054-04-01 7.000000 0.00 102.46 107.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8362 B1V7KEBTPIMZEU4LTD58 3140QUJG2 2054-04-01 6.500000 0.00 119.89 125.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7446 B1V7KEBTPIMZEU4LTD58 3140QTHY8 2053-11-01 6.500000 0.00 117.62 123.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5352 B1V7KEBTPIMZEU4LTD58 31418E5N6 2054-05-01 5.000000 0.00 159.27 155.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX5233 B1V7KEBTPIMZEU4LTD58 3138Y6Y73 2044-11-01 4.500000 0.00 20086.25 19267.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8769 S6XOOCT0IEG5ABCC6L87 3133KQW69 2053-03-01 5.000000 0.00 7299140.61 7162184.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6787 B1V7KEBTPIMZEU4LTD58 3140XNRH9 2054-01-01 6.000000 0.00 146.62 150.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBT6626 B1V7KEBTPIMZEU4LTD58 3140LVLG2 2038-04-01 4.500000 0.00 81.24 80.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2832 B1V7KEBTPIMZEU4LTD58 31418CEE0 2036-12-01 3.000000 0.00 31.43 29.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1718 S6XOOCT0IEG5ABCC6L87 3142GR4C1 2054-06-01 6.000000 0.00 1371.77 1398.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CRBM5945 B1V7KEBTPIMZEU4LTD58 3140JATB4 2044-07-01 5.000000 0.00 753167.47 746326.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4870 B1V7KEBTPIMZEU4LTD58 3140N9MU7 2053-01-01 6.500000 0.00 138.85 147.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3868 B1V7KEBTPIMZEU4LTD58 3140J8JN4 2046-09-01 4.000000 0.00 40.92 38.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3795 B1V7KEBTPIMZEU4LTD58 3140J8GD9 2031-01-01 2.000000 0.00 18.44 17.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 17.96 18.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1920 B1V7KEBTPIMZEU4LTD58 3140J6D20 2046-07-01 4.500000 0.00 15312.10 14843.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 B1V7KEBTPIMZEU4LTD58 31418FF28 2055-01-01 4.500000 0.00 180.38 170.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5554 B1V7KEBTPIMZEU4LTD58 31418FE45 2054-12-01 6.000000 0.00 130.57 132.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5497 B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.500000 0.00 3851778.78 3843930.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5525 B1V7KEBTPIMZEU4LTD58 31418FD79 2034-10-01 4.000000 0.00 125.84 122.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 172.31 167.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4063 B1V7KEBTPIMZEU4LTD58 3140QPQR1 2052-07-01 4.500000 0.00 66156.24 63759.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3841 B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 1442.67 1299.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3771 B1V7KEBTPIMZEU4LTD58 3140QPFM4 2052-06-01 3.500000 0.00 152.96 136.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.500000 0.00 26921.57 24088.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3614 B1V7KEBTPIMZEU4LTD58 3140QPAQ0 2052-05-01 4.000000 0.00 13636.52 12603.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 B1V7KEBTPIMZEU4LTD58 3140QNTR3 2052-04-01 3.500000 0.00 153.72 137.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3258 B1V7KEBTPIMZEU4LTD58 3140QNTQ5 2052-04-01 3.500000 0.00 30236.50 27138.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3270 B1V7KEBTPIMZEU4LTD58 3140QNT44 2052-03-01 2.500000 0.00 154.69 127.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3175 B1V7KEBTPIMZEU4LTD58 3140QNQ54 2052-03-01 3.500000 0.00 134.44 120.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 B1V7KEBTPIMZEU4LTD58 3140QNDJ8 2052-02-01 2.500000 0.00 597839.84 499550.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 B1V7KEBTPIMZEU4LTD58 3140QN6W7 2052-05-01 3.000000 0.00 154.44 133.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3500 B1V7KEBTPIMZEU4LTD58 3140QN3J9 2052-05-01 3.500000 0.00 139.38 125.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0391 B1V7KEBTPIMZEU4LTD58 3140Y6NH9 2055-05-01 5.500000 0.00 184.16 185.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5364 S6XOOCT0IEG5ABCC6L87 3133KY5Z8 2045-09-01 5.500000 0.00 621.38 625.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ1949 S6XOOCT0IEG5ABCC6L87 31426YEX0 2055-09-01 5.000000 0.00 393.98 382.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 S6XOOCT0IEG5ABCC6L87 31427NS75 2054-01-01 5.500000 0.00 169.96 170.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0345 S6XOOCT0IEG5ABCC6L87 31426WL32 2055-08-01 6.500000 0.00 198.08 206.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0160 S6XOOCT0IEG5ABCC6L87 31426JFA2 2055-04-01 6.500000 0.00 456386.04 475919.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8722 S6XOOCT0IEG5ABCC6L87 3142KAVQ2 2056-07-01 5.500000 0.00 1316578.60 1322537.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 S6XOOCT0IEG5ABCC6L87 31427TQG4 2056-07-01 5.500000 0.00 204.56 204.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5936 B1V7KEBTPIMZEU4LTD58 3140UMS26 2056-08-01 5.500000 0.00 952809.60 954467.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7829 B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.500000 0.00 35238.87 35164.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8841 B1V7KEBTPIMZEU4LTD58 3140B9ZF9 2055-08-01 6.500000 0.00 182.26 191.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0259 S6XOOCT0IEG5ABCC6L87 31426WJD3 2055-08-01 6.000000 0.00 859.40 884.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9790 B1V7KEBTPIMZEU4LTD58 3140QV2Y9 2055-01-01 5.500000 0.00 169.17 171.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0098 S6XOOCT0IEG5ABCC6L87 31426JDC0 2055-04-01 5.000000 0.00 1578980.95 1536673.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4840 S6XOOCT0IEG5ABCC6L87 31426PLW3 2055-06-01 6.000000 0.00 1418706.61 1447626.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8007 S6XOOCT0IEG5ABCC6L87 31426D3R1 2055-03-01 7.000000 0.00 146.68 156.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 S6XOOCT0IEG5ABCC6L87 3142GTTZ9 2055-02-01 6.000000 0.00 163.00 167.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6651 B1V7KEBTPIMZEU4LTD58 3140UNL96 2056-08-01 6.000000 0.00 1920150.40 1980112.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 B1V7KEBTPIMZEU4LTD58 3140UACW3 2056-04-01 5.500000 0.00 391795.02 395140.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2352 B1V7KEBTPIMZEU4LTD58 3140UVTJ8 2056-08-01 7.000000 0.00 200.00 211.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5300 B1V7KEBTPIMZEU4LTD58 3140W53J1 2056-04-01 5.000000 0.00 203.86 198.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3274 S6XOOCT0IEG5ABCC6L87 3142JRT80 2056-01-01 5.500000 0.00 186.99 187.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4064 B1V7KEBTPIMZEU4LTD58 3140W4QS9 2056-01-01 5.000000 0.00 25017.69 24373.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 54.97 50.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4722 B1V7KEBTPIMZEU4LTD58 3140L3G88 2051-03-01 2.000000 0.00 710620.38 569517.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0096 S6XOOCT0IEG5ABCC6L87 3142GQDA7 2053-10-01 6.000000 0.00 230.11 235.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8604 S6XOOCT0IEG5ABCC6L87 3133D0RZ6 2054-11-01 5.000000 0.00 183.38 178.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 B1V7KEBTPIMZEU4LTD58 3140W3NZ8 2053-12-01 5.500000 0.00 226.18 226.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1787 S6XOOCT0IEG5ABCC6L87 31427N6Z7 2055-06-01 5.000000 0.00 183.41 179.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2348 B1V7KEBTPIMZEU4LTD58 3140BETE8 2055-06-01 6.000000 0.00 286576.08 294624.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 B1V7KEBTPIMZEU4LTD58 3140Y6SQ4 2055-06-01 6.000000 0.00 181.21 185.53 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 S6XOOCT0IEG5ABCC6L87 31426WL81 2055-07-01 7.000000 0.00 197.95 211.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3076 S6XOOCT0IEG5ABCC6L87 3142GTM29 2054-12-01 5.500000 0.00 8909991.94 8961164.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0209 S6XOOCT0IEG5ABCC6L87 31427MGT2 2054-12-01 5.000000 0.00 171.82 167.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 7050.87 6699.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1542 S6XOOCT0IEG5ABCC6L87 31427NWC9 2055-06-01 5.500000 0.00 177.96 177.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1403 S6XOOCT0IEG5ABCC6L87 31427NRZ4 2054-12-01 4.500000 0.00 1226532.15 1167161.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 S6XOOCT0IEG5ABCC6L87 31427NRK7 2055-04-01 6.000000 0.00 191.70 196.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1388 S6XOOCT0IEG5ABCC6L87 31427NRJ0 2052-06-01 3.000000 0.00 175.78 153.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1319 S6XOOCT0IEG5ABCC6L87 31427NPD5 2055-05-01 5.500000 0.00 346.85 347.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1346 S6XOOCT0IEG5ABCC6L87 31427NP86 2055-05-01 6.000000 0.00 8012.17 8266.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5075 S6XOOCT0IEG5ABCC6L87 3142GVT92 2055-10-01 5.000000 0.00 3718494.20 3629405.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 S6XOOCT0IEG5ABCC6L87 31426KZL3 2055-05-01 5.000000 0.00 182.85 177.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDB8242 B1V7KEBTPIMZEU4LTD58 3140AJEQ7 2054-11-01 4.000000 0.00 192.18 176.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8105 B1V7KEBTPIMZEU4LTD58 3140B9AF6 2055-04-01 5.500000 0.00 70.72 70.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6302 B1V7KEBTPIMZEU4LTD58 3140W7AC4 2056-07-01 5.000000 0.00 204.56 200.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1849 B1V7KEBTPIMZEU4LTD58 3140Y8BT2 2056-01-01 5.500000 0.00 193.35 194.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2792 S6XOOCT0IEG5ABCC6L87 3130G17E6 2056-07-01 5.000000 0.00 200.00 195.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7316 B1V7KEBTPIMZEU4LTD58 3140NCDW6 2053-07-01 6.500000 0.00 40541.24 42305.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS8840 B1V7KEBTPIMZEU4LTD58 3140XQZE0 2036-01-01 3.000000 0.00 145.23 137.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB2468 B1V7KEBTPIMZEU4LTD58 3140ABW68 2054-04-01 6.000000 0.00 192334.47 200006.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 B1V7KEBTPIMZEU4LTD58 31418FCN5 2039-09-01 5.500000 0.00 6091.92 6190.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0773 S6XOOCT0IEG5ABCC6L87 31427M2F7 2054-04-01 5.000000 0.00 151.78 148.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4295 S6XOOCT0IEG5ABCC6L87 31427BXZ3 2055-08-01 5.500000 0.00 194.85 195.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 S6XOOCT0IEG5ABCC6L87 31427NJS9 2055-05-01 5.500000 0.00 183.37 183.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5650 B1V7KEBTPIMZEU4LTD58 31418FH42 2040-03-01 4.500000 0.00 161.00 158.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3465 S6XOOCT0IEG5ABCC6L87 31426MZ70 2055-05-01 5.500000 0.00 190.94 191.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4262 S6XOOCT0IEG5ABCC6L87 31427RWY2 2056-03-01 5.000000 0.00 2478364.13 2409551.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3262 S6XOOCT0IEG5ABCC6L87 31427QTU6 2054-11-01 5.000000 0.00 183.14 178.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5677 S6XOOCT0IEG5ABCC6L87 3142GWJX8 2056-01-01 5.000000 0.00 208.16 204.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3880 B1V7KEBTPIMZEU4LTD58 3140W4J24 2055-12-01 5.000000 0.00 198.23 193.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 S6XOOCT0IEG5ABCC6L87 3142GWFY0 2055-12-01 5.500000 0.00 189.22 189.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3389 S6XOOCT0IEG5ABCC6L87 31427QXT4 2055-09-01 5.500000 0.00 183.35 183.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6905 B1V7KEBTPIMZEU4LTD58 3140BKU77 2055-12-01 5.500000 0.00 695380.33 698519.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7822 B1V7KEBTPIMZEU4LTD58 3140UBVQ3 2056-04-01 5.000000 0.00 198.81 195.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5303 S6XOOCT0IEG5ABCC6L87 3133WP3L7 2041-04-01 5.000000 0.00 328149.62 330510.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3655 B1V7KEBTPIMZEU4LTD58 3140H5BZ3 2048-02-01 3.500000 0.00 88.53 80.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3840 B1V7KEBTPIMZEU4LTD58 3140ADHS3 2054-06-01 6.000000 0.00 1565082.01 1598197.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 S6XOOCT0IEG5ABCC6L87 3133CTKT5 2054-09-01 5.000000 0.00 902078.28 884652.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8841 B1V7KEBTPIMZEU4LTD58 3140QUZF6 2054-07-01 5.500000 0.00 139.51 139.15 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6457 S6XOOCT0IEG5ABCC6L87 3133A1E65 2050-01-01 3.000000 0.00 41716.55 35857.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9219 S6XOOCT0IEG5ABCC6L87 3142JYG55 2056-03-01 4.500000 0.00 198.84 188.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9171 S6XOOCT0IEG5ABCC6L87 3142JYFM9 2056-03-01 5.500000 0.00 198.84 198.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8301 S6XOOCT0IEG5ABCC6L87 3142JXGK4 2056-03-01 5.000000 0.00 188.47 184.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7820 S6XOOCT0IEG5ABCC6L87 3142JWVN3 2056-03-01 5.500000 0.00 198.86 198.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 S6XOOCT0IEG5ABCC6L87 3142JVYE2 2056-03-01 5.500000 0.00 179.41 179.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5852 S6XOOCT0IEG5ABCC6L87 31427TQE9 2056-07-01 5.000000 0.00 199.64 195.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5879 S6XOOCT0IEG5ABCC6L87 31427TQ90 2055-10-01 6.500000 0.00 4341528.44 4509782.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 S6XOOCT0IEG5ABCC6L87 31427TNC6 2056-07-01 5.000000 0.00 204.36 198.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5710 S6XOOCT0IEG5ABCC6L87 31427TKY1 2056-03-01 6.000000 0.00 585.69 599.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5691 S6XOOCT0IEG5ABCC6L87 31427TKD7 2056-06-01 6.000000 0.00 202.90 207.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 S6XOOCT0IEG5ABCC6L87 3142GXWK9 2056-06-01 5.000000 0.00 200.64 195.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3919 B1V7KEBTPIMZEU4LTD58 3140BUK92 2055-12-01 5.500000 0.00 180.67 181.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8376 B1V7KEBTPIMZEU4LTD58 3140U0JW8 2056-02-01 6.500000 0.00 171.32 179.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5498 B1V7KEBTPIMZEU4LTD58 3140W6DC3 2054-08-01 6.500000 0.00 186.00 196.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0945 S6XOOCT0IEG5ABCC6L87 3132DNBN2 2052-04-01 3.500000 0.00 136.76 122.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4053 S6XOOCT0IEG5ABCC6L87 3132E0QE5 2053-10-01 6.000000 0.00 123.51 126.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4933 B1V7KEBTPIMZEU4LTD58 31418EPT1 2053-02-01 3.500000 0.00 101968.83 91089.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 B1V7KEBTPIMZEU4LTD58 31410LSN3 2030-12-01 3.500000 0.00 13.10 12.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0541 S6XOOCT0IEG5ABCC6L87 31425US71 2054-11-01 5.000000 0.00 164.93 160.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2368 B1V7KEBTPIMZEU4LTD58 3140B2T20 2055-03-01 6.500000 0.00 148.73 155.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 S6XOOCT0IEG5ABCC6L87 3142GU2E2 2055-06-01 5.500000 0.00 391.60 393.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4817 B1V7KEBTPIMZEU4LTD58 3140BHK75 2055-07-01 7.000000 0.00 395.82 419.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6222 S6XOOCT0IEG5ABCC6L87 31426Q4G5 2055-06-01 6.500000 0.00 112823.92 118066.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1086 S6XOOCT0IEG5ABCC6L87 31427NF46 2054-06-01 6.500000 0.00 141.37 148.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFS7113 B1V7KEBTPIMZEU4LTD58 3140XN3X0 2039-02-01 4.500000 0.00 129.54 127.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4501 B1V7KEBTPIMZEU4LTD58 31418EAB6 2041-12-01 2.000000 0.00 133.35 114.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5799 B1V7KEBTPIMZEU4LTD58 31418FNR4 2040-08-01 4.500000 0.00 171.12 168.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.500000 0.00 172.63 164.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8501 B1V7KEBTPIMZEU4LTD58 3140AWNT2 2054-12-01 5.500000 0.00 28303.33 28220.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 B1V7KEBTPIMZEU4LTD58 3140W2F89 2055-04-01 6.000000 0.00 166.63 171.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 S6XOOCT0IEG5ABCC6L87 31427MZA2 2055-02-01 5.500000 0.00 359.77 363.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0776 B1V7KEBTPIMZEU4LTD58 3140BQ2J9 2055-10-01 5.500000 0.00 740634.19 739328.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1254 S6XOOCT0IEG5ABCC6L87 31427NMC0 2055-05-01 6.000000 0.00 332.46 340.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3961 S6XOOCT0IEG5ABCC6L87 31425YMK0 2054-12-01 6.000000 0.00 393.28 404.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5176 B1V7KEBTPIMZEU4LTD58 3140B5XE2 2055-03-01 6.500000 0.00 168.45 175.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1824 B1V7KEBTPIMZEU4LTD58 3140Y8A22 2056-01-01 5.000000 0.00 197.41 193.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5498 S6XOOCT0IEG5ABCC6L87 31427TDC7 2056-06-01 5.500000 0.00 6322226.77 6333122.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5928 B1V7KEBTPIMZEU4LTD58 3140BWSS8 2055-12-01 5.000000 0.00 199.51 194.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0402 B1V7KEBTPIMZEU4LTD58 3140UTNU4 2056-08-01 6.500000 0.00 200.00 212.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5195 B1V7KEBTPIMZEU4LTD58 3140MWXZ4 2052-11-01 6.500000 0.00 121197.47 127317.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2782 S6XOOCT0IEG5ABCC6L87 3132DQCT1 2053-04-01 5.500000 0.00 145.66 146.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF0909 S6XOOCT0IEG5ABCC6L87 3133BNAJ2 2052-09-01 6.000000 0.00 190.28 195.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6120 B1V7KEBTPIMZEU4LTD58 3140QDYS7 2050-05-01 5.000000 0.00 36.29 35.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2280 S6XOOCT0IEG5ABCC6L87 3133L8Q99 2036-10-01 2.000000 0.00 120.03 109.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4048 B1V7KEBTPIMZEU4LTD58 31418DQA3 2050-06-01 3.000000 0.00 33759.76 29176.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0389 B1V7KEBTPIMZEU4LTD58 3140Y6NF3 2055-05-01 5.500000 0.00 182.64 184.19 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE9662 B1V7KEBTPIMZEU4LTD58 3140BNWY0 2055-09-01 7.500000 0.00 198.50 215.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8544 S6XOOCT0IEG5ABCC6L87 31426FP68 2055-02-01 6.500000 0.00 198.33 209.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0341 S6XOOCT0IEG5ABCC6L87 3133CQLW3 2054-07-01 7.000000 0.00 161.79 173.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1074 B1V7KEBTPIMZEU4LTD58 3140AAFQ5 2054-04-01 5.000000 0.00 154.73 151.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB0948 B1V7KEBTPIMZEU4LTD58 3140AABS5 2054-04-01 5.000000 0.00 179.23 175.10 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0712 B1V7KEBTPIMZEU4LTD58 3140A9YJ3 2054-04-01 7.000000 0.00 195.82 207.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0455 B1V7KEBTPIMZEU4LTD58 3140A9QH6 2054-04-01 6.500000 0.00 264466.22 275751.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0125 B1V7KEBTPIMZEU4LTD58 3140A9D72 2054-03-01 5.500000 0.00 625917.76 628042.96 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7399 B1V7KEBTPIMZEU4LTD58 3140A8GH9 2054-01-01 7.000000 0.00 111939.11 120170.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA6464 B1V7KEBTPIMZEU4LTD58 3140A7FE9 2054-02-01 5.000000 0.00 160.20 156.71 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6456 B1V7KEBTPIMZEU4LTD58 3140A7E67 2054-03-01 7.500000 0.00 266396.58 289562.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA3831 B1V7KEBTPIMZEU4LTD58 3140A4HH7 2053-11-01 5.500000 0.00 9316.21 9360.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 B1V7KEBTPIMZEU4LTD58 3140A13H8 2053-10-01 6.500000 0.00 134.54 140.39 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G67701 G S6XOOCT0IEG5ABCC6L87 3132XCRW7 2046-10-01 3.000000 0.00 49.70 44.20 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.830000 0.00 4024.57 3614.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD4172 S6XOOCT0IEG5ABCC6L87 3132E0T51 2047-02-01 4.000000 0.00 47974.28 46042.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4027 S6XOOCT0IEG5ABCC6L87 3132E0PL0 2053-10-01 6.500000 0.00 116.52 122.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3839 S6XOOCT0IEG5ABCC6L87 3132E0HQ8 2053-09-01 5.500000 0.00 155.23 155.62 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 S6XOOCT0IEG5ABCC6L87 3132E0A93 2052-07-01 2.500000 0.00 32477.54 26826.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1474 S6XOOCT0IEG5ABCC6L87 31426KT89 2055-04-01 6.500000 0.00 239859.32 254291.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0957 S6XOOCT0IEG5ABCC6L87 31426KB39 2055-04-01 6.500000 0.00 98.19 102.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY0652 S6XOOCT0IEG5ABCC6L87 31426JWN5 2055-03-01 6.000000 0.00 196.02 202.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 S6XOOCT0IEG5ABCC6L87 31426JRR2 2055-04-01 6.500000 0.00 149.56 156.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0508 S6XOOCT0IEG5ABCC6L87 31426JR68 2055-04-01 6.500000 0.00 422829.90 442925.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4697 B1V7KEBTPIMZEU4LTD58 3140ASGF9 2054-10-01 5.000000 0.00 179444.22 174880.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4062 B1V7KEBTPIMZEU4LTD58 3140ARQQ6 2054-10-01 4.500000 0.00 154.91 148.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4045 B1V7KEBTPIMZEU4LTD58 3140ARP79 2054-10-01 5.500000 0.00 1397.25 1401.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3262 B1V7KEBTPIMZEU4LTD58 3140AQTU6 2054-09-01 6.000000 0.00 150.01 152.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4884 S6XOOCT0IEG5ABCC6L87 3132DSM90 2054-02-01 6.000000 0.00 163.17 168.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4573 S6XOOCT0IEG5ABCC6L87 3132DSCJ9 2053-07-01 5.500000 0.00 146.07 146.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5285 S6XOOCT0IEG5ABCC6L87 3132DS2S0 2053-05-01 4.500000 0.00 158.45 152.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3386 S6XOOCT0IEG5ABCC6L87 3132DQXP6 2053-07-01 5.500000 0.00 148.54 148.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3336 S6XOOCT0IEG5ABCC6L87 3132DQV52 2053-07-01 5.000000 0.00 2986541.96 2925128.71 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3246 S6XOOCT0IEG5ABCC6L87 3132DQTB2 2052-08-01 4.000000 0.00 153.50 141.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3174 S6XOOCT0IEG5ABCC6L87 3132DQQ33 2053-06-01 5.500000 0.00 139.58 139.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 B1V7KEBTPIMZEU4LTD58 31418CZ80 2048-09-01 3.500000 0.00 18.54 16.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3409 B1V7KEBTPIMZEU4LTD58 31418CYF5 2033-07-01 3.000000 0.00 19.20 18.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3429 B1V7KEBTPIMZEU4LTD58 31418CY32 2028-07-01 4.000000 0.00 6.17 6.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.500000 0.00 14.48 14.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3332 B1V7KEBTPIMZEU4LTD58 31418CV27 2048-04-01 3.500000 0.00 25.56 23.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3087 B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.500000 0.00 44.41 40.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3114 B1V7KEBTPIMZEU4LTD58 31418CN83 2032-08-01 2.500000 0.00 23.24 22.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 1643.13 1521.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1124 B1V7KEBTPIMZEU4LTD58 3140W1HA4 2054-07-01 5.500000 0.00 541331.25 540722.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4284 S6XOOCT0IEG5ABCC6L87 31427RXN5 2056-02-01 5.500000 0.00 198.03 197.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7943 S6XOOCT0IEG5ABCC6L87 31427HZH8 2055-11-01 6.500000 0.00 292980.83 313796.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 B1V7KEBTPIMZEU4LTD58 3140QQVF9 2052-11-01 5.500000 0.00 135.44 136.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5108 B1V7KEBTPIMZEU4LTD58 3140QQVA0 2052-11-01 5.500000 0.00 35701.40 36027.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.500000 0.00 140.13 141.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4991 B1V7KEBTPIMZEU4LTD58 3140QQRM9 2037-10-01 4.500000 0.00 90.32 89.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4890 B1V7KEBTPIMZEU4LTD58 3140QQNG6 2052-10-01 4.500000 0.00 122052.11 116001.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4854 B1V7KEBTPIMZEU4LTD58 3140QQMC6 2052-10-01 6.000000 0.00 159.59 168.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 22388.38 21390.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.500000 0.00 10667.82 10661.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8314 B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5.000000 0.00 176.13 172.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8323 B1V7KEBTPIMZEU4LTD58 3140QUG91 2054-04-01 5.500000 0.00 76104.68 76847.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8119 B1V7KEBTPIMZEU4LTD58 3140QUAV8 2054-03-01 5.000000 0.00 3033513.66 2963368.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4.000000 0.00 1913075.06 1762516.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 53058.46 51836.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.500000 0.00 151.97 144.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 B1V7KEBTPIMZEU4LTD58 31418EKS8 2052-11-01 4.000000 0.00 157.31 144.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4.000000 0.00 163984.36 151785.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0184 B1V7KEBTPIMZEU4LTD58 3140M1F25 2051-10-01 2.000000 0.00 38379.83 30303.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8300 B1V7KEBTPIMZEU4LTD58 3140QUGJ9 2054-04-01 6.500000 0.00 145.35 153.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8026 B1V7KEBTPIMZEU4LTD58 3140QT4L0 2054-02-01 6.500000 0.00 87.52 90.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1807 S6XOOCT0IEG5ABCC6L87 3132DPAG3 2052-07-01 4.500000 0.00 221214.43 211149.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1362 S6XOOCT0IEG5ABCC6L87 31329JQP5 2043-07-01 3.500000 0.00 22.43 20.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZT2112 S6XOOCT0IEG5ABCC6L87 3132AEKZ8 2048-11-01 4.000000 0.00 58.28 54.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 178.90 159.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0009 S6XOOCT0IEG5ABCC6L87 3142GQAK8 2053-10-01 6.500000 0.00 135.90 143.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4601 S6XOOCT0IEG5ABCC6L87 3133WBDE3 2054-05-01 5.500000 0.00 142.02 141.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9007 B1V7KEBTPIMZEU4LTD58 3140QVAH7 2054-08-01 6.000000 0.00 157.20 161.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8188 S6XOOCT0IEG5ABCC6L87 3132D6CZ1 2037-11-01 3.500000 0.00 20585.48 19440.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX7296 B1V7KEBTPIMZEU4LTD58 3138Y9DA3 2044-12-01 4.500000 0.00 26592.17 25380.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5140 B1V7KEBTPIMZEU4LTD58 31418EWA4 2053-09-01 6.500000 0.00 89.81 93.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3127 B1V7KEBTPIMZEU4LTD58 31418CPM0 2037-09-01 3.000000 0.00 27.84 25.94 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0447 S6XOOCT0IEG5ABCC6L87 3133CQP82 2054-07-01 7.000000 0.00 87.03 91.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4638 B1V7KEBTPIMZEU4LTD58 3140X8EL7 2050-10-01 2.500000 0.00 1403.46 1160.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 S6XOOCT0IEG5ABCC6L87 3142GRQU7 2054-04-01 5.000000 0.00 171.48 166.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 B1V7KEBTPIMZEU4LTD58 3140XLUN6 2053-04-01 3.500000 0.00 155.31 140.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 51.36 46.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZS9221 S6XOOCT0IEG5ABCC6L87 3132AAG65 2036-09-01 3.000000 0.00 47.15 43.89 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 32999.35 29773.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP7574 B1V7KEBTPIMZEU4LTD58 3140KFMY8 2035-11-01 2.000000 0.00 84.87 77.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7656 B1V7KEBTPIMZEU4LTD58 3140N0QJ7 2052-08-01 5.000000 0.00 189.14 187.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 S6XOOCT0IEG5ABCC6L87 3133WEMN7 2054-06-01 6.000000 0.00 14225.73 14540.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5384 S6XOOCT0IEG5ABCC6L87 3132DS6V9 2053-07-01 5.500000 0.00 109748.84 109739.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 5493.98 5251.43 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1728 S6XOOCT0IEG5ABCC6L87 31427N4N6 2052-03-01 2.000000 0.00 359.25 287.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1679 S6XOOCT0IEG5ABCC6L87 31427N2M0 2054-11-01 5.500000 0.00 171.38 172.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0660 S6XOOCT0IEG5ABCC6L87 31427MWW7 2055-04-01 6.000000 0.00 156.78 160.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0599 S6XOOCT0IEG5ABCC6L87 31427MUZ2 2055-02-01 6.000000 0.00 12214.66 12676.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0565 S6XOOCT0IEG5ABCC6L87 31427MTX9 2055-01-01 6.000000 0.00 5013363.25 5187798.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8257 S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.500000 0.00 148.51 141.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 B1V7KEBTPIMZEU4LTD58 3140QTLK3 2053-11-01 7.000000 0.00 1966046.69 2106173.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2383 S6XOOCT0IEG5ABCC6L87 31329KUG7 2035-06-01 3.000000 0.00 20.76 19.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0758 S6XOOCT0IEG5ABCC6L87 3133W6ZX8 2054-03-01 6.500000 0.00 106.01 110.18 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB0622 B1V7KEBTPIMZEU4LTD58 3140QKVQ8 2036-05-01 1.500000 0.00 96.90 86.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3208 B1V7KEBTPIMZEU4LTD58 31418CR63 2037-10-01 4.500000 0.00 155331.11 151639.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0066 S6XOOCT0IEG5ABCC6L87 3132ACCB4 2041-05-01 5.000000 0.00 34.69 34.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8609 B1V7KEBTPIMZEU4LTD58 3140MAR71 2051-12-01 4.000000 0.00 554.42 519.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6.000000 0.00 293.29 303.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5127 B1V7KEBTPIMZEU4LTD58 31418EVV9 2053-08-01 4.000000 0.00 26196.36 24118.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2861 B1V7KEBTPIMZEU4LTD58 3140Y9FB5 2056-06-01 6.000000 0.00 197.19 203.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0695 S6XOOCT0IEG5ABCC6L87 3132DMXY6 2049-12-01 4.000000 0.00 1045489.76 968827.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTSC0360 S6XOOCT0IEG5ABCC6L87 3132D9MH4 2041-09-01 2.500000 0.00 152.91 135.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 S6XOOCT0IEG5ABCC6L87 31427G6N9 2055-11-01 5.500000 0.00 923512.45 924852.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5791 S6XOOCT0IEG5ABCC6L87 3133WQNG4 2041-07-01 5.000000 0.00 183.97 184.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3887 B1V7KEBTPIMZEU4LTD58 3140U7J94 2056-02-01 5.000000 0.00 196.94 191.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4428 B1V7KEBTPIMZEU4LTD58 3140U74N9 2056-04-01 5.000000 0.00 267062.71 260479.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 B1V7KEBTPIMZEU4LTD58 3140U73S9 2056-04-01 5.000000 0.00 199.03 194.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3590 B1V7KEBTPIMZEU4LTD58 3140U67C2 2056-04-01 5.000000 0.00 201.43 195.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3578 B1V7KEBTPIMZEU4LTD58 3140U66Q2 2056-02-01 5.000000 0.00 259726.89 253957.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2451 B1V7KEBTPIMZEU4LTD58 3140U5WM4 2056-07-01 5.000000 0.00 199.72 195.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2580 B1V7KEBTPIMZEU4LTD58 3140U52N5 2056-02-01 6.000000 0.00 186.64 189.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1314 B1V7KEBTPIMZEU4LTD58 3140U4N88 2056-02-01 5.500000 0.00 197.57 196.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 B1V7KEBTPIMZEU4LTD58 3140U4KB4 2056-02-01 5.500000 0.00 162.23 163.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1089 B1V7KEBTPIMZEU4LTD58 3140U4F79 2056-02-01 6.000000 0.00 198.51 204.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9937 B1V7KEBTPIMZEU4LTD58 3140U2BF9 2056-01-01 6.000000 0.00 55458.08 56802.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9933 B1V7KEBTPIMZEU4LTD58 3140U2BB8 2056-01-01 6.000000 0.00 198.73 204.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9348 B1V7KEBTPIMZEU4LTD58 3140U1L60 2056-01-01 5.000000 0.00 198.33 193.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9149 B1V7KEBTPIMZEU4LTD58 3140U1EX9 2056-01-01 5.500000 0.00 198282.11 200068.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 B1V7KEBTPIMZEU4LTD58 3140U17B5 2056-01-01 4.500000 0.00 198.36 187.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8770 B1V7KEBTPIMZEU4LTD58 3140U0W86 2056-02-01 5.000000 0.00 198.77 193.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8614 B1V7KEBTPIMZEU4LTD58 3140U0SC2 2056-01-01 5.000000 0.00 183.74 179.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0152 B1V7KEBTPIMZEU4LTD58 3138EGE26 2040-06-01 6.000000 0.00 2.85 2.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7441 S6XOOCT0IEG5ABCC6L87 31427HHT2 2055-11-01 5.500000 0.00 196.52 197.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5767 B1V7KEBTPIMZEU4LTD58 3140BWMR6 2055-12-01 5.000000 0.00 396.50 386.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-06-01 4.500000 0.00 399.40 377.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 200.42 194.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CJMA6049 B1V7KEBTPIMZEU4LTD58 31418FWK9 2041-03-01 5.000000 0.00 192.21 189.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6042 B1V7KEBTPIMZEU4LTD58 31418FWC7 2046-04-01 5.000000 0.00 345451.26 339719.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5980 B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-02-01 6.000000 0.00 168.13 172.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6005 B1V7KEBTPIMZEU4LTD58 31418FU70 2041-03-01 5.500000 0.00 383.53 389.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5948 B1V7KEBTPIMZEU4LTD58 31418FTE7 2041-01-01 3.500000 0.00 1983636.43 1871792.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 B1V7KEBTPIMZEU4LTD58 3140QSK83 2053-06-01 5.500000 0.00 164.57 165.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6509 B1V7KEBTPIMZEU4LTD58 3140QSGT2 2053-06-01 4.500000 0.00 338.18 323.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6508 B1V7KEBTPIMZEU4LTD58 3140QSGS4 2053-06-01 4.500000 0.00 157.19 149.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 21.71 19.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4317 B1V7KEBTPIMZEU4LTD58 3140M5YP4 2053-11-01 6.000000 0.00 113.72 116.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4214 B1V7KEBTPIMZEU4LTD58 3140M5VG7 2053-10-01 6.500000 0.00 216.25 229.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU2442 B1V7KEBTPIMZEU4LTD58 3140M3WC0 2051-10-01 4.000000 0.00 345.80 320.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 B1V7KEBTPIMZEU4LTD58 3140LNJM0 2051-09-01 3.000000 0.00 58383.98 51360.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7795 B1V7KEBTPIMZEU4LTD58 3140L6UV4 2051-04-01 2.500000 0.00 142516.29 117793.90 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ6985 B1V7KEBTPIMZEU4LTD58 3140KSXP7 2037-01-01 2.000000 0.00 112.34 102.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ6341 B1V7KEBTPIMZEU4LTD58 3140KSBK2 2050-11-01 3.000000 0.00 67.83 59.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP8565 B1V7KEBTPIMZEU4LTD58 3140KGQT3 2050-06-01 4.000000 0.00 30.83 28.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 240.81 199.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP3507 B1V7KEBTPIMZEU4LTD58 3140KA3R5 2036-06-01 2.000000 0.00 309860.97 281481.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN1866 B1V7KEBTPIMZEU4LTD58 3140JJCC1 2048-10-01 5.000000 0.00 21.73 21.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6302 B1V7KEBTPIMZEU4LTD58 3140QSAC5 2053-05-01 4.500000 0.00 141.65 134.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 114434.48 114889.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 B1V7KEBTPIMZEU4LTD58 3140QS3Q2 2053-09-01 5.500000 0.00 45302.82 45460.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 B1V7KEBTPIMZEU4LTD58 3140QRW90 2053-04-01 5.500000 0.00 136.01 137.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 B1V7KEBTPIMZEU4LTD58 3140QRRN5 2053-03-01 4.500000 0.00 159.34 151.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 B1V7KEBTPIMZEU4LTD58 3140QRQF3 2053-03-01 6.000000 0.00 134.71 139.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.500000 0.00 156.13 157.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6255 B1V7KEBTPIMZEU4LTD58 3140QR5R0 2053-05-01 5.500000 0.00 138.19 139.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7865 B1V7KEBTPIMZEU4LTD58 3140XPW39 2054-04-01 6.000000 0.00 146.14 149.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7751 B1V7KEBTPIMZEU4LTD58 3140XPTH2 2053-03-01 4.000000 0.00 1350.90 1244.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7420 B1V7KEBTPIMZEU4LTD58 3140XPG60 2054-01-01 6.000000 0.00 168.67 172.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7284 B1V7KEBTPIMZEU4LTD58 3140XPCW7 2053-12-01 4.500000 0.00 306.89 293.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 B1V7KEBTPIMZEU4LTD58 3140XP3F4 2054-05-01 6.000000 0.00 130.97 133.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6451 B1V7KEBTPIMZEU4LTD58 3140XNEZ3 2053-08-01 5.500000 0.00 131.90 132.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6456 B1V7KEBTPIMZEU4LTD58 3140XNE67 2053-11-01 6.000000 0.00 1550.59 1597.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 B1V7KEBTPIMZEU4LTD58 3140XMT71 2053-10-01 6.500000 0.00 3177737.08 3319771.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5848 S6XOOCT0IEG5ABCC6L87 31427TQA7 2055-08-01 6.500000 0.00 209.11 218.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5749 B1V7KEBTPIMZEU4LTD58 3140BWL71 2055-11-01 5.500000 0.00 197.76 197.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9456 B1V7KEBTPIMZEU4LTD58 3140UDQJ1 2056-06-01 5.000000 0.00 995640.48 969036.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5770 B1V7KEBTPIMZEU4LTD58 3140BWMU9 2055-12-01 5.000000 0.00 198.33 193.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3523 S6XOOCT0IEG5ABCC6L87 3130G2YV6 2056-08-01 5.000000 0.00 200.00 195.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5669 S6XOOCT0IEG5ABCC6L87 31427TJP2 2055-10-01 6.000000 0.00 210.62 215.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2911 B1V7KEBTPIMZEU4LTD58 3140Y9GV0 2056-06-01 5.500000 0.00 198.34 198.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3049 B1V7KEBTPIMZEU4LTD58 3140Y9L77 2056-07-01 5.500000 0.00 3344692.55 3373357.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4192 B1V7KEBTPIMZEU4LTD58 3140W4US4 2052-06-01 2.000000 0.00 23367.36 18363.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5298 S6XOOCT0IEG5ABCC6L87 31427S3G1 2056-05-01 5.000000 0.00 199.35 193.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5815 S6XOOCT0IEG5ABCC6L87 3142K7N96 2056-05-01 6.500000 0.00 308649.62 320893.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 S6XOOCT0IEG5ABCC6L87 31427TQS8 2056-07-01 5.500000 0.00 198.26 199.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 S6XOOCT0IEG5ABCC6L87 31427RS92 2055-12-01 5.500000 0.00 388.05 386.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7838 B1V7KEBTPIMZEU4LTD58 3140UPV82 2056-08-01 5.500000 0.00 199.85 199.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3894 S6XOOCT0IEG5ABCC6L87 31427RKG4 2052-02-01 3.500000 0.00 2683915.05 2444439.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0879 S6XOOCT0IEG5ABCC6L87 3133W46Q0 2056-08-01 5.500000 0.00 200.00 200.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1506 B1V7KEBTPIMZEU4LTD58 3140Y7U89 2055-11-01 5.000000 0.00 201.86 196.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7977 S6XOOCT0IEG5ABCC6L87 31427H2K7 2055-11-01 5.000000 0.00 1446776.66 1406215.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2507 B1V7KEBTPIMZEU4LTD58 3140Y8YD2 2046-04-01 5.000000 0.00 188.90 186.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6448 B1V7KEBTPIMZEU4LTD58 3140BXEW2 2056-01-01 5.500000 0.00 183.23 184.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 S6XOOCT0IEG5ABCC6L87 31427RK66 2056-01-01 5.500000 0.00 196.39 196.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5687 S6XOOCT0IEG5ABCC6L87 31427TJ98 2056-05-01 6.000000 0.00 198.75 204.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4062 S6XOOCT0IEG5ABCC6L87 3142JSQQ1 2055-12-01 5.500000 0.00 198.63 202.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5278 S6XOOCT0IEG5ABCC6L87 3133WP2K0 2041-02-01 3.500000 0.00 283122.31 267310.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE3886 B1V7KEBTPIMZEU4LTD58 3140BGJ87 2056-01-01 5.000000 0.00 43110.16 41857.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6124 S6XOOCT0IEG5ABCC6L87 31427TYW0 2056-07-01 5.000000 0.00 204.31 198.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6402 B1V7KEBTPIMZEU4LTD58 3140UADG7 2056-04-01 5.000000 0.00 198.30 193.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2967 S6XOOCT0IEG5ABCC6L87 3130G2FH8 2056-09-01 5.500000 0.00 3286114.20 3287502.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4347 S6XOOCT0IEG5ABCC6L87 31427RZM5 2050-04-01 3.000000 0.00 192.40 167.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 B1V7KEBTPIMZEU4LTD58 3140U4UL1 2056-02-01 5.500000 0.00 194.24 194.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0382 S6XOOCT0IEG5ABCC6L87 3133W4M74 2056-07-01 5.500000 0.00 325360.39 325305.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2248 B1V7KEBTPIMZEU4LTD58 3140U5QA7 2056-03-01 5.000000 0.00 203.05 199.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4881 B1V7KEBTPIMZEU4LTD58 3140BVM72 2055-11-01 6.500000 0.00 198.21 206.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6822 B1V7KEBTPIMZEU4LTD58 3140UNSL2 2056-07-01 5.000000 0.00 199.79 194.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5316 S6XOOCT0IEG5ABCC6L87 3133WP3Z6 2041-04-01 5.000000 0.00 195.59 196.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1622 S6XOOCT0IEG5ABCC6L87 3142JPYU9 2055-12-01 4.500000 0.00 196.80 187.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1987 S6XOOCT0IEG5ABCC6L87 3130G1CZ3 2056-08-01 6.000000 0.00 201.60 206.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0523 B1V7KEBTPIMZEU4LTD58 3140UTSM7 2056-07-01 5.000000 0.00 199.80 195.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4405 S6XOOCT0IEG5ABCC6L87 31427R3P3 2054-10-01 5.500000 0.00 181.45 181.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9026 B1V7KEBTPIMZEU4LTD58 3140UDA41 2056-05-01 5.000000 0.00 198.98 193.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3595 S6XOOCT0IEG5ABCC6L87 31427A7H4 2055-09-01 6.500000 0.00 192.50 199.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2498 S6XOOCT0IEG5ABCC6L87 31426YX43 2055-09-01 5.000000 0.00 193.23 187.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2149 S6XOOCT0IEG5ABCC6L87 31426YL79 2055-09-01 5.000000 0.00 104528.71 101817.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1880 S6XOOCT0IEG5ABCC6L87 31426YCS3 2055-08-01 5.500000 0.00 197.54 198.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1648 S6XOOCT0IEG5ABCC6L87 31426XZN1 2055-08-01 6.500000 0.00 282548.88 295039.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1120 S6XOOCT0IEG5ABCC6L87 31426XG69 2055-08-01 6.500000 0.00 189.67 199.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM8546 B1V7KEBTPIMZEU4LTD58 3140XCP85 2034-07-01 4.000000 0.00 44.40 43.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8425 B1V7KEBTPIMZEU4LTD58 3140XCLF3 2047-07-01 5.000000 0.00 80.01 79.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7522 B1V7KEBTPIMZEU4LTD58 3140XBLC2 2051-06-01 2.000000 0.00 669702.92 533187.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFM7360 B1V7KEBTPIMZEU4LTD58 3140XBFA3 2041-05-01 2.000000 0.00 122.89 106.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 B1V7KEBTPIMZEU4LTD58 3140XBD49 2047-07-01 4.500000 0.00 6243.88 6019.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWBM6665 B1V7KEBTPIMZEU4LTD58 3140JBMP8 2032-12-01 2.500000 0.00 50560.48 48206.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJBM7190 B1V7KEBTPIMZEU4LTD58 3140JB7C4 2034-09-01 3.500000 0.00 95.65 91.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBM5598 B1V7KEBTPIMZEU4LTD58 3140JAGG7 2043-02-01 3.000000 0.00 29.59 26.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5506 B1V7KEBTPIMZEU4LTD58 3140JADL9 2049-02-01 5.000000 0.00 107.45 106.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 B1V7KEBTPIMZEU4LTD58 3140JACC0 2043-10-01 2.500000 0.00 62.76 54.29 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI3609 S6XOOCT0IEG5ABCC6L87 3133WAAJ7 2054-04-01 7.500000 0.00 158.79 171.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2213 S6XOOCT0IEG5ABCC6L87 3133W8N66 2054-03-01 5.000000 0.00 2437.29 2371.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0748 S6XOOCT0IEG5ABCC6L87 3133W4ZM7 2056-08-01 5.500000 0.00 199.88 200.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0683 S6XOOCT0IEG5ABCC6L87 3133W4XL1 2056-08-01 5.500000 0.00 199.96 200.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0456 S6XOOCT0IEG5ABCC6L87 3133W4QH8 2056-08-01 5.500000 0.00 199.91 200.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0420 S6XOOCT0IEG5ABCC6L87 3133W4PD8 2056-07-01 5.000000 0.00 199.80 194.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0840 S6XOOCT0IEG5ABCC6L87 3133W44Z2 2056-08-01 5.500000 0.00 200.00 200.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0830 S6XOOCT0IEG5ABCC6L87 3133W44P4 2056-08-01 6.500000 0.00 199.96 208.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0806 S6XOOCT0IEG5ABCC6L87 3133W43P5 2056-08-01 6.500000 0.00 199.94 208.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5150 S6XOOCT0IEG5ABCC6L87 3133LPWK9 2033-05-01 5.000000 0.00 77.67 78.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5123 S6XOOCT0IEG5ABCC6L87 3131XYVQ9 2047-12-01 3.500000 0.00 40.78 37.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 S6XOOCT0IEG5ABCC6L87 3131XYBU2 2047-10-01 3.500000 0.00 215306.72 195343.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9319 S6XOOCT0IEG5ABCC6L87 3131XRK86 2045-03-01 4.000000 0.00 38.69 36.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8383 S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.500000 0.00 29.13 26.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 S6XOOCT0IEG5ABCC6L87 3131XHNA0 2041-10-01 4.000000 0.00 14.75 14.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 S6XOOCT0IEG5ABCC6L87 3131XF5Q9 2038-07-01 5.500000 0.00 12.25 12.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 S6XOOCT0IEG5ABCC6L87 3131XDBZ7 2032-11-01 3.000000 0.00 32883.44 31460.41 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 S6XOOCT0IEG5ABCC6L87 3131X8NK8 2028-01-01 2.000000 0.00 189.97 187.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 S6XOOCT0IEG5ABCC6L87 3131WMQD1 2039-02-01 5.000000 0.00 12.55 12.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3918 S6XOOCT0IEG5ABCC6L87 3130G3G44 2056-09-01 5.000000 0.00 200.00 197.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5630 S6XOOCT0IEG5ABCC6L87 31426QHG1 2055-06-01 6.500000 0.00 96.77 101.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.500000 0.00 170.78 170.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6188 S6XOOCT0IEG5ABCC6L87 31426Q2W2 2055-06-01 6.000000 0.00 222.83 227.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5210 S6XOOCT0IEG5ABCC6L87 31426PYG4 2055-06-01 5.500000 0.00 1086.78 1082.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9072 B1V7KEBTPIMZEU4LTD58 3140QVCJ1 2054-08-01 4.500000 0.00 1401.85 1328.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 B1V7KEBTPIMZEU4LTD58 3140QVAD6 2054-08-01 6.000000 0.00 1882.00 1954.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9841 B1V7KEBTPIMZEU4LTD58 3140QV5B6 2054-12-01 6.500000 0.00 166.60 174.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9792 B1V7KEBTPIMZEU4LTD58 3140QV3A0 2055-01-01 5.500000 0.00 171.33 172.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 B1V7KEBTPIMZEU4LTD58 3140QV2Z6 2055-01-01 5.500000 0.00 171.74 173.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9783 B1V7KEBTPIMZEU4LTD58 3140QV2R4 2055-01-01 5.000000 0.00 238008.22 231643.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 355.74 355.92 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08578 G S6XOOCT0IEG5ABCC6L87 3128MJUC2 2044-03-01 4.500000 0.00 23.50 22.71 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G S6XOOCT0IEG5ABCC6L87 3128MJ6A3 2049-02-01 5.000000 0.00 181.86 179.54 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16557 G S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 155.26 153.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0655 B1V7KEBTPIMZEU4LTD58 3140W0WR2 2055-02-01 4.500000 0.00 185.22 175.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 B1V7KEBTPIMZEU4LTD58 3140Y8WZ5 2056-04-01 5.500000 0.00 183.48 182.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1260 S6XOOCT0IEG5ABCC6L87 3142JPMJ7 2055-12-01 5.500000 0.00 188.21 188.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0008 S6XOOCT0IEG5ABCC6L87 3142JCAJ9 2040-07-01 4.500000 0.00 162.11 159.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 S6XOOCT0IEG5ABCC6L87 3142J6DR1 2056-04-01 5.500000 0.00 187.95 187.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0100 S6XOOCT0IEG5ABCC6L87 3142J6DE0 2056-03-01 4.000000 0.00 197.84 181.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 S6XOOCT0IEG5ABCC6L87 3142J6AP8 2055-06-01 5.500000 0.00 162.37 161.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0011 S6XOOCT0IEG5ABCC6L87 3142J6AM5 2055-06-01 4.500000 0.00 170083.65 160714.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0002 S6XOOCT0IEG5ABCC6L87 3142J6AC7 2055-03-01 5.000000 0.00 185.56 180.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6880 S6XOOCT0IEG5ABCC6L87 3142GXUE5 2056-06-01 4.500000 0.00 201.12 190.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6877 S6XOOCT0IEG5ABCC6L87 3142GXUB1 2056-06-01 4.500000 0.00 199.40 188.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6668 S6XOOCT0IEG5ABCC6L87 3142GXMS3 2056-05-01 6.500000 0.00 198.91 206.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6362 S6XOOCT0IEG5ABCC6L87 3142GXB89 2056-04-01 5.000000 0.00 197.79 192.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 S6XOOCT0IEG5ABCC6L87 3142GWX20 2056-03-01 6.000000 0.00 402.31 410.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6056 S6XOOCT0IEG5ABCC6L87 3142GWWS4 2056-02-01 5.500000 0.00 193.08 193.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 S6XOOCT0IEG5ABCC6L87 3142GWUY3 2056-03-01 5.000000 0.00 195.47 191.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 S6XOOCT0IEG5ABCC6L87 3142GWU56 2056-03-01 5.000000 0.00 1982438.91 1929176.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4826 S6XOOCT0IEG5ABCC6L87 3142GVLG4 2055-09-01 5.500000 0.00 185.04 186.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 S6XOOCT0IEG5ABCC6L87 3142GVKN0 2055-09-01 6.000000 0.00 390.99 402.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ4669 S6XOOCT0IEG5ABCC6L87 3142GVFK2 2055-08-01 4.500000 0.00 191.82 182.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 S6XOOCT0IEG5ABCC6L87 3142GV3C3 2055-11-01 5.500000 0.00 3892939.72 3889254.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 S6XOOCT0IEG5ABCC6L87 3142GWNU9 2056-01-01 4.500000 0.00 141066.36 133808.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 S6XOOCT0IEG5ABCC6L87 3142GWNQ8 2056-01-01 4.500000 0.00 392.57 371.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5753 S6XOOCT0IEG5ABCC6L87 3142GWMB2 2056-01-01 6.500000 0.00 388.36 409.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5717 S6XOOCT0IEG5ABCC6L87 3142GWK73 2056-02-01 5.000000 0.00 8582782.95 8433662.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5601 S6XOOCT0IEG5ABCC6L87 3142GWGK9 2055-12-01 4.500000 0.00 199.62 189.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 S6XOOCT0IEG5ABCC6L87 3142GW3M9 2056-03-01 5.000000 0.00 195.08 191.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5200 S6XOOCT0IEG5ABCC6L87 3142GVX63 2055-11-01 6.000000 0.00 366.27 377.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6184 B1V7KEBTPIMZEU4LTD58 3140X92S3 2051-03-01 2.000000 0.00 114.68 92.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4793 B1V7KEBTPIMZEU4LTD58 3140X8KF3 2050-11-01 2.000000 0.00 110.33 87.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4592 B1V7KEBTPIMZEU4LTD58 3140BVC65 2055-12-01 6.500000 0.00 954477.50 1018911.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4591 B1V7KEBTPIMZEU4LTD58 3140BVC57 2055-11-01 6.500000 0.00 198.53 211.04 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6849 S6XOOCT0IEG5ABCC6L87 3133CKTE8 2053-12-01 7.000000 0.00 129.32 138.70 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 S6XOOCT0IEG5ABCC6L87 3133CJUT6 2053-12-01 7.000000 0.00 263.69 282.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5190 S6XOOCT0IEG5ABCC6L87 3133CHXT7 2053-11-01 6.000000 0.00 130.80 134.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2096 S6XOOCT0IEG5ABCC6L87 3133CEKH4 2053-10-01 5.500000 0.00 155.65 157.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7742 S6XOOCT0IEG5ABCC6L87 3133C8S71 2053-07-01 6.000000 0.00 102.47 104.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6490 S6XOOCT0IEG5ABCC6L87 3133C7F77 2053-07-01 5.500000 0.00 127.89 127.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG4005 S6XOOCT0IEG5ABCC6L87 3133C4NW0 2053-06-01 6.500000 0.00 87424.03 92181.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4011 S6XOOCT0IEG5ABCC6L87 3133C4N42 2053-06-01 5.000000 0.00 188.99 184.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3783 S6XOOCT0IEG5ABCC6L87 3133C4FY5 2053-05-01 5.500000 0.00 131.02 133.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1307 S6XOOCT0IEG5ABCC6L87 3133C1NY2 2053-04-01 6.000000 0.00 157.94 164.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF8716 S6XOOCT0IEG5ABCC6L87 3133BWVH3 2053-03-01 6.500000 0.00 126.86 134.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 S6XOOCT0IEG5ABCC6L87 3133BWMK6 2053-03-01 5.500000 0.00 115.04 115.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7192 S6XOOCT0IEG5ABCC6L87 3133BU7D3 2053-02-01 5.500000 0.00 132.06 134.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4033 S6XOOCT0IEG5ABCC6L87 3133BRPS7 2052-12-01 6.000000 0.00 259.56 271.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1155 S6XOOCT0IEG5ABCC6L87 3133BNH89 2052-09-01 5.500000 0.00 181.67 183.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX5302 B1V7KEBTPIMZEU4LTD58 3138Y63L6 2042-01-01 4.000000 0.00 20.61 19.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW3638 B1V7KEBTPIMZEU4LTD58 3138XTBG9 2029-06-01 3.500000 0.00 7.53 7.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW3617 B1V7KEBTPIMZEU4LTD58 3138XTAT2 2044-06-01 4.000000 0.00 20.19 19.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2869 B1V7KEBTPIMZEU4LTD58 3140W3FK0 2055-08-01 6.500000 0.00 171.41 180.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3353 B1V7KEBTPIMZEU4LTD58 3140UWWP8 2056-07-01 5.500000 0.00 200.00 202.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2981 B1V7KEBTPIMZEU4LTD58 3140UWJ32 2056-08-01 5.500000 0.00 200.00 203.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3528 B1V7KEBTPIMZEU4LTD58 3140UW4N4 2056-08-01 6.000000 0.00 413148.60 427201.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3500 B1V7KEBTPIMZEU4LTD58 3140UW3J4 2056-08-01 5.500000 0.00 200.00 201.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2305 B1V7KEBTPIMZEU4LTD58 3140UVR35 2056-08-01 6.000000 0.00 2066974.20 2112958.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2197 B1V7KEBTPIMZEU4LTD58 3140UVNP0 2056-09-01 5.500000 0.00 200.00 201.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2188 B1V7KEBTPIMZEU4LTD58 3140UVNE5 2056-09-01 5.500000 0.00 189680.00 191052.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2651 B1V7KEBTPIMZEU4LTD58 3140UV5M7 2056-09-01 6.000000 0.00 200.00 207.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2575 B1V7KEBTPIMZEU4LTD58 3140UV2H1 2056-08-01 5.500000 0.00 200.60 201.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1403 B1V7KEBTPIMZEU4LTD58 3140UURZ6 2056-08-01 5.000000 0.00 407654.00 397940.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0399 B1V7KEBTPIMZEU4LTD58 3140UTNR1 2056-08-01 6.500000 0.00 200.00 213.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0409 B1V7KEBTPIMZEU4LTD58 3140UTN34 2056-08-01 6.500000 0.00 200.00 214.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0296 B1V7KEBTPIMZEU4LTD58 3140UTKJ2 2056-09-01 5.500000 0.00 233250.00 233979.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0236 B1V7KEBTPIMZEU4LTD58 3140UTHN7 2056-08-01 5.500000 0.00 200.00 200.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0196 B1V7KEBTPIMZEU4LTD58 3140UTGE8 2056-08-01 6.000000 0.00 800.00 820.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1231 S6XOOCT0IEG5ABCC6L87 31427NLM9 2055-05-01 5.000000 0.00 181.18 177.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1210 S6XOOCT0IEG5ABCC6L87 31427NKY4 2055-05-01 6.000000 0.00 7400220.17 7627355.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1128 S6XOOCT0IEG5ABCC6L87 31427NHE2 2055-04-01 5.000000 0.00 380.61 371.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1093 S6XOOCT0IEG5ABCC6L87 31427NGB9 2055-01-01 4.500000 0.00 176.55 167.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 S6XOOCT0IEG5ABCC6L87 31427NG78 2055-05-01 5.500000 0.00 183.72 183.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6068 S6XOOCT0IEG5ABCC6L87 31427TW69 2055-07-01 6.000000 0.00 214.47 218.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5894 S6XOOCT0IEG5ABCC6L87 31427TRQ1 2056-02-01 6.500000 0.00 203.67 212.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6848 S6XOOCT0IEG5ABCC6L87 3142K8TE7 2056-07-01 5.500000 0.00 199.37 200.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6684 S6XOOCT0IEG5ABCC6L87 3142K8NA1 2056-06-01 5.500000 0.00 199.50 199.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5542 S6XOOCT0IEG5ABCC6L87 3142K7EQ8 2056-06-01 5.500000 0.00 145.52 146.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4729 S6XOOCT0IEG5ABCC6L87 3142K6HF1 2056-06-01 5.500000 0.00 199.43 200.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4200 S6XOOCT0IEG5ABCC6L87 3142K5U27 2056-04-01 5.000000 0.00 199.43 194.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3138 S6XOOCT0IEG5ABCC6L87 3142K4PY6 2056-05-01 5.000000 0.00 198.91 195.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3030 S6XOOCT0IEG5ABCC6L87 3142K4LL8 2056-05-01 5.500000 0.00 183.85 183.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2660 S6XOOCT0IEG5ABCC6L87 3142K35W4 2056-04-01 5.500000 0.00 199.08 198.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1580 S6XOOCT0IEG5ABCC6L87 3142K2XJ4 2056-05-01 6.000000 0.00 284565.26 294945.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1475 S6XOOCT0IEG5ABCC6L87 3142K2T91 2056-04-01 5.000000 0.00 240516.73 234737.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0864 S6XOOCT0IEG5ABCC6L87 3142K16A5 2056-04-01 5.000000 0.00 198.69 195.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9195 S6XOOCT0IEG5ABCC6L87 3142JYGD8 2056-04-01 4.500000 0.00 198.94 189.48 Agency Mortgage-Backed Securities FMAC 05.490 FGPC U30289 G S6XOOCT0IEG5ABCC6L87 31335YKA3 2037-02-01 5.490000 0.00 9.50 9.64 Agency Mortgage-Backed Securities FMAC 05.460 FGPC U30869 G S6XOOCT0IEG5ABCC6L87 31335Y6E1 2038-01-01 5.460000 0.00 5928.57 5968.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6024 B1V7KEBTPIMZEU4LTD58 3140U9VS4 2056-04-01 5.500000 0.00 199.12 200.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5737 B1V7KEBTPIMZEU4LTD58 3140U9LT3 2056-04-01 5.500000 0.00 198.52 200.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5198 B1V7KEBTPIMZEU4LTD58 3140U8X47 2056-04-01 5.500000 0.00 440608.63 441246.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG4883 B1V7KEBTPIMZEU4LTD58 3140U8M98 2041-05-01 5.500000 0.00 197.59 201.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4704 B1V7KEBTPIMZEU4LTD58 3140U8GN4 2056-05-01 6.500000 0.00 199.53 211.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5389 B1V7KEBTPIMZEU4LTD58 3140U87B0 2056-03-01 5.500000 0.00 198.92 200.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4305 B1V7KEBTPIMZEU4LTD58 3140U7YB2 2056-04-01 4.500000 0.00 198.96 188.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4281 B1V7KEBTPIMZEU4LTD58 3140U7XK3 2056-04-01 5.000000 0.00 294.62 288.08 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4632 S6XOOCT0IEG5ABCC6L87 3132A5ED3 2045-10-01 3.000000 0.00 85901.12 75874.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2856 S6XOOCT0IEG5ABCC6L87 3132A3E55 2040-01-01 5.000000 0.00 7.89 7.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3560 S6XOOCT0IEG5ABCC6L87 3132A35V8 2042-08-01 3.500000 0.00 10839.69 10108.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5318 S6XOOCT0IEG5ABCC6L87 31329N4B1 2048-03-01 3.500000 0.00 34.74 31.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2892 S6XOOCT0IEG5ABCC6L87 31329LF98 2030-08-01 2.500000 0.00 17.69 16.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 S6XOOCT0IEG5ABCC6L87 31329KQP2 2032-05-01 3.500000 0.00 11.70 11.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1361 S6XOOCT0IEG5ABCC6L87 31329JQN0 2043-05-01 3.500000 0.00 21.62 20.01 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T69915 G S6XOOCT0IEG5ABCC6L87 31323FAQ4 2048-05-01 3.500000 0.00 1691477.43 1533528.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3SZN0156 S6XOOCT0IEG5ABCC6L87 3131Y6E54 2044-01-01 5.000000 0.00 44.40 43.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3935 S6XOOCT0IEG5ABCC6L87 3133KKLQ0 2050-11-01 2.500000 0.00 107.64 89.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5671 S6XOOCT0IEG5ABCC6L87 31427TJR8 2056-01-01 6.000000 0.00 197.90 201.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5670 S6XOOCT0IEG5ABCC6L87 31427TJQ0 2056-06-01 6.000000 0.00 2900844.05 2965068.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5613 S6XOOCT0IEG5ABCC6L87 31427TGX8 2056-05-01 5.500000 0.00 191.07 190.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5616 S6XOOCT0IEG5ABCC6L87 31427TG26 2056-04-01 5.000000 0.00 204.25 198.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5575 S6XOOCT0IEG5ABCC6L87 31427TFR2 2054-06-01 5.000000 0.00 8867280.07 8680771.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5584 S6XOOCT0IEG5ABCC6L87 31427TF27 2056-06-01 5.500000 0.00 198.17 200.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5527 S6XOOCT0IEG5ABCC6L87 31427TD94 2056-06-01 5.000000 0.00 403.31 394.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5437 S6XOOCT0IEG5ABCC6L87 31427TBF2 2056-06-01 6.000000 0.00 194.91 200.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5436 S6XOOCT0IEG5ABCC6L87 31427TBE5 2056-06-01 6.000000 0.00 197.53 203.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 S6XOOCT0IEG5ABCC6L87 31427TAM8 2055-01-01 4.500000 0.00 200.07 190.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5404 S6XOOCT0IEG5ABCC6L87 31427TAE6 2053-02-01 4.500000 0.00 202.76 192.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2476 S6XOOCT0IEG5ABCC6L87 31427PXE9 2053-05-01 4.500000 0.00 184.22 175.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 S6XOOCT0IEG5ABCC6L87 31427PWR1 2055-06-01 5.000000 0.00 176.83 173.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 S6XOOCT0IEG5ABCC6L87 31427PSB1 2055-09-01 6.000000 0.00 183.37 188.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2338 S6XOOCT0IEG5ABCC6L87 31427PS47 2055-08-01 5.500000 0.00 349.25 348.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2246 S6XOOCT0IEG5ABCC6L87 31427PP81 2053-09-01 4.500000 0.00 193.07 183.70 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ7010 S6XOOCT0IEG5ABCC6L87 3133CXYF1 2054-10-01 7.500000 0.00 196.97 210.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5938 S6XOOCT0IEG5ABCC6L87 3133CWS37 2054-10-01 6.000000 0.00 114.44 118.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5193 S6XOOCT0IEG5ABCC6L87 3133CVXW9 2054-10-01 5.500000 0.00 322.68 323.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4685 S6XOOCT0IEG5ABCC6L87 3133CVF25 2054-09-01 6.500000 0.00 152.98 158.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4230 S6XOOCT0IEG5ABCC6L87 3133CUVX1 2054-09-01 6.500000 0.00 115.94 120.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 S6XOOCT0IEG5ABCC6L87 3133CU7M2 2054-09-01 5.500000 0.00 149.50 150.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6838 B1V7KEBTPIMZEU4LTD58 3140BXS49 2055-12-01 6.000000 0.00 781300.21 800785.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4843 B1V7KEBTPIMZEU4LTD58 3140AELZ0 2054-10-01 6.500000 0.00 393.09 409.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0215 B1V7KEBTPIMZEU4LTD58 3140Y6GZ7 2055-04-01 5.500000 0.00 184.27 184.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0789 S6XOOCT0IEG5ABCC6L87 31427M2X8 2055-01-01 6.000000 0.00 137.80 140.72 Agency Mortgage-Backed Securities USTR BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 409020.00 407220.31 U.S. Treasuries (including strips) USTR BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 197860.00 197133.85 U.S. Treasuries (including strips) USTR BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 2209900.00 2181498.37 U.S. Treasuries (including strips) USTR BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 1769560.00 1749634.75 U.S. Treasuries (including strips) USTR BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 5580.00 5408.75 U.S. Treasuries (including strips) USTR BILL 09/29/26 N/A 912797VE4 2026-09-29 0.00 0.00 652380.00 650442.43 U.S. Treasuries (including strips) USTR BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 1013180.00 1011639.97 U.S. Treasuries (including strips) USTR BILL 09/08/26 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 4905820.00 4901846.29 U.S. Treasuries (including strips) USTR BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 169940.00 168655.25 U.S. Treasuries (including strips) USTR BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 984000.00 957018.72 U.S. Treasuries (including strips) USTR BILL 09/24/26 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 180.00 179.56 U.S. Treasuries (including strips) USTR BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 3697280.00 3690920.68 U.S. Treasuries (including strips) USTR BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 2170160.00 2167968.14 U.S. Treasuries (including strips) USTR BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 21540.00 21014.42 U.S. Treasuries (including strips) USTR BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 13840.00 13549.91 U.S. Treasuries (including strips) USTR BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 3000.00 2945.19 U.S. Treasuries (including strips) USTR BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 2255780.00 2221582.38 U.S. Treasuries (including strips) USTR BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 3296240.00 3256355.50 U.S. Treasuries (including strips) USTR BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 587940.00 587763.62 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 39800.00 40069.89 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 65761120.00 66207055.86 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 7471400.00 7355247.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 78937720.00 77572749.97 U.S. Treasuries (including strips) USTR 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 21619740.00 21319009.42 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 115200.00 111289.64 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 80.00 79.35 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 33944680.00 20751643.26 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 280200.00 199734.83 U.S. Treasuries (including strips) USTR BILL 12/22/26 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0.00 0.00 40.00 39.52 U.S. Treasuries (including strips) USTR BILL 12/15/26 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0.00 0.00 20.00 19.78 U.S. Treasuries (including strips) USTR BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 645460.00 638766.58 U.S. Treasuries (including strips) USTR BILL 12/01/26 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 1418920.00 1405340.94 U.S. Treasuries (including strips) USTR BILL 02/25/27 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0.00 0.00 98460.00 96583.35 U.S. Treasuries (including strips) USTR BILL 11/24/26 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 1015140.00 1006176.31 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 10896040.00 9385410.65 U.S. Treasuries (including strips) USTR BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 724240.00 720350.83 U.S. Treasuries (including strips) USTR BILL 10/20/26 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 4165040.00 4143631.69 U.S. Treasuries (including strips) USTR BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 463220.00 462187.02 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 219920.00 213675.99 U.S. Treasuries (including strips) USTR BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 3240.00 3217.81 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 70180.00 67858.59 U.S. Treasuries (including strips) USTR BILL 02/04/27 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0.00 0.00 3400000.00 3343288.00 U.S. Treasuries (including strips) USTR BILL 01/28/27 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 727960.00 716365.78 U.S. Treasuries (including strips) USTR BILL 01/14/27 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 229340.00 226046.68 U.S. Treasuries (including strips) USTR BILL 01/07/27 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 3870340.00 3817745.95 U.S. Treasuries (including strips) USTR BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 1542180.00 1484564.16 U.S. Treasuries (including strips) USTR BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 20540.00 20339.12 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2520700.00 2511423.00 U.S. Treasuries (including strips) USTR BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 20520.00 19822.53 U.S. Treasuries (including strips) USTR BILL 11/03/26 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 26000.00 25828.14 U.S. Treasuries (including strips) USTR BILL 10/27/26 N/A 912797VN4 2026-10-27 0.00 0.00 118740.00 118039.43 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-08 2026-09-08 2026-09-11 N N N 0.0368 650000000.00 650000000.00 0.0197 N N Y N BNP Paribas SA BNP Paribas Fortis SA 3.710000% ARP1GCHZ3 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1GCHZ3_3.71_0908 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 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 618984.61 502404.05 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 1115725.02 1103768.39 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 19693.02 19635.12 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 622582.37 647345.93 U.S. Treasuries (including strips) USTR BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 9.97 9.66 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 68212773.76 67600595.63 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 787322.03 781079.94 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 39864.41 40424.80 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 81295396.12 77247382.44 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1594576.27 1595722.98 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 318915.25 318378.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 716263.73 716887.26 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 402829.83 386343.70 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 1784759.39 1737591.77 U.S. Treasuries (including strips) USTR 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 97169.49 101081.82 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-28 N N N 0.0371 147000000.00 147000000.00 0.0045 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.660000% ARP1KN7Z5 ZBUT11V806EZRVTWT807 N/A 0001168163 ARP1KN7Z5_3.66_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 155005424.48 154633309.53 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 82604869.71 81839430.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 157039623.52 158757836.09 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 112055302.56 109243015.73 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 4655112.64 3996415.72 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 123556120.00 124164053.25 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 138413440.00 130324722.56 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 110249920.00 109977779.82 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 145105920.00 145533449.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-08 2026-09-10 N N N 0.0366 998500000.00 998500000.00 0.0303 N N Y N Bank of Montreal Bank of Montreal/US 3.670000% ARP1KNB72 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 ARP1KNB72_3.67_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNCL CL DQ7029 549300M8ZYFG0OCMTT87 3618N0Y20 2068-06-15 5.630000 0.00 533698.50 544499.31 Agency Mortgage-Backed Securities GNMA GNII ET DQ6435 C 549300M8ZYFG0OCMTT87 3618N0EG1 2066-03-20 5.500000 0.00 275053.34 274930.76 Agency Mortgage-Backed Securities GNMA GNII ET DQ0162 C 549300M8ZYFG0OCMTT87 3618MSFB1 2066-03-20 6.000000 0.00 289941.12 296260.67 Agency Mortgage-Backed Securities GNMA GNCL CL DP8396 549300M8ZYFG0OCMTT87 3618MPKH8 2067-08-15 5.070000 0.00 271886.81 266387.90 Agency Mortgage-Backed Securities GNMA GNPL PN DP3532 549300M8ZYFG0OCMTT87 3618MH4R2 2061-05-15 5.380000 0.00 467670.64 471180.66 Agency Mortgage-Backed Securities GNMA GNPL PN DP3525 549300M8ZYFG0OCMTT87 3618MH4J0 2061-04-15 5.190000 0.00 467244.34 460008.13 Agency Mortgage-Backed Securities GNMA GNII ET DP1179 C 549300M8ZYFG0OCMTT87 3618MFJY5 2066-01-20 5.500000 0.00 269427.22 269307.14 Agency Mortgage-Backed Securities GNMA GNII ET DN9803 C 549300M8ZYFG0OCMTT87 3618MC3L7 2066-02-20 5.500000 0.00 307358.91 307221.93 Agency Mortgage-Backed Securities GNMA GNII ET DN5299 C 549300M8ZYFG0OCMTT87 3618M73G9 2065-11-20 6.500000 0.00 2776405.23 2879461.69 Agency Mortgage-Backed Securities GNMA GNII ET DN4467 C 549300M8ZYFG0OCMTT87 3618M66C7 2065-12-20 6.500000 0.00 1665960.99 1730861.27 Agency Mortgage-Backed Securities GNMA GNII ET DN4462 C 549300M8ZYFG0OCMTT87 3618M65X2 2065-12-20 7.000000 0.00 442668.42 460865.34 Agency Mortgage-Backed Securities GNMA GNII ET DN1187 C 549300M8ZYFG0OCMTT87 3618M3J89 2065-10-20 6.500000 0.00 1668805.86 1733816.97 Agency Mortgage-Backed Securities GNMA GNII ET DJ9622 C 549300M8ZYFG0OCMTT87 3618KWVP5 2065-06-20 7.000000 0.00 602060.34 626588.48 Agency Mortgage-Backed Securities GNMA GNII ET DJ9636 C 549300M8ZYFG0OCMTT87 3618KWV59 2065-06-20 7.000000 0.00 299516.82 311719.54 Agency Mortgage-Backed Securities GNMA GNII ET DJ7386 C 549300M8ZYFG0OCMTT87 3618KUF36 2065-05-20 6.500000 0.00 496516.12 515860.23 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0438 549300M8ZYFG0OCMTT87 3618KLPX9 2061-07-15 5.210000 0.00 1029700.54 1024677.32 Agency Mortgage-Backed Securities GNMA GNII RG DG8906 C 549300M8ZYFG0OCMTT87 3618K53P5 2054-01-20 6.500000 0.00 309385.65 327734.28 Agency Mortgage-Backed Securities GNMA GNII ET DU5776 C 549300M8ZYFG0OCMTT87 3618WHMZ3 2066-08-20 6.000000 0.00 307475.63 314177.67 Agency Mortgage-Backed Securities GNMA GNII ET DU5780 C 549300M8ZYFG0OCMTT87 3618WHM59 2066-08-20 6.000000 0.00 312707.44 319523.52 Agency Mortgage-Backed Securities GNMA GNPL PN DO6595 549300M8ZYFG0OCMTT87 3618V3KG9 2061-07-15 5.960000 0.00 694972.50 713464.79 Agency Mortgage-Backed Securities GNMA GNPL PN DO5690 549300M8ZYFG0OCMTT87 3618V2KB2 2061-05-15 5.190000 0.00 935246.63 930759.31 Agency Mortgage-Backed Securities GNMA GNPL PN DM9071 549300M8ZYFG0OCMTT87 3618M0CG4 2061-05-15 5.330000 0.00 935316.69 935215.37 Agency Mortgage-Backed Securities GNMA GNPL PN DM8470 549300M8ZYFG0OCMTT87 3618LYMT2 2061-06-15 5.950000 0.00 468120.09 488696.47 Agency Mortgage-Backed Securities GNMA GNCL CL DM8145 549300M8ZYFG0OCMTT87 3618LYBN7 2069-05-15 5.260000 0.00 665169.00 660507.72 Agency Mortgage-Backed Securities GNMA GNII RG DL3448 C 549300M8ZYFG0OCMTT87 3618LEZM7 2054-09-20 6.500000 0.00 632874.81 670409.77 Agency Mortgage-Backed Securities GNMA GNII RG DK6945 C 549300M8ZYFG0OCMTT87 3618L6WE5 2054-06-20 6.500000 0.00 255577.94 270735.93 Agency Mortgage-Backed Securities GNMA GNII RG DK6911 C 549300M8ZYFG0OCMTT87 3618L6VC0 2053-12-20 7.000000 0.00 296516.69 310939.07 Agency Mortgage-Backed Securities GNMA GNII RG DK6900 C 549300M8ZYFG0OCMTT87 3618L6UZ0 2054-06-20 6.500000 0.00 331983.86 349880.33 Agency Mortgage-Backed Securities GNMA GNII RG DK6908 C 549300M8ZYFG0OCMTT87 3618L6U98 2053-12-20 6.500000 0.00 263647.09 277859.69 Agency Mortgage-Backed Securities GNMA GNII ET DK6544 C 549300M8ZYFG0OCMTT87 3618L6HV4 2065-06-20 6.500000 0.00 586144.35 608980.92 Agency Mortgage-Backed Securities GNMA GNII ET DK4860 C 549300M8ZYFG0OCMTT87 3618L4MH4 2065-06-20 6.000000 0.00 244278.95 249571.01 Agency Mortgage-Backed Securities GNMA GNII ET DU3303 C 549300M8ZYFG0OCMTT87 3618WEU40 2066-08-20 6.500000 0.00 477234.56 496035.06 Agency Mortgage-Backed Securities GNMA GNII ET DU3595 C 549300M8ZYFG0OCMTT87 3618WE7G9 2066-08-20 6.500000 0.00 255664.88 265736.45 Agency Mortgage-Backed Securities GNMA GNII ET DU3594 C 549300M8ZYFG0OCMTT87 3618WE7F1 2066-08-20 6.000000 0.00 1779370.13 1818155.06 Agency Mortgage-Backed Securities GNMA GNII ET DU1889 C 549300M8ZYFG0OCMTT87 3618WDC26 2066-08-20 6.500000 0.00 355543.88 369550.41 Agency Mortgage-Backed Securities GNMA GNII ET DT8858 C 549300M8ZYFG0OCMTT87 3618W8ZX4 2066-08-20 6.000000 0.00 1211450.25 1237704.80 Agency Mortgage-Backed Securities GNMA GNCL CL CN7575 549300M8ZYFG0OCMTT87 3617F7MY9 2067-02-15 5.450000 0.00 1190493.38 1205381.29 Agency Mortgage-Backed Securities GNMA GNPL PN CL6602 549300M8ZYFG0OCMTT87 3617YEKP4 2064-02-15 3.110000 0.00 276430.10 241461.05 Agency Mortgage-Backed Securities GNMA GNCL CL DJ4690 549300M8ZYFG0OCMTT87 3618KRF74 2067-09-15 5.250000 0.00 704001.38 690829.51 Agency Mortgage-Backed Securities GNMA GNPL PN DS7503 549300M8ZYFG0OCMTT87 3618VUKQ7 2061-09-15 5.650000 0.00 2022000.00 2080606.32 Agency Mortgage-Backed Securities GNMA GNCL CL DK8585 549300M8ZYFG0OCMTT87 3618L8RE7 2067-10-15 6.000000 0.00 1277558.63 1334619.50 Agency Mortgage-Backed Securities GNMA GNPL PN BY5325 549300M8ZYFG0OCMTT87 3617QM4J7 2063-12-15 2.660000 0.00 431396.27 359359.85 Agency Mortgage-Backed Securities GNMA GNCL CL DO7376 549300M8ZYFG0OCMTT87 3618V4FR9 2068-05-15 5.600000 0.00 334262.63 325288.57 Agency Mortgage-Backed Securities GNMA GNPL PN DO5681 549300M8ZYFG0OCMTT87 3618V2J24 2061-04-15 5.030000 0.00 747503.05 726827.61 Agency Mortgage-Backed Securities GNMA GNII ET DT7617 C 549300M8ZYFG0OCMTT87 3618W7PA7 2066-08-20 6.000000 0.00 425748.19 435028.22 Agency Mortgage-Backed Securities GNMA GNPL PN DO5685 549300M8ZYFG0OCMTT87 3618V2J65 2061-05-15 5.440000 0.00 748296.38 753725.51 Agency Mortgage-Backed Securities GNMA GNII ET DT1296 C 549300M8ZYFG0OCMTT87 3618W0NM8 2066-07-20 6.000000 0.00 298349.06 304852.18 Agency Mortgage-Backed Securities GNMA GNII ET DN9558 C 549300M8ZYFG0OCMTT87 3618MCTP0 2065-12-20 5.500000 0.00 557005.37 556765.48 Agency Mortgage-Backed Securities GNMA GNCL CL DT2022 549300M8ZYFG0OCMTT87 3618W1G77 2067-12-15 5.490000 0.00 1318125.00 1289707.54 Agency Mortgage-Backed Securities GNMA GNII ET DV0111 C 549300M8ZYFG0OCMTT87 3618WPDQ5 2066-08-20 6.500000 0.00 820581.19 852397.31 Agency Mortgage-Backed Securities GNMA GNII RG DL3375 C 549300M8ZYFG0OCMTT87 3618LEXC1 2054-07-20 6.500000 0.00 579044.44 613385.64 Agency Mortgage-Backed Securities GNMA GNII ET DJ9634 C 549300M8ZYFG0OCMTT87 3618KWV34 2065-06-20 7.000000 0.00 539799.26 561791.40 Agency Mortgage-Backed Securities GNMA GNII ET DP1148 C 549300M8ZYFG0OCMTT87 3618MFHZ4 2066-01-20 5.500000 0.00 426280.35 426090.38 Agency Mortgage-Backed Securities GNMA GNPL PN DR2935 549300M8ZYFG0OCMTT87 3618VBHL4 2061-06-15 5.440000 0.00 374433.47 377568.35 Agency Mortgage-Backed Securities GNMA GNII ET DU5782 C 549300M8ZYFG0OCMTT87 3618WHM75 2066-08-20 6.000000 0.00 834565.13 852755.31 Agency Mortgage-Backed Securities GNMA GNII RG DL3353 C 549300M8ZYFG0OCMTT87 3618LEWN8 2054-08-20 6.500000 0.00 312531.61 329379.46 Agency Mortgage-Backed Securities GNMA GNPL PN DO5691 549300M8ZYFG0OCMTT87 3618V2KC0 2061-05-15 5.200000 0.00 748201.35 741993.77 Agency Mortgage-Backed Securities GNMA GNCL CL AT8560 549300M8ZYFG0OCMTT87 36194HQM7 2067-05-15 5.830000 0.00 234375.00 241264.30 Agency Mortgage-Backed Securities GNMA GNPL PN AQ9290 549300M8ZYFG0OCMTT87 36191SKB6 2059-02-15 3.700000 0.00 413603.60 330283.70 Agency Mortgage-Backed Securities GNMA GNII ET DV1409 C 549300M8ZYFG0OCMTT87 3618WQR62 2066-08-20 6.000000 0.00 649073.06 663220.91 Agency Mortgage-Backed Securities GNMA GNII ET DV0112 C 549300M8ZYFG0OCMTT87 3618WPDR3 2066-08-20 6.000000 0.00 1181029.88 1206772.78 Agency Mortgage-Backed Securities GNMA GNII ET DU8784 C 549300M8ZYFG0OCMTT87 3618WLXM1 2066-08-20 6.500000 0.00 678588.94 705321.72 Agency Mortgage-Backed Securities GNMA GNII ET DU8783 C 549300M8ZYFG0OCMTT87 3618WLXL3 2066-07-20 6.500000 0.00 663914.06 690068.74 Agency Mortgage-Backed Securities GNMA GNII ET DU8782 C 549300M8ZYFG0OCMTT87 3618WLXK5 2066-08-20 6.500000 0.00 804528.00 836221.31 Agency Mortgage-Backed Securities GNMA GNII ET DU8187 C 549300M8ZYFG0OCMTT87 3618WLCY8 2066-07-20 6.000000 0.00 743698.69 759908.34 Agency Mortgage-Backed Securities GNMA GNII ET DU8180 C 549300M8ZYFG0OCMTT87 3618WLCR3 2065-12-20 7.000000 0.00 570700.88 594524.97 Agency Mortgage-Backed Securities GNMA GNII ET DU8064 C 549300M8ZYFG0OCMTT87 3618WK5Z5 2066-08-20 6.500000 0.00 2140416.00 2224734.83 Agency Mortgage-Backed Securities GNMA GNII ET DU7180 C 549300M8ZYFG0OCMTT87 3618WJ6R5 2066-08-20 6.000000 0.00 399657.19 408368.51 Agency Mortgage-Backed Securities GNMA GNII ET DU6114 C 549300M8ZYFG0OCMTT87 3618WHYK3 2066-07-20 6.000000 0.00 525626.81 537083.90 Agency Mortgage-Backed Securities GNMA GNII ET DU6108 C 549300M8ZYFG0OCMTT87 3618WHYD9 2066-07-20 6.500000 0.00 1308606.00 1360158.10 Agency Mortgage-Backed Securities GNMA GNII ET DU6107 C 549300M8ZYFG0OCMTT87 3618WHYC1 2066-07-20 6.000000 0.00 1043503.31 1066247.51 Agency Mortgage-Backed Securities GNMA GNII ET DT8604 C 549300M8ZYFG0OCMTT87 3618W8RZ8 2066-08-20 6.000000 0.00 418802.63 427931.27 Agency Mortgage-Backed Securities GNMA GNII ET DT8920 C 549300M8ZYFG0OCMTT87 3618W84D2 2066-08-20 6.000000 0.00 1617445.13 1652498.40 Agency Mortgage-Backed Securities GNMA GNII ET DT7576 C 549300M8ZYFG0OCMTT87 3618W7MZ5 2066-08-20 6.500000 0.00 1267227.94 1317148.69 Agency Mortgage-Backed Securities GNMA GNII ET DT5721 C 549300M8ZYFG0OCMTT87 3618W5LA5 2066-06-20 6.500000 0.00 468713.89 487178.25 Agency Mortgage-Backed Securities GNMA GNII ET DT5719 C 549300M8ZYFG0OCMTT87 3618W5K81 2066-06-20 6.500000 0.00 826768.50 859337.11 Agency Mortgage-Backed Securities GNMA GNII ET DT5560 C 549300M8ZYFG0OCMTT87 3618W5E96 2066-08-20 6.000000 0.00 557308.31 569455.40 Agency Mortgage-Backed Securities GNMA GNII ET DT5232 C 549300M8ZYFG0OCMTT87 3618W4Y55 2066-08-20 6.000000 0.00 829436.06 847515.28 Agency Mortgage-Backed Securities GNMA GNPL PN DR2928 549300M8ZYFG0OCMTT87 3618VBHD2 2061-07-15 4.650000 0.00 749325.04 715014.19 Agency Mortgage-Backed Securities GNMA GNPL PN DR2930 549300M8ZYFG0OCMTT87 3618VBHF7 2061-06-15 4.360000 0.00 748558.36 698375.25 Agency Mortgage-Backed Securities GNMA GNII RG DK6834 C 549300M8ZYFG0OCMTT87 3618L6SX8 2054-06-20 6.500000 0.00 377449.64 399020.76 Agency Mortgage-Backed Securities GNMA GNII ET DT3069 C 549300M8ZYFG0OCMTT87 3618W2MS2 2066-07-20 6.500000 0.00 510228.56 530328.34 Agency Mortgage-Backed Securities GNMA GNPL PN DS7487 549300M8ZYFG0OCMTT87 3618VUJ89 2061-07-15 5.540000 0.00 837039.26 851374.95 Agency Mortgage-Backed Securities GNMA GNPL PN DO6590 549300M8ZYFG0OCMTT87 3618V3KB0 2061-07-15 6.030000 0.00 2188559.25 2282503.16 Agency Mortgage-Backed Securities GNMA GNCL CL DQ1947 549300M8ZYFG0OCMTT87 3618MUEU5 2068-05-15 5.230000 0.00 253701.38 252396.17 Agency Mortgage-Backed Securities GNMA GNPL PN CW9046 549300M8ZYFG0OCMTT87 3618FJBP2 2066-09-15 5.700000 0.00 128504.06 131741.47 Agency Mortgage-Backed Securities GNMA GNII RG DL3464 C 549300M8ZYFG0OCMTT87 3618LEZ54 2053-11-20 6.500000 0.00 470461.59 497346.43 Agency Mortgage-Backed Securities GNMA GNPL PN AT8569 549300M8ZYFG0OCMTT87 36194HQW5 2061-07-15 4.980000 0.00 983551.90 963209.09 Agency Mortgage-Backed Securities GNMA GNII ET DK6550 C 549300M8ZYFG0OCMTT87 3618L6H36 2065-06-20 6.000000 0.00 687638.72 702536.41 Agency Mortgage-Backed Securities GNMA GNII ET DJ8170 C 549300M8ZYFG0OCMTT87 3618KVCF0 2065-05-20 6.500000 0.00 269956.10 280308.02 Agency Mortgage-Backed Securities GNMA GNII ET DU3576 C 549300M8ZYFG0OCMTT87 3618WE6M7 2066-08-20 6.000000 0.00 2074823.81 2120046.67 Agency Mortgage-Backed Securities GNMA GNII ET DU6120 C 549300M8ZYFG0OCMTT87 3618WHYR8 2066-07-20 6.000000 0.00 594801.75 607766.05 Agency Mortgage-Backed Securities GNMA GNPL PN CE9963 549300M8ZYFG0OCMTT87 3617W0B84 2064-02-15 2.600000 0.00 1141868.01 929533.85 Agency Mortgage-Backed Securities GNMA GNCL CL DD8094 549300M8ZYFG0OCMTT87 3618J17F4 2067-04-15 6.050000 0.00 389127.38 400142.27 Agency Mortgage-Backed Securities GNMA GNPL PN DM9069 549300M8ZYFG0OCMTT87 3618M0CE9 2061-04-15 5.020000 0.00 467185.92 458778.59 Agency Mortgage-Backed Securities GNMA GNPL PN CU4685 549300M8ZYFG0OCMTT87 3618BNF24 2066-10-15 5.720000 0.00 234375.00 241156.09 Agency Mortgage-Backed Securities GNMA GNPL PN DP3535 549300M8ZYFG0OCMTT87 3618MH4U5 2061-06-15 5.320000 0.00 748835.64 753754.99 Agency Mortgage-Backed Securities GNMA GNPL PN DK0178 549300M8ZYFG0OCMTT87 3618KYFT1 2061-05-15 5.190000 0.00 467623.31 464383.62 Agency Mortgage-Backed Securities GNMA GNII ET DR3134 C 549300M8ZYFG0OCMTT87 3618VBPT8 2066-06-20 6.500000 0.00 420414.05 436975.70 Agency Mortgage-Backed Securities GNMA GNPL PN DR2926 549300M8ZYFG0OCMTT87 3618VBHB6 2061-07-15 4.000000 0.00 468263.78 426468.12 Agency Mortgage-Backed Securities GNMA GNII ET DU6881 C 549300M8ZYFG0OCMTT87 3618WJUE7 2066-07-20 6.000000 0.00 349356.00 356970.91 Agency Mortgage-Backed Securities GNMA GNII ET DU8065 C 549300M8ZYFG0OCMTT87 3618WK6A9 2066-08-20 6.500000 0.00 2708969.81 2815688.78 Agency Mortgage-Backed Securities GNMA GNII ET DN7558 C 549300M8ZYFG0OCMTT87 3618MAMF3 2065-11-20 6.500000 0.00 1910655.93 1992366.40 Agency Mortgage-Backed Securities GNMA GNII ET DS9352 C 549300M8ZYFG0OCMTT87 3618VWL90 2066-06-20 6.500000 0.00 369460.26 384014.66 Agency Mortgage-Backed Securities GNMA GNII ET DT3288 C 549300M8ZYFG0OCMTT87 3618W2UM6 2066-08-20 6.000000 0.00 431182.88 440581.37 Agency Mortgage-Backed Securities GNMA GNII ET DT3068 C 549300M8ZYFG0OCMTT87 3618W2MR4 2066-08-20 6.000000 0.00 240374.44 245613.88 Agency Mortgage-Backed Securities GNMA GNII ET DT2843 C 549300M8ZYFG0OCMTT87 3618W2EQ5 2066-06-20 6.500000 0.00 334777.43 347965.54 Agency Mortgage-Backed Securities GNMA GNII ET DT2562 C 549300M8ZYFG0OCMTT87 3618W1Z35 2066-08-20 6.500000 0.00 1247928.19 1297088.66 Agency Mortgage-Backed Securities GNMA GNII ET DT1308 C 549300M8ZYFG0OCMTT87 3618W0NZ9 2066-08-20 6.500000 0.00 1290471.56 1340506.59 Agency Mortgage-Backed Securities GNMA GNCL CL DF8960 549300M8ZYFG0OCMTT87 3618JS5V2 2067-09-15 5.280000 0.00 872610.94 864459.88 Agency Mortgage-Backed Securities GNMA GNCL CL DF8934 549300M8ZYFG0OCMTT87 3618JS4T8 2067-07-15 5.540000 0.00 459375.00 463420.10 Agency Mortgage-Backed Securities GNMA GNPL PN DF4300 549300M8ZYFG0OCMTT87 3618JMX51 2061-06-15 4.120000 0.00 2330003.16 2142173.06 Agency Mortgage-Backed Securities GNMA GNII ET DF3797 C 549300M8ZYFG0OCMTT87 3618JMGE1 2064-01-20 7.500000 0.00 259482.63 271574.26 Agency Mortgage-Backed Securities GNMA GNCL CL DD4686 549300M8ZYFG0OCMTT87 3618HXF34 2067-01-15 5.500000 0.00 570246.38 576953.23 Agency Mortgage-Backed Securities GNMA GNCL CL DC7268 549300M8ZYFG0OCMTT87 3618HNCD7 2067-05-15 5.730000 0.00 297251.63 306038.68 Agency Mortgage-Backed Securities GNMA GNCL CL CV7768 549300M8ZYFG0OCMTT87 3618F4TZ4 2067-10-15 5.300000 0.00 1043601.38 1013711.24 Agency Mortgage-Backed Securities GNMA GNCL CL CV7761 549300M8ZYFG0OCMTT87 3618F4TS0 2064-10-15 5.040000 0.00 522389.81 474461.07 Agency Mortgage-Backed Securities GNMA GNCL CL CR4188 549300M8ZYFG0OCMTT87 3618AJUM3 2068-02-15 4.280000 0.00 1031250.00 952407.50 Agency Mortgage-Backed Securities GNMA GNCL CL CN0564 549300M8ZYFG0OCMTT87 3617YXTV0 2067-04-15 5.880000 0.00 306310.13 309914.17 Agency Mortgage-Backed Securities GNMA GNCL CL CN0560 549300M8ZYFG0OCMTT87 3617YXTR9 2067-06-15 5.050000 0.00 1417372.31 1359147.13 Agency Mortgage-Backed Securities GNMA GNCL CL CN0569 549300M8ZYFG0OCMTT87 3617YXT24 2067-11-15 5.600000 0.00 375000.00 380931.25 Agency Mortgage-Backed Securities GNMA GNPL PN CJ1386 549300M8ZYFG0OCMTT87 3617XHRF3 2049-01-15 3.300000 0.00 373062.27 309327.57 Agency Mortgage-Backed Securities GNMA GNPL PN CH6585 549300M8ZYFG0OCMTT87 3617WYJ66 2064-01-15 2.430000 0.00 430588.23 353388.50 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M 549300M8ZYFG0OCMTT87 36179YYK4 2054-06-20 6.500000 0.00 806421.04 826994.99 Agency Mortgage-Backed Securities GNMA GNII ET DT1307 C 549300M8ZYFG0OCMTT87 3618W0NY2 2066-08-20 6.000000 0.00 1507281.38 1540135.59 Agency Mortgage-Backed Securities GNMA GNII ET DT1695 C 549300M8ZYFG0OCMTT87 3618W03C2 2066-08-20 6.000000 0.00 384776.06 393162.64 Agency Mortgage-Backed Securities GNMA GNPL PN DT0327 549300M8ZYFG0OCMTT87 3618VYLG0 2061-08-15 5.500000 0.00 491118.75 499865.25 Agency Mortgage-Backed Securities GNMA GNPL PN DT0324 549300M8ZYFG0OCMTT87 3618VYLD7 2061-08-15 4.500000 0.00 890625.00 840875.58 Agency Mortgage-Backed Securities GNMA GNII ET DT0869 C 549300M8ZYFG0OCMTT87 3618VY6E2 2066-08-20 6.000000 0.00 340438.69 347859.23 Agency Mortgage-Backed Securities GNMA GNII ET DT0866 C 549300M8ZYFG0OCMTT87 3618VY6B8 2066-08-20 6.500000 0.00 1714891.69 1782449.27 Agency Mortgage-Backed Securities GNMA GNII ET DT8921 C 549300M8ZYFG0OCMTT87 3618W84E0 2066-08-20 6.500000 0.00 2198528.63 2284864.11 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8662 549300M8ZYFG0OCMTT87 3618N2TT3 2061-06-15 5.850000 0.00 374484.29 385299.77 Agency Mortgage-Backed Securities GNMA GNII ET DT5302 C 549300M8ZYFG0OCMTT87 3618W43K6 2066-07-20 6.000000 0.00 365337.38 373300.63 Agency Mortgage-Backed Securities GNMA GNII ET DT0992 C 549300M8ZYFG0OCMTT87 3618W0C57 2066-06-20 6.500000 0.00 1292630.91 1342748.36 Agency Mortgage-Backed Securities GNMA GNII ET DS4619 C 549300M8ZYFG0OCMTT87 3618VRDY5 2066-07-20 5.500000 0.00 339888.50 339736.69 Agency Mortgage-Backed Securities GNMA GNII ET DS4992 C 549300M8ZYFG0OCMTT87 3618VRRM6 2066-03-20 6.500000 0.00 1318122.78 1370047.16 Agency Mortgage-Backed Securities GNMA GNPL PN DR7525 549300M8ZYFG0OCMTT87 3618VGLE4 2061-06-15 4.730000 0.00 1345786.97 1290451.80 Agency Mortgage-Backed Securities GNMA GNPL PN DG0419 549300M8ZYFG0OCMTT87 3618JVPC5 2061-05-15 4.800000 0.00 935041.46 902871.36 Agency Mortgage-Backed Securities GNMA GNPL PN CN2888 549300M8ZYFG0OCMTT87 3617F2F51 2061-06-15 4.920000 0.00 748762.57 727409.36 Agency Mortgage-Backed Securities GNMA GNPL PN DO6585 549300M8ZYFG0OCMTT87 3618V3J63 2061-05-15 5.720000 0.00 1404246.00 1432750.32 Agency Mortgage-Backed Securities GNMA GNII ET DU3446 C 549300M8ZYFG0OCMTT87 3618WEZK9 2066-07-20 6.000000 0.00 238214.63 243406.75 Agency Mortgage-Backed Securities GNMA GNCL CL DM8122 549300M8ZYFG0OCMTT87 3618LYAX6 2067-12-15 5.630000 0.00 1017253.13 1034883.82 Agency Mortgage-Backed Securities GNMA GNPL PN DS5576 549300M8ZYFG0OCMTT87 3618VSFR6 2061-08-15 5.600000 0.00 1252500.00 1279536.05 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8652 549300M8ZYFG0OCMTT87 3618N2TH9 2056-04-15 4.980000 0.00 466577.12 455730.13 Agency Mortgage-Backed Securities GNMA GNII ET DT5720 C 549300M8ZYFG0OCMTT87 3618W5K99 2066-05-20 6.500000 0.00 472355.56 490963.38 Agency Mortgage-Backed Securities GNMA GNPL PN BW0713 549300M8ZYFG0OCMTT87 3617NRYJ6 2063-03-15 2.750000 0.00 604559.93 496596.21 Agency Mortgage-Backed Securities GNMA GNPL PN DS7496 549300M8ZYFG0OCMTT87 3618VUKH7 2061-08-15 5.580000 0.00 2388787.50 2436799.74 Agency Mortgage-Backed Securities GNMA GNII ET DU1888 C 549300M8ZYFG0OCMTT87 3618WDCZ3 2066-08-20 6.000000 0.00 465747.00 475898.89 Agency Mortgage-Backed Securities GNMA GNII ET DT5722 C 549300M8ZYFG0OCMTT87 3618W5LB3 2066-05-20 6.500000 0.00 520602.94 541111.40 Agency Mortgage-Backed Securities GNMA GNPL PN DS0680 549300M8ZYFG0OCMTT87 3618VLXH3 2061-07-15 5.440000 0.00 562076.11 567532.37 Agency Mortgage-Backed Securities GNMA GNII ET DS5320 C 549300M8ZYFG0OCMTT87 3618VR4D1 2066-05-20 5.500000 0.00 389283.50 389110.01 Agency Mortgage-Backed Securities GNMA GNII ET DO5513 C 549300M8ZYFG0OCMTT87 3618V2DS3 2065-11-20 6.500000 0.00 634768.43 659496.90 Agency Mortgage-Backed Securities GNMA GNCL CL DP9189 549300M8ZYFG0OCMTT87 3618MQF66 2066-03-15 5.610000 0.00 655784.63 669147.55 Agency Mortgage-Backed Securities GNMA GNPL PN DS5554 549300M8ZYFG0OCMTT87 3618VSE30 2061-07-15 5.590000 0.00 749453.86 765074.22 Agency Mortgage-Backed Securities GNMA GNII ET DS9370 C 549300M8ZYFG0OCMTT87 3618VWMT5 2066-05-20 6.500000 0.00 290317.61 301753.99 Agency Mortgage-Backed Securities GNMA GNII ET DS9170 C 549300M8ZYFG0OCMTT87 3618VWFK2 2066-07-20 6.000000 0.00 583266.75 595980.22 Agency Mortgage-Backed Securities GNMA GNII ET DS8976 C 549300M8ZYFG0OCMTT87 3618VV6M0 2066-08-20 6.000000 0.00 1897321.88 1938677.80 Agency Mortgage-Backed Securities GNMA GNPL PN DS7505 549300M8ZYFG0OCMTT87 3618VUKS3 2061-09-15 5.740000 0.00 1282631.25 1323684.86 Agency Mortgage-Backed Securities GNMA GNPL PN DS7480 549300M8ZYFG0OCMTT87 3618VUJZ9 2061-07-15 5.420000 0.00 468395.14 472247.54 Agency Mortgage-Backed Securities GNMA GNPL PN DS7488 549300M8ZYFG0OCMTT87 3618VUJ97 2061-07-15 5.470000 0.00 749438.66 758380.46 Agency Mortgage-Backed Securities GNMA GNPL PN DS5577 549300M8ZYFG0OCMTT87 3618VSFS4 2061-08-15 5.600000 0.00 1500000.00 1532378.50 Agency Mortgage-Backed Securities GNMA GNPL PN DS5575 549300M8ZYFG0OCMTT87 3618VSFQ8 2061-08-15 5.600000 0.00 1560000.00 1593673.64 Agency Mortgage-Backed Securities GNMA GNPL PN DS5553 549300M8ZYFG0OCMTT87 3618VSE22 2061-07-15 5.210000 0.00 749308.90 745653.52 Agency Mortgage-Backed Securities GNMA GNII ET DS5189 C 549300M8ZYFG0OCMTT87 3618VRXS6 2066-04-20 5.500000 0.00 579791.93 579533.54 Agency Mortgage-Backed Securities GNMA GNII ET DS5280 C 549300M8ZYFG0OCMTT87 3618VR2M3 2066-05-20 5.500000 0.00 298745.87 298612.73 Agency Mortgage-Backed Securities GNMA GNPL PN DS2202 549300M8ZYFG0OCMTT87 3618VNNT4 2061-08-15 5.050000 0.00 468750.00 459794.69 Agency Mortgage-Backed Securities GNMA GNPL PN DS2198 549300M8ZYFG0OCMTT87 3618VNNP2 2061-07-15 5.350000 0.00 749423.12 753330.11 Agency Mortgage-Backed Securities GNMA GNPL PN DS2197 549300M8ZYFG0OCMTT87 3618VNNN7 2061-08-15 5.300000 0.00 468750.00 466751.56 Agency Mortgage-Backed Securities GNMA GNPL PN DS2212 549300M8ZYFG0OCMTT87 3618VNN56 2061-09-15 5.670000 0.00 2746368.75 2819946.71 Agency Mortgage-Backed Securities GNMA GNII ET DS0918 C 549300M8ZYFG0OCMTT87 3618VMAT0 2066-07-20 6.000000 0.00 631186.13 644944.09 Agency Mortgage-Backed Securities GNMA GNPL PN DR7529 549300M8ZYFG0OCMTT87 3618VGLJ3 2061-07-15 5.390000 0.00 1257540.75 1260545.85 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 549300M8ZYFG0OCMTT87 3618VGLB0 2061-06-15 4.570000 0.00 1157262.05 1136300.95 Agency Mortgage-Backed Securities GNMA GNPL PN DR7547 549300M8ZYFG0OCMTT87 3618VGL46 2061-07-15 4.830000 0.00 936689.36 905668.08 Agency Mortgage-Backed Securities GNMA GNII ET DR5636 C 549300M8ZYFG0OCMTT87 3618VEHM6 2066-04-20 5.500000 0.00 906530.30 906125.38 Agency Mortgage-Backed Securities GNMA GNII ET DR3132 C 549300M8ZYFG0OCMTT87 3618VBPR2 2066-05-20 6.500000 0.00 350684.70 364499.46 Agency Mortgage-Backed Securities GNMA GNPL PN DR2938 549300M8ZYFG0OCMTT87 3618VBHP5 2061-07-15 5.340000 0.00 749421.80 748446.06 Agency Mortgage-Backed Securities GNMA GNPL PN DR2929 549300M8ZYFG0OCMTT87 3618VBHE0 2061-05-15 4.890000 0.00 748072.11 726169.31 Agency Mortgage-Backed Securities GNMA GNPL PN DR2920 549300M8ZYFG0OCMTT87 3618VBG50 2061-05-15 5.420000 0.00 467680.39 472031.53 Agency Mortgage-Backed Securities GNMA GNII ET DR1232 C 549300M8ZYFG0OCMTT87 3618V9LM2 2066-03-20 5.500000 0.00 385412.02 385239.87 Agency Mortgage-Backed Securities GNMA GNCL CL DO8105 549300M8ZYFG0OCMTT87 3618V5AE0 2068-06-15 5.350000 0.00 937500.00 933536.56 Agency Mortgage-Backed Securities GNMA GNPL PN DO7371 549300M8ZYFG0OCMTT87 3618V4FL2 2061-05-15 5.420000 0.00 935360.78 944063.06 Agency Mortgage-Backed Securities GNMA GNPL PN DO7387 549300M8ZYFG0OCMTT87 3618V4F40 2061-05-15 4.457000 0.00 934742.27 884799.15 Agency Mortgage-Backed Securities GNMA GNPL PN DO6598 549300M8ZYFG0OCMTT87 3618V3KK0 2061-07-15 5.920000 0.00 1962287.25 2012277.17 Agency Mortgage-Backed Securities GNMA GNPL PN DO6596 549300M8ZYFG0OCMTT87 3618V3KH7 2061-07-15 5.920000 0.00 2752665.94 2822791.02 Agency Mortgage-Backed Securities GNMA GNII ET DK4855 C 549300M8ZYFG0OCMTT87 3618L4MC5 2065-06-20 6.000000 0.00 291580.57 297897.37 Agency Mortgage-Backed Securities GNMA GNII ET DI7892 C 549300M8ZYFG0OCMTT87 3618NRXV8 2065-04-20 6.500000 0.00 1008028.30 1047300.75 Agency Mortgage-Backed Securities GNMA GNII JM MB1333 M 549300M8ZYFG0OCMTT87 3618N6PT8 2056-08-20 6.000000 0.00 961576.13 968037.92 Agency Mortgage-Backed Securities GNMA GNII JM MB1273 M 549300M8ZYFG0OCMTT87 3618N6MX2 2056-07-20 5.500000 0.00 489505.72 487176.33 Agency Mortgage-Backed Securities GNMA GNII JM MB0984 M 549300M8ZYFG0OCMTT87 3618N6CW5 2056-03-20 5.000000 0.00 330960.73 323246.59 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7052 549300M8ZYFG0OCMTT87 3618N0ZR4 2061-09-15 4.740000 0.00 2632621.88 2531721.38 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-08 N N N 0.0367 150000000.00 150000000.00 0.0045 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.690000% ARP1L9371 RUC0QBLBRPRCU4W1NE59 N/A 0000009622 ARP1L9371_3.69_0908 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 CLTA7454 S6XOOCT0IEG5ABCC6L87 3142JWH82 2056-03-01 5.000000 0.00 5191134.61 5040330.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6005 S6XOOCT0IEG5ABCC6L87 3142GWU72 2056-03-01 5.000000 0.00 6940301.09 6743451.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5675 S6XOOCT0IEG5ABCC6L87 3142GWJV2 2056-01-01 5.000000 0.00 5423712.90 5339974.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3065 S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.500000 0.00 5698872.03 5717269.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 S6XOOCT0IEG5ABCC6L87 31426WXN5 2055-08-01 5.500000 0.00 4640301.75 4627551.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0353 B1V7KEBTPIMZEU4LTD58 3140Y6MB3 2055-01-01 5.000000 0.00 4777991.37 4642208.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5252 B1V7KEBTPIMZEU4LTD58 3140W5ZS6 2056-03-01 5.000000 0.00 7376621.63 7174462.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3755 B1V7KEBTPIMZEU4LTD58 3140W4E52 2055-12-01 5.000000 0.00 5405334.14 5249047.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9978 B1V7KEBTPIMZEU4LTD58 3140QWCQ3 2055-02-01 5.500000 0.00 5096641.10 5098283.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6852 B1V7KEBTPIMZEU4LTD58 3140QSTJ0 2053-08-01 4.500000 0.00 5842166.48 5539863.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5099 B1V7KEBTPIMZEU4LTD58 3140QQUZ6 2052-11-01 4.500000 0.00 2253096.07 2141790.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5778 S6XOOCT0IEG5ABCC6L87 3132DTM31 2054-07-01 6.000000 0.00 5295143.34 5394639.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7461 S6XOOCT0IEG5ABCC6L87 3142JWJF4 2056-03-01 5.000000 0.00 5190517.81 5039731.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4836 S6XOOCT0IEG5ABCC6L87 3142GVLS8 2055-09-01 5.500000 0.00 940131.70 944372.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7455 S6XOOCT0IEG5ABCC6L87 3142JWH90 2056-03-01 5.000000 0.00 5262422.27 5109547.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3448 S6XOOCT0IEG5ABCC6L87 31427QZN5 2055-12-01 5.000000 0.00 6646726.43 6454201.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1950 S6XOOCT0IEG5ABCC6L87 31427PEY6 2055-07-01 6.500000 0.00 5210863.06 5449227.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2037 B1V7KEBTPIMZEU4LTD58 3140Y8HP4 2056-02-01 5.500000 0.00 4830490.00 4835336.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7460 S6XOOCT0IEG5ABCC6L87 3142JWJE7 2056-03-01 5.000000 0.00 5201994.90 5050870.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4818 S6XOOCT0IEG5ABCC6L87 3142JTK85 2056-01-01 5.000000 0.00 6685701.21 6491479.36 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-24 N N N 0.0369 100000000.00 100000000.00 0.0030 N N Y N Societe Generale SG Americas Securities LLC 3.660000% ARP1LBBF9 254900J6B390XMPVLV82 N/A 0001261467 ARP1LBBF9_3.66_0902 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRQ0064 S6XOOCT0IEG5ABCC6L87 3142J6CA9 2055-11-01 5.500000 0.00 18108061.99 18044744.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 S6XOOCT0IEG5ABCC6L87 3142GVUM1 2055-10-01 5.500000 0.00 19755291.90 19795579.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 S6XOOCT0IEG5ABCC6L87 3142GUTZ6 2055-05-01 6.000000 0.00 14193896.76 14438400.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 S6XOOCT0IEG5ABCC6L87 3142GUD75 2055-03-01 6.000000 0.00 7152673.27 7380843.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 S6XOOCT0IEG5ABCC6L87 3142GSNT1 2054-08-01 5.500000 0.00 12246205.44 12305138.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 S6XOOCT0IEG5ABCC6L87 31427TW85 2054-02-01 6.500000 0.00 29065044.62 30139773.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3325 S6XOOCT0IEG5ABCC6L87 31427QVT6 2055-10-01 6.000000 0.00 20612776.60 21167260.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1707 S6XOOCT0IEG5ABCC6L87 31427N3R8 2055-03-01 5.500000 0.00 21935057.66 21982488.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 B1V7KEBTPIMZEU4LTD58 31418FLQ8 2055-06-01 5.000000 0.00 13956880.06 13552642.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 B1V7KEBTPIMZEU4LTD58 3140Y9FC3 2056-06-01 6.000000 0.00 21676200.67 22294384.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1223 B1V7KEBTPIMZEU4LTD58 3140Y7LD8 2055-10-01 5.500000 0.00 21947307.83 21978480.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 B1V7KEBTPIMZEU4LTD58 3140Y7DL9 2055-09-01 5.500000 0.00 17490041.36 17660505.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1672 B1V7KEBTPIMZEU4LTD58 3140Y72E7 2055-12-01 5.000000 0.00 15826538.56 15564619.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0524 B1V7KEBTPIMZEU4LTD58 3140Y6SN1 2055-06-01 5.500000 0.00 22725123.62 22676431.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4175 S6XOOCT0IEG5ABCC6L87 31427RT91 2056-02-01 5.000000 0.00 14508391.60 14138248.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5053 B1V7KEBTPIMZEU4LTD58 3140W5TK0 2056-04-01 5.500000 0.00 11302645.90 11318609.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2487 S6XOOCT0IEG5ABCC6L87 31427PXR0 2054-09-01 6.500000 0.00 16702213.34 17460037.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1131 S6XOOCT0IEG5ABCC6L87 31427NHH5 2055-05-01 5.000000 0.00 19561023.01 19127876.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4558 S6XOOCT0IEG5ABCC6L87 31427SB49 2053-10-01 4.500000 0.00 24355890.73 23168224.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 S6XOOCT0IEG5ABCC6L87 3142GU2W2 2055-06-01 6.000000 0.00 12897803.26 13221022.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9795 B1V7KEBTPIMZEU4LTD58 3140QV3D4 2055-01-01 5.500000 0.00 13282001.28 13368777.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5808 S6XOOCT0IEG5ABCC6L87 31427TN28 2056-06-01 5.000000 0.00 16473799.12 15998376.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6163 S6XOOCT0IEG5ABCC6L87 3142GWZ51 2056-02-01 5.000000 0.00 20959309.48 20445736.54 Agency Mortgage-Backed Securities USTR BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 59.85 59.83 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 399000000.00 399000000.00 0.0121 N N Y N Bank of Montreal Bank of Montreal/US 3.670000% ARP1LBBG7 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 ARP1LBBG7_3.67_0903 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 ET DV0240 C 549300M8ZYFG0OCMTT87 3618WPHR9 2066-08-20 6.500000 0.00 5445402.96 5659917.35 Agency Mortgage-Backed Securities GNMA GNII ET DV0239 C 549300M8ZYFG0OCMTT87 3618WPHQ1 2066-08-20 6.000000 0.00 4193929.18 4285344.26 Agency Mortgage-Backed Securities GNMA GNII ET DV0237 C 549300M8ZYFG0OCMTT87 3618WPHN8 2066-08-20 6.000000 0.00 4163173.88 4253918.58 Agency Mortgage-Backed Securities GNMA GNII ET DU7305 C 549300M8ZYFG0OCMTT87 3618WKDJ2 2066-08-20 6.000000 0.00 6445380.06 6585870.01 Agency Mortgage-Backed Securities GNMA GNII ET DU4565 C 549300M8ZYFG0OCMTT87 3618WGCA1 2066-07-20 6.000000 0.00 5043526.97 5153460.73 Agency Mortgage-Backed Securities GNMA GNII ET DU4387 C 549300M8ZYFG0OCMTT87 3618WF2U0 2066-07-20 6.000000 0.00 4418962.82 4515282.95 Agency Mortgage-Backed Securities GNMA GNPL PN DU1449 549300M8ZYFG0OCMTT87 3618WCTE4 2061-07-15 6.030000 0.00 3352421.67 3496324.37 Agency Mortgage-Backed Securities GNMA GNII ET DT6299 C 549300M8ZYFG0OCMTT87 3618W57L7 2066-06-20 6.000000 0.00 4328451.79 4422799.05 Agency Mortgage-Backed Securities GNMA GNII ET DT6298 C 549300M8ZYFG0OCMTT87 3618W57K9 2066-06-20 6.000000 0.00 3783975.01 3866450.53 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 549300M8ZYFG0OCMTT87 3618VGLB0 2061-06-15 4.570000 0.00 2065021.57 2027618.52 Agency Mortgage-Backed Securities GNMA GNPL PN DO6602 549300M8ZYFG0OCMTT87 3618V3KP9 2061-07-15 6.030000 0.00 6687826.05 6974900.98 Agency Mortgage-Backed Securities GNMA GNPL PN DO6600 549300M8ZYFG0OCMTT87 3618V3KM6 2061-07-15 6.030000 0.00 6177305.01 6442465.82 Agency Mortgage-Backed Securities GNMA GNPL PN DO6597 549300M8ZYFG0OCMTT87 3618V3KJ3 2059-07-15 5.920000 0.00 3349598.54 3434806.75 Agency Mortgage-Backed Securities GNMA GNPL PN DO6592 549300M8ZYFG0OCMTT87 3618V3KD6 2061-07-15 6.030000 0.00 6449582.92 6726431.27 Agency Mortgage-Backed Securities GNMA GNPL PN DO6587 549300M8ZYFG0OCMTT87 3618V3J89 2061-07-15 6.030000 0.00 7317468.76 7631571.10 Agency Mortgage-Backed Securities GNMA GNII ET DO4369 C 549300M8ZYFG0OCMTT87 3618V02A8 2065-11-20 6.500000 0.00 3277153.35 3404833.43 Agency Mortgage-Backed Securities GNMA GNII JM MB1332 M 549300M8ZYFG0OCMTT87 3618N6PS0 2056-08-20 5.500000 0.00 1177026.35 1174334.88 Agency Mortgage-Backed Securities GNMA GNII ET DQ5054 C 549300M8ZYFG0OCMTT87 3618MXTK5 2066-05-20 5.500000 0.00 5000410.54 4998177.02 Agency Mortgage-Backed Securities GNMA GNII ET DQ5270 C 549300M8ZYFG0OCMTT87 3618MX2B4 2066-06-20 5.500000 0.00 4949243.61 4947032.95 Agency Mortgage-Backed Securities GNMA GNII ET DN4461 C 549300M8ZYFG0OCMTT87 3618M65W4 2065-12-20 6.500000 0.00 4619197.78 4799160.18 Agency Mortgage-Backed Securities GNMA GNII ET DN1186 C 549300M8ZYFG0OCMTT87 3618M3J71 2065-09-20 6.500000 0.00 4558019.77 4735603.26 Agency Mortgage-Backed Securities GNMA GNCL CL DC2112 549300M8ZYFG0OCMTT87 3618HGKZ4 2051-03-15 6.740000 0.00 7774817.87 8301924.61 Agency Mortgage-Backed Securities GNMA GNPL PN CT3702 549300M8ZYFG0OCMTT87 3618B9DF8 2050-11-15 6.610000 0.00 4756599.32 5096407.60 Agency Mortgage-Backed Securities GNMA GNPL PN BD8025 549300M8ZYFG0OCMTT87 3617BP4J6 2059-07-15 3.360000 0.00 5411995.32 5260632.63 Agency Mortgage-Backed Securities GNMA GNPL PN DU1634 549300M8ZYFG0OCMTT87 3618WCY73 2061-08-15 5.500000 0.00 4059739.14 4117214.22 Agency Mortgage-Backed Securities GNMA GNII ET DS8997 C 549300M8ZYFG0OCMTT87 3618VV7J6 2066-08-20 6.000000 0.00 4772637.94 4876667.13 Agency Mortgage-Backed Securities GNMA GNPL PN DS5574 549300M8ZYFG0OCMTT87 3618VSFP0 2061-09-15 5.300000 0.00 3565357.14 3562981.43 Agency Mortgage-Backed Securities GNMA GNII ET DT7575 C 549300M8ZYFG0OCMTT87 3618W7MY8 2066-08-20 6.000000 0.00 3337244.95 3409986.88 Agency Mortgage-Backed Securities GNMA GNII ET DO4368 C 549300M8ZYFG0OCMTT87 3618V0Z95 2065-10-20 6.500000 0.00 3205076.45 3329935.55 Agency Mortgage-Backed Securities GNMA GNII ET DU4564 C 549300M8ZYFG0OCMTT87 3618WGB95 2066-07-20 6.000000 0.00 4794383.22 4898881.59 Agency Mortgage-Backed Securities GNMA GNII ET DV0238 C 549300M8ZYFG0OCMTT87 3618WPHP3 2066-08-20 6.000000 0.00 4300197.68 4393929.09 Agency Mortgage-Backed Securities GNMA GNII ET DO4363 C 549300M8ZYFG0OCMTT87 3618V0Z46 2065-11-20 6.500000 0.00 5089804.48 5288096.48 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-03 2026-09-03 2026-09-03 N N N 0.0367 149000000.00 149000000.00 0.0045 N N Y N Societe Generale SG Americas Securities LLC 3.670000% ARP1LCRS2 254900J6B390XMPVLV82 N/A 0001261467 ARP1LCRS2_3.67_0903 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 G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 4400000.00 4277326.09 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 5700000.00 5589170.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 7600000.00 7452626.66 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 7000000.00 6873298.78 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 37962892.93 37732835.74 U.S. Treasuries (including strips) USTR 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 24000000.00 23104707.13 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 7999860.00 6900405.15 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 28928820.00 26908276.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 15000000.00 14479050.00 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 21561960.00 19797170.64 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 58775960.00 46632189.91 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4797400.00 4356929.85 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-03 2026-09-03 2026-09-03 N N N 0.0367 200000000.00 200000000.00 0.0061 N N Y N Bank of Montreal Bank of Montreal/US 3.670000% ARP1LEUD7 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 ARP1LEUD7_3.67_0908 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 CLQZ6949 S6XOOCT0IEG5ABCC6L87 31427GWK6 2055-11-01 5.000000 0.00 4568310.30 4440240.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4956 B1V7KEBTPIMZEU4LTD58 3140W5QJ6 2055-10-01 5.500000 0.00 4820146.19 4825001.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3283 S6XOOCT0IEG5ABCC6L87 31427QUH3 2055-11-01 5.000000 0.00 4133765.49 4023012.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9240 B1V7KEBTPIMZEU4LTD58 3140URHS0 2056-09-01 5.500000 0.00 4256984.80 4242108.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6164 S6XOOCT0IEG5ABCC6L87 31427TZ66 2052-05-01 2.500000 0.00 6869992.39 5714104.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6014 B1V7KEBTPIMZEU4LTD58 3140W6VG4 2052-06-01 3.000000 0.00 6849106.68 5937333.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3491 S6XOOCT0IEG5ABCC6L87 31427Q2Z4 2055-12-01 5.000000 0.00 2871379.41 2790000.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0100 S6XOOCT0IEG5ABCC6L87 3142JCDE7 2041-07-01 4.500000 0.00 5830067.54 5721902.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0086 B1V7KEBTPIMZEU4LTD58 3140Y6CY4 2055-03-01 5.000000 0.00 4678397.50 4576579.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 5369267.79 4792263.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8067 B1V7KEBTPIMZEU4LTD58 3140XP6D6 2053-04-01 5.000000 0.00 4872630.84 4773485.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4977 B1V7KEBTPIMZEU4LTD58 3140XLQ76 2053-05-01 5.000000 0.00 5876713.04 5757443.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6437 B1V7KEBTPIMZEU4LTD58 3140W7EK2 2052-03-01 2.000000 0.00 6858227.23 5449030.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0628 B1V7KEBTPIMZEU4LTD58 3140W0VW2 2055-02-01 5.500000 0.00 6290627.43 6299518.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7665 B1V7KEBTPIMZEU4LTD58 3140UPQT2 2056-09-01 5.500000 0.00 5642780.00 5652617.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1328 B1V7KEBTPIMZEU4LTD58 3140MSPN9 2052-11-01 5.000000 0.00 5261000.78 5137170.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0338 B1V7KEBTPIMZEU4LTD58 3140FXLU4 2059-01-01 4.500000 0.00 4765816.70 4489999.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9893 S6XOOCT0IEG5ABCC6L87 3142KB7F1 2056-07-01 5.500000 0.00 4563443.75 4570053.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7763 S6XOOCT0IEG5ABCC6L87 3142JWTV8 2056-03-01 5.000000 0.00 4227389.22 4105106.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7453 S6XOOCT0IEG5ABCC6L87 3142JWH74 2056-03-01 4.500000 0.00 4452750.15 4206513.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7077 S6XOOCT0IEG5ABCC6L87 3142GX2K2 2056-07-01 6.500000 0.00 5311519.65 5546101.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5544 S6XOOCT0IEG5ABCC6L87 3142GWES4 2055-12-01 6.000000 0.00 4561437.29 4666322.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4834 S6XOOCT0IEG5ABCC6L87 3142GVLQ2 2055-09-01 5.500000 0.00 4077089.90 4062833.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4152 S6XOOCT0IEG5ABCC6L87 3142GUTJ2 2055-05-01 5.500000 0.00 5932982.97 5912237.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2242 S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.500000 0.00 4323556.05 4332982.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL5597 S6XOOCT0IEG5ABCC6L87 31427TGF7 2052-10-01 4.000000 0.00 6080362.50 5614268.26 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSL6172 S6XOOCT0IEG5ABCC6L87 31427T2E5 2052-03-01 1.500000 0.00 7488943.77 5609114.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2361 S6XOOCT0IEG5ABCC6L87 31427PTT1 2055-09-01 5.500000 0.00 4301197.05 4300531.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0306 B1V7KEBTPIMZEU4LTD58 3140Y6KU3 2055-04-01 7.000000 0.00 3794455.61 4032088.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0451 B1V7KEBTPIMZEU4LTD58 3140AMQD6 2054-10-01 5.500000 0.00 5208187.74 5190471.22 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL4169 S6XOOCT0IEG5ABCC6L87 31427RT34 2052-02-01 2.000000 0.00 5337111.03 4265486.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0259 B1V7KEBTPIMZEU4LTD58 3140Y6JD3 2055-04-01 6.000000 0.00 4476642.12 4616805.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5607 S6XOOCT0IEG5ABCC6L87 31427TGR1 2054-12-01 5.500000 0.00 5263832.16 5263133.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9909 B1V7KEBTPIMZEU4LTD58 3140N3AK5 2052-10-01 4.500000 0.00 4283443.28 4069258.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4903 B1V7KEBTPIMZEU4LTD58 3140W5NV2 2052-08-01 3.500000 0.00 4703464.54 4212924.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6521 B1V7KEBTPIMZEU4LTD58 3140W7G79 2052-05-01 2.500000 0.00 6001932.25 4993333.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6527 B1V7KEBTPIMZEU4LTD58 3140W7HD5 2053-10-01 3.500000 0.00 5041930.37 4501665.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFA6692 B1V7KEBTPIMZEU4LTD58 3140W7NJ5 2041-05-01 4.000000 0.00 4973569.20 4784804.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS0830 B1V7KEBTPIMZEU4LTD58 3140XF4Q1 2052-02-01 4.000000 0.00 5952544.80 5486539.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7497 B1V7KEBTPIMZEU4LTD58 3140XPKK4 2052-05-01 2.500000 0.00 5580970.67 4664627.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0602 B1V7KEBTPIMZEU4LTD58 3140Y6U40 2055-06-01 6.500000 0.00 5980457.49 6268133.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6189 B1V7KEBTPIMZEU4LTD58 31418F2X4 2041-09-01 4.500000 0.00 4201599.40 4123647.13 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-15 N N N 0.0367 200000000.00 200000000.00 0.0061 N N Y N Societe Generale SG Americas Securities LLC 3.670000% ARP1LEXW2 254900J6B390XMPVLV82 N/A 0001261467 ARP1LEXW2_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FCSB 1.46 FCOR 23-26 JM 254900C5LP6DN9OP9V83 3133ENFP0 2026-11-30 1.460000 0.00 1000000.00 997410.00 Agency Debentures and Agency Strips FHLB 3.625 FHLB 26 G7372 2549001DPIFGXC1TOL40 3130B2PJ8 2026-09-04 3.625000 0.00 2000000.00 2035365.83 Agency Debentures and Agency Strips FNMA 1.875 FNSM A 09/26 B1V7KEBTPIMZEU4LTD58 3135G0Q22 2026-09-24 1.875000 0.00 4500000.00 4530316.87 Agency Debentures and Agency Strips FMAC 0.80 FMNT GB21-26C7 S6XOOCT0IEG5ABCC6L87 3134GW4C7 2026-10-27 0.800000 0.00 1178000.00 1175671.75 Agency Debentures and Agency Strips FCSB 3.61 FCOR 26-27 OL 254900C5LP6DN9OP9V83 3133ETL96 2027-10-27 3.610000 0.00 2000000.00 2009778.89 Agency Debentures and Agency Strips FNMA FNMS 05.000 CLFA4584 B1V7KEBTPIMZEU4LTD58 3140W5CW2 2056-02-01 5.000000 0.00 10580837.68 10296992.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3627 B1V7KEBTPIMZEU4LTD58 3140QPA56 2052-05-01 4.000000 0.00 39173692.00 36168808.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 9863367.40 9620567.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6865 B1V7KEBTPIMZEU4LTD58 3140KSTX5 2051-12-01 2.000000 0.00 17546153.61 13969013.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8217 S6XOOCT0IEG5ABCC6L87 3133KQDW3 2052-11-01 6.000000 0.00 13493101.37 13837107.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0537 S6XOOCT0IEG5ABCC6L87 3132ACS27 2048-03-01 3.500000 0.00 259297.64 236579.45 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 65626837.83 65639525.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5.000000 0.00 21908673.69 21274081.66 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 66690349.00 66888508.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 B1V7KEBTPIMZEU4LTD58 31418FTB3 2056-01-01 5.500000 0.00 18434613.20 18370153.50 Agency Mortgage-Backed Securities GNMA GNII SF MB1219 M 549300M8ZYFG0OCMTT87 3618N6K97 2056-06-20 6.500000 0.00 99507721.00 103333461.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0110 S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 22355035.38 21705547.09 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 4871028.75 4871873.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3604 S6XOOCT0IEG5ABCC6L87 3132E0AD4 2053-08-01 5.500000 0.00 33103390.00 33650964.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 15989364.20 16002288.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 15752021.80 15764754.68 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 75944838.00 75970152.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 23720464.35 23742840.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 5.500000 0.00 4807700.25 4808629.74 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4.000000 0.00 28662485.30 26513467.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5259 S6XOOCT0IEG5ABCC6L87 3142GVZZ7 2055-11-01 6.500000 0.00 13191612.79 13854592.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5853 B1V7KEBTPIMZEU4LTD58 31418FQF7 2055-10-01 5.500000 0.00 16956256.00 16896965.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 B1V7KEBTPIMZEU4LTD58 31418FNH6 2055-08-01 5.000000 0.00 21346669.15 20728377.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2850 B1V7KEBTPIMZEU4LTD58 3140Y9EY6 2056-06-01 5.500000 0.00 108545925.77 108598498.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5831 B1V7KEBTPIMZEU4LTD58 3140XMPR1 2053-09-01 5.500000 0.00 24861748.85 25181802.42 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 34254200.00 33842867.56 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 48545360.00 47003733.87 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 47663000.00 47377106.19 U.S. Treasuries (including strips) FNMA FNMS 05.500 CLMA5822 B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.500000 0.00 19349710.25 19282050.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 86794408.23 84653334.87 Agency Mortgage-Backed Securities GNMA GNII SF MB0815 M 549300M8ZYFG0OCMTT87 3618N53Z0 2055-12-20 6.000000 0.00 9083096.70 9270844.31 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1000000000.00 1000000000.00 0.0303 N Y Y N Fixed Income Clearing Corp. - BNYM Bank of New York Mellon Corp. (The) 3.670000% ARP1LEYO9 N/A N/A 0001497973 ARP1LEYO9_3.67_0901 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 04.500 CLTA1241 S6XOOCT0IEG5ABCC6L87 3142JPLX7 2055-12-01 4.500000 0.00 1688594.33 1606770.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 46936.96 45702.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3243 S6XOOCT0IEG5ABCC6L87 3132A3S84 2041-05-01 4.500000 0.00 30170.29 29422.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKAZ1909 B1V7KEBTPIMZEU4LTD58 3138YTDP6 2045-06-01 3.000000 0.00 34.93 30.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO2994 B1V7KEBTPIMZEU4LTD58 3140JXKG2 2049-09-01 4.000000 0.00 21482.28 20030.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ0697 B1V7KEBTPIMZEU4LTD58 3140KKX33 2050-09-01 2.000000 0.00 215528.94 170914.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2015 B1V7KEBTPIMZEU4LTD58 3140NJGZ1 2053-05-01 6.000000 0.00 1469958.48 1502372.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2879 B1V7KEBTPIMZEU4LTD58 31418CFV1 2047-01-01 4.000000 0.00 124.10 116.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I3BF0154 B1V7KEBTPIMZEU4LTD58 3140FXE40 2046-11-01 3.500000 0.00 26884.91 24862.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0933 S6XOOCT0IEG5ABCC6L87 3142GRBB5 2054-02-01 6.000000 0.00 22277862.54 22963107.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 S6XOOCT0IEG5ABCC6L87 3131WQZ59 2040-12-01 4.000000 0.00 842282.18 806853.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3RZT2054 S6XOOCT0IEG5ABCC6L87 3132AEH74 2032-11-01 3.000000 0.00 65.11 62.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM8672 B1V7KEBTPIMZEU4LTD58 3140XCT65 2046-11-01 4.000000 0.00 46954.98 43804.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7829 B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.500000 0.00 16808.10 16772.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2128 B1V7KEBTPIMZEU4LTD58 3140BSLJ4 2055-10-01 6.000000 0.00 2089282.64 2143649.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8370 S6XOOCT0IEG5ABCC6L87 3132D6JP6 2040-03-01 4.500000 0.00 1064961.86 1048497.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I6BF0829 B1V7KEBTPIMZEU4LTD58 3140FX4P4 2064-06-01 2.500000 0.00 30167628.16 24168111.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2984 S6XOOCT0IEG5ABCC6L87 31427QJ60 2055-10-01 5.500000 0.00 64961.71 65496.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3244 S6XOOCT0IEG5ABCC6L87 3142GTTA4 2055-01-01 5.000000 0.00 886.37 867.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1472 S6XOOCT0IEG5ABCC6L87 3132CXT51 2032-01-01 2.500000 0.00 1163205.75 1127507.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7477 S6XOOCT0IEG5ABCC6L87 3142K9JX4 2056-07-01 5.000000 0.00 1189482.03 1158094.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0104 B1V7KEBTPIMZEU4LTD58 3140FXDJ8 2056-02-01 4.000000 0.00 239494.98 220479.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3LZL0797 S6XOOCT0IEG5ABCC6L87 3131XF3E8 2038-08-01 5.000000 0.00 36971.84 36665.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 GLBM7364 B1V7KEBTPIMZEU4LTD58 3140JCFE9 2050-08-01 3.000000 0.00 3030377.97 2655529.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM2386 S6XOOCT0IEG5ABCC6L87 3131XVUK9 2046-08-01 4.000000 0.00 702262.12 657047.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1341 B1V7KEBTPIMZEU4LTD58 3140KYP32 2051-02-01 2.000000 0.00 3540829.70 2846836.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4255 B1V7KEBTPIMZEU4LTD58 3140M5WR2 2053-10-01 6.000000 0.00 1816171.94 1878063.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4303 B1V7KEBTPIMZEU4LTD58 3140JLX90 2048-12-01 5.000000 0.00 155.08 152.29 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD8871 B1V7KEBTPIMZEU4LTD58 3140B92D0 2055-07-01 7.000000 0.00 1087329.32 1177502.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3351 S6XOOCT0IEG5ABCC6L87 3130G2TH3 2056-09-01 5.500000 0.00 1065185.00 1074976.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3221 S6XOOCT0IEG5ABCC6L87 3130G2PF1 2056-08-01 5.500000 0.00 1000.00 999.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3162 S6XOOCT0IEG5ABCC6L87 3130G2ML1 2056-08-01 5.500000 0.00 1833990.00 1828041.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3180 S6XOOCT0IEG5ABCC6L87 3130G2M64 2056-08-01 5.500000 0.00 2311289.00 2318517.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3079 S6XOOCT0IEG5ABCC6L87 3130G2JZ4 2056-09-01 6.000000 0.00 4033.00 4131.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3004 S6XOOCT0IEG5ABCC6L87 3130G2GN4 2056-08-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2943 S6XOOCT0IEG5ABCC6L87 3130G2ER7 2056-08-01 5.500000 0.00 2018064.00 2025160.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2850 S6XOOCT0IEG5ABCC6L87 3130G2BU3 2056-07-01 6.000000 0.00 423698.00 434259.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2847 S6XOOCT0IEG5ABCC6L87 3130G2BR0 2056-07-01 6.000000 0.00 727565.00 748111.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3685 S6XOOCT0IEG5ABCC6L87 3130G26X3 2056-08-01 5.000000 0.00 1000.00 977.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3647 S6XOOCT0IEG5ABCC6L87 3130G25H9 2056-08-01 5.500000 0.00 23699712.00 23676944.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2645 S6XOOCT0IEG5ABCC6L87 3130G1ZK1 2056-07-01 6.000000 0.00 263552.00 274638.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2636 S6XOOCT0IEG5ABCC6L87 3130G1ZA3 2056-07-01 5.500000 0.00 1210373.00 1221122.73 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC2608 S6XOOCT0IEG5ABCC6L87 3130G1YE6 2056-08-01 7.000000 0.00 218496.00 231393.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2525 S6XOOCT0IEG5ABCC6L87 3130G1VT6 2056-08-01 6.000000 0.00 2016.00 2060.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2523 S6XOOCT0IEG5ABCC6L87 3130G1VR0 2056-08-01 6.000000 0.00 786142.00 801657.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2370 S6XOOCT0IEG5ABCC6L87 3130G1QY1 2056-07-01 5.500000 0.00 1074343.00 1085683.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6484 S6XOOCT0IEG5ABCC6L87 3132DUFZ5 2054-09-01 6.000000 0.00 1932614.92 1966319.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6433 S6XOOCT0IEG5ABCC6L87 3132DUEE3 2054-04-01 5.500000 0.00 738.05 742.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6429 S6XOOCT0IEG5ABCC6L87 3132DUEA1 2054-05-01 5.500000 0.00 46996.01 46961.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7140 S6XOOCT0IEG5ABCC6L87 3132DU4Z7 2054-12-01 5.000000 0.00 593635.52 579776.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6139 S6XOOCT0IEG5ABCC6L87 3132DTZC7 2054-08-01 6.000000 0.00 662180.72 673587.45 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q31601 G S6XOOCT0IEG5ABCC6L87 3132QMX71 2045-02-01 4.000000 0.00 1462240.77 1387061.61 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q28483 G S6XOOCT0IEG5ABCC6L87 3132M9CU6 2044-09-01 4.000000 0.00 2410527.67 2297937.55 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V84321 G S6XOOCT0IEG5ABCC6L87 3132L9YS8 2048-06-01 3.500000 0.00 3561387.05 3235045.28 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U65457 G S6XOOCT0IEG5ABCC6L87 3132JCNZ0 2048-04-01 4.000000 0.00 506684.36 474956.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0965 S6XOOCT0IEG5ABCC6L87 3132DNCA9 2052-04-01 3.500000 0.00 654.93 587.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0995 S6XOOCT0IEG5ABCC6L87 3132DNC84 2049-06-01 3.500000 0.00 506224.64 461796.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0962 S6XOOCT0IEG5ABCC6L87 3132DNB77 2052-04-01 3.500000 0.00 734.35 655.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 S6XOOCT0IEG5ABCC6L87 3132DNB44 2052-04-01 3.500000 0.00 113036.39 101994.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1775 S6XOOCT0IEG5ABCC6L87 3132DN6L2 2052-11-01 4.500000 0.00 224411.09 214067.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC6820 S6XOOCT0IEG5ABCC6L87 3133ARSH9 2051-08-01 2.500000 0.00 3450716.97 2844402.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQC5033 S6XOOCT0IEG5ABCC6L87 3133APSW0 2051-08-01 4.500000 0.00 53180.34 50542.01 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC2565 S6XOOCT0IEG5ABCC6L87 3133ALZ68 2051-06-01 2.000000 0.00 274588.83 217161.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3535 S6XOOCT0IEG5ABCC6L87 3130G2Y95 2056-08-01 5.000000 0.00 2180896.00 2122394.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3531 S6XOOCT0IEG5ABCC6L87 3130G2Y53 2056-08-01 5.500000 0.00 1000.00 999.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3914 S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 88185.24 88899.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9374 S6XOOCT0IEG5ABCC6L87 3132AAMX9 2045-04-01 3.500000 0.00 189.83 174.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3583 B1V7KEBTPIMZEU4LTD58 3140U66V1 2056-03-01 5.000000 0.00 1581687.58 1553080.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3578 B1V7KEBTPIMZEU4LTD58 3140U66Q2 2056-02-01 5.000000 0.00 993.44 971.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG2269 B1V7KEBTPIMZEU4LTD58 3140U5QX7 2056-02-01 4.500000 0.00 2618984.34 2474879.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1949 B1V7KEBTPIMZEU4LTD58 3140U5EX0 2056-04-01 5.500000 0.00 1586031.86 1583351.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1958 B1V7KEBTPIMZEU4LTD58 3140U5E85 2056-04-01 5.000000 0.00 991.73 974.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG1524 B1V7KEBTPIMZEU4LTD58 3140U4VS5 2056-02-01 4.500000 0.00 991.85 943.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 B1V7KEBTPIMZEU4LTD58 3140U4KB4 2056-02-01 5.500000 0.00 811.13 818.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9997 B1V7KEBTPIMZEU4LTD58 3140U2DB6 2056-01-01 5.500000 0.00 1718630.08 1719649.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9715 B1V7KEBTPIMZEU4LTD58 3140U1YM1 2056-01-01 4.500000 0.00 987.29 936.48 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ6902 S6XOOCT0IEG5ABCC6L87 3133CXU32 2054-10-01 7.000000 0.00 2414463.14 2634235.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ6671 S6XOOCT0IEG5ABCC6L87 3133CXMU1 2054-10-01 5.000000 0.00 23495242.46 22834266.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ6448 S6XOOCT0IEG5ABCC6L87 3133CXEV8 2054-08-01 7.000000 0.00 1181406.31 1256349.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ5964 S6XOOCT0IEG5ABCC6L87 3133CWTV4 2054-10-01 5.000000 0.00 950041.29 934755.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5863 S6XOOCT0IEG5ABCC6L87 3133CWQQ8 2054-10-01 5.500000 0.00 1375559.18 1398718.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7026 B1V7KEBTPIMZEU4LTD58 3140QEYY2 2050-09-01 2.500000 0.00 64733.39 54406.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7019 B1V7KEBTPIMZEU4LTD58 3140QEYR7 2050-09-01 2.000000 0.00 164192.95 130783.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7017 B1V7KEBTPIMZEU4LTD58 3140QEYP1 2050-09-01 2.000000 0.00 1052.03 851.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0628 B1V7KEBTPIMZEU4LTD58 3140N4VW4 2052-11-01 4.500000 0.00 914225.45 872697.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 PLBX0468 B1V7KEBTPIMZEU4LTD58 3140N4QW0 2052-11-01 4.000000 0.00 969879.23 878817.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0426 B1V7KEBTPIMZEU4LTD58 3140N4PL5 2052-11-01 5.500000 0.00 67142.32 67453.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0238 B1V7KEBTPIMZEU4LTD58 3140N4HQ3 2052-09-01 5.500000 0.00 1428252.20 1441068.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9980 B1V7KEBTPIMZEU4LTD58 3140N3CS6 2052-09-01 4.500000 0.00 50138.88 47722.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9765 B1V7KEBTPIMZEU4LTD58 3140N2Z79 2053-06-01 5.500000 0.00 699.90 702.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW9888 B1V7KEBTPIMZEU4LTD58 3140N27A3 2052-10-01 4.000000 0.00 107898.58 99404.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW8761 B1V7KEBTPIMZEU4LTD58 3140N1WX7 2052-10-01 5.500000 0.00 794856.40 811193.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8694 B1V7KEBTPIMZEU4LTD58 3140N1UU5 2052-09-01 5.000000 0.00 1785019.66 1772134.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW8586 B1V7KEBTPIMZEU4LTD58 3140N1RG0 2052-10-01 4.500000 0.00 521111.42 498013.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8942 B1V7KEBTPIMZEU4LTD58 3140N15C3 2052-09-01 5.000000 0.00 2884353.85 2851067.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4138 B1V7KEBTPIMZEU4LTD58 3140BUS45 2055-11-01 5.000000 0.00 1884626.98 1837793.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3916 B1V7KEBTPIMZEU4LTD58 3140BUK68 2055-11-01 5.500000 0.00 3166360.79 3192553.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 B1V7KEBTPIMZEU4LTD58 3140BTZK4 2055-10-01 6.500000 0.00 992.69 1039.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4573 S6XOOCT0IEG5ABCC6L87 3132DSCJ9 2053-07-01 5.500000 0.00 730.33 731.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5384 S6XOOCT0IEG5ABCC6L87 3132DS6V9 2053-07-01 5.500000 0.00 788.43 788.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 3495.71 2874.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5309 S6XOOCT0IEG5ABCC6L87 3132DS3S9 2054-04-01 5.500000 0.00 30348.65 30518.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3386 S6XOOCT0IEG5ABCC6L87 3132DQXP6 2053-07-01 5.500000 0.00 742.68 744.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3275 S6XOOCT0IEG5ABCC6L87 3132DQT89 2053-07-01 5.500000 0.00 933167.14 932410.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3235 S6XOOCT0IEG5ABCC6L87 3132DQSY3 2053-06-01 5.500000 0.00 1224727.55 1227279.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3239 S6XOOCT0IEG5ABCC6L87 3132DQS49 2053-05-01 5.000000 0.00 678.21 663.64 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3107 S6XOOCT0IEG5ABCC6L87 3132DQNY8 2053-03-01 4.000000 0.00 512304.75 474389.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8360 S6XOOCT0IEG5ABCC6L87 3132DWJD6 2053-09-01 4.500000 0.00 832.90 790.00 Agency Mortgage-Backed Securities FMAC 05.000 FGPC L00016 G S6XOOCT0IEG5ABCC6L87 3128DFAR9 2035-11-01 5.000000 0.00 47.78 47.81 Agency Mortgage-Backed Securities FMAC 05.500 FGPC O20139 G S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.500000 0.00 15.98 16.00 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P50483 G S6XOOCT0IEG5ABCC6L87 31288LRC7 2035-05-01 5.000000 0.00 39.52 38.32 Agency Mortgage-Backed Securities FMAC 06.050 FGPC T30454 G S6XOOCT0IEG5ABCC6L87 31286DQF1 2038-02-01 6.050000 0.00 91027.83 94130.12 Agency Mortgage-Backed Securities FMAC 06.000 FGPC T30440 G S6XOOCT0IEG5ABCC6L87 31286DPZ8 2038-02-01 6.000000 0.00 92.49 95.50 Agency Mortgage-Backed Securities FMAC 05.700 FGPC T30075 G S6XOOCT0IEG5ABCC6L87 31286DCL3 2037-03-01 5.700000 0.00 57156.50 57953.09 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P20586 G S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 515.32 521.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3VZT2064 S6XOOCT0IEG5ABCC6L87 3132AEJH0 2044-07-01 5.000000 0.00 272.27 269.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1923 S6XOOCT0IEG5ABCC6L87 3132AED45 2047-10-01 4.500000 0.00 1990575.78 1902735.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1639 S6XOOCT0IEG5ABCC6L87 3132ADZC5 2048-02-01 4.000000 0.00 2411367.68 2252997.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1566 S6XOOCT0IEG5ABCC6L87 3132ADW38 2033-12-01 3.500000 0.00 473967.90 459960.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1502 S6XOOCT0IEG5ABCC6L87 3132ADU30 2048-11-01 3.500000 0.00 115346.68 105332.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2054 B1V7KEBTPIMZEU4LTD58 3140QMH80 2051-11-01 2.000000 0.00 404039.69 324868.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 REBK7908 B1V7KEBTPIMZEU4LTD58 3140HMYE8 2048-11-01 4.000000 0.00 175013.83 160605.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0297 S6XOOCT0IEG5ABCC6L87 3132CWKJ2 2035-03-01 3.000000 0.00 143148.26 136108.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5996 B1V7KEBTPIMZEU4LTD58 3140MXUW2 2052-07-01 4.500000 0.00 824.93 782.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3601 B1V7KEBTPIMZEU4LTD58 3140QPAB3 2052-05-01 3.500000 0.00 1279645.61 1149470.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA5151 B1V7KEBTPIMZEU4LTD58 3140A5WM6 2053-12-01 6.000000 0.00 88237.02 90307.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0289 S6XOOCT0IEG5ABCC6L87 31426JKB4 2055-04-01 5.000000 0.00 866.60 854.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8350 B1V7KEBTPIMZEU4LTD58 3140B9H44 2055-05-01 5.500000 0.00 928.12 924.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 S6XOOCT0IEG5ABCC6L87 3142GU2P7 2055-06-01 6.000000 0.00 5573.90 5751.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4440 B1V7KEBTPIMZEU4LTD58 3140B45A4 2055-03-01 6.500000 0.00 2414283.97 2532643.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7360 B1V7KEBTPIMZEU4LTD58 3140B8FA4 2055-04-01 6.500000 0.00 828.46 868.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8380 S6XOOCT0IEG5ABCC6L87 3132D6JZ4 2040-04-01 6.000000 0.00 1661.02 1707.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9405 S6XOOCT0IEG5ABCC6L87 31426GNX9 2055-04-01 5.500000 0.00 451428.44 451931.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0053 S6XOOCT0IEG5ABCC6L87 3142J6BX0 2055-10-01 4.000000 0.00 12576.74 11552.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ3264 S6XOOCT0IEG5ABCC6L87 3142GTTW6 2055-02-01 4.500000 0.00 953.48 901.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1712 S6XOOCT0IEG5ABCC6L87 31427N3W7 2054-12-01 6.000000 0.00 784.01 801.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9140 B1V7KEBTPIMZEU4LTD58 3140BAEN2 2055-05-01 5.500000 0.00 987.00 983.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5498 S6XOOCT0IEG5ABCC6L87 3142GWDC0 2055-12-01 5.500000 0.00 946.76 954.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1333 S6XOOCT0IEG5ABCC6L87 3130G0LP7 2056-08-01 5.500000 0.00 2487208.00 2491544.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9669 S6XOOCT0IEG5ABCC6L87 3142KBW71 2056-07-01 5.500000 0.00 1559734.80 1573102.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3918 S6XOOCT0IEG5ABCC6L87 3130G3G44 2056-09-01 5.000000 0.00 2000.00 1970.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB5495 S6XOOCT0IEG5ABCC6L87 3142K7C98 2056-05-01 4.500000 0.00 2092864.64 1992878.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5453 S6XOOCT0IEG5ABCC6L87 3142K7BX6 2056-06-01 5.000000 0.00 1778260.14 1739722.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4917 S6XOOCT0IEG5ABCC6L87 3142K6PB1 2056-06-01 5.000000 0.00 3041818.81 2953452.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8273 S6XOOCT0IEG5ABCC6L87 3132DWFN8 2052-11-01 3.500000 0.00 4004.37 3577.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8288 S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 350430.39 342117.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1563.66 1342.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8237 S6XOOCT0IEG5ABCC6L87 3132DWEJ8 2052-08-01 4.000000 0.00 1521.25 1406.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8236 S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 8495.96 7589.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8234 S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.500000 0.00 1593.89 1315.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8257 S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.500000 0.00 2227.59 2119.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 3075.97 2847.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4612 S6XOOCT0IEG5ABCC6L87 3132DSDR0 2053-10-01 5.000000 0.00 429818.86 420963.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4583 S6XOOCT0IEG5ABCC6L87 3132DSCU4 2053-12-01 3.500000 0.00 42930.07 38349.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0722 S6XOOCT0IEG5ABCC6L87 3131XTYT1 2046-01-01 4.000000 0.00 260468.31 245175.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM0571 S6XOOCT0IEG5ABCC6L87 3131XTT42 2045-12-01 3.000000 0.00 56655.57 49990.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9319 S6XOOCT0IEG5ABCC6L87 3131XRK86 2045-03-01 4.000000 0.00 386.90 362.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8383 S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.500000 0.00 167182.95 154933.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0639 B1V7KEBTPIMZEU4LTD58 3140BCV90 2055-05-01 6.500000 0.00 1149583.72 1205126.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL6079 S6XOOCT0IEG5ABCC6L87 3131XMXG5 2043-06-01 3.500000 0.00 176228.67 163086.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZL4712 S6XOOCT0IEG5ABCC6L87 3131XLGV3 2043-01-01 2.500000 0.00 212062.09 183605.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4507 S6XOOCT0IEG5ABCC6L87 3131XLAG2 2042-12-01 3.500000 0.00 88091.26 81693.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL5390 S6XOOCT0IEG5ABCC6L87 3131XL7B7 2043-04-01 3.500000 0.00 237.92 220.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3978 S6XOOCT0IEG5ABCC6L87 3132E0M33 2052-06-01 3.000000 0.00 1579579.39 1382984.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3901 S6XOOCT0IEG5ABCC6L87 3132E0KN1 2053-08-01 6.500000 0.00 22113640.06 23293616.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3740 S6XOOCT0IEG5ABCC6L87 3132E0EM0 2053-09-01 6.000000 0.00 669.36 689.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7440 S6XOOCT0IEG5ABCC6L87 3132DVHR9 2055-01-01 5.000000 0.00 861.81 846.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7388 S6XOOCT0IEG5ABCC6L87 3132DVF59 2055-01-01 6.000000 0.00 1439.56 1479.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 S6XOOCT0IEG5ABCC6L87 3132DVEJ0 2043-06-01 3.000000 0.00 3033788.78 2760192.61 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8097 S6XOOCT0IEG5ABCC6L87 3132DV7J8 2050-08-01 2.000000 0.00 510.47 403.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8086 S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4.000000 0.00 34561.51 32108.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8044 S6XOOCT0IEG5ABCC6L87 3132DV5D3 2050-02-01 3.000000 0.00 190.68 164.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8025 S6XOOCT0IEG5ABCC6L87 3132DV4J1 2049-11-01 3.500000 0.00 291133.05 262413.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6988 S6XOOCT0IEG5ABCC6L87 3132DUXR3 2054-11-01 5.000000 0.00 166038.60 162943.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6940 S6XOOCT0IEG5ABCC6L87 3132DUV95 2054-12-01 5.500000 0.00 121786.95 122195.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6764 S6XOOCT0IEG5ABCC6L87 3132DUQR1 2054-11-01 5.000000 0.00 3182996.64 3101816.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB6435 B1V7KEBTPIMZEU4LTD58 3140AGEH3 2054-05-01 6.000000 0.00 976.60 998.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6652 S6XOOCT0IEG5ABCC6L87 3133CXL99 2054-10-01 5.500000 0.00 219501.46 218733.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL2523 B1V7KEBTPIMZEU4LTD58 3138EJYV4 2032-09-01 3.500000 0.00 57574.52 55732.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAP9766 B1V7KEBTPIMZEU4LTD58 3138MDZ88 2042-10-01 4.000000 0.00 214280.70 203927.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 S6XOOCT0IEG5ABCC6L87 3132DWMW0 2054-11-01 4.500000 0.00 1660451.96 1569459.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3321 S6XOOCT0IEG5ABCC6L87 3131XJVN9 2042-07-01 3.500000 0.00 1169135.53 1090903.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4776 B1V7KEBTPIMZEU4LTD58 31418EJW1 2037-10-01 4.000000 0.00 507.99 489.75 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G61553 G S6XOOCT0IEG5ABCC6L87 31335BWN2 2048-08-01 4.500000 0.00 137.15 131.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4575 B1V7KEBTPIMZEU4LTD58 3140MJCM5 2052-04-01 3.500000 0.00 307367.18 275796.48 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7711 B1V7KEBTPIMZEU4LTD58 3140AHR95 2054-07-01 7.000000 0.00 983182.06 1051454.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9978 S6XOOCT0IEG5ABCC6L87 3132ABCP5 2046-09-01 4.500000 0.00 702024.27 676848.27 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50529 G S6XOOCT0IEG5ABCC6L87 31288LSS1 2036-11-01 6.000000 0.00 5265.31 5399.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBX0516 B1V7KEBTPIMZEU4LTD58 3140N4SE8 2052-10-01 4.000000 0.00 794.90 734.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL2748 B1V7KEBTPIMZEU4LTD58 3138EKBS3 2031-08-01 4.500000 0.00 2593508.62 2579529.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ8853 B1V7KEBTPIMZEU4LTD58 3138MQZT3 2043-01-01 3.500000 0.00 1366458.69 1275583.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK5106 S6XOOCT0IEG5ABCC6L87 3131X8U79 2028-03-01 2.000000 0.00 28038.47 27593.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1247 B1V7KEBTPIMZEU4LTD58 3140NHL55 2053-05-01 5.000000 0.00 27533.72 26864.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN4075 S6XOOCT0IEG5ABCC6L87 3131YAQ45 2049-03-01 4.000000 0.00 3059023.37 2869692.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5819 B1V7KEBTPIMZEU4LTD58 3140AFPD2 2054-07-01 6.500000 0.00 951015.43 1001743.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5818 B1V7KEBTPIMZEU4LTD58 3140AFPC4 2054-07-01 6.500000 0.00 737789.31 779578.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5526 B1V7KEBTPIMZEU4LTD58 3140AFD86 2054-07-01 6.000000 0.00 1303506.75 1353399.78 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB5426 B1V7KEBTPIMZEU4LTD58 3140AFA48 2054-06-01 7.500000 0.00 483470.61 515774.18 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB5424 B1V7KEBTPIMZEU4LTD58 3140AFA22 2054-06-01 7.500000 0.00 517781.63 555529.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3148 B1V7KEBTPIMZEU4LTD58 3140J7QA6 2047-11-01 4.500000 0.00 296240.29 285836.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5075 B1V7KEBTPIMZEU4LTD58 3140AET90 2054-07-01 6.000000 0.00 188176.80 191418.34 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4834 B1V7KEBTPIMZEU4LTD58 3140AELQ0 2054-11-01 7.000000 0.00 1054470.21 1126059.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8000 S6XOOCT0IEG5ABCC6L87 3132DV3H6 2049-07-01 3.000000 0.00 10787.86 9386.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE3767 B1V7KEBTPIMZEU4LTD58 3140FPFH7 2047-07-01 3.500000 0.00 44218.34 40309.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8750 B1V7KEBTPIMZEU4LTD58 3140MAWL4 2052-06-01 5.000000 0.00 65954.26 64832.15 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3384 S6XOOCT0IEG5ABCC6L87 3133KJXM9 2050-08-01 3.000000 0.00 708981.95 614883.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK1096 B1V7KEBTPIMZEU4LTD58 3140HEGE6 2048-07-01 5.000000 0.00 1402237.45 1371313.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0386 B1V7KEBTPIMZEU4LTD58 3140Q7NC7 2047-09-01 4.000000 0.00 42736.88 40016.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM6627 B1V7KEBTPIMZEU4LTD58 3140XALH3 2049-09-01 4.500000 0.00 3342303.31 3215713.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6576 B1V7KEBTPIMZEU4LTD58 3140XAJW3 2051-03-01 2.000000 0.00 143636.13 114407.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7081 B1V7KEBTPIMZEU4LTD58 3140XA2P6 2051-04-01 2.000000 0.00 3915981.36 3146791.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0549 B1V7KEBTPIMZEU4LTD58 3140XFTF8 2052-02-01 2.500000 0.00 1878337.21 1574813.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3882 S6XOOCT0IEG5ABCC6L87 31425YJ40 2055-01-01 6.000000 0.00 2674231.29 2748863.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3826 S6XOOCT0IEG5ABCC6L87 31425YHC4 2054-12-01 5.500000 0.00 1052519.91 1055658.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 S6XOOCT0IEG5ABCC6L87 31425WEP2 2055-01-01 5.500000 0.00 10024.28 10050.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1414 S6XOOCT0IEG5ABCC6L87 31425VSC8 2054-12-01 5.500000 0.00 738.94 736.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4675 S6XOOCT0IEG5ABCC6L87 3142K6FR7 2056-06-01 5.000000 0.00 1967559.49 1931637.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4593 S6XOOCT0IEG5ABCC6L87 3142K6C74 2056-06-01 5.500000 0.00 1804165.86 1823308.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4546 S6XOOCT0IEG5ABCC6L87 3142K6BQ3 2056-05-01 4.500000 0.00 1002229.59 949498.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4237 S6XOOCT0IEG5ABCC6L87 3142K5V75 2056-05-01 5.000000 0.00 1039968.40 1015494.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4142 S6XOOCT0IEG5ABCC6L87 3142K5S87 2056-05-01 5.000000 0.00 1302539.89 1271824.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6976 S6XOOCT0IEG5ABCC6L87 3133CXXD7 2054-10-01 5.500000 0.00 1129731.63 1127860.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1769 S6XOOCT0IEG5ABCC6L87 3132DN6E8 2052-05-01 2.500000 0.00 321921.67 268998.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 S6XOOCT0IEG5ABCC6L87 3132DN6Q1 2052-10-01 5.500000 0.00 24641434.70 24873269.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0945 S6XOOCT0IEG5ABCC6L87 3132DNBN2 2052-04-01 3.500000 0.00 683.80 611.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4334 B1V7KEBTPIMZEU4LTD58 3140JLY81 2049-02-01 4.500000 0.00 173.56 165.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5847 B1V7KEBTPIMZEU4LTD58 3140QDP99 2049-12-01 3.500000 0.00 978734.31 893696.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKCA6065 B1V7KEBTPIMZEU4LTD58 3140QDW34 2050-06-01 3.000000 0.00 189599.23 161769.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6051 B1V7KEBTPIMZEU4LTD58 3140QDWM2 2050-06-01 3.000000 0.00 3142442.98 2758137.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5951 B1V7KEBTPIMZEU4LTD58 31418FTH0 2041-01-01 5.000000 0.00 1773.01 1773.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL6306 S6XOOCT0IEG5ABCC6L87 3131XNAF0 2043-06-01 3.000000 0.00 446.44 401.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3350 B1V7KEBTPIMZEU4LTD58 3140QAWL0 2049-04-01 5.000000 0.00 614.64 611.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5506 B1V7KEBTPIMZEU4LTD58 31418FDL8 2039-10-01 4.500000 0.00 41236.60 40601.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4033 S6XOOCT0IEG5ABCC6L87 3142K5PT4 2056-04-01 4.500000 0.00 996.13 945.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4471 S6XOOCT0IEG5ABCC6L87 3142K56H1 2056-05-01 5.000000 0.00 1568573.61 1528805.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3415 S6XOOCT0IEG5ABCC6L87 3142K4YM2 2056-05-01 4.500000 0.00 1040208.80 986043.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7427 B1V7KEBTPIMZEU4LTD58 3140QTHD4 2053-11-01 6.500000 0.00 162556.32 169049.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB7316 B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4.000000 0.00 53212.05 48974.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7275 B1V7KEBTPIMZEU4LTD58 3140QTCM9 2053-10-01 6.500000 0.00 613.19 645.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8026 B1V7KEBTPIMZEU4LTD58 3140QT4L0 2054-02-01 6.500000 0.00 437.61 453.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBT6133 B1V7KEBTPIMZEU4LTD58 3140LUY70 2051-09-01 2.000000 0.00 753.26 594.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT4813 B1V7KEBTPIMZEU4LTD58 3140LTK37 2051-07-01 2.500000 0.00 587679.90 493862.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT3273 B1V7KEBTPIMZEU4LTD58 3140LRT73 2051-08-01 2.500000 0.00 538278.30 452746.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9629 S6XOOCT0IEG5ABCC6L87 3142JYVX7 2056-04-01 5.000000 0.00 24977321.27 24266758.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9373 S6XOOCT0IEG5ABCC6L87 3142JYMX7 2056-03-01 5.000000 0.00 1967300.93 1923602.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9224 S6XOOCT0IEG5ABCC6L87 3142JYHA3 2056-03-01 5.000000 0.00 915828.81 902063.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9156 S6XOOCT0IEG5ABCC6L87 3142JYE65 2056-04-01 5.000000 0.00 1409280.87 1373229.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8316 S6XOOCT0IEG5ABCC6L87 3142JXG24 2056-03-01 5.000000 0.00 994.99 971.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7900 S6XOOCT0IEG5ABCC6L87 3142JWX68 2056-02-01 5.000000 0.00 1022184.09 996764.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7301 S6XOOCT0IEG5ABCC6L87 3133BVDE2 2053-01-01 6.000000 0.00 22247.20 22808.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7190 S6XOOCT0IEG5ABCC6L87 3133BU7B7 2053-02-01 5.500000 0.00 591967.22 602826.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5920 S6XOOCT0IEG5ABCC6L87 3133BTSH4 2052-12-01 6.000000 0.00 507148.13 519366.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQF5938 S6XOOCT0IEG5ABCC6L87 3133BTS35 2053-01-01 2.500000 0.00 591.19 486.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY8653 B1V7KEBTPIMZEU4LTD58 3140NRTK2 2053-11-01 7.000000 0.00 534074.69 570130.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8469 B1V7KEBTPIMZEU4LTD58 3140NRMT0 2053-08-01 5.500000 0.00 416385.35 415758.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY8449 B1V7KEBTPIMZEU4LTD58 3140NRL79 2053-07-01 6.000000 0.00 55422.50 56377.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY7538 B1V7KEBTPIMZEU4LTD58 3140NQLU0 2054-05-01 5.000000 0.00 1782127.35 1756833.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY7241 B1V7KEBTPIMZEU4LTD58 3140NQBK3 2053-07-01 6.000000 0.00 706810.05 718985.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7228 B1V7KEBTPIMZEU4LTD58 3140NQA65 2053-07-01 5.500000 0.00 799.13 800.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6744 B1V7KEBTPIMZEU4LTD58 3140NPP61 2053-07-01 6.500000 0.00 1228088.22 1280248.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5067 B1V7KEBTPIMZEU4LTD58 3140NMTZ0 2053-07-01 5.500000 0.00 719488.52 718640.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY5063 B1V7KEBTPIMZEU4LTD58 3140NMTV9 2053-07-01 6.500000 0.00 1227484.37 1295236.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF7322 B1V7KEBTPIMZEU4LTD58 3140BYD43 2041-06-01 5.000000 0.00 1130787.50 1131925.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6337 B1V7KEBTPIMZEU4LTD58 3140BXBF2 2055-12-01 6.000000 0.00 991.36 1015.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7191 B1V7KEBTPIMZEU4LTD58 3140BX7D2 2055-12-01 5.000000 0.00 1687811.52 1653646.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6012 B1V7KEBTPIMZEU4LTD58 3140BWVE5 2055-11-01 6.000000 0.00 917415.28 939742.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5952 B1V7KEBTPIMZEU4LTD58 3140BWTJ7 2055-12-01 5.500000 0.00 989.53 997.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5890 B1V7KEBTPIMZEU4LTD58 3140BWRL4 2055-11-01 6.500000 0.00 2796140.21 2920547.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5054 B1V7KEBTPIMZEU4LTD58 3140N9TL0 2053-01-01 5.500000 0.00 633738.64 645071.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 DIDF5851 B1V7KEBTPIMZEU4LTD58 3140BWQD3 2040-11-01 6.000000 0.00 1828587.70 1843479.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5770 B1V7KEBTPIMZEU4LTD58 3140BWMU9 2055-12-01 5.000000 0.00 991.66 968.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5758 B1V7KEBTPIMZEU4LTD58 3140BWMG0 2055-10-01 6.500000 0.00 1420080.94 1496495.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5748 B1V7KEBTPIMZEU4LTD58 3140BWL63 2055-12-01 5.500000 0.00 775786.07 778314.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7747 B1V7KEBTPIMZEU4LTD58 3140MMTD0 2052-04-01 3.500000 0.00 872941.58 783281.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBV7774 B1V7KEBTPIMZEU4LTD58 3140MMT81 2052-04-01 3.000000 0.00 234214.23 197512.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV7651 B1V7KEBTPIMZEU4LTD58 3140MMQD3 2052-04-01 4.000000 0.00 844932.71 780372.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8013 B1V7KEBTPIMZEU4LTD58 3140MM3X4 2052-08-01 4.500000 0.00 720.78 686.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV6878 B1V7KEBTPIMZEU4LTD58 3140MLUC2 2052-04-01 4.000000 0.00 3277878.34 3047126.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6684 B1V7KEBTPIMZEU4LTD58 3140MLNA4 2052-04-01 4.500000 0.00 1376700.01 1305727.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6358 B1V7KEBTPIMZEU4LTD58 3140MLB41 2055-12-01 4.500000 0.00 2185257.14 2092184.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6321 B1V7KEBTPIMZEU4LTD58 3140MLAX8 2055-09-01 5.500000 0.00 979.74 978.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6093 B1V7KEBTPIMZEU4LTD58 3140MKXX5 2055-10-01 5.500000 0.00 1989779.84 1998241.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6028 B1V7KEBTPIMZEU4LTD58 3140MKVW9 2055-09-01 5.500000 0.00 1422943.99 1417971.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4030 B1V7KEBTPIMZEU4LTD58 3140QBPQ5 2049-08-01 4.000000 0.00 47545.32 44291.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CNRD5102 S6XOOCT0IEG5ABCC6L87 3133LPU39 2032-06-01 3.000000 0.00 415533.49 399585.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4415 B1V7KEBTPIMZEU4LTD58 3140U73Z3 2056-04-01 4.500000 0.00 995.50 943.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3378 B1V7KEBTPIMZEU4LTD58 3140U6XG4 2056-04-01 4.500000 0.00 995.15 942.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3327 B1V7KEBTPIMZEU4LTD58 3140U6VV3 2056-03-01 5.000000 0.00 988.50 972.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2939 B1V7KEBTPIMZEU4LTD58 3140U6HR8 2056-04-01 5.000000 0.00 1930750.38 1874657.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG2848 B1V7KEBTPIMZEU4LTD58 3140U6EW0 2056-02-01 4.500000 0.00 2944974.87 2796668.88 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1003 S6XOOCT0IEG5ABCC6L87 3132CXDG4 2037-06-01 2.500000 0.00 585.36 543.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0913 S6XOOCT0IEG5ABCC6L87 3132CXAN2 2037-08-01 2.500000 0.00 85534.63 79166.43 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1768 S6XOOCT0IEG5ABCC6L87 3132CX6D9 2037-07-01 2.000000 0.00 23193593.90 21066014.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1743 S6XOOCT0IEG5ABCC6L87 3132CX5C2 2040-12-01 4.500000 0.00 257411.30 253125.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB0752 S6XOOCT0IEG5ABCC6L87 3132CWZR8 2037-10-01 4.500000 0.00 92588.64 91654.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0661 S6XOOCT0IEG5ABCC6L87 3132CWWW0 2037-04-01 2.500000 0.00 166348.33 153836.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 S6XOOCT0IEG5ABCC6L87 3132CWMJ0 2035-07-01 3.000000 0.00 243786.98 231246.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0301 S6XOOCT0IEG5ABCC6L87 3132CWKN3 2035-04-01 2.500000 0.00 116276.14 108558.12 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G07137 G S6XOOCT0IEG5ABCC6L87 3128M9HN5 2039-10-01 6.000000 0.00 126.83 132.26 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 3679.10 3511.89 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05562 G S6XOOCT0IEG5ABCC6L87 3128M7QP4 2039-07-01 4.500000 0.00 1056.06 1032.15 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A48052 G S6XOOCT0IEG5ABCC6L87 3128K85M4 2035-12-01 5.500000 0.00 253512.66 256910.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8190 S6XOOCT0IEG5ABCC6L87 3133BWC35 2053-02-01 6.000000 0.00 1781.62 1825.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8902 S6XOOCT0IEG5ABCC6L87 3133BW3K7 2053-02-01 6.000000 0.00 147717.90 155243.83 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQF7539 S6XOOCT0IEG5ABCC6L87 3133BVLU7 2053-01-01 7.500000 0.00 257401.29 275664.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7512 S6XOOCT0IEG5ABCC6L87 3133BVKZ7 2053-02-01 6.000000 0.00 1041036.18 1066822.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC4527 B1V7KEBTPIMZEU4LTD58 3140ASA57 2054-10-01 6.500000 0.00 744262.22 782589.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5298 B1V7KEBTPIMZEU4LTD58 3140AS3G1 2054-11-01 5.000000 0.00 1059898.73 1049176.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4062 B1V7KEBTPIMZEU4LTD58 3140ARQQ6 2054-10-01 4.500000 0.00 1062687.04 1018721.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3838 B1V7KEBTPIMZEU4LTD58 3140ARHQ6 2054-11-01 5.000000 0.00 881.98 863.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC3817 B1V7KEBTPIMZEU4LTD58 3140ARG38 2054-10-01 7.000000 0.00 1045855.47 1118782.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF5824 S6XOOCT0IEG5ABCC6L87 3133BTPH7 2052-12-01 6.500000 0.00 1262878.22 1322052.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6186 S6XOOCT0IEG5ABCC6L87 3133BT2T6 2052-12-01 5.500000 0.00 968857.08 975286.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4594 S6XOOCT0IEG5ABCC6L87 3133BSC75 2052-12-01 6.000000 0.00 1574853.65 1644517.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3682 S6XOOCT0IEG5ABCC6L87 3133BRCT9 2052-11-01 5.500000 0.00 3299666.21 3314265.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQF3144 S6XOOCT0IEG5ABCC6L87 3133BQP59 2052-11-01 3.500000 0.00 87946.58 78816.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF3023 S6XOOCT0IEG5ABCC6L87 3133BQLC8 2052-10-01 6.000000 0.00 321487.88 334683.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF2799 S6XOOCT0IEG5ABCC6L87 3133BQDC7 2052-10-01 6.000000 0.00 10125.71 10498.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2386 S6XOOCT0IEG5ABCC6L87 3133BPUK2 2052-10-01 5.000000 0.00 7253.37 7072.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5276 B1V7KEBTPIMZEU4LTD58 3140BH2J9 2055-08-01 6.000000 0.00 1183965.18 1210160.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 B1V7KEBTPIMZEU4LTD58 3140BGZ48 2055-09-01 5.500000 0.00 901.02 902.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3725 B1V7KEBTPIMZEU4LTD58 3140BGD75 2055-06-01 6.000000 0.00 460835.26 475555.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3661 B1V7KEBTPIMZEU4LTD58 3140BGB77 2055-07-01 6.000000 0.00 2344931.97 2399688.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO3709 S6XOOCT0IEG5ABCC6L87 3133WNDN7 2040-06-01 3.500000 0.00 71390.20 67408.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4370 S6XOOCT0IEG5ABCC6L87 3133WN2B5 2040-10-01 6.000000 0.00 1248681.21 1286104.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3023 S6XOOCT0IEG5ABCC6L87 3133WMLC4 2040-01-01 4.500000 0.00 488.58 480.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTBV5974 B1V7KEBTPIMZEU4LTD58 3140MKT85 2045-06-01 5.500000 0.00 1843631.93 1869188.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV5584 B1V7KEBTPIMZEU4LTD58 3140MKF23 2052-05-01 3.500000 0.00 31289.52 28290.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBV5460 B1V7KEBTPIMZEU4LTD58 3140MKB68 2041-06-01 5.500000 0.00 1041223.33 1061616.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBV5459 B1V7KEBTPIMZEU4LTD58 3140MKB50 2041-06-01 5.000000 0.00 1185278.53 1193807.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7226 B1V7KEBTPIMZEU4LTD58 3140QFA41 2050-10-01 2.500000 0.00 1428481.15 1200314.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8021 B1V7KEBTPIMZEU4LTD58 3140QF4F3 2050-12-01 2.500000 0.00 571.90 476.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1878 B1V7KEBTPIMZEU4LTD58 3140K9CQ0 2050-03-01 3.500000 0.00 451.11 411.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1430 B1V7KEBTPIMZEU4LTD58 3140K8SU6 2050-03-01 3.500000 0.00 1149327.85 1029868.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO9217 B1V7KEBTPIMZEU4LTD58 3140K5G35 2049-12-01 3.000000 0.00 67365.34 58424.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO5799 B1V7KEBTPIMZEU4LTD58 3140K1NR3 2049-09-01 5.000000 0.00 33758.66 33617.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO6208 B1V7KEBTPIMZEU4LTD58 3140K13S3 2049-12-01 2.500000 0.00 60698.67 50242.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO6202 B1V7KEBTPIMZEU4LTD58 3140K13L8 2049-12-01 4.000000 0.00 2895930.76 2699943.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5385 B1V7KEBTPIMZEU4LTD58 3140K06X1 2049-12-01 3.500000 0.00 602.44 549.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO4113 B1V7KEBTPIMZEU4LTD58 3140JYSB3 2049-08-01 3.000000 0.00 450383.25 386788.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO4421 B1V7KEBTPIMZEU4LTD58 3140JY4F0 2050-12-01 2.500000 0.00 527755.42 435212.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5688 B1V7KEBTPIMZEU4LTD58 3140BWKA5 2055-12-01 4.500000 0.00 1126225.53 1077949.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6294 B1V7KEBTPIMZEU4LTD58 3140BW7G7 2055-11-01 5.500000 0.00 1439409.01 1440116.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6233 B1V7KEBTPIMZEU4LTD58 3140BW4T2 2055-12-01 5.500000 0.00 3031847.45 3051173.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5190 B1V7KEBTPIMZEU4LTD58 3140BVXU9 2055-12-01 5.500000 0.00 23656226.13 23573508.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5169 B1V7KEBTPIMZEU4LTD58 3140BVW71 2055-12-01 5.000000 0.00 2243067.83 2178094.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5367 B1V7KEBTPIMZEU4LTD58 3140BV6D7 2055-12-01 5.000000 0.00 1983.56 1939.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5353 B1V7KEBTPIMZEU4LTD58 3140BV5P1 2055-12-01 6.500000 0.00 1167386.16 1223792.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAR1203 B1V7KEBTPIMZEU4LTD58 3138NXKR7 2042-12-01 3.000000 0.00 351.48 314.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0302 B1V7KEBTPIMZEU4LTD58 3138MTKQ9 2055-02-01 5.500000 0.00 358654.09 357400.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ9329 B1V7KEBTPIMZEU4LTD58 3138MRLK5 2043-01-01 3.500000 0.00 57093.41 53211.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAQ9304 B1V7KEBTPIMZEU4LTD58 3138MRKS9 2033-01-01 3.000000 0.00 240792.03 230688.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAQ6286 B1V7KEBTPIMZEU4LTD58 3138MM6Y3 2042-12-01 4.000000 0.00 143.45 136.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP9605 B1V7KEBTPIMZEU4LTD58 3138MDU75 2042-10-01 3.500000 0.00 2765814.27 2558396.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9220 B1V7KEBTPIMZEU4LTD58 3138MDG63 2037-10-01 3.500000 0.00 47.63 45.04 Agency Mortgage-Backed Securities FNMA FNMS 03.025 CLAP8394 B1V7KEBTPIMZEU4LTD58 3138MCKG8 2042-08-01 3.025000 0.00 60480.65 55393.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5513 B1V7KEBTPIMZEU4LTD58 3140QDDT8 2050-04-01 4.000000 0.00 23667582.73 22057934.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5176 B1V7KEBTPIMZEU4LTD58 3140QCXE1 2050-02-01 4.000000 0.00 245619.55 229870.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5161 B1V7KEBTPIMZEU4LTD58 3140QCWX0 2050-02-01 3.500000 0.00 4227.57 3873.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4801 B1V7KEBTPIMZEU4LTD58 3140QCKP0 2049-12-01 3.500000 0.00 4938.61 4501.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4792 B1V7KEBTPIMZEU4LTD58 3140QCKE5 2049-12-01 3.000000 0.00 37020.05 32107.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 B1V7KEBTPIMZEU4LTD58 3140QCK96 2049-12-01 4.000000 0.00 109517.03 102004.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4736 B1V7KEBTPIMZEU4LTD58 3140QCHN9 2049-11-01 3.000000 0.00 558354.28 480343.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQCA4693 B1V7KEBTPIMZEU4LTD58 3140QCGB6 2049-03-01 5.000000 0.00 167565.50 167864.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4536 B1V7KEBTPIMZEU4LTD58 3140QCBE5 2049-11-01 3.000000 0.00 170859.61 149132.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5377 B1V7KEBTPIMZEU4LTD58 3140QC6P6 2050-03-01 4.500000 0.00 317.70 306.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3351 B1V7KEBTPIMZEU4LTD58 3140BTWM3 2055-11-01 5.000000 0.00 2458502.72 2402853.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7904 S6XOOCT0IEG5ABCC6L87 3133BHX92 2052-08-01 5.000000 0.00 750.70 731.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE7805 S6XOOCT0IEG5ABCC6L87 3133BHU61 2052-08-01 5.500000 0.00 35507.54 35638.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6679 S6XOOCT0IEG5ABCC6L87 3133BGM47 2052-08-01 4.500000 0.00 67192.81 64609.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6058 S6XOOCT0IEG5ABCC6L87 3133BFWT3 2052-07-01 4.500000 0.00 990630.18 942594.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5831 S6XOOCT0IEG5ABCC6L87 3133BFPQ7 2052-07-01 5.000000 0.00 3680.33 3605.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5818 S6XOOCT0IEG5ABCC6L87 3133BFPB0 2052-07-01 5.000000 0.00 3014725.24 2953902.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE5186 S6XOOCT0IEG5ABCC6L87 3133BEXP3 2052-06-01 4.500000 0.00 750.90 714.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE4732 S6XOOCT0IEG5ABCC6L87 3133BEHH9 2047-07-01 3.500000 0.00 317273.14 286854.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE2352 S6XOOCT0IEG5ABCC6L87 3133BBTH2 2052-05-01 2.500000 0.00 1880399.24 1552811.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6587 B1V7KEBTPIMZEU4LTD58 3140B7J95 2055-06-01 5.500000 0.00 1021593.41 1025779.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6450 B1V7KEBTPIMZEU4LTD58 3140B7EY5 2055-04-01 5.500000 0.00 981.97 985.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6408 B1V7KEBTPIMZEU4LTD58 3140B7DN0 2055-03-01 6.500000 0.00 2953793.63 3087555.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7198 B1V7KEBTPIMZEU4LTD58 3140B77L1 2055-04-01 5.500000 0.00 920.35 917.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6012 B1V7KEBTPIMZEU4LTD58 3140B6VE2 2055-04-01 6.500000 0.00 1257157.09 1310732.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5580 B1V7KEBTPIMZEU4LTD58 3140B6FW0 2055-03-01 6.500000 0.00 62138.67 65102.85 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5059 S6XOOCT0IEG5ABCC6L87 3133LPTQ0 2031-06-01 1.500000 0.00 993.60 936.18 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5044 S6XOOCT0IEG5ABCC6L87 3133LPS99 2030-11-01 1.500000 0.00 35000.78 33211.54 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5040 S6XOOCT0IEG5ABCC6L87 3133LPS57 2030-10-01 1.500000 0.00 40049.76 38045.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CNRD5307 S6XOOCT0IEG5ABCC6L87 3133LP3Q8 2036-07-01 6.000000 0.00 418147.85 430790.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5291 S6XOOCT0IEG5ABCC6L87 3133LP2Y2 2036-04-01 4.500000 0.00 2757.88 2734.66 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CNRD0018 S6XOOCT0IEG5ABCC6L87 3133LJAT8 2032-01-01 2.000000 0.00 268954.54 257058.86 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC1880 S6XOOCT0IEG5ABCC6L87 3133L8CR4 2036-03-01 1.500000 0.00 97069.35 86188.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRC1695 S6XOOCT0IEG5ABCC6L87 3133L73C9 2035-12-01 3.500000 0.00 44117.60 41680.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5403 S6XOOCT0IEG5ABCC6L87 3133L0AC6 2046-05-01 4.000000 0.00 991.06 924.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8348 S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5.000000 0.00 774.77 758.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8341 S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5.000000 0.00 1520.25 1481.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 127223.05 124056.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8327 S6XOOCT0IEG5ABCC6L87 3132DWHC0 2053-04-01 3.500000 0.00 762.54 681.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 670.41 671.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4817 S6XOOCT0IEG5ABCC6L87 3142GVK75 2055-09-01 5.500000 0.00 23802673.70 23799634.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1986 S6XOOCT0IEG5ABCC6L87 3142JQF46 2055-12-01 6.500000 0.00 557496.36 581577.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1931 S6XOOCT0IEG5ABCC6L87 3142JQED7 2055-12-01 4.500000 0.00 1154097.13 1095817.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1878 S6XOOCT0IEG5ABCC6L87 3142JQCQ0 2055-12-01 6.500000 0.00 1442178.96 1511773.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1374 S6XOOCT0IEG5ABCC6L87 3142JPQ46 2055-12-01 5.500000 0.00 2906328.92 2921628.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7656 B1V7KEBTPIMZEU4LTD58 3140XPQJ1 2054-04-01 5.500000 0.00 851.49 850.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7622 B1V7KEBTPIMZEU4LTD58 3140XPPG8 2054-04-01 5.500000 0.00 9270.66 9334.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7423 B1V7KEBTPIMZEU4LTD58 3140XPG94 2054-03-01 5.500000 0.00 78922.91 79338.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7420 B1V7KEBTPIMZEU4LTD58 3140XPG60 2054-01-01 6.000000 0.00 843.34 862.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8003 B1V7KEBTPIMZEU4LTD58 3140XP3M9 2053-08-01 5.000000 0.00 791.83 776.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6897 B1V7KEBTPIMZEU4LTD58 3140XNUX0 2052-03-01 2.500000 0.00 813.69 672.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6841 B1V7KEBTPIMZEU4LTD58 3140XNS70 2054-01-01 6.000000 0.00 702.91 725.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6471 B1V7KEBTPIMZEU4LTD58 3140XNFM1 2052-05-01 3.000000 0.00 354675.17 306033.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS7187 B1V7KEBTPIMZEU4LTD58 3140XN6Z2 2052-04-01 2.000000 0.00 90447.81 71333.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7160 B1V7KEBTPIMZEU4LTD58 3140XN5W0 2054-02-01 6.500000 0.00 1911.50 2012.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7131 B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5.000000 0.00 417891.60 408511.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7084 B1V7KEBTPIMZEU4LTD58 3140XN2S2 2052-08-01 4.000000 0.00 777089.39 717310.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS6166 B1V7KEBTPIMZEU4LTD58 3140XMZ82 2036-12-01 3.500000 0.00 1802712.43 1741861.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5710 B1V7KEBTPIMZEU4LTD58 3140XMKY1 2053-07-01 5.000000 0.00 757.24 741.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4064 B1V7KEBTPIMZEU4LTD58 3140W4QS9 2056-01-01 5.000000 0.00 975.23 950.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA3890 B1V7KEBTPIMZEU4LTD58 3140W4KC0 2044-10-01 4.000000 0.00 954.34 905.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0741 S6XOOCT0IEG5ABCC6L87 3142JNZF6 2055-11-01 4.500000 0.00 105547.77 99733.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0698 S6XOOCT0IEG5ABCC6L87 3142JNX43 2055-11-01 5.000000 0.00 1693096.84 1644055.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0628 S6XOOCT0IEG5ABCC6L87 3142JNVW3 2055-11-01 5.500000 0.00 1295710.58 1317218.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA0611 S6XOOCT0IEG5ABCC6L87 3142JNVD5 2055-12-01 6.000000 0.00 2593728.01 2696452.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0523 S6XOOCT0IEG5ABCC6L87 3142JNSM9 2055-12-01 6.500000 0.00 992.67 1055.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2055 S6XOOCT0IEG5ABCC6L87 3142JQH93 2055-12-01 6.500000 0.00 1342778.69 1397891.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3213 B1V7KEBTPIMZEU4LTD58 3140QASB7 2049-03-01 4.500000 0.00 24637616.53 23834454.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2951 B1V7KEBTPIMZEU4LTD58 3140QAH52 2049-01-01 4.500000 0.00 948347.67 914097.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3503 B1V7KEBTPIMZEU4LTD58 3140QA3M0 2049-05-01 4.000000 0.00 9686.17 9021.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7820 S6XOOCT0IEG5ABCC6L87 3142JWVN3 2056-03-01 5.500000 0.00 1539055.90 1537840.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7389 S6XOOCT0IEG5ABCC6L87 3142JWF76 2056-02-01 5.500000 0.00 1690043.43 1684137.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7990 S6XOOCT0IEG5ABCC6L87 3142JW2Y1 2056-02-01 5.000000 0.00 1188816.49 1156865.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7969 S6XOOCT0IEG5ABCC6L87 3142JW2B1 2056-03-01 5.000000 0.00 2510439.64 2453075.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6963 S6XOOCT0IEG5ABCC6L87 3142JVWZ7 2056-02-01 5.000000 0.00 3303986.83 3208001.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6354 S6XOOCT0IEG5ABCC6L87 3142JVBY3 2056-02-01 5.500000 0.00 1241397.15 1237058.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6301 S6XOOCT0IEG5ABCC6L87 3142JVAB4 2056-02-01 5.500000 0.00 1413340.22 1418546.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7114 S6XOOCT0IEG5ABCC6L87 3142JV3Y2 2056-03-01 6.500000 0.00 1485238.72 1564196.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6068 S6XOOCT0IEG5ABCC6L87 3142JUW63 2056-02-01 5.000000 0.00 1070287.73 1039192.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5875 B1V7KEBTPIMZEU4LTD58 31418FQ59 2055-11-01 3.500000 0.00 799999.34 714027.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 55053.85 56002.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5790 B1V7KEBTPIMZEU4LTD58 31418FNG8 2055-08-01 4.500000 0.00 55926.69 52845.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4.000000 0.00 1855.35 1704.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5756 B1V7KEBTPIMZEU4LTD58 31418FME4 2055-07-01 3.500000 0.00 64610.96 57667.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CNMA5778 B1V7KEBTPIMZEU4LTD58 31418FM46 2035-05-01 6.500000 0.00 661691.12 691752.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0318 S6XOOCT0IEG5ABCC6L87 3133W4K76 2056-08-01 5.500000 0.00 1106889.06 1111211.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0880 S6XOOCT0IEG5ABCC6L87 3133W46R8 2056-08-01 5.000000 0.00 1221732.76 1197529.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0788 S6XOOCT0IEG5ABCC6L87 3133W42V3 2056-08-01 6.000000 0.00 2743787.60 2813948.99 Agency Mortgage-Backed Securities FMAC FEPC 07.000 ZLSI2146 S6XOOCT0IEG5ABCC6L87 3133USL33 2053-10-01 7.000000 0.00 15157.52 15993.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 ZLSI2009 S6XOOCT0IEG5ABCC6L87 3133USGS4 2049-10-01 3.000000 0.00 895281.63 772705.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3XSF7003 S6XOOCT0IEG5ABCC6L87 3133SUX87 2030-05-01 3.000000 0.00 185578.71 181555.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3SSF2006 S6XOOCT0IEG5ABCC6L87 3133SPGP9 2047-05-01 5.000000 0.00 851520.65 847200.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PRE6044 S6XOOCT0IEG5ABCC6L87 3133N3WD2 2050-03-01 4.500000 0.00 113506.94 105462.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5244 S6XOOCT0IEG5ABCC6L87 3133LPZH3 2035-05-01 5.000000 0.00 649.00 649.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5213 S6XOOCT0IEG5ABCC6L87 3133LPYJ0 2034-10-01 5.000000 0.00 204903.44 204921.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5150 S6XOOCT0IEG5ABCC6L87 3133LPWK9 2033-05-01 5.000000 0.00 388.33 390.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO3024 B1V7KEBTPIMZEU4LTD58 3140JXLE6 2049-10-01 3.500000 0.00 49973.48 45147.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBO2231 B1V7KEBTPIMZEU4LTD58 3140JWPR5 2034-09-01 2.500000 0.00 107245.52 100605.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO2201 B1V7KEBTPIMZEU4LTD58 3140JWNT3 2049-09-01 3.000000 0.00 369391.87 320528.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBO1766 B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.500000 0.00 591559.80 565750.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6711 B1V7KEBTPIMZEU4LTD58 3140JPN50 2049-06-01 4.500000 0.00 2872379.04 2764024.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN6023 B1V7KEBTPIMZEU4LTD58 3140JNVR8 2049-04-01 4.000000 0.00 73919.28 68680.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5423 B1V7KEBTPIMZEU4LTD58 3140JNAZ3 2049-04-01 3.500000 0.00 1764841.33 1605276.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5409 B1V7KEBTPIMZEU4LTD58 3140JNAK6 2049-04-01 3.500000 0.00 188.03 170.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2840 B1V7KEBTPIMZEU4LTD58 3140Y9EN0 2056-06-01 5.500000 0.00 1035.52 1047.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 B1V7KEBTPIMZEU4LTD58 3140Y8WZ5 2056-04-01 5.500000 0.00 872425.40 869374.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2416 B1V7KEBTPIMZEU4LTD58 3140Y8VJ2 2056-04-01 6.500000 0.00 902082.74 943597.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2325 B1V7KEBTPIMZEU4LTD58 3140Y8SP2 2056-04-01 5.000000 0.00 1942342.52 1916162.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 S6XOOCT0IEG5ABCC6L87 31427T6T8 2056-09-01 5.500000 0.00 24061984.00 24283169.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2015 B1V7KEBTPIMZEU4LTD58 3140Y8GZ3 2056-02-01 5.000000 0.00 966.95 938.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1509 B1V7KEBTPIMZEU4LTD58 3140Y7VB1 2055-11-01 5.000000 0.00 975.64 954.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1261 B1V7KEBTPIMZEU4LTD58 3140Y7MK1 2055-10-01 6.500000 0.00 19984384.79 21014493.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1192 B1V7KEBTPIMZEU4LTD58 3140Y7KE7 2055-10-01 4.500000 0.00 964.94 911.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 3197125.73 3203645.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2067 S6XOOCT0IEG5ABCC6L87 3142K3JM1 2056-04-01 4.500000 0.00 995.64 940.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1981 S6XOOCT0IEG5ABCC6L87 3142K3FX1 2056-05-01 5.000000 0.00 1015246.15 990219.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1952 S6XOOCT0IEG5ABCC6L87 3142K3E20 2056-05-01 5.000000 0.00 1580350.87 1542374.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2612 S6XOOCT0IEG5ABCC6L87 3142K33W6 2056-05-01 4.500000 0.00 1294655.10 1227538.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1475 S6XOOCT0IEG5ABCC6L87 3142K2T91 2056-04-01 5.000000 0.00 995.55 971.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1409 S6XOOCT0IEG5ABCC6L87 3142K2R77 2056-04-01 5.000000 0.00 1076154.63 1048624.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1082 S6XOOCT0IEG5ABCC6L87 3142K2FY1 2056-04-01 4.500000 0.00 1362527.81 1291741.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0660 S6XOOCT0IEG5ABCC6L87 31427MWW7 2055-04-01 6.000000 0.00 6401.24 6552.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL0622 S6XOOCT0IEG5ABCC6L87 31427MVQ1 2050-03-01 4.000000 0.00 3123378.02 2886305.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 S6XOOCT0IEG5ABCC6L87 31427MME8 2054-12-01 5.000000 0.00 24812561.29 24245511.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0308 S6XOOCT0IEG5ABCC6L87 31427MKW0 2055-02-01 5.500000 0.00 10030.67 10034.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 S6XOOCT0IEG5ABCC6L87 31427MK26 2055-01-01 6.000000 0.00 11667.90 11969.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0284 S6XOOCT0IEG5ABCC6L87 31427MJ69 2055-02-01 5.500000 0.00 431016.41 429897.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0200 S6XOOCT0IEG5ABCC6L87 31427MGJ4 2055-01-01 5.500000 0.00 22289878.15 22299269.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5824 S6XOOCT0IEG5ABCC6L87 3142K7PJ2 2056-06-01 5.000000 0.00 1042818.18 1020349.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5763 S6XOOCT0IEG5ABCC6L87 3142K7MM8 2056-06-01 5.000000 0.00 1455876.48 1418630.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5604 S6XOOCT0IEG5ABCC6L87 3142K7GN3 2056-06-01 6.000000 0.00 2062994.84 2098666.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5588 S6XOOCT0IEG5ABCC6L87 3142K7F61 2056-06-01 5.500000 0.00 1920592.25 1931077.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5542 S6XOOCT0IEG5ABCC6L87 3142K7EQ8 2056-06-01 5.500000 0.00 1022470.74 1029361.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5516 S6XOOCT0IEG5ABCC6L87 3142K7DW6 2056-06-01 5.000000 0.00 1053882.09 1037454.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5502 S6XOOCT0IEG5ABCC6L87 3142K7DG1 2056-06-01 5.000000 0.00 1754199.44 1725108.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZT1115 S6XOOCT0IEG5ABCC6L87 3132ADGY8 2043-06-01 4.000000 0.00 39189.21 36738.09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZT1107 S6XOOCT0IEG5ABCC6L87 3132ADGQ5 2043-03-01 3.500000 0.00 530116.53 490366.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0714 S6XOOCT0IEG5ABCC6L87 3132ACYK0 2048-10-01 5.000000 0.00 63038.48 62046.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0711 S6XOOCT0IEG5ABCC6L87 3132ACYG9 2048-10-01 3.500000 0.00 211.89 191.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0535 S6XOOCT0IEG5ABCC6L87 3132ACSY7 2048-01-01 3.500000 0.00 566839.12 515315.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0542 S6XOOCT0IEG5ABCC6L87 3132ACS76 2048-07-01 4.000000 0.00 1217.16 1134.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0500 S6XOOCT0IEG5ABCC6L87 3132ACRV4 2046-07-01 4.000000 0.00 2064119.09 1966592.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0474 S6XOOCT0IEG5ABCC6L87 3132ACQ37 2048-08-01 4.500000 0.00 592644.12 569328.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0343 S6XOOCT0IEG5ABCC6L87 3132ACLY4 2048-06-01 4.500000 0.00 2911.78 2809.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0241 S6XOOCT0IEG5ABCC6L87 3132ACHS2 2048-01-01 3.000000 0.00 595.70 525.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0066 S6XOOCT0IEG5ABCC6L87 3132ACCB4 2041-05-01 5.000000 0.00 173.45 172.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0789 S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4.000000 0.00 210333.64 195553.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 S6XOOCT0IEG5ABCC6L87 3132AAW67 2046-03-01 3.000000 0.00 241.33 213.57 Agency Mortgage-Backed Securities FMAC 05.490 FGPC U30289 G S6XOOCT0IEG5ABCC6L87 31335YKA3 2037-02-01 5.490000 0.00 47.48 48.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2662 S6XOOCT0IEG5ABCC6L87 3131XV5X9 2047-02-01 3.500000 0.00 1682299.15 1532653.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM1592 S6XOOCT0IEG5ABCC6L87 3131XUXV4 2046-08-01 3.000000 0.00 360095.56 320824.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0946 S6XOOCT0IEG5ABCC6L87 3131XUBP1 2046-03-01 3.500000 0.00 94.21 86.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1873 B1V7KEBTPIMZEU4LTD58 3140J6CK1 2047-09-01 3.500000 0.00 999182.79 912930.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1648 B1V7KEBTPIMZEU4LTD58 3140A1ZN0 2053-09-01 6.500000 0.00 266563.57 276757.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7461 B1V7KEBTPIMZEU4LTD58 3140XBJF8 2050-08-01 4.000000 0.00 301.21 280.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2090 S6XOOCT0IEG5ABCC6L87 3132AEKB1 2049-06-01 3.000000 0.00 157362.26 136678.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1561 B1V7KEBTPIMZEU4LTD58 3140AAWX1 2054-04-01 6.500000 0.00 2865.65 2987.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5.000000 0.00 2921051.69 2915605.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFS4544 B1V7KEBTPIMZEU4LTD58 3140XLBN7 2042-04-01 2.000000 0.00 2179190.30 1875153.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4523 B1V7KEBTPIMZEU4LTD58 3140XLAZ1 2053-04-01 5.000000 0.00 772.50 755.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI6814 S6XOOCT0IEG5ABCC6L87 3133WDSB9 2054-06-01 6.500000 0.00 830.01 871.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6758 S6XOOCT0IEG5ABCC6L87 3133WDQK1 2054-05-01 5.500000 0.00 71783.32 71658.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6481 S6XOOCT0IEG5ABCC6L87 3133WDFW7 2054-06-01 5.500000 0.00 1374765.15 1390447.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 S6XOOCT0IEG5ABCC6L87 3131XYBU2 2047-10-01 3.500000 0.00 253.99 230.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4550 S6XOOCT0IEG5ABCC6L87 3131XYBT5 2047-10-01 3.500000 0.00 1580993.82 1418935.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4515 S6XOOCT0IEG5ABCC6L87 3131XYAQ2 2047-10-01 3.500000 0.00 175689.51 160181.87 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P00029 G S6XOOCT0IEG5ABCC6L87 31283NA69 2033-03-01 6.000000 0.00 7.04 7.10 Agency Mortgage-Backed Securities FMAC 05.500 FGPC P00793 G S6XOOCT0IEG5ABCC6L87 31283N3A8 2037-07-01 5.500000 0.00 109.14 107.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4107 S6XOOCT0IEG5ABCC6L87 3131XXR45 2047-09-01 3.500000 0.00 668294.53 606475.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3420 S6XOOCT0IEG5ABCC6L87 3131XWYR8 2047-06-01 4.500000 0.00 377495.04 364013.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC9160 S6XOOCT0IEG5ABCC6L87 3133AUE95 2051-10-01 3.000000 0.00 484164.43 420419.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC7500 S6XOOCT0IEG5ABCC6L87 3133ASKM4 2051-09-01 3.000000 0.00 2113342.56 1854914.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA3544 B1V7KEBTPIMZEU4LTD58 3140QA5E6 2039-05-01 4.000000 0.00 518006.40 489308.50 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8123 S6XOOCT0IEG5ABCC6L87 3132DWAY9 2051-01-01 3.000000 0.00 418.80 360.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAS6056 B1V7KEBTPIMZEU4LTD58 3138WFWS1 2030-08-01 2.500000 0.00 156733.26 151085.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9006 B1V7KEBTPIMZEU4LTD58 3140QVAG9 2054-08-01 6.000000 0.00 2322718.22 2395163.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8361 S6XOOCT0IEG5ABCC6L87 3132DWJE4 2053-09-01 5.000000 0.00 777.61 758.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2429 B1V7KEBTPIMZEU4LTD58 3140Q9VX8 2048-10-01 4.000000 0.00 246.11 229.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBH8154 B1V7KEBTPIMZEU4LTD58 3140GXBY6 2047-11-01 3.000000 0.00 225.73 196.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9288 S6XOOCT0IEG5ABCC6L87 3133WGJ97 2054-07-01 6.500000 0.00 905163.21 953535.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 S6XOOCT0IEG5ABCC6L87 3132DNZE6 2052-09-01 4.500000 0.00 2692.68 2573.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2496 B1V7KEBTPIMZEU4LTD58 3140XHX28 2052-08-01 4.500000 0.00 753.43 719.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDB7741 B1V7KEBTPIMZEU4LTD58 3140AHS78 2039-07-01 5.500000 0.00 571075.24 583576.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO1357 B1V7KEBTPIMZEU4LTD58 3140JVQK1 2049-08-01 3.000000 0.00 223504.86 198911.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6223 B1V7KEBTPIMZEU4LTD58 3140X94H5 2036-03-01 2.000000 0.00 596578.78 543063.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3682 S6XOOCT0IEG5ABCC6L87 3133WACT3 2054-04-01 5.500000 0.00 792124.83 804486.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2495 B1V7KEBTPIMZEU4LTD58 31418BXZ4 2046-01-01 3.500000 0.00 179666.88 164141.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0125 B1V7KEBTPIMZEU4LTD58 3140FXD74 2056-07-01 4.000000 0.00 140881.74 129696.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK7616 B1V7KEBTPIMZEU4LTD58 3140HMPA6 2048-09-01 5.000000 0.00 26655.70 26287.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4948 B1V7KEBTPIMZEU4LTD58 3140QQQA6 2052-10-01 5.000000 0.00 1779165.12 1764925.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 REBT1311 B1V7KEBTPIMZEU4LTD58 3140LPN57 2051-07-01 2.000000 0.00 333971.50 265384.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0712 B1V7KEBTPIMZEU4LTD58 3140MRYJ0 2052-06-01 5.000000 0.00 2329857.39 2270594.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4165 B1V7KEBTPIMZEU4LTD58 3140QBTX6 2049-06-01 3.500000 0.00 55320.12 49969.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4253 B1V7KEBTPIMZEU4LTD58 3140M5WP6 2053-11-01 6.500000 0.00 1616347.93 1701520.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3212 B1V7KEBTPIMZEU4LTD58 31418CSA3 2047-12-01 4.500000 0.00 38589.64 37082.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4177 B1V7KEBTPIMZEU4LTD58 31418DUB6 2040-11-01 2.500000 0.00 446.55 399.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6421 S6XOOCT0IEG5ABCC6L87 3133WDD25 2054-05-01 6.000000 0.00 275854.22 283164.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1455 S6XOOCT0IEG5ABCC6L87 3132ADTL2 2042-07-01 3.500000 0.00 76109.39 71015.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 18104.17 17636.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7866 B1V7KEBTPIMZEU4LTD58 3140QTW47 2054-01-01 6.500000 0.00 574.98 600.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX7296 B1V7KEBTPIMZEU4LTD58 3138Y9DA3 2044-12-01 4.500000 0.00 121.20 115.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 229063.78 231509.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0841 B1V7KEBTPIMZEU4LTD58 3140NG5B2 2053-05-01 5.500000 0.00 764814.09 766069.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4273 B1V7KEBTPIMZEU4LTD58 3140U7XB3 2056-04-01 5.000000 0.00 2018267.78 1971334.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2690 B1V7KEBTPIMZEU4LTD58 3140Y87C4 2056-05-01 6.000000 0.00 5121.29 5276.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC0911 S6XOOCT0IEG5ABCC6L87 3133W5AL3 2056-08-01 4.500000 0.00 44708.98 42414.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5942 S6XOOCT0IEG5ABCC6L87 3142K7S83 2056-06-01 6.000000 0.00 1434375.88 1467530.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6227 B1V7KEBTPIMZEU4LTD58 3138WF4M5 2045-11-01 4.000000 0.00 85.04 79.49 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQF4524 S6XOOCT0IEG5ABCC6L87 3133BSAZ5 2052-12-01 7.000000 0.00 697257.90 738579.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0449 B1V7KEBTPIMZEU4LTD58 3140AMQB0 2054-10-01 5.500000 0.00 568172.20 566297.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 S6XOOCT0IEG5ABCC6L87 3132DWK28 2054-02-01 4.000000 0.00 28899.63 26568.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0818 S6XOOCT0IEG5ABCC6L87 3132DM4B8 2051-12-01 3.000000 0.00 1475291.38 1297946.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1687 B1V7KEBTPIMZEU4LTD58 3140X42V7 2034-10-01 3.500000 0.00 1853558.30 1791847.17 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 729.92 575.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8168 S6XOOCT0IEG5ABCC6L87 3132DWCD3 2051-09-01 3.000000 0.00 29746.86 25602.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8194 S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.500000 0.00 765870.23 631914.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8191 S6XOOCT0IEG5ABCC6L87 3132DWC43 2052-01-01 3.500000 0.00 804070.35 720275.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8147 S6XOOCT0IEG5ABCC6L87 3132DWBQ5 2051-05-01 2.500000 0.00 607.51 501.56 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 3132DWBP7 2051-05-01 2.000000 0.00 67570.09 53469.95 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8121 S6XOOCT0IEG5ABCC6L87 3132DWAW3 2051-01-01 2.000000 0.00 3532502.45 2799980.37 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8114 S6XOOCT0IEG5ABCC6L87 3132DWAP8 2050-12-01 2.500000 0.00 998.83 825.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0866 S6XOOCT0IEG5ABCC6L87 3132DM6B6 2052-02-01 3.500000 0.00 3011221.75 2694181.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0657 S6XOOCT0IEG5ABCC6L87 3132D9WS9 2041-04-01 3.000000 0.00 2467945.03 2236856.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0495 S6XOOCT0IEG5ABCC6L87 3132D9RQ9 2042-08-01 2.000000 0.00 165722.45 142273.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1061 S6XOOCT0IEG5ABCC6L87 3132DNFA6 2052-05-01 2.500000 0.00 32593.29 27301.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZN1380 S6XOOCT0IEG5ABCC6L87 3131Y7Q91 2048-11-01 5.000000 0.00 168.66 167.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0738 S6XOOCT0IEG5ABCC6L87 3131Y6ZB8 2043-06-01 3.500000 0.00 1277990.91 1182162.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0665 S6XOOCT0IEG5ABCC6L87 3131Y6W21 2043-03-01 3.500000 0.00 776.01 717.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZN0547 S6XOOCT0IEG5ABCC6L87 3131Y6TC3 2042-12-01 4.000000 0.00 2378880.75 2259506.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0538 S6XOOCT0IEG5ABCC6L87 3131Y6S34 2042-11-01 3.500000 0.00 76914.77 71145.91 Agency Mortgage-Backed Securities FMAC FEPC 05.550 6IZM9575 S6XOOCT0IEG5ABCC6L87 3131Y4T87 2037-08-01 5.550000 0.00 2469.44 2509.72 Agency Mortgage-Backed Securities FMAC FEPC 05.440 6GZM9084 S6XOOCT0IEG5ABCC6L87 3131Y4CV4 2037-09-01 5.440000 0.00 32390.08 32708.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0341 B1V7KEBTPIMZEU4LTD58 3140FXLX8 2059-01-01 5.500000 0.00 58518.93 59115.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD4749 S6XOOCT0IEG5ABCC6L87 3133B2H28 2052-01-01 2.500000 0.00 319441.06 262290.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3626 S6XOOCT0IEG5ABCC6L87 3132E0A36 2053-09-01 6.000000 0.00 23328556.77 23730414.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5172 B1V7KEBTPIMZEU4LTD58 31417BXA0 2042-05-01 3.500000 0.00 3404124.89 3169075.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL1851 B1V7KEBTPIMZEU4LTD58 3138EJBV9 2042-05-01 3.500000 0.00 3255027.71 3025130.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD4138 S6XOOCT0IEG5ABCC6L87 3132E0S37 2053-03-01 4.500000 0.00 455491.01 432980.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ7707 S6XOOCT0IEG5ABCC6L87 3133CYR42 2054-10-01 6.500000 0.00 1541701.61 1618632.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6.000000 0.00 578.88 590.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS3857 B1V7KEBTPIMZEU4LTD58 3140XKJB7 2043-03-01 5.500000 0.00 1682115.40 1696957.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2217 S6XOOCT0IEG5ABCC6L87 3132DPPA0 2053-01-01 6.000000 0.00 625.93 636.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8061 B1V7KEBTPIMZEU4LTD58 3140AH5X6 2054-06-01 6.500000 0.00 974.22 1019.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3983 S6XOOCT0IEG5ABCC6L87 3132A4M88 2041-06-01 5.500000 0.00 313311.55 317441.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 S6XOOCT0IEG5ABCC6L87 3133BWMK6 2053-03-01 5.500000 0.00 575.21 576.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH1618 S6XOOCT0IEG5ABCC6L87 3133CDYP3 2053-09-01 4.500000 0.00 3061388.94 2912182.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8364 S6XOOCT0IEG5ABCC6L87 3132DWJH7 2053-09-01 6.500000 0.00 2567923.20 2662593.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5111 B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.500000 0.00 2220.23 2257.95 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0359 S6XOOCT0IEG5ABCC6L87 3132CWMG6 2035-07-01 2.500000 0.00 1016.64 946.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBR8552 B1V7KEBTPIMZEU4LTD58 3140L7QE5 2051-04-01 3.000000 0.00 1909650.85 1682440.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0506 S6XOOCT0IEG5ABCC6L87 3133C0R38 2053-03-01 6.000000 0.00 945967.63 977377.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REBJ4579 B1V7KEBTPIMZEU4LTD58 3140H6CR8 2048-01-01 3.500000 0.00 44433.77 40329.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CAAX8556 B1V7KEBTPIMZEU4LTD58 3138YAQJ7 2044-10-01 4.000000 0.00 123944.72 117149.49 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS5598 B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.500000 0.00 704.54 625.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5246 B1V7KEBTPIMZEU4LTD58 3140J9ZL8 2048-11-01 3.500000 0.00 106.54 96.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3229 B1V7KEBTPIMZEU4LTD58 3140QAST8 2049-03-01 5.000000 0.00 230.95 229.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 S6XOOCT0IEG5ABCC6L87 3142GRQ52 2054-02-01 4.500000 0.00 11294.03 10723.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0187 S6XOOCT0IEG5ABCC6L87 3131XTF47 2045-09-01 4.000000 0.00 223.45 209.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE0084 B1V7KEBTPIMZEU4LTD58 3140FKCW8 2046-12-01 3.000000 0.00 160378.71 143659.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBD9278 B1V7KEBTPIMZEU4LTD58 3140FHJY4 2046-11-01 4.500000 0.00 41981.86 40453.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX5233 B1V7KEBTPIMZEU4LTD58 3138Y6Y73 2044-11-01 4.500000 0.00 170.51 163.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAW4718 B1V7KEBTPIMZEU4LTD58 3138XUG48 2034-06-01 4.500000 0.00 157662.21 155122.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV9483 B1V7KEBTPIMZEU4LTD58 3138XMRD4 2044-01-01 4.000000 0.00 221.65 211.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAV3965 B1V7KEBTPIMZEU4LTD58 3138XFMP7 2034-01-01 4.500000 0.00 137.87 135.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU9318 B1V7KEBTPIMZEU4LTD58 3138X9K81 2043-10-01 4.000000 0.00 39438.25 37665.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU8868 B1V7KEBTPIMZEU4LTD58 3138X82A8 2043-11-01 4.500000 0.00 109.85 106.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAU6940 B1V7KEBTPIMZEU4LTD58 3138X6WA9 2043-10-01 3.500000 0.00 1794785.56 1655710.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE9534 B1V7KEBTPIMZEU4LTD58 3140BNSY5 2055-10-01 5.000000 0.00 1228145.68 1202522.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9224 B1V7KEBTPIMZEU4LTD58 3140BNHA9 2055-10-01 6.000000 0.00 1626794.53 1672487.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9207 B1V7KEBTPIMZEU4LTD58 3140BNGR3 2055-10-01 6.000000 0.00 328.67 334.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBW4442 B1V7KEBTPIMZEU4LTD58 3140MV5C8 2046-06-01 5.000000 0.00 248898.23 244124.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9773 B1V7KEBTPIMZEU4LTD58 3140BN2F4 2055-10-01 5.500000 0.00 2491883.33 2496309.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8847 B1V7KEBTPIMZEU4LTD58 3140BMZM5 2055-09-01 6.500000 0.00 988.47 1039.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8707 B1V7KEBTPIMZEU4LTD58 3140BMU99 2055-09-01 7.000000 0.00 1016834.84 1076033.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8596 B1V7KEBTPIMZEU4LTD58 3140BMRS1 2055-10-01 5.500000 0.00 995610.66 1000106.17 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0560 B1V7KEBTPIMZEU4LTD58 3140A9TS9 2054-03-01 7.500000 0.00 637216.20 682236.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0491 B1V7KEBTPIMZEU4LTD58 3140A9RM4 2054-06-01 6.500000 0.00 2379458.15 2467180.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0505 B1V7KEBTPIMZEU4LTD58 3140A9R36 2054-07-01 6.500000 0.00 987842.02 1029861.53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0454 B1V7KEBTPIMZEU4LTD58 3140A9QG8 2054-04-01 7.000000 0.00 452885.25 484486.37 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0435 B1V7KEBTPIMZEU4LTD58 3140A9PV6 2054-03-01 7.000000 0.00 673708.61 720923.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0894 B1V7KEBTPIMZEU4LTD58 3140A97G9 2054-03-01 6.500000 0.00 501093.86 524126.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA7848 B1V7KEBTPIMZEU4LTD58 3140A8WJ7 2054-01-01 6.000000 0.00 191.62 197.30 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8057 B1V7KEBTPIMZEU4LTD58 3140A85T5 2054-01-01 7.500000 0.00 525422.74 567607.35 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6713 B1V7KEBTPIMZEU4LTD58 3140A7N75 2053-12-01 7.500000 0.00 917109.48 981839.99 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA6450 B1V7KEBTPIMZEU4LTD58 3140A7EY6 2053-12-01 7.000000 0.00 974.18 1040.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA6449 B1V7KEBTPIMZEU4LTD58 3140A7EX8 2054-01-01 6.500000 0.00 944060.79 987988.57 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6399 B1V7KEBTPIMZEU4LTD58 3140A7DD3 2054-01-01 7.500000 0.00 828.26 891.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0619 B1V7KEBTPIMZEU4LTD58 3140A9VM9 2054-04-01 7.000000 0.00 807702.49 859502.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7151 B1V7KEBTPIMZEU4LTD58 3140A75M2 2054-02-01 6.500000 0.00 945223.43 994766.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA6144 B1V7KEBTPIMZEU4LTD58 3140A6ZJ8 2054-01-01 7.000000 0.00 830908.02 888333.18 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA5605 B1V7KEBTPIMZEU4LTD58 3140A6GP5 2053-12-01 7.500000 0.00 410468.94 439578.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4685 S6XOOCT0IEG5ABCC6L87 3133CVF25 2054-09-01 6.500000 0.00 764.90 794.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD2408 B1V7KEBTPIMZEU4LTD58 3140B2VA9 2055-02-01 5.000000 0.00 1010476.87 988145.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0524 S6XOOCT0IEG5ABCC6L87 31425USN6 2054-12-01 5.500000 0.00 818.49 820.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0315 S6XOOCT0IEG5ABCC6L87 31425UK53 2054-11-01 6.000000 0.00 1810022.45 1854956.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0054 S6XOOCT0IEG5ABCC6L87 31425UBY0 2054-12-01 5.000000 0.00 3290475.21 3249678.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 B1V7KEBTPIMZEU4LTD58 31419GA20 2040-10-01 3.500000 0.00 33768.22 31156.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 B1V7KEBTPIMZEU4LTD58 31419ACY1 2048-11-01 6.000000 0.00 316642.87 319755.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6150 B1V7KEBTPIMZEU4LTD58 31418FZQ3 2041-07-01 3.500000 0.00 365367.52 344845.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTMA6139 B1V7KEBTPIMZEU4LTD58 31418FZD2 2046-06-01 6.500000 0.00 964.04 1000.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6095 B1V7KEBTPIMZEU4LTD58 31418FXZ5 2041-05-01 6.000000 0.00 904.70 929.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 B1V7KEBTPIMZEU4LTD58 31418FXJ1 2056-06-01 5.500000 0.00 1937.36 1930.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6061 B1V7KEBTPIMZEU4LTD58 31418FWX1 2041-05-01 5.000000 0.00 953.35 953.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6038 B1V7KEBTPIMZEU4LTD58 31418FV87 2041-04-01 5.000000 0.00 30095.36 30097.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5976 B1V7KEBTPIMZEU4LTD58 31418FUA3 2041-02-01 4.000000 0.00 85473.86 82229.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6002 B1V7KEBTPIMZEU4LTD58 31418FU47 2041-03-01 4.000000 0.00 3439031.85 3308497.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5.000000 0.00 49532.65 48097.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5865 B1V7KEBTPIMZEU4LTD58 31418FQT7 2045-10-01 5.500000 0.00 818.28 824.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6447 S6XOOCT0IEG5ABCC6L87 31427UEV1 2056-07-01 5.500000 0.00 1227982.00 1238710.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6093 S6XOOCT0IEG5ABCC6L87 31427TXX9 2056-07-01 5.500000 0.00 24190983.13 24139851.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL6098 S6XOOCT0IEG5ABCC6L87 31427TX43 2052-06-01 3.000000 0.00 24476038.88 21204547.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL6062 S6XOOCT0IEG5ABCC6L87 31427TWY8 2050-07-01 3.000000 0.00 29043645.80 25082615.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5916 S6XOOCT0IEG5ABCC6L87 31427TSE7 2056-07-01 5.000000 0.00 970.72 945.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5848 S6XOOCT0IEG5ABCC6L87 31427TQA7 2055-08-01 6.500000 0.00 975.96 1021.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5675 S6XOOCT0IEG5ABCC6L87 31427TJV9 2056-06-01 6.000000 0.00 20945979.28 21331385.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5546 S6XOOCT0IEG5ABCC6L87 31427TEU6 2056-05-01 5.500000 0.00 1948139.25 1941327.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5527 S6XOOCT0IEG5ABCC6L87 31427TD94 2056-06-01 5.000000 0.00 3628675.53 3548077.81 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.500000 0.00 423.45 378.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4124 B1V7KEBTPIMZEU4LTD58 31418DSN3 2035-09-01 2.500000 0.00 40253.50 37295.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4121 B1V7KEBTPIMZEU4LTD58 31418DSK9 2050-09-01 3.000000 0.00 325626.12 281350.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 560.44 443.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4096 B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 1102247.87 911197.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4074 B1V7KEBTPIMZEU4LTD58 31418DQ47 2035-07-01 2.000000 0.00 132889.20 121528.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3879 B1V7KEBTPIMZEU4LTD58 31418DJZ6 2049-12-01 4.500000 0.00 101046.98 96500.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3872 B1V7KEBTPIMZEU4LTD58 31418DJS2 2049-12-01 3.500000 0.00 814.97 733.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA3811 B1V7KEBTPIMZEU4LTD58 31418DGV8 2049-10-01 3.000000 0.00 84.54 72.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2000 S6XOOCT0IEG5ABCC6L87 3142GSGJ1 2054-07-01 6.000000 0.00 969.31 997.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1960 S6XOOCT0IEG5ABCC6L87 3142GSFA1 2054-07-01 5.500000 0.00 398147.87 400063.89 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA8480 S6XOOCT0IEG5ABCC6L87 3133KQM52 2053-07-01 4.000000 0.00 1058946.85 975091.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA8431 S6XOOCT0IEG5ABCC6L87 3133KQLL8 2053-01-01 6.500000 0.00 20521666.18 21307700.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8410 S6XOOCT0IEG5ABCC6L87 3133KQKX3 2053-01-01 5.500000 0.00 169898.23 171266.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH5928 S6XOOCT0IEG5ABCC6L87 3133CJSR3 2053-11-01 6.500000 0.00 487056.90 511587.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6169 S6XOOCT0IEG5ABCC6L87 3133CJ2A8 2053-11-01 6.500000 0.00 1242053.62 1293110.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5190 S6XOOCT0IEG5ABCC6L87 3133CHXT7 2053-11-01 6.000000 0.00 650.10 669.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH4699 S6XOOCT0IEG5ABCC6L87 3133CHGG4 2053-11-01 6.000000 0.00 1394662.51 1430072.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4289 S6XOOCT0IEG5ABCC6L87 3133CGXS1 2053-11-01 5.500000 0.00 67046.66 66873.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4377 S6XOOCT0IEG5ABCC6L87 3133CG2J5 2053-11-01 5.500000 0.00 834.28 833.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH3273 S6XOOCT0IEG5ABCC6L87 3133CFT66 2053-10-01 5.500000 0.00 164335.53 164464.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH2818 S6XOOCT0IEG5ABCC6L87 3133CFDX4 2053-10-01 6.500000 0.00 1229750.01 1282342.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5396 S6XOOCT0IEG5ABCC6L87 3133WP7H2 2041-04-01 4.500000 0.00 1450147.49 1426995.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5288 S6XOOCT0IEG5ABCC6L87 3133WP2V6 2041-05-01 4.500000 0.00 977597.60 964866.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 S6XOOCT0IEG5ABCC6L87 3133WP2M6 2041-04-01 3.500000 0.00 3937.12 3715.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4174 S6XOOCT0IEG5ABCC6L87 3133WNT75 2040-09-01 5.000000 0.00 971219.58 972479.90 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.500000 0.00 27683.48 26294.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7772 S6XOOCT0IEG5ABCC6L87 3133KPT57 2052-08-01 4.000000 0.00 14787.95 13640.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9171 S6XOOCT0IEG5ABCC6L87 3133KRFL3 2053-06-01 6.000000 0.00 21576128.34 22218622.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7669 S6XOOCT0IEG5ABCC6L87 3133KPQW1 2052-07-01 4.500000 0.00 1141649.03 1093665.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7561 S6XOOCT0IEG5ABCC6L87 3133KPMJ4 2052-06-01 4.000000 0.00 3590116.55 3344097.83 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA6686 S6XOOCT0IEG5ABCC6L87 3133KNNB5 2052-01-01 4.000000 0.00 48714.13 45169.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF0482 B1V7KEBTPIMZEU4LTD58 3140BQRC7 2040-10-01 5.000000 0.00 1084333.20 1085446.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0192 B1V7KEBTPIMZEU4LTD58 3140BQGA3 2055-10-01 5.500000 0.00 988.97 985.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0187 B1V7KEBTPIMZEU4LTD58 3140BQF55 2055-08-01 6.500000 0.00 1154037.79 1204468.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0145 B1V7KEBTPIMZEU4LTD58 3140BQET4 2055-09-01 6.500000 0.00 989.14 1040.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0136 B1V7KEBTPIMZEU4LTD58 3140BQEJ6 2055-09-01 5.500000 0.00 3065676.23 3080285.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDE9693 B1V7KEBTPIMZEU4LTD58 3140BNXX1 2040-09-01 4.500000 0.00 911568.86 898054.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2919 S6XOOCT0IEG5ABCC6L87 3132DQG42 2053-04-01 5.500000 0.00 725.82 726.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2782 S6XOOCT0IEG5ABCC6L87 3132DQCT1 2053-04-01 5.500000 0.00 253450.93 254234.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2792 S6XOOCT0IEG5ABCC6L87 3132DQC53 2047-03-01 4.500000 0.00 630.92 614.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2704 S6XOOCT0IEG5ABCC6L87 3132DQAD8 2053-04-01 5.000000 0.00 1056568.46 1039733.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8219 S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 3126.31 2580.39 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 782.56 616.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8227 S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4.000000 0.00 48910.56 45136.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 34404.36 29539.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2334 S6XOOCT0IEG5ABCC6L87 3130G1PU0 2056-08-01 6.000000 0.00 1510517.00 1560341.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2194 S6XOOCT0IEG5ABCC6L87 3130G1KG6 2056-08-01 5.500000 0.00 2016.00 2017.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC2100 S6XOOCT0IEG5ABCC6L87 3130G1GJ5 2056-08-01 4.500000 0.00 1000.00 952.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2010 S6XOOCT0IEG5ABCC6L87 3130G1DQ2 2056-07-01 5.500000 0.00 1093714.00 1097559.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1987 S6XOOCT0IEG5ABCC6L87 3130G1CZ3 2056-08-01 6.000000 0.00 2934565.00 3008994.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1951 S6XOOCT0IEG5ABCC6L87 3130G1BV3 2056-08-01 6.500000 0.00 1061222.00 1117350.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2723 S6XOOCT0IEG5ABCC6L87 3130G14H2 2056-07-01 6.000000 0.00 917514.00 953455.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2708 S6XOOCT0IEG5ABCC6L87 3130G13S9 2056-07-01 5.500000 0.00 580476.00 588559.90 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8220 S6XOOCT0IEG5ABCC6L87 3132DWDZ3 2052-06-01 3.000000 0.00 766.97 658.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2703 S6XOOCT0IEG5ABCC6L87 3130G13M2 2056-08-01 6.000000 0.00 331871.00 341952.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1764 S6XOOCT0IEG5ABCC6L87 3130G0Z64 2056-08-01 5.000000 0.00 1093000.00 1064478.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1629 S6XOOCT0IEG5ABCC6L87 3130G0VX9 2056-08-01 5.500000 0.00 3372488.00 3360695.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC1592 S6XOOCT0IEG5ABCC6L87 3130G0US1 2056-07-01 4.500000 0.00 3082167.00 2914034.79 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTC1556 S6XOOCT0IEG5ABCC6L87 3130G0TN4 2056-08-01 4.000000 0.00 1830502.00 1681296.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3475 S6XOOCT0IEG5ABCC6L87 3132DQ2G0 2053-08-01 5.500000 0.00 526974.25 529071.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2526 S6XOOCT0IEG5ABCC6L87 3132DPYX0 2049-08-01 4.000000 0.00 760.12 701.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9618 S6XOOCT0IEG5ABCC6L87 3132AAVK7 2046-03-01 3.500000 0.00 89232.48 81697.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS9528 S6XOOCT0IEG5ABCC6L87 3132AASR6 2045-10-01 4.000000 0.00 726758.95 688482.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 S6XOOCT0IEG5ABCC6L87 3132AA2H6 2046-08-01 3.500000 0.00 15014.38 13716.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 S6XOOCT0IEG5ABCC6L87 3132A9UT2 2033-04-01 3.500000 0.00 106190.14 103268.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8624 S6XOOCT0IEG5ABCC6L87 3132A9SM0 2031-10-01 2.500000 0.00 74277.25 71096.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS8882 S6XOOCT0IEG5ABCC6L87 3132A92P1 2028-07-01 6.000000 0.00 2.72 2.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7928 S6XOOCT0IEG5ABCC6L87 3132A8YZ6 2033-02-01 3.500000 0.00 290805.84 283753.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZS7735 S6XOOCT0IEG5ABCC6L87 3132A8SY6 2032-01-01 2.000000 0.00 562440.30 532595.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7698 S6XOOCT0IEG5ABCC6L87 3132A8RT8 2032-02-01 3.000000 0.00 51863.36 50179.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0336 S6XOOCT0IEG5ABCC6L87 3133W4LR1 2056-07-01 5.500000 0.00 1802979.60 1817860.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0351 S6XOOCT0IEG5ABCC6L87 3133W4L83 2056-07-01 6.000000 0.00 2193744.36 2263790.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0293 S6XOOCT0IEG5ABCC6L87 3133W4KE1 2056-07-01 5.000000 0.00 2362637.74 2303882.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0380 B1V7KEBTPIMZEU4LTD58 3140W0M69 2055-01-01 5.000000 0.00 885.41 866.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0035 B1V7KEBTPIMZEU4LTD58 3140W0BD6 2054-12-01 5.000000 0.00 793651.86 776466.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX3278 B1V7KEBTPIMZEU4LTD58 3140N7UC2 2053-02-01 5.000000 0.00 197493.98 193211.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBX3213 B1V7KEBTPIMZEU4LTD58 3140N7SB7 2052-09-01 4.000000 0.00 44978.81 41453.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3061 B1V7KEBTPIMZEU4LTD58 3140N7MK3 2052-11-01 5.500000 0.00 2477560.17 2486457.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX1920 B1V7KEBTPIMZEU4LTD58 3140N6D25 2053-02-01 6.000000 0.00 1590514.00 1639517.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1348 B1V7KEBTPIMZEU4LTD58 3140N5QA5 2052-11-01 5.000000 0.00 2721479.02 2681845.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1159 B1V7KEBTPIMZEU4LTD58 3140N5JD7 2052-11-01 5.500000 0.00 13695.75 13731.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX1133 B1V7KEBTPIMZEU4LTD58 3140N5HK3 2052-11-01 4.500000 0.00 2417847.53 2301839.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1726 B1V7KEBTPIMZEU4LTD58 3140N54L5 2052-11-01 5.500000 0.00 802104.87 812692.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3870 B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4.000000 0.00 55555.73 51778.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3858 B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.500000 0.00 121561.71 110087.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3664 B1V7KEBTPIMZEU4LTD58 3140QBCA4 2049-06-01 4.000000 0.00 17331.87 16234.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA4447 B1V7KEBTPIMZEU4LTD58 3140QB5H7 2034-11-01 2.500000 0.00 80349.68 75385.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4427 B1V7KEBTPIMZEU4LTD58 3140QB4M7 2049-10-01 3.000000 0.00 41301.67 35818.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3467 B1V7KEBTPIMZEU4LTD58 3140QAZ94 2049-05-01 3.500000 0.00 99157.82 90551.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 B1V7KEBTPIMZEU4LTD58 3140J9JA0 2048-09-01 4.500000 0.00 166393.41 160696.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4736 B1V7KEBTPIMZEU4LTD58 3140J9HN4 2047-02-01 3.500000 0.00 282.63 259.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4659 B1V7KEBTPIMZEU4LTD58 3140J9E98 2047-07-01 4.000000 0.00 225742.33 211828.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4343 B1V7KEBTPIMZEU4LTD58 3140J8ZH9 2048-05-01 4.500000 0.00 210086.19 203008.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4063 B1V7KEBTPIMZEU4LTD58 3140J8QR7 2047-02-01 4.000000 0.00 96729.49 90970.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3693 B1V7KEBTPIMZEU4LTD58 3140J8C76 2046-04-01 4.000000 0.00 46897.08 44191.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4484 B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4.000000 0.00 385.88 362.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRBM4482 B1V7KEBTPIMZEU4LTD58 3140J86U2 2043-01-01 4.000000 0.00 155034.04 147256.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4468 B1V7KEBTPIMZEU4LTD58 3140J86E8 2048-09-01 4.500000 0.00 2537810.38 2468109.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3211 B1V7KEBTPIMZEU4LTD58 3140J7R98 2047-12-01 4.000000 0.00 217.01 202.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2477 S6XOOCT0IEG5ABCC6L87 3132DPXE3 2053-03-01 5.500000 0.00 2443614.87 2456842.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2394 S6XOOCT0IEG5ABCC6L87 3132DPUT3 2052-11-01 4.500000 0.00 277351.06 264992.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2254 S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.500000 0.00 4669.90 4176.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2027 S6XOOCT0IEG5ABCC6L87 3132DPHC5 2052-08-01 5.000000 0.00 423096.28 413018.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1983 S6XOOCT0IEG5ABCC6L87 3132DPFY9 2052-12-01 5.500000 0.00 56798.42 57332.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2683 S6XOOCT0IEG5ABCC6L87 3132DP6U7 2053-04-01 4.500000 0.00 1342507.32 1286028.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2609 S6XOOCT0IEG5ABCC6L87 3132DP3S5 2052-12-01 3.500000 0.00 13273.98 11857.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1618 S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5.000000 0.00 721347.85 705677.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1582 S6XOOCT0IEG5ABCC6L87 3132DNXK4 2052-05-01 3.000000 0.00 680776.09 589170.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1602 S6XOOCT0IEG5ABCC6L87 3132DNX73 2052-09-01 4.500000 0.00 454080.00 434320.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8729 B1V7KEBTPIMZEU4LTD58 3140NDVX2 2053-03-01 6.000000 0.00 874418.90 900787.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN2759 S6XOOCT0IEG5ABCC6L87 3131Y9B44 2049-01-01 4.500000 0.00 2600017.48 2497553.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4229 S6XOOCT0IEG5ABCC6L87 3132E0VW9 2053-11-01 6.000000 0.00 2114494.56 2171628.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS7737 B1V7KEBTPIMZEU4LTD58 3140XPS34 2043-10-01 5.500000 0.00 356453.28 360867.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE0881 B1V7KEBTPIMZEU4LTD58 3140FK6T2 2046-12-01 3.000000 0.00 145.41 130.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK2018 B1V7KEBTPIMZEU4LTD58 3140HFG45 2048-04-01 4.500000 0.00 2130003.27 2055981.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 S6XOOCT0IEG5ABCC6L87 3131XF5Q9 2038-07-01 5.500000 0.00 35315.26 35252.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9816 B1V7KEBTPIMZEU4LTD58 3140AK4A0 2054-09-01 6.500000 0.00 654120.19 682165.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0866 B1V7KEBTPIMZEU4LTD58 3140A06C8 2053-09-01 5.500000 0.00 2253207.96 2258510.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6639 B1V7KEBTPIMZEU4LTD58 3140XNLV4 2053-12-01 4.500000 0.00 60720.61 57730.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1361 S6XOOCT0IEG5ABCC6L87 31329JQN0 2043-05-01 3.500000 0.00 50817.70 47028.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1194 B1V7KEBTPIMZEU4LTD58 3140Q8KG9 2048-02-01 4.000000 0.00 100704.10 94255.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH0408 S6XOOCT0IEG5ABCC6L87 3133CCNZ5 2053-09-01 5.500000 0.00 1011612.07 1010866.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0661 S6XOOCT0IEG5ABCC6L87 3142GQWX6 2054-01-01 6.500000 0.00 1126519.96 1180832.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH6935 S6XOOCT0IEG5ABCC6L87 3133CKV47 2053-11-01 5.500000 0.00 34500.28 34407.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8408 S6XOOCT0IEG5ABCC6L87 3133C9KV4 2053-08-01 5.000000 0.00 38928.36 38000.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA6197 S6XOOCT0IEG5ABCC6L87 3133A03E2 2050-01-01 3.500000 0.00 714929.32 651770.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8296 B1V7KEBTPIMZEU4LTD58 3140N1GE7 2052-10-01 5.000000 0.00 944.94 920.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO4821 B1V7KEBTPIMZEU4LTD58 3140K0LB2 2049-12-01 4.000000 0.00 140990.59 130978.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5819 S6XOOCT0IEG5ABCC6L87 3133BTPC8 2052-11-01 5.500000 0.00 796298.53 801337.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0445 B1V7KEBTPIMZEU4LTD58 3140N4P76 2052-11-01 5.500000 0.00 160092.52 160003.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5274 B1V7KEBTPIMZEU4LTD58 3140MW2G0 2053-04-01 5.000000 0.00 637020.30 620595.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5882 S6XOOCT0IEG5ABCC6L87 3132DTRB8 2054-07-01 6.000000 0.00 22103624.94 22885120.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 S6XOOCT0IEG5ABCC6L87 3133BPFM5 2052-10-01 5.500000 0.00 2910634.48 2915673.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 S6XOOCT0IEG5ABCC6L87 3132DWD26 2052-06-01 3.500000 0.00 9722.47 8685.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2190 S6XOOCT0IEG5ABCC6L87 3132DPNF1 2052-10-01 4.500000 0.00 284422.50 270513.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI7190 S6XOOCT0IEG5ABCC6L87 3131WK7B0 2037-12-01 6.500000 0.00 70486.61 74019.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1087 S6XOOCT0IEG5ABCC6L87 3132DNF40 2052-06-01 3.500000 0.00 4401.10 3938.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6334 B1V7KEBTPIMZEU4LTD58 3140KSBC0 2050-11-01 2.000000 0.00 162331.43 128640.14 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6973 S6XOOCT0IEG5ABCC6L87 3133KNXA6 2052-03-01 2.000000 0.00 798.06 627.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM9673 B1V7KEBTPIMZEU4LTD58 3140XDXB7 2049-06-01 3.500000 0.00 85916.71 77737.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5007 S6XOOCT0IEG5ABCC6L87 3132DSR46 2053-09-01 5.000000 0.00 160765.32 157100.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9990 S6XOOCT0IEG5ABCC6L87 3133WHC35 2054-07-01 6.500000 0.00 607.83 635.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 R3BF0138 B1V7KEBTPIMZEU4LTD58 3140FXEL2 2041-07-01 6.000000 0.00 644.75 666.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5905 S6XOOCT0IEG5ABCC6L87 3132DTR28 2054-07-01 6.500000 0.00 1368374.84 1425016.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL6556 B1V7KEBTPIMZEU4LTD58 3138EPJA3 2034-07-01 4.500000 0.00 103088.77 102730.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL6167 B1V7KEBTPIMZEU4LTD58 3138ENZ93 2044-01-01 3.500000 0.00 277657.62 256843.48 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLAL6040 B1V7KEBTPIMZEU4LTD58 3138ENWA3 2038-08-01 7.500000 0.00 395634.55 415576.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAL5166 B1V7KEBTPIMZEU4LTD58 3138EMW49 2033-11-01 3.000000 0.00 54502.23 51808.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3840 B1V7KEBTPIMZEU4LTD58 3140ADHS3 2054-06-01 6.000000 0.00 1002223.02 1023429.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4422 B1V7KEBTPIMZEU4LTD58 3140AD4G3 2054-07-01 7.000000 0.00 286242.19 304854.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB3033 B1V7KEBTPIMZEU4LTD58 3140ACLP6 2054-05-01 5.000000 0.00 2492180.06 2432835.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDA8420 B1V7KEBTPIMZEU4LTD58 3140YWLA9 2054-03-01 4.000000 0.00 993454.12 918252.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3258 B1V7KEBTPIMZEU4LTD58 3140Y9TQ7 2056-08-01 6.000000 0.00 1065.00 1085.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3209 B1V7KEBTPIMZEU4LTD58 3140Y9R71 2056-08-01 5.000000 0.00 1000.00 972.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3201 B1V7KEBTPIMZEU4LTD58 3140BFRX5 2055-07-01 5.500000 0.00 24268434.01 24183623.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2974 B1V7KEBTPIMZEU4LTD58 3140BFJU0 2055-07-01 6.000000 0.00 677072.28 692495.98 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2707 B1V7KEBTPIMZEU4LTD58 3140BFAH8 2055-06-01 7.000000 0.00 1290289.31 1380273.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE2085 B1V7KEBTPIMZEU4LTD58 3140BEJ74 2055-06-01 5.500000 0.00 921.25 918.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2002 B1V7KEBTPIMZEU4LTD58 3140BEGL6 2055-06-01 6.500000 0.00 834016.04 869780.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1603 B1V7KEBTPIMZEU4LTD58 3140BDX96 2055-07-01 6.500000 0.00 2314818.75 2418378.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0953 B1V7KEBTPIMZEU4LTD58 3140BDBX7 2055-06-01 5.500000 0.00 1294294.79 1291241.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 B1V7KEBTPIMZEU4LTD58 3140BCKW1 2055-06-01 5.500000 0.00 891.13 891.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0146 B1V7KEBTPIMZEU4LTD58 3140BCEU2 2055-05-01 6.500000 0.00 300.71 313.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9714 B1V7KEBTPIMZEU4LTD58 3140BAYL4 2055-06-01 6.000000 0.00 1452630.97 1480399.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9492 B1V7KEBTPIMZEU4LTD58 3140BARN8 2055-07-01 6.000000 0.00 1308118.24 1330651.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV1028 B1V7KEBTPIMZEU4LTD58 3140MEEA0 2052-01-01 4.000000 0.00 192154.85 177474.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4599 S6XOOCT0IEG5ABCC6L87 3142GVDD0 2055-08-01 6.500000 0.00 6130.60 6414.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3997 S6XOOCT0IEG5ABCC6L87 3142GUNP4 2055-04-01 5.000000 0.00 553113.90 538671.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3982 S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 664254.98 678872.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 S6XOOCT0IEG5ABCC6L87 3142GU2E2 2055-06-01 5.500000 0.00 979.00 983.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 S6XOOCT0IEG5ABCC6L87 3142GTTY2 2055-02-01 5.500000 0.00 8862.81 8872.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3187 S6XOOCT0IEG5ABCC6L87 3142GTRH1 2054-10-01 6.000000 0.00 38761.86 39429.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3163 S6XOOCT0IEG5ABCC6L87 3142GTQR0 2054-12-01 5.000000 0.00 287796.42 280612.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3014 S6XOOCT0IEG5ABCC6L87 3142GTK47 2054-12-01 5.000000 0.00 5140.34 5014.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2214 S6XOOCT0IEG5ABCC6L87 3142GSN87 2054-08-01 6.000000 0.00 827.63 841.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2210 S6XOOCT0IEG5ABCC6L87 3142GSN46 2054-08-01 6.000000 0.00 332565.35 338294.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9443 B1V7KEBTPIMZEU4LTD58 3140XRP58 2054-02-01 4.500000 0.00 864.26 820.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9098 B1V7KEBTPIMZEU4LTD58 3140XRDC6 2054-09-01 5.000000 0.00 762.04 743.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9882 B1V7KEBTPIMZEU4LTD58 3140XR6U4 2053-11-01 4.500000 0.00 892817.45 849868.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8543 B1V7KEBTPIMZEU4LTD58 3140XQP50 2054-07-01 6.500000 0.00 711.78 749.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8210 B1V7KEBTPIMZEU4LTD58 3140XQDQ7 2054-05-01 6.000000 0.00 6697.02 6933.76 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8139 B1V7KEBTPIMZEU4LTD58 3140XQBH9 2047-04-01 2.000000 0.00 99066.58 79829.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3953 S6XOOCT0IEG5ABCC6L87 3133CUMA1 2054-09-01 5.500000 0.00 2581925.70 2573674.73 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G60552 G S6XOOCT0IEG5ABCC6L87 31335ATH1 2031-12-01 7.000000 0.00 268025.65 282373.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2903 S6XOOCT0IEG5ABCC6L87 31329LGL0 2032-08-01 2.500000 0.00 160763.28 153515.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0229 B1V7KEBTPIMZEU4LTD58 3140AMHF1 2054-08-01 5.500000 0.00 1647.90 1661.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0430 S6XOOCT0IEG5ABCC6L87 3142GQPQ9 2053-11-01 6.000000 0.00 626350.42 643652.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 S6XOOCT0IEG5ABCC6L87 3131XVQ57 2046-12-01 3.000000 0.00 30394.70 27225.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5622 S6XOOCT0IEG5ABCC6L87 31329PG72 2048-08-01 4.500000 0.00 3025678.38 2928242.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 B1V7KEBTPIMZEU4LTD58 3140QQVF9 2052-11-01 5.500000 0.00 677.22 680.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3511 S6XOOCT0IEG5ABCC6L87 3132DQ3U8 2053-08-01 6.000000 0.00 44360.91 45255.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8258 S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 231525.76 226410.35 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91819 G S6XOOCT0IEG5ABCC6L87 3128P8AU5 2035-04-01 3.000000 0.00 96.71 91.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH0500 B1V7KEBTPIMZEU4LTD58 3140GNRW5 2047-04-01 4.000000 0.00 1213280.76 1133598.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8950 B1V7KEBTPIMZEU4LTD58 3140N15L3 2052-09-01 5.000000 0.00 7379.80 7203.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7549 S6XOOCT0IEG5ABCC6L87 3133KPL63 2052-06-01 4.000000 0.00 2839889.75 2622306.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0735 B1V7KEBTPIMZEU4LTD58 3140QKY93 2051-06-01 3.000000 0.00 33849.28 29593.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3679 S6XOOCT0IEG5ABCC6L87 31329MCQ1 2028-12-01 3.000000 0.00 30.39 29.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4.000000 0.00 913934.26 873822.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBT7848 B1V7KEBTPIMZEU4LTD58 3140LWWJ2 2052-07-01 3.500000 0.00 21477.88 19186.53 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0471 S6XOOCT0IEG5ABCC6L87 3132D9QY3 2042-03-01 1.500000 0.00 212562.95 176814.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5137 B1V7KEBTPIMZEU4LTD58 31418EV72 2053-09-01 5.000000 0.00 1452857.25 1416625.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1480 S6XOOCT0IEG5ABCC6L87 3133CDUD4 2053-09-01 5.500000 0.00 18640.93 18648.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBP8820 B1V7KEBTPIMZEU4LTD58 3140KGYS6 2035-07-01 2.500000 0.00 81643.73 75999.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8007 S6XOOCT0IEG5ABCC6L87 31426D3R1 2055-03-01 7.000000 0.00 733.39 784.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6713 S6XOOCT0IEG5ABCC6L87 31426CN75 2055-02-01 5.500000 0.00 974.49 975.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5605 S6XOOCT0IEG5ABCC6L87 31426BGP5 2055-02-01 6.500000 0.00 716947.88 748013.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 S6XOOCT0IEG5ABCC6L87 31427SAV0 2053-10-01 6.000000 0.00 511170.18 525906.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5386 S6XOOCT0IEG5ABCC6L87 31427S6Y9 2056-05-01 4.500000 0.00 176104301.58 167168064.90 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSL5304 S6XOOCT0IEG5ABCC6L87 31427S3N6 2052-04-01 1.500000 0.00 8946.13 6700.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4347 S6XOOCT0IEG5ABCC6L87 31427RZM5 2050-04-01 3.000000 0.00 961.98 837.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4775 B1V7KEBTPIMZEU4LTD58 3140M6JV6 2054-06-01 5.500000 0.00 1550277.40 1565013.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1521 S6XOOCT0IEG5ABCC6L87 3132CXVN9 2040-04-01 4.500000 0.00 2022734.48 1991463.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1504 S6XOOCT0IEG5ABCC6L87 3132CXU59 2038-01-01 2.500000 0.00 2439.56 2257.49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB1470 S6XOOCT0IEG5ABCC6L87 3132CXT36 2035-04-01 3.000000 0.00 731.88 696.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1215 S6XOOCT0IEG5ABCC6L87 3132CXK43 2039-07-01 6.000000 0.00 4235.01 4357.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY2978 B1V7KEBTPIMZEU4LTD58 3140NKJY8 2053-05-01 5.000000 0.00 659.40 645.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2840 B1V7KEBTPIMZEU4LTD58 3140NKEN7 2053-06-01 5.500000 0.00 753184.57 763144.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2837 B1V7KEBTPIMZEU4LTD58 3140NKEK3 2053-06-01 5.500000 0.00 1418726.46 1442299.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2827 B1V7KEBTPIMZEU4LTD58 3140NKD99 2053-06-01 5.500000 0.00 3457.42 3460.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0202 B1V7KEBTPIMZEU4LTD58 3140FXGL0 2051-01-01 4.500000 0.00 90159.36 85758.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0183 B1V7KEBTPIMZEU4LTD58 3140FXFZ0 2057-01-01 4.000000 0.00 65047.52 59882.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 B1V7KEBTPIMZEU4LTD58 3140FXFX5 2057-02-01 3.500000 0.00 1453798.44 1285166.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 I4BF0136 B1V7KEBTPIMZEU4LTD58 3140FXEJ7 2056-08-01 5.000000 0.00 1970774.89 1933323.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4088 B1V7KEBTPIMZEU4LTD58 3140NLRJ0 2053-06-01 6.000000 0.00 107067.80 109628.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 B1V7KEBTPIMZEU4LTD58 3140FXD25 2056-07-01 4.000000 0.00 1646.31 1518.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0064 B1V7KEBTPIMZEU4LTD58 3140FXCA8 2055-09-01 4.000000 0.00 992684.30 915714.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3013 B1V7KEBTPIMZEU4LTD58 3140ACK36 2054-05-01 5.500000 0.00 2180645.54 2190480.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB2978 B1V7KEBTPIMZEU4LTD58 3140ACJY0 2054-05-01 5.000000 0.00 1041032.34 1018145.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB2873 B1V7KEBTPIMZEU4LTD58 3140ACFP3 2055-02-01 4.500000 0.00 1027634.52 981581.08 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB1910 B1V7KEBTPIMZEU4LTD58 3140ABDQ5 2054-08-01 7.000000 0.00 1059197.40 1144363.58 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U50689 G S6XOOCT0IEG5ABCC6L87 3132HSC22 2033-07-01 3.500000 0.00 317872.70 305695.84 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99051 G S6XOOCT0IEG5ABCC6L87 3132H7BV5 2043-06-01 3.500000 0.00 30408.65 28165.30 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q09813 G S6XOOCT0IEG5ABCC6L87 3132GVGW6 2042-08-01 3.500000 0.00 208.99 195.14 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U80320 G S6XOOCT0IEG5ABCC6L87 3132G7K95 2033-04-01 3.500000 0.00 161141.22 154896.46 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U70677 G S6XOOCT0IEG5ABCC6L87 3132G0XE5 2028-10-01 3.500000 0.00 304.31 302.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4348 S6XOOCT0IEG5ABCC6L87 3132E0ZM7 2053-12-01 6.500000 0.00 569.51 597.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4323 S6XOOCT0IEG5ABCC6L87 3132E0YU0 2053-12-01 5.500000 0.00 714.28 718.41 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 S6XOOCT0IEG5ABCC6L87 3131XDBZ7 2032-11-01 3.000000 0.00 163.11 156.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK8512 S6XOOCT0IEG5ABCC6L87 3131XCN52 2032-01-01 3.000000 0.00 37572.29 36305.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7986 S6XOOCT0IEG5ABCC6L87 3131XB2T5 2031-03-01 3.000000 0.00 90.02 87.41 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 S6XOOCT0IEG5ABCC6L87 3131X8NK8 2028-01-01 2.000000 0.00 180.45 177.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3775 S6XOOCT0IEG5ABCC6L87 3131X7FQ6 2026-12-01 3.000000 0.00 34060.10 34024.68 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZJ5752 S6XOOCT0IEG5ABCC6L87 3131WWL93 2032-02-01 7.500000 0.00 45187.17 46865.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6008 S6XOOCT0IEG5ABCC6L87 3132DTU99 2054-08-01 5.500000 0.00 24659828.30 24607607.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 S6XOOCT0IEG5ABCC6L87 3132DTT26 2054-07-01 6.500000 0.00 187495.74 196496.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5876 S6XOOCT0IEG5ABCC6L87 3132DTQ52 2054-05-01 6.000000 0.00 831359.50 851036.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD5779 S6XOOCT0IEG5ABCC6L87 3132DTM49 2048-02-01 3.500000 0.00 179706.51 162950.08 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5580 S6XOOCT0IEG5ABCC6L87 3132DTFV7 2052-10-01 4.000000 0.00 894.84 825.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5482 S6XOOCT0IEG5ABCC6L87 3132DTCT5 2054-06-01 5.500000 0.00 2393.80 2387.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD5109 S6XOOCT0IEG5ABCC6L87 3132DSVA7 2052-06-01 2.000000 0.00 109303.54 86063.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 S6XOOCT0IEG5ABCC6L87 3132DSRP9 2053-07-01 5.500000 0.00 1479.69 1501.50 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD4958 S6XOOCT0IEG5ABCC6L87 3132DSQK1 2052-06-01 2.000000 0.00 125283.15 99110.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4816 S6XOOCT0IEG5ABCC6L87 3132DSK50 2054-01-01 2.500000 0.00 3647445.98 2999854.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 15346.18 15683.19 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08578 G S6XOOCT0IEG5ABCC6L87 3128MJUC2 2044-03-01 4.500000 0.00 109.64 105.97 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08791 G S6XOOCT0IEG5ABCC6L87 3128MJ2Z2 2047-12-01 3.000000 0.00 1671531.29 1463721.50 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08784 G S6XOOCT0IEG5ABCC6L87 3128MJ2S8 2047-10-01 3.500000 0.00 425.95 386.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16557 G S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 2161.11 2130.19 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G15823 G S6XOOCT0IEG5ABCC6L87 3128MEVQ1 2031-02-01 3.500000 0.00 31104.92 30701.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8116 S6XOOCT0IEG5ABCC6L87 3132D6AR1 2036-08-01 2.500000 0.00 938.51 869.00 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8092 S6XOOCT0IEG5ABCC6L87 3132D57D8 2036-03-01 1.500000 0.00 491.36 436.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8037 S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.500000 0.00 26170.09 25237.56 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8013 S6XOOCT0IEG5ABCC6L87 3132D53W0 2034-09-01 2.500000 0.00 115599.04 108312.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1546 S6XOOCT0IEG5ABCC6L87 3132CXWF5 2037-02-01 3.500000 0.00 805.51 760.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2529 S6XOOCT0IEG5ABCC6L87 3133WLY24 2039-09-01 5.000000 0.00 1331471.41 1341001.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2347 S6XOOCT0IEG5ABCC6L87 3133WLTC8 2039-08-01 5.000000 0.00 1618514.36 1620962.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO2318 S6XOOCT0IEG5ABCC6L87 3133WLSF2 2039-08-01 6.000000 0.00 639.38 658.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO2316 S6XOOCT0IEG5ABCC6L87 3133WLSD7 2039-07-01 6.000000 0.00 1825620.47 1884429.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2083 S6XOOCT0IEG5ABCC6L87 3133WLJ47 2039-05-01 5.000000 0.00 777012.71 779554.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7454 S6XOOCT0IEG5ABCC6L87 3133BVH73 2053-02-01 6.000000 0.00 2470101.23 2519221.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC8358 B1V7KEBTPIMZEU4LTD58 3140AWJC4 2054-12-01 4.500000 0.00 1146773.49 1093799.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7685 B1V7KEBTPIMZEU4LTD58 3140AVRF0 2054-12-01 6.500000 0.00 1560663.46 1630201.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7616 B1V7KEBTPIMZEU4LTD58 3140AVPA3 2054-11-01 6.500000 0.00 1138177.72 1190573.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7394 B1V7KEBTPIMZEU4LTD58 3140AVGC9 2054-12-01 5.500000 0.00 1060997.62 1073013.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDC7050 B1V7KEBTPIMZEU4LTD58 3140AUZQ9 2039-11-01 5.000000 0.00 839724.11 844592.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC6689 B1V7KEBTPIMZEU4LTD58 3140AUNF6 2054-10-01 6.500000 0.00 950436.31 1011330.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDC6604 B1V7KEBTPIMZEU4LTD58 3140AUKS1 2039-11-01 5.000000 0.00 1287031.61 1293472.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6533 B1V7KEBTPIMZEU4LTD58 3140AUHK2 2054-11-01 5.000000 0.00 10461.70 10185.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8138 S6XOOCT0IEG5ABCC6L87 3142KABG6 2056-06-01 4.500000 0.00 1063818.33 1007894.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8102 S6XOOCT0IEG5ABCC6L87 3142KAAC6 2056-07-01 4.500000 0.00 1101064.11 1044073.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB8982 B1V7KEBTPIMZEU4LTD58 3140AJ6U7 2054-08-01 6.000000 0.00 1123887.38 1154625.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8980 B1V7KEBTPIMZEU4LTD58 3140AJ6S2 2054-07-01 5.000000 0.00 1067609.99 1037077.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB7685 B1V7KEBTPIMZEU4LTD58 3140AHRF1 2054-07-01 6.000000 0.00 823225.64 840710.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDB7394 B1V7KEBTPIMZEU4LTD58 3140AHGC0 2039-08-01 5.000000 0.00 1071678.74 1073299.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8015 B1V7KEBTPIMZEU4LTD58 3140AH3Z3 2054-07-01 6.500000 0.00 650133.70 678953.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6970 B1V7KEBTPIMZEU4LTD58 3140AGW83 2054-08-01 5.500000 0.00 5468.19 5533.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6912 B1V7KEBTPIMZEU4LTD58 3140AGVE1 2054-07-01 5.500000 0.00 2098964.09 2121306.16 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6728 B1V7KEBTPIMZEU4LTD58 3140AGPN8 2054-06-01 7.500000 0.00 482.71 516.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6704 B1V7KEBTPIMZEU4LTD58 3140AGNW0 2054-06-01 6.500000 0.00 1204446.24 1254654.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6543 B1V7KEBTPIMZEU4LTD58 3140AGHV9 2054-08-01 6.500000 0.00 617.35 646.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6468 B1V7KEBTPIMZEU4LTD58 3140AGFJ8 2054-06-01 6.500000 0.00 1033767.91 1077715.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6437 B1V7KEBTPIMZEU4LTD58 3140AGEK6 2054-04-01 6.500000 0.00 1228306.27 1280718.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6436 B1V7KEBTPIMZEU4LTD58 3140AGEJ9 2054-05-01 6.500000 0.00 1385515.61 1454912.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB6384 B1V7KEBTPIMZEU4LTD58 3140AGCW2 2054-07-01 7.000000 0.00 1340027.51 1415144.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6392 B1V7KEBTPIMZEU4LTD58 3140AGC69 2054-08-01 5.500000 0.00 32089.00 32077.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6333 B1V7KEBTPIMZEU4LTD58 3140AGBB9 2054-06-01 6.500000 0.00 1341619.82 1396988.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL3433 B1V7KEBTPIMZEU4LTD58 3138EKY74 2041-10-01 4.000000 0.00 234502.06 224789.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL2834 B1V7KEBTPIMZEU4LTD58 3138EKEG6 2027-06-01 3.500000 0.00 35924.01 35855.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8553 B1V7KEBTPIMZEU4LTD58 3138WJQF8 2036-12-01 3.000000 0.00 65871.54 61400.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS8396 B1V7KEBTPIMZEU4LTD58 3138WJKJ6 2031-11-01 3.000000 0.00 416240.63 402604.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8299 B1V7KEBTPIMZEU4LTD58 3138WJGH5 2046-11-01 3.000000 0.00 14347.77 12760.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU4293 B1V7KEBTPIMZEU4LTD58 3138X3XX5 2043-09-01 4.000000 0.00 65620.21 62576.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6624 S6XOOCT0IEG5ABCC6L87 3133KNLD3 2052-01-01 2.000000 0.00 764.87 601.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA5949 S6XOOCT0IEG5ABCC6L87 3133KMTE5 2052-05-01 4.000000 0.00 1915561.34 1778260.29 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5256 S6XOOCT0IEG5ABCC6L87 3133KLZV2 2051-05-01 2.000000 0.00 679.49 536.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0561 B1V7KEBTPIMZEU4LTD58 3140BQTT8 2055-12-01 6.000000 0.00 2298724.06 2379275.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0503 B1V7KEBTPIMZEU4LTD58 3140BQRZ6 2055-09-01 6.000000 0.00 1074194.21 1110205.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6876 B1V7KEBTPIMZEU4LTD58 3140QSUA7 2053-08-01 6.000000 0.00 694.69 709.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1207 B1V7KEBTPIMZEU4LTD58 3140NHKV9 2053-04-01 5.000000 0.00 710.35 693.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0919 B1V7KEBTPIMZEU4LTD58 3140NHAV0 2053-04-01 6.000000 0.00 1396041.01 1440231.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 B1V7KEBTPIMZEU4LTD58 3140NHAK4 2053-03-01 6.000000 0.00 673.58 688.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1719 B1V7KEBTPIMZEU4LTD58 3140NH4D7 2053-05-01 6.000000 0.00 18502.06 18871.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBY0304 B1V7KEBTPIMZEU4LTD58 3140NGKS8 2038-06-01 5.500000 0.00 716427.41 733303.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0098 B1V7KEBTPIMZEU4LTD58 3140NGDC1 2053-05-01 6.500000 0.00 591726.60 623288.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0085 B1V7KEBTPIMZEU4LTD58 3140NGCX6 2053-04-01 6.000000 0.00 1055651.28 1079199.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDB7478 B1V7KEBTPIMZEU4LTD58 3140AHJY9 2040-03-01 4.500000 0.00 1022272.43 1006458.89 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8379 S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4.000000 0.00 3246.82 2988.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2273 B1V7KEBTPIMZEU4LTD58 3140ABQ32 2054-09-01 6.500000 0.00 1380287.59 1456454.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY0044 B1V7KEBTPIMZEU4LTD58 3140NGBN9 2053-05-01 4.500000 0.00 111363.84 105759.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0017 B1V7KEBTPIMZEU4LTD58 3140NGAT7 2053-04-01 6.000000 0.00 3152321.13 3215777.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0811 B1V7KEBTPIMZEU4LTD58 3140NG3V0 2053-04-01 6.000000 0.00 2191278.31 2234054.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9552 B1V7KEBTPIMZEU4LTD58 3140NETJ4 2053-03-01 6.500000 0.00 664020.58 701457.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9533 B1V7KEBTPIMZEU4LTD58 3140NESX4 2053-03-01 6.000000 0.00 564468.41 585152.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9444 B1V7KEBTPIMZEU4LTD58 3140NEP66 2053-03-01 6.000000 0.00 8884.02 9082.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9041 B1V7KEBTPIMZEU4LTD58 3140NEBK0 2053-04-01 5.000000 0.00 409468.04 399571.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9844 B1V7KEBTPIMZEU4LTD58 3140NE5E1 2053-04-01 5.500000 0.00 2740724.99 2743721.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD8952 B1V7KEBTPIMZEU4LTD58 3140FG5N5 2046-11-01 3.000000 0.00 368394.10 325368.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD3032 B1V7KEBTPIMZEU4LTD58 3140FALN0 2046-09-01 3.500000 0.00 453338.25 414235.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8578 B1V7KEBTPIMZEU4LTD58 3140BMQ86 2055-10-01 5.500000 0.00 820986.37 822567.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8249 S6XOOCT0IEG5ABCC6L87 3133KQEW2 2052-11-01 5.500000 0.00 56245.37 56547.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDE7538 B1V7KEBTPIMZEU4LTD58 3140BLLU4 2040-10-01 5.500000 0.00 121588.98 123596.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8036 B1V7KEBTPIMZEU4LTD58 3140BL4W9 2055-09-01 6.000000 0.00 840.06 860.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1648 S6XOOCT0IEG5ABCC6L87 3133C1ZM5 2053-04-01 6.000000 0.00 452187.38 464315.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1173 S6XOOCT0IEG5ABCC6L87 3133C1JS0 2053-04-01 6.000000 0.00 1350420.34 1385506.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG1778 S6XOOCT0IEG5ABCC6L87 3133C16P0 2053-05-01 5.500000 0.00 176634.09 178061.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0752 S6XOOCT0IEG5ABCC6L87 3133C0ZR6 2053-04-01 5.500000 0.00 24771095.92 24860403.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0644 S6XOOCT0IEG5ABCC6L87 3133C0WD0 2053-04-01 6.000000 0.00 785613.01 816068.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0480 S6XOOCT0IEG5ABCC6L87 3133C0Q96 2053-04-01 5.500000 0.00 10907.94 10979.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG0364 S6XOOCT0IEG5ABCC6L87 3133C0MM1 2053-04-01 5.000000 0.00 2863601.65 2795008.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0101 S6XOOCT0IEG5ABCC6L87 3133C0DE9 2053-04-01 6.000000 0.00 526.23 538.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8816 S6XOOCT0IEG5ABCC6L87 3133BWYM9 2053-03-01 6.000000 0.00 2202073.05 2247477.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8195 S6XOOCT0IEG5ABCC6L87 3133BWC84 2053-02-01 6.000000 0.00 3289853.26 3363440.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1981 S6XOOCT0IEG5ABCC6L87 3133BPFW3 2052-10-01 5.000000 0.00 1498617.72 1481060.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF0909 S6XOOCT0IEG5ABCC6L87 3133BNAJ2 2052-09-01 6.000000 0.00 951.39 976.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0385 S6XOOCT0IEG5ABCC6L87 3133BMNA9 2052-09-01 5.000000 0.00 1535837.31 1502541.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0409 S6XOOCT0IEG5ABCC6L87 3133BMN27 2052-09-01 5.000000 0.00 1839817.59 1808146.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH0207 S6XOOCT0IEG5ABCC6L87 3133CCGQ3 2053-09-01 6.000000 0.00 1349.99 1403.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9138 S6XOOCT0IEG5ABCC6L87 3133CAEK2 2053-08-01 6.000000 0.00 1756622.92 1793810.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8482 B1V7KEBTPIMZEU4LTD58 3140NDM87 2053-03-01 5.000000 0.00 750.05 730.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8969 B1V7KEBTPIMZEU4LTD58 3140ND6F9 2053-06-01 6.000000 0.00 802263.45 819891.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8880 B1V7KEBTPIMZEU4LTD58 3140ND2N6 2053-04-01 5.000000 0.00 702251.43 684902.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7764 B1V7KEBTPIMZEU4LTD58 3140NCTW9 2053-03-01 5.000000 0.00 591.03 580.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7716 B1V7KEBTPIMZEU4LTD58 3140NCSE0 2053-02-01 5.000000 0.00 561.02 546.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7244 B1V7KEBTPIMZEU4LTD58 3140NCBN8 2053-02-01 5.500000 0.00 720.87 721.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7028 B1V7KEBTPIMZEU4LTD58 3140NBY21 2053-04-01 6.000000 0.00 26626.06 27143.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6961 B1V7KEBTPIMZEU4LTD58 3140NBWX5 2053-02-01 5.500000 0.00 829016.45 841952.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX6752 B1V7KEBTPIMZEU4LTD58 3140NBQE4 2053-03-01 5.000000 0.00 201244.75 196297.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6629 B1V7KEBTPIMZEU4LTD58 3140NBLK5 2053-02-01 5.500000 0.00 2013342.53 2021322.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 B1V7KEBTPIMZEU4LTD58 3140NAYR8 2053-01-01 6.000000 0.00 688751.80 706704.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6115 B1V7KEBTPIMZEU4LTD58 3140NAYM9 2053-01-01 6.000000 0.00 201823.63 206501.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBX6070 B1V7KEBTPIMZEU4LTD58 3140NAW82 2038-02-01 5.000000 0.00 694968.57 700288.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5440 B1V7KEBTPIMZEU4LTD58 3140NABJ1 2053-03-01 5.500000 0.00 79528.04 79736.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6191 B1V7KEBTPIMZEU4LTD58 3140NA2Z5 2053-02-01 5.500000 0.00 662.70 665.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6487 B1V7KEBTPIMZEU4LTD58 3140BKF58 2055-09-01 6.000000 0.00 1087228.92 1121784.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE7146 B1V7KEBTPIMZEU4LTD58 3140BK5G5 2055-09-01 7.000000 0.00 1215424.72 1294960.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE7145 B1V7KEBTPIMZEU4LTD58 3140BK5F7 2055-09-01 7.000000 0.00 310156.23 330975.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6237 B1V7KEBTPIMZEU4LTD58 3140BJ4X2 2055-10-01 5.500000 0.00 1249973.38 1247890.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE5011 B1V7KEBTPIMZEU4LTD58 3140BHR94 2055-07-01 6.500000 0.00 1131467.96 1184818.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY4909 B1V7KEBTPIMZEU4LTD58 3140NMN37 2053-07-01 4.500000 0.00 922.66 875.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5373 B1V7KEBTPIMZEU4LTD58 3140NM6K8 2053-07-01 6.000000 0.00 138718.10 141259.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5368 B1V7KEBTPIMZEU4LTD58 3140NM6E2 2053-07-01 6.000000 0.00 693587.34 705535.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9654 S6XOOCT0IEG5ABCC6L87 3133BKWP0 2052-08-01 5.000000 0.00 1769.96 1731.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4672 B1V7KEBTPIMZEU4LTD58 3140M6FN8 2054-05-01 5.500000 0.00 753.67 756.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4648 B1V7KEBTPIMZEU4LTD58 3140M6EW9 2054-06-01 6.000000 0.00 1221772.69 1261349.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4364 B1V7KEBTPIMZEU4LTD58 3140M5Z65 2054-02-01 6.000000 0.00 2484838.16 2556341.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4317 B1V7KEBTPIMZEU4LTD58 3140M5YP4 2053-11-01 6.000000 0.00 1940753.13 1984128.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBU4312 B1V7KEBTPIMZEU4LTD58 3140M5YJ8 2038-12-01 6.000000 0.00 1063264.56 1094503.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4262 B1V7KEBTPIMZEU4LTD58 3140M5WY7 2053-10-01 6.500000 0.00 2000723.05 2105048.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4222 B1V7KEBTPIMZEU4LTD58 3140M5VQ5 2053-10-01 5.500000 0.00 5044.69 5092.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU4112 B1V7KEBTPIMZEU4LTD58 3140M5SA4 2053-07-01 5.000000 0.00 354941.88 346990.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4376 B1V7KEBTPIMZEU4LTD58 3140M52J3 2054-01-01 6.000000 0.00 2041320.79 2115096.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU3344 B1V7KEBTPIMZEU4LTD58 3140M4WE4 2051-11-01 2.000000 0.00 1000116.86 802469.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTBU1195 B1V7KEBTPIMZEU4LTD58 3140M2KH4 2042-03-01 3.000000 0.00 1657882.67 1509009.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0975 B1V7KEBTPIMZEU4LTD58 3140M2CM2 2051-11-01 2.000000 0.00 1320617.80 1038952.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1728 S6XOOCT0IEG5ABCC6L87 3133D44M2 2045-02-01 5.500000 0.00 824.97 836.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9665 S6XOOCT0IEG5ABCC6L87 3133D1W21 2054-11-01 5.000000 0.00 69662.98 67654.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ9078 S6XOOCT0IEG5ABCC6L87 3133D1CP2 2054-11-01 4.500000 0.00 1015823.20 974355.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8750 S6XOOCT0IEG5ABCC6L87 3133D0WK3 2054-11-01 6.000000 0.00 793.56 821.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ8693 S6XOOCT0IEG5ABCC6L87 3133D0US8 2054-11-01 4.500000 0.00 795925.32 752220.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ7706 S6XOOCT0IEG5ABCC6L87 3133CYR34 2054-11-01 6.500000 0.00 2188692.09 2285245.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ7454 S6XOOCT0IEG5ABCC6L87 3133CYH76 2054-10-01 7.000000 0.00 946058.41 1011760.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7369 S6XOOCT0IEG5ABCC6L87 3133CYFJ2 2054-10-01 6.000000 0.00 1909252.33 1951147.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2716 B1V7KEBTPIMZEU4LTD58 3140BTAS4 2056-02-01 5.500000 0.00 1738510.00 1756662.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3535 B1V7KEBTPIMZEU4LTD58 3140BT4V4 2055-12-01 5.000000 0.00 3227952.27 3141454.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2388 B1V7KEBTPIMZEU4LTD58 3140BSUN5 2055-10-01 6.500000 0.00 833080.51 866807.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1915 B1V7KEBTPIMZEU4LTD58 3140BSDV6 2055-11-01 5.000000 0.00 990.18 961.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1881 B1V7KEBTPIMZEU4LTD58 3140BSCT2 2055-10-01 5.000000 0.00 991.88 963.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1292 B1V7KEBTPIMZEU4LTD58 3140BRNJ4 2055-10-01 5.000000 0.00 210695.81 207594.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1136 B1V7KEBTPIMZEU4LTD58 3140BRHN2 2055-10-01 5.500000 0.00 1490940.61 1490289.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1104 B1V7KEBTPIMZEU4LTD58 3140BRGN3 2055-10-01 6.500000 0.00 788168.01 819532.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1083 B1V7KEBTPIMZEU4LTD58 3140BRFZ7 2055-10-01 5.500000 0.00 1140786.00 1145229.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF1074 B1V7KEBTPIMZEU4LTD58 3140BRFQ7 2055-09-01 7.000000 0.00 1299887.70 1382554.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF0634 B1V7KEBTPIMZEU4LTD58 3140BQV40 2040-09-01 5.000000 0.00 1506770.51 1508725.80 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDF0584 B1V7KEBTPIMZEU4LTD58 3140BQUJ8 2055-09-01 7.500000 0.00 802247.46 853585.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7047 B1V7KEBTPIMZEU4LTD58 3138EPZM9 2045-06-01 3.500000 0.00 1368855.76 1254243.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZA7035 S6XOOCT0IEG5ABCC6L87 31329QY88 2049-04-01 5.000000 0.00 86011.58 84812.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2088 S6XOOCT0IEG5ABCC6L87 3132DPJ90 2052-06-01 3.500000 0.00 240600.44 215186.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA6106 B1V7KEBTPIMZEU4LTD58 3140QDYC2 2050-06-01 4.000000 0.00 1265.69 1175.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6621 S6XOOCT0IEG5ABCC6L87 3132DULA3 2054-10-01 6.000000 0.00 789.85 810.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4669 S6XOOCT0IEG5ABCC6L87 3132DSFJ6 2053-10-01 6.000000 0.00 599.72 611.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6035 S6XOOCT0IEG5ABCC6L87 3132DTV49 2054-08-01 6.500000 0.00 578.51 602.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5921 S6XOOCT0IEG5ABCC6L87 3133KMSJ5 2051-09-01 2.500000 0.00 58169.61 48825.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7311 S6XOOCT0IEG5ABCC6L87 3133C8DQ5 2053-07-01 5.500000 0.00 67939.50 67817.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1343 B1V7KEBTPIMZEU4LTD58 3140Q8P58 2038-03-01 4.000000 0.00 1012471.40 976066.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6959 B1V7KEBTPIMZEU4LTD58 3140AUWV1 2054-11-01 7.000000 0.00 723746.49 766854.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 S6XOOCT0IEG5ABCC6L87 31427DPY1 2055-10-01 6.500000 0.00 991.23 1044.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5387 B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.500000 0.00 73365.83 60240.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA7135 S6XOOCT0IEG5ABCC6L87 3133KN4U4 2052-04-01 2.500000 0.00 402351.41 335098.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8537 S6XOOCT0IEG5ABCC6L87 3131XQPW0 2044-06-01 3.500000 0.00 35362.53 32438.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA4464 B1V7KEBTPIMZEU4LTD58 3140QB6A1 2034-11-01 3.000000 0.00 322.62 306.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0301 B1V7KEBTPIMZEU4LTD58 3140NGKP4 2053-05-01 6.000000 0.00 686440.68 704891.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7857 B1V7KEBTPIMZEU4LTD58 3140L6WT7 2051-05-01 2.500000 0.00 73406.21 60668.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2319 S6XOOCT0IEG5ABCC6L87 3133KHSG2 2050-03-01 3.000000 0.00 390.00 338.11 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4779 S6XOOCT0IEG5ABCC6L87 3132A5JY2 2048-06-01 3.000000 0.00 171042.28 149408.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5692 B1V7KEBTPIMZEU4LTD58 3140XMKE5 2053-06-01 4.500000 0.00 500114.60 474546.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 B1V7KEBTPIMZEU4LTD58 3140A13H8 2053-10-01 6.500000 0.00 374615.61 390905.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB7143 B1V7KEBTPIMZEU4LTD58 3140AG5D2 2054-07-01 6.500000 0.00 2152348.13 2253522.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9232 B1V7KEBTPIMZEU4LTD58 3140BAHJ8 2055-05-01 5.500000 0.00 915480.87 923951.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD1012 B1V7KEBTPIMZEU4LTD58 3140B1DS2 2055-02-01 5.500000 0.00 889.42 887.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2806 S6XOOCT0IEG5ABCC6L87 31427QDL3 2055-09-01 5.500000 0.00 56772.33 57403.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBU5750 B1V7KEBTPIMZEU4LTD58 3140M7L82 2040-03-01 6.000000 0.00 1021032.22 1057199.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5950 B1V7KEBTPIMZEU4LTD58 3140MKTG7 2055-08-01 6.000000 0.00 882.03 903.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0343 S6XOOCT0IEG5ABCC6L87 31426WLZ1 2055-08-01 6.500000 0.00 986.02 1029.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8050 B1V7KEBTPIMZEU4LTD58 3140BL5L2 2055-09-01 5.500000 0.00 1280970.59 1285211.03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC5780 B1V7KEBTPIMZEU4LTD58 3140ATM60 2054-10-01 7.000000 0.00 2376993.51 2577603.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 B1V7KEBTPIMZEU4LTD58 31418FGX9 2055-02-01 5.000000 0.00 17125.42 16685.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1226 S6XOOCT0IEG5ABCC6L87 31427NLG2 2055-05-01 5.500000 0.00 422899.17 426299.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5852 B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5.000000 0.00 2747084.63 2667517.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7372 B1V7KEBTPIMZEU4LTD58 3140BYFN9 2055-12-01 5.500000 0.00 2125603.24 2137768.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL3134 S6XOOCT0IEG5ABCC6L87 31427QPU0 2051-08-01 4.000000 0.00 65981.84 61397.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2882 S6XOOCT0IEG5ABCC6L87 3130G2CU2 2056-08-01 5.000000 0.00 3346936.00 3274818.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTSC0400 S6XOOCT0IEG5ABCC6L87 3132D9NR1 2043-06-01 3.500000 0.00 228777.78 214071.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0050 S6XOOCT0IEG5ABCC6L87 3132D9BT0 2040-02-01 3.000000 0.00 329.31 301.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTSC0834 S6XOOCT0IEG5ABCC6L87 3132D94T8 2044-12-01 5.500000 0.00 4333.59 4414.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8373 S6XOOCT0IEG5ABCC6L87 3132D6JS0 2040-03-01 6.000000 0.00 478.42 491.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU1030 B1V7KEBTPIMZEU4LTD58 3140M2EC2 2051-11-01 2.000000 0.00 67168.27 53816.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1073 S6XOOCT0IEG5ABCC6L87 3142GRFP0 2054-03-01 6.000000 0.00 687807.52 706990.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS9410 S6XOOCT0IEG5ABCC6L87 3132AAN34 2045-06-01 4.000000 0.00 141.41 134.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0995 B1V7KEBTPIMZEU4LTD58 3140Q8C94 2048-01-01 3.500000 0.00 53144.94 47994.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8044 S6XOOCT0IEG5ABCC6L87 3133CY5D6 2054-11-01 5.500000 0.00 1258663.46 1275007.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 B1V7KEBTPIMZEU4LTD58 3140ADVA6 2039-06-01 6.000000 0.00 509.23 526.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5482 B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-02-01 4.000000 0.00 71082.15 66295.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3421 B1V7KEBTPIMZEU4LTD58 3140XJYT4 2052-12-01 5.000000 0.00 620466.96 605381.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDC4139 B1V7KEBTPIMZEU4LTD58 3140ARS50 2054-09-01 7.500000 0.00 820604.53 878791.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0758 S6XOOCT0IEG5ABCC6L87 3133W6ZX8 2054-03-01 6.500000 0.00 530.56 551.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0837 S6XOOCT0IEG5ABCC6L87 3132DM4W2 2052-01-01 3.000000 0.00 1741172.72 1536358.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9806 B1V7KEBTPIMZEU4LTD58 3140NE3Q6 2053-05-01 5.000000 0.00 656495.74 640330.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWAL9271 B1V7KEBTPIMZEU4LTD58 3138ERJR2 2031-04-01 3.500000 0.00 78.00 76.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4807 B1V7KEBTPIMZEU4LTD58 3140QCKV7 2049-12-01 3.500000 0.00 204316.10 183921.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5268 B1V7KEBTPIMZEU4LTD58 31418E2A7 2039-02-01 6.000000 0.00 8182.67 8413.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB6998 S6XOOCT0IEG5ABCC6L87 3133ADX35 2050-12-01 2.000000 0.00 1660710.76 1322184.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR4728 B1V7KEBTPIMZEU4LTD58 3140L3HE4 2051-03-01 2.500000 0.00 3900381.94 3244038.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8186 S6XOOCT0IEG5ABCC6L87 3132DWCX9 2051-11-01 3.500000 0.00 841338.40 755224.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3099 B1V7KEBTPIMZEU4LTD58 31418CNR1 2037-08-01 4.000000 0.00 50785.23 49131.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU4010 B1V7KEBTPIMZEU4LTD58 3138X3N40 2043-08-01 2.500000 0.00 168.98 148.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0475 B1V7KEBTPIMZEU4LTD58 3140A9Q52 2054-06-01 5.500000 0.00 991575.69 998210.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9091 S6XOOCT0IEG5ABCC6L87 3133BKC49 2052-08-01 5.000000 0.00 2970105.97 2899576.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBQ0569 B1V7KEBTPIMZEU4LTD58 3140KKT38 2050-10-01 3.500000 0.00 547695.88 492174.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3834 B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3.000000 0.00 2247.95 1949.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5570 S6XOOCT0IEG5ABCC6L87 3133A0FK5 2049-12-01 3.500000 0.00 3175503.97 2888192.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6508 S6XOOCT0IEG5ABCC6L87 3132DUGR2 2054-09-01 5.500000 0.00 172862.33 172684.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3VZN0450 S6XOOCT0IEG5ABCC6L87 3131Y6QB8 2042-09-01 4.500000 0.00 120931.90 117575.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3852 S6XOOCT0IEG5ABCC6L87 3131XXH53 2047-08-01 3.500000 0.00 639377.51 583759.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1999 S6XOOCT0IEG5ABCC6L87 3132DPGG7 2052-12-01 5.000000 0.00 692.91 676.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1325 S6XOOCT0IEG5ABCC6L87 3132DNPJ6 2052-08-01 4.000000 0.00 1067439.23 988473.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6421 B1V7KEBTPIMZEU4LTD58 3140MYD33 2052-08-01 5.000000 0.00 687.58 685.09 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1426 S6XOOCT0IEG5ABCC6L87 3133CRSP9 2054-07-01 7.000000 0.00 928397.24 985847.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1180 S6XOOCT0IEG5ABCC6L87 3132CXJZ6 2039-05-01 6.000000 0.00 5388.20 5561.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3304 S6XOOCT0IEG5ABCC6L87 3131XJU59 2042-07-01 3.500000 0.00 501.55 468.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5394 B1V7KEBTPIMZEU4LTD58 3140XL7G7 2053-07-01 6.500000 0.00 3086004.71 3232641.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 U6BF0500 B1V7KEBTPIMZEU4LTD58 3140FXRW4 2054-12-01 3.000000 0.00 322861.89 279416.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3336 S6XOOCT0IEG5ABCC6L87 3132DQV52 2053-07-01 5.000000 0.00 821.83 804.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX0157 S6XOOCT0IEG5ABCC6L87 31425UE76 2054-12-01 4.500000 0.00 971625.14 932436.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC6836 B1V7KEBTPIMZEU4LTD58 3140AUS20 2054-11-01 6.500000 0.00 908867.60 944251.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5622 B1V7KEBTPIMZEU4LTD58 31418FG84 2045-02-01 5.000000 0.00 803.91 788.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4387 B1V7KEBTPIMZEU4LTD58 3140BG2V4 2055-10-01 6.500000 0.00 1006824.58 1056189.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5161 B1V7KEBTPIMZEU4LTD58 3140BHWX5 2055-06-01 5.500000 0.00 2651606.27 2652182.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBU5596 B1V7KEBTPIMZEU4LTD58 3140M7GE5 2045-02-01 5.000000 0.00 917499.38 908027.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7419 S6XOOCT0IEG5ABCC6L87 31426SG52 2055-07-01 6.500000 0.00 1145649.28 1199004.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8530 B1V7KEBTPIMZEU4LTD58 3140BMPQ7 2055-09-01 6.500000 0.00 713245.02 743680.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2238 S6XOOCT0IEG5ABCC6L87 3132DPPX0 2053-02-01 4.000000 0.00 4025.80 3708.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD7828 B1V7KEBTPIMZEU4LTD58 3140B8VW8 2055-04-01 4.500000 0.00 97270.59 92145.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD7751 B1V7KEBTPIMZEU4LTD58 3140B8TH4 2055-05-01 4.500000 0.00 976.90 934.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0720 B1V7KEBTPIMZEU4LTD58 3140M1YS7 2051-10-01 2.000000 0.00 742.48 588.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD7459 B1V7KEBTPIMZEU4LTD58 3140B8JD4 2055-04-01 5.000000 0.00 949.01 931.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7202 B1V7KEBTPIMZEU4LTD58 3140B8AC5 2055-04-01 6.500000 0.00 1897191.17 1969843.47 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD6993 B1V7KEBTPIMZEU4LTD58 3140B7XX6 2055-04-01 7.000000 0.00 828.25 890.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6977 B1V7KEBTPIMZEU4LTD58 3140B7XF5 2055-04-01 5.500000 0.00 1084643.67 1095936.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6766 B1V7KEBTPIMZEU4LTD58 3140B7QU0 2055-05-01 6.500000 0.00 729.85 761.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6951 B1V7KEBTPIMZEU4LTD58 3140QEWM0 2050-09-01 2.500000 0.00 345363.41 287954.11 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6925 B1V7KEBTPIMZEU4LTD58 3140QEVT6 2050-09-01 2.000000 0.00 449750.31 359684.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6902 B1V7KEBTPIMZEU4LTD58 3140QEU42 2050-09-01 2.000000 0.00 2997176.37 2396969.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6739 B1V7KEBTPIMZEU4LTD58 3140QEPZ9 2050-08-01 3.000000 0.00 3446591.07 2959398.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6738 B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 0.00 105085.53 90865.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6740 B1V7KEBTPIMZEU4LTD58 3140QEP22 2050-08-01 3.000000 0.00 118681.97 102378.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6694 B1V7KEBTPIMZEU4LTD58 3140QENL2 2050-08-01 2.000000 0.00 611.14 488.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6635 B1V7KEBTPIMZEU4LTD58 3140QELR1 2050-08-01 2.500000 0.00 6002.66 5039.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6401 B1V7KEBTPIMZEU4LTD58 3140QEDF6 2050-07-01 2.500000 0.00 35009.43 29280.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 B1V7KEBTPIMZEU4LTD58 3140QE7H9 2050-09-01 2.000000 0.00 1125.68 898.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA7144 B1V7KEBTPIMZEU4LTD58 3140QE5E8 2035-09-01 2.500000 0.00 130296.92 121349.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA7114 B1V7KEBTPIMZEU4LTD58 3140QE3Y6 2035-09-01 2.500000 0.00 1225300.06 1134019.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1694 S6XOOCT0IEG5ABCC6L87 3132DN3B7 2052-10-01 4.500000 0.00 36644.88 34765.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD0615 S6XOOCT0IEG5ABCC6L87 3132DMVG7 2051-01-01 4.500000 0.00 719259.62 685993.15 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0519 S6XOOCT0IEG5ABCC6L87 3132DMSG1 2050-08-01 3.000000 0.00 1268136.63 1112954.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8185 S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.500000 0.00 3712.94 3338.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 1399.36 1155.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1782 S6XOOCT0IEG5ABCC6L87 3132DN6T5 2052-10-01 5.500000 0.00 529804.85 536418.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CRBM5945 B1V7KEBTPIMZEU4LTD58 3140JATB4 2044-07-01 5.000000 0.00 252.65 250.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0121 B1V7KEBTPIMZEU4LTD58 3140Q7D38 2047-08-01 4.000000 0.00 466.36 436.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 R3BF0725 B1V7KEBTPIMZEU4LTD58 3140FXYX4 2052-07-01 4.500000 0.00 744.25 717.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 B1V7KEBTPIMZEU4LTD58 3140MMY28 2052-08-01 4.500000 0.00 1298764.70 1236346.07 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH8540 S6XOOCT0IEG5ABCC6L87 3133CMPZ1 2054-01-01 7.500000 0.00 741708.90 796543.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD3715 B1V7KEBTPIMZEU4LTD58 3140FBDV9 2046-08-01 3.500000 0.00 38394.62 34714.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5423 B1V7KEBTPIMZEU4LTD58 3140QDAZ7 2050-03-01 3.000000 0.00 522512.40 449955.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX6095 B1V7KEBTPIMZEU4LTD58 3138Y7XZ0 2044-10-01 3.500000 0.00 425881.88 392346.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8371 S6XOOCT0IEG5ABCC6L87 3132D6JQ4 2040-03-01 5.000000 0.00 210555.15 210737.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8329 S6XOOCT0IEG5ABCC6L87 3132D6HE3 2039-09-01 6.000000 0.00 13088.65 13461.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8283 S6XOOCT0IEG5ABCC6L87 3132D6FY1 2039-02-01 6.000000 0.00 1460.69 1502.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0892 S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 250709.37 201694.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8288 S6XOOCT0IEG5ABCC6L87 3132D6F54 2039-03-01 5.500000 0.00 342367.32 348185.28 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8232 S6XOOCT0IEG5ABCC6L87 3132D6ED8 2038-06-01 4.000000 0.00 30906.28 29768.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8206 S6XOOCT0IEG5ABCC6L87 3132D6DK3 2038-01-01 5.000000 0.00 467.78 468.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8186 S6XOOCT0IEG5ABCC6L87 3132D6CX6 2037-09-01 4.500000 0.00 222898.07 219473.46 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB8156 S6XOOCT0IEG5ABCC6L87 3132D6BZ2 2037-04-01 3.000000 0.00 486141.10 455295.45 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8141 S6XOOCT0IEG5ABCC6L87 3132D6BJ8 2037-02-01 2.000000 0.00 187328.92 169949.04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8108 S6XOOCT0IEG5ABCC6L87 3132DWAH6 2050-11-01 3.000000 0.00 190766.04 164661.62 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.500000 0.00 10937.72 9031.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8129 S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 1023.06 845.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7566 S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 2908575.88 3069061.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7534 S6XOOCT0IEG5ABCC6L87 3132DVLP8 2051-02-01 2.500000 0.00 696128.22 585588.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 37947.12 34331.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7513 S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 11144.49 10145.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 S6XOOCT0IEG5ABCC6L87 3132DVJK2 2055-01-01 5.500000 0.00 888.53 889.79 Agency Mortgage-Backed Securities FMAC 04.500 FGPC T62173 G S6XOOCT0IEG5ABCC6L87 3128S3MW6 2047-10-01 4.500000 0.00 111.70 105.38 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91891 G S6XOOCT0IEG5ABCC6L87 3128P8C41 2036-09-01 3.000000 0.00 766.46 718.97 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08741 G S6XOOCT0IEG5ABCC6L87 3128MJZF0 2047-01-01 3.000000 0.00 1989.32 1743.62 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08694 G S6XOOCT0IEG5ABCC6L87 3128MJXY1 2046-02-01 4.000000 0.00 100651.63 94002.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC1955 S6XOOCT0IEG5ABCC6L87 3133ALE46 2051-05-01 3.000000 0.00 2705091.05 2365282.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC1741 S6XOOCT0IEG5ABCC6L87 3133AK5A4 2051-05-01 2.500000 0.00 573417.52 470751.89 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQC0610 S6XOOCT0IEG5ABCC6L87 3133AJVB6 2051-03-01 4.000000 0.00 271700.04 251568.24 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB9391 S6XOOCT0IEG5ABCC6L87 3133AGNG0 2051-03-01 2.000000 0.00 576972.56 463830.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB6058 S6XOOCT0IEG5ABCC6L87 3133ACWT1 2050-12-01 2.000000 0.00 122929.21 97407.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB3388 S6XOOCT0IEG5ABCC6L87 3133A9XR1 2050-09-01 2.500000 0.00 1107960.22 927399.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB3535 S6XOOCT0IEG5ABCC6L87 3133A94U6 2050-09-01 2.000000 0.00 1218268.29 964121.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1479 S6XOOCT0IEG5ABCC6L87 3133A7UC1 2050-07-01 3.000000 0.00 454.92 403.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB1721 S6XOOCT0IEG5ABCC6L87 3133A74E6 2050-08-01 2.000000 0.00 567788.68 458460.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA8163 S6XOOCT0IEG5ABCC6L87 3133A3B80 2050-03-01 4.500000 0.00 182.12 173.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ0921 S6XOOCT0IEG5ABCC6L87 3131WRAW5 2040-12-01 4.500000 0.00 87519.95 85345.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 S6XOOCT0IEG5ABCC6L87 3131WMQD1 2039-02-01 5.000000 0.00 642549.68 640756.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4046 S6XOOCT0IEG5ABCC6L87 3130G3L48 2056-09-01 6.500000 0.00 1000.00 1039.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3986 S6XOOCT0IEG5ABCC6L87 3130G3J82 2056-09-01 5.500000 0.00 1880632.00 1878881.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC3845 S6XOOCT0IEG5ABCC6L87 3130G3ET1 2056-08-01 4.500000 0.00 2801780.00 2657177.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3859 S6XOOCT0IEG5ABCC6L87 3130G3E95 2056-08-01 5.500000 0.00 1154728.00 1159237.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3822 S6XOOCT0IEG5ABCC6L87 3130G3D47 2056-08-01 5.500000 0.00 2862812.00 2901203.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBW4450 B1V7KEBTPIMZEU4LTD58 3140MV5L8 2041-08-01 5.000000 0.00 2101532.28 2106905.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBK0433 B1V7KEBTPIMZEU4LTD58 3140HDPT5 2049-12-01 3.500000 0.00 953079.07 854038.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIBJ9151 B1V7KEBTPIMZEU4LTD58 3140HBEZ7 2033-01-01 2.500000 0.00 57966.65 54811.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ8093 B1V7KEBTPIMZEU4LTD58 3140H97F4 2048-03-01 4.000000 0.00 292047.47 271873.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBJ6881 B1V7KEBTPIMZEU4LTD58 3140H8UF0 2033-06-01 4.000000 0.00 241640.78 236634.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ5121 B1V7KEBTPIMZEU4LTD58 3140H6VP1 2038-04-01 4.000000 0.00 317.71 301.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5332 B1V7KEBTPIMZEU4LTD58 3140H64S5 2048-05-01 4.000000 0.00 451.87 420.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3775 B1V7KEBTPIMZEU4LTD58 3140H5FR7 2048-01-01 3.500000 0.00 151.05 136.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ4492 B1V7KEBTPIMZEU4LTD58 3140H57E5 2047-11-01 4.000000 0.00 188.85 176.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1915 B1V7KEBTPIMZEU4LTD58 3140B2DV3 2055-01-01 7.000000 0.00 438.54 467.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2617 B1V7KEBTPIMZEU4LTD58 3140B24B7 2055-03-01 6.500000 0.00 435.63 451.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD1402 B1V7KEBTPIMZEU4LTD58 3140B1RY4 2055-02-01 6.000000 0.00 932095.34 961022.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1381 B1V7KEBTPIMZEU4LTD58 3140B1RB4 2055-01-01 6.500000 0.00 596.36 622.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0955 B1V7KEBTPIMZEU4LTD58 3140B1BZ8 2055-01-01 6.500000 0.00 979617.67 1017741.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD1735 B1V7KEBTPIMZEU4LTD58 3140B14V5 2055-02-01 5.000000 0.00 1340998.96 1318332.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0531 B1V7KEBTPIMZEU4LTD58 3140B0SV1 2055-02-01 5.500000 0.00 1763427.39 1774666.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0107 B1V7KEBTPIMZEU4LTD58 3140B0DM7 2055-02-01 6.500000 0.00 813.75 853.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC9906 B1V7KEBTPIMZEU4LTD58 3140AYAG0 2055-01-01 6.500000 0.00 1513436.92 1587625.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9742 B1V7KEBTPIMZEU4LTD58 3140AXZG5 2055-01-01 5.000000 0.00 951092.98 929560.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2924 B1V7KEBTPIMZEU4LTD58 3140B3HA3 2055-04-01 7.000000 0.00 943300.71 1009949.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9289 B1V7KEBTPIMZEU4LTD58 3140AXKB2 2054-12-01 5.000000 0.00 1285810.33 1254313.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9420 S6XOOCT0IEG5ABCC6L87 3133KRPD0 2053-07-01 5.000000 0.00 892.60 873.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9273 S6XOOCT0IEG5ABCC6L87 3133KRJS4 2053-06-01 5.500000 0.00 791.63 799.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9270 S6XOOCT0IEG5ABCC6L87 3133KRJP0 2053-06-01 5.500000 0.00 10026.11 10074.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9250 S6XOOCT0IEG5ABCC6L87 3133KRH31 2053-06-01 4.500000 0.00 3180396.99 3032610.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA4516 S6XOOCT0IEG5ABCC6L87 3133KLAR8 2051-02-01 3.500000 0.00 3132515.27 2823858.10 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4349 S6XOOCT0IEG5ABCC6L87 3133KKZN2 2051-01-01 2.500000 0.00 76553.20 63861.70 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3935 S6XOOCT0IEG5ABCC6L87 3133KKLQ0 2050-11-01 2.500000 0.00 538.20 447.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3913 S6XOOCT0IEG5ABCC6L87 3133KKK24 2050-11-01 2.500000 0.00 551.60 462.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4410 S6XOOCT0IEG5ABCC6L87 3133KK3T4 2051-01-01 2.500000 0.00 235893.97 195008.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3173 S6XOOCT0IEG5ABCC6L87 3133KJQ21 2050-07-01 3.000000 0.00 381960.85 329691.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3513 S6XOOCT0IEG5ABCC6L87 3133KJ3W0 2050-09-01 2.500000 0.00 2214332.40 1856098.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA2658 S6XOOCT0IEG5ABCC6L87 3133KH5T9 2050-05-01 3.500000 0.00 368.90 333.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA2595 S6XOOCT0IEG5ABCC6L87 3133KH3C8 2050-05-01 2.500000 0.00 404.37 335.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 ZK310191 B1V7KEBTPIMZEU4LTD58 31374CRL2 2041-05-01 4.500000 0.00 323628.63 309118.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL258276 B1V7KEBTPIMZEU4LTD58 31371P2H2 2035-02-01 5.000000 0.00 54367.02 53759.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257135 B1V7KEBTPIMZEU4LTD58 31371NSY2 2038-03-01 5.500000 0.00 4.08 4.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NQ256109 B1V7KEBTPIMZEU4LTD58 31371MN29 2036-01-01 6.500000 0.00 58372.30 59901.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 K2256006 B1V7KEBTPIMZEU4LTD58 31371MKT3 2035-10-01 5.000000 0.00 30365.07 29826.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.500000 0.00 48944.07 49817.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CQAS6032 B1V7KEBTPIMZEU4LTD58 3138WFV29 2035-09-01 2.500000 0.00 524043.55 479253.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4336 B1V7KEBTPIMZEU4LTD58 3138WDZA2 2045-01-01 3.500000 0.00 168.72 154.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAS4120 B1V7KEBTPIMZEU4LTD58 3138WDSJ1 2034-12-01 3.000000 0.00 475200.86 444455.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS3855 B1V7KEBTPIMZEU4LTD58 3138WDH95 2044-11-01 3.500000 0.00 457.15 419.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2488 B1V7KEBTPIMZEU4LTD58 3138WBXS9 2044-05-01 4.000000 0.00 421345.32 400785.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS0613 B1V7KEBTPIMZEU4LTD58 3138W9VF4 2043-10-01 4.000000 0.00 180238.14 171859.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6778 S6XOOCT0IEG5ABCC6L87 3142K8Q83 2056-06-01 6.500000 0.00 1217885.73 1275062.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6514 S6XOOCT0IEG5ABCC6L87 3142K8GY7 2056-06-01 5.500000 0.00 1180129.63 1185471.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6499 S6XOOCT0IEG5ABCC6L87 3142K8GH4 2056-06-01 6.500000 0.00 1723792.62 1803269.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7071 S6XOOCT0IEG5ABCC6L87 3142K82D8 2056-06-01 4.500000 0.00 1926028.73 1824058.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6006 S6XOOCT0IEG5ABCC6L87 3142K7U80 2056-05-01 6.000000 0.00 2059142.56 2094747.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5829 S6XOOCT0IEG5ABCC6L87 3142K7PP8 2056-06-01 5.000000 0.00 1509086.63 1472637.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0088 S6XOOCT0IEG5ABCC6L87 3142JCC24 2041-06-01 3.500000 0.00 221263.37 208787.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0053 S6XOOCT0IEG5ABCC6L87 3142JCBX7 2041-01-01 4.500000 0.00 219605.29 216040.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0050 S6XOOCT0IEG5ABCC6L87 3142JCBU3 2040-12-01 6.000000 0.00 61046.90 62717.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0031 S6XOOCT0IEG5ABCC6L87 3142JCA91 2040-10-01 4.500000 0.00 628418.22 617150.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0145 S6XOOCT0IEG5ABCC6L87 3142J6ET6 2056-08-01 5.000000 0.00 996.67 967.72 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0143 S6XOOCT0IEG5ABCC6L87 3142J6ER0 2056-08-01 4.000000 0.00 573497.26 526751.11 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0134 S6XOOCT0IEG5ABCC6L87 3142J6EG4 2056-07-01 4.000000 0.00 992.48 911.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 S6XOOCT0IEG5ABCC6L87 3142J6DR1 2056-04-01 5.500000 0.00 362743.62 361475.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0107 S6XOOCT0IEG5ABCC6L87 3142J6DM2 2056-04-01 3.500000 0.00 39620.50 35362.71 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0100 S6XOOCT0IEG5ABCC6L87 3142J6DE0 2056-03-01 4.000000 0.00 989.19 908.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0050 S6XOOCT0IEG5ABCC6L87 3142J6BU6 2055-09-01 6.000000 0.00 59994.32 61027.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1189 B1V7KEBTPIMZEU4LTD58 3140XGKB4 2052-04-01 3.500000 0.00 3668649.31 3277258.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1179 B1V7KEBTPIMZEU4LTD58 3140XGJZ3 2049-12-01 3.500000 0.00 617.96 563.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1153 B1V7KEBTPIMZEU4LTD58 3140XGH77 2037-04-01 2.500000 0.00 576.40 533.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1112 B1V7KEBTPIMZEU4LTD58 3140XGGW3 2052-03-01 2.000000 0.00 68486.29 55212.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1730 B1V7KEBTPIMZEU4LTD58 3140XG4Q9 2037-04-01 2.500000 0.00 493.46 460.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0739 B1V7KEBTPIMZEU4LTD58 3140XFZD6 2052-02-01 3.500000 0.00 113191.15 101898.83 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1728 S6XOOCT0IEG5ABCC6L87 31427N4N6 2052-03-01 2.000000 0.00 242212.50 193701.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1725 S6XOOCT0IEG5ABCC6L87 31427N4K2 2055-06-01 6.000000 0.00 446706.84 455578.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0707 S6XOOCT0IEG5ABCC6L87 31427MYD7 2053-08-01 3.500000 0.00 73666.82 65786.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3.000000 0.00 81843.41 70247.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5030 S6XOOCT0IEG5ABCC6L87 3142JTSU8 2056-01-01 6.500000 0.00 1229039.88 1287470.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4868 S6XOOCT0IEG5ABCC6L87 3142JTMS9 2056-02-01 5.000000 0.00 993.01 964.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4673 S6XOOCT0IEG5ABCC6L87 3142JTFP3 2056-01-01 5.000000 0.00 1042955.02 1021259.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4656 S6XOOCT0IEG5ABCC6L87 31427CE66 2055-10-01 6.500000 0.00 17454.87 18121.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3860 S6XOOCT0IEG5ABCC6L87 31427BJE6 2055-09-01 6.500000 0.00 1821.86 1900.07 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ3628 S6XOOCT0IEG5ABCC6L87 31427BA62 2055-09-01 7.000000 0.00 2778323.07 3034946.58 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5393 S6XOOCT0IEG5ABCC6L87 31426A7F9 2055-02-01 7.000000 0.00 1441533.38 1543395.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4190 S6XOOCT0IEG5ABCC6L87 31425YUQ8 2055-01-01 5.000000 0.00 1275069.66 1240906.29 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD9459 B1V7KEBTPIMZEU4LTD58 3140BAQM1 2055-05-01 7.000000 0.00 1143128.80 1219866.27 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3306 B1V7KEBTPIMZEU4LTD58 3140BFU86 2055-07-01 7.000000 0.00 1088374.67 1164254.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9393 B1V7KEBTPIMZEU4LTD58 3140BANK8 2055-05-01 6.000000 0.00 1543907.80 1597243.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9294 B1V7KEBTPIMZEU4LTD58 3140BAKG0 2055-04-01 5.500000 0.00 988452.19 984997.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8844 B1V7KEBTPIMZEU4LTD58 3140B9ZJ1 2055-07-01 6.500000 0.00 990.11 1050.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0585 S6XOOCT0IEG5ABCC6L87 3133W4UJ9 2056-07-01 5.000000 0.00 998.76 973.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL1621 S6XOOCT0IEG5ABCC6L87 31427NYT0 2047-03-01 2.500000 0.00 2858033.84 2411981.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1542 S6XOOCT0IEG5ABCC6L87 31427NWC9 2055-06-01 5.500000 0.00 619289.07 618684.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1460 S6XOOCT0IEG5ABCC6L87 31427NTS8 2055-06-01 5.500000 0.00 3197360.20 3195260.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3746 B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4.000000 0.00 807.42 752.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3695 B1V7KEBTPIMZEU4LTD58 31418DC91 2034-07-01 3.000000 0.00 105500.88 100485.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2.000000 0.00 15955.78 12604.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4443 B1V7KEBTPIMZEU4LTD58 31418D5D0 2036-10-01 2.500000 0.00 480.60 444.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4384 B1V7KEBTPIMZEU4LTD58 31418D2S0 2036-07-01 2.500000 0.00 481.92 445.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3409 B1V7KEBTPIMZEU4LTD58 31418CYF5 2033-07-01 3.000000 0.00 95.99 92.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3377 B1V7KEBTPIMZEU4LTD58 31418CXF6 2048-05-01 3.000000 0.00 166.76 145.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3184 B1V7KEBTPIMZEU4LTD58 31418CRE6 2047-11-01 4.500000 0.00 247.66 237.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4.000000 0.00 122927.69 114737.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 B1V7KEBTPIMZEU4LTD58 31418CRC0 2047-11-01 3.500000 0.00 259.84 235.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 101892.38 94350.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2962 B1V7KEBTPIMZEU4LTD58 31418CJG0 2037-04-01 3.500000 0.00 38285.05 36432.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2929 B1V7KEBTPIMZEU4LTD58 31418CHF4 2047-03-01 3.500000 0.00 133.59 121.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 31418CGE8 2047-02-01 3.500000 0.00 1107.87 1010.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7064 S6XOOCT0IEG5ABCC6L87 31426RZ61 2055-06-01 6.500000 0.00 1099978.65 1144569.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6991 S6XOOCT0IEG5ABCC6L87 31426RXV8 2055-06-01 6.500000 0.00 1954025.66 2037305.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4502 B1V7KEBTPIMZEU4LTD58 3140X8AC1 2050-10-01 2.000000 0.00 37589.50 30185.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 B1V7KEBTPIMZEU4LTD58 3140X7WM7 2049-12-01 3.500000 0.00 113734.79 102614.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4389 B1V7KEBTPIMZEU4LTD58 3140X72X6 2050-09-01 3.500000 0.00 396.73 357.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 B1V7KEBTPIMZEU4LTD58 3140X6PH8 2038-03-01 2.500000 0.00 1938093.66 1779967.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1577 B1V7KEBTPIMZEU4LTD58 3140X4XF8 2034-09-01 3.500000 0.00 181.71 175.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1409 B1V7KEBTPIMZEU4LTD58 3140X4R73 2034-08-01 3.500000 0.00 587809.14 569970.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1239 B1V7KEBTPIMZEU4LTD58 3140X4LV6 2048-11-01 3.500000 0.00 50174.83 45519.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 167.31 165.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6808 B1V7KEBTPIMZEU4LTD58 3140W7R69 2054-03-01 5.000000 0.00 1024.00 1005.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6700 B1V7KEBTPIMZEU4LTD58 3140W7NS5 2052-04-01 2.000000 0.00 27012117.00 21325895.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2155 S6XOOCT0IEG5ABCC6L87 3142GSMD7 2054-10-01 5.000000 0.00 1982952.87 1938194.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY6690 S6XOOCT0IEG5ABCC6L87 31426RNG2 2055-07-01 4.500000 0.00 922124.18 889169.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7719 S6XOOCT0IEG5ABCC6L87 3142K9SH9 2056-06-01 4.500000 0.00 1225818.00 1160381.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7740 S6XOOCT0IEG5ABCC6L87 3142K9S63 2056-06-01 4.500000 0.00 3436670.52 3260695.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7681 S6XOOCT0IEG5ABCC6L87 3142K9RB3 2056-07-01 5.500000 0.00 1488017.96 1500770.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 S6XOOCT0IEG5ABCC6L87 3142GQJK9 2053-11-01 6.500000 0.00 436.14 458.50 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0260 S6XOOCT0IEG5ABCC6L87 3142GQJE3 2053-11-01 7.000000 0.00 2194148.20 2322074.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0214 S6XOOCT0IEG5ABCC6L87 3142GQGY2 2053-09-01 6.000000 0.00 419464.88 427055.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ0048 S6XOOCT0IEG5ABCC6L87 3142GQBS0 2053-10-01 4.500000 0.00 2317193.30 2193339.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 S6XOOCT0IEG5ABCC6L87 3142GQ5N8 2054-02-01 6.500000 0.00 6074.76 6419.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0026 B1V7KEBTPIMZEU4LTD58 3140XFA43 2051-11-01 2.500000 0.00 406155.50 342482.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0879 B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.500000 0.00 1435.03 1197.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM9193 B1V7KEBTPIMZEU4LTD58 3140XDGB6 2050-06-01 5.000000 0.00 944973.91 933484.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8613 B1V7KEBTPIMZEU4LTD58 3140XCSB5 2050-11-01 3.000000 0.00 1800476.65 1582438.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM8547 B1V7KEBTPIMZEU4LTD58 3140XCP93 2034-07-01 4.500000 0.00 1234535.40 1229976.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.500000 0.00 1671.28 1505.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7460 B1V7KEBTPIMZEU4LTD58 3140XBJE1 2051-03-01 4.000000 0.00 16459.56 15290.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9392 B1V7KEBTPIMZEU4LTD58 3140AKNJ0 2054-08-01 6.500000 0.00 1446478.63 1518632.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9344 B1V7KEBTPIMZEU4LTD58 3140AKL29 2054-09-01 7.000000 0.00 703.27 745.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB9247 B1V7KEBTPIMZEU4LTD58 3140AKHZ1 2054-08-01 4.500000 0.00 1118885.29 1067352.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB8755 B1V7KEBTPIMZEU4LTD58 3140AJWR5 2054-08-01 6.000000 0.00 2706065.27 2766264.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8732 B1V7KEBTPIMZEU4LTD58 3140AJV21 2054-08-01 6.500000 0.00 79362.33 83291.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8537 B1V7KEBTPIMZEU4LTD58 3140AJPX0 2054-07-01 6.500000 0.00 891169.97 928752.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDB8242 B1V7KEBTPIMZEU4LTD58 3140AJEQ7 2054-11-01 4.000000 0.00 540531.04 496775.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQN1554 S6XOOCT0IEG5ABCC6L87 3133G7WP4 2035-02-01 2.500000 0.00 249.57 233.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTQK1911 S6XOOCT0IEG5ABCC6L87 3133D5DQ0 2046-06-01 4.500000 0.00 994.83 956.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTQK1902 S6XOOCT0IEG5ABCC6L87 3133D5DF4 2046-06-01 4.500000 0.00 17507.39 16668.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTQK1406 S6XOOCT0IEG5ABCC6L87 3133D4R39 2042-03-01 2.500000 0.00 2031827.07 1799209.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTQK1141 S6XOOCT0IEG5ABCC6L87 3133D4HS5 2041-10-01 4.000000 0.00 399.16 380.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2327 B1V7KEBTPIMZEU4LTD58 3140W2SR3 2055-04-01 5.500000 0.00 8038.71 8100.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2316 B1V7KEBTPIMZEU4LTD58 3140W2SE2 2052-03-01 3.000000 0.00 1790.42 1552.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2131 B1V7KEBTPIMZEU4LTD58 3140W2LM1 2055-06-01 5.500000 0.00 730536.96 729319.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 B1V7KEBTPIMZEU4LTD58 3140W2F89 2055-04-01 6.000000 0.00 485728.32 498497.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 B1V7KEBTPIMZEU4LTD58 3140W1AG8 2054-12-01 5.000000 0.00 1159899.69 1127383.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0608 B1V7KEBTPIMZEU4LTD58 3140W0VA0 2055-02-01 5.500000 0.00 760.25 757.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0442 B1V7KEBTPIMZEU4LTD58 3140W0P41 2054-11-01 3.500000 0.00 220672.96 197066.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 B1V7KEBTPIMZEU4LTD58 3140BTCW3 2041-03-01 3.500000 0.00 995004.96 939058.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 8778.86 7989.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM1068 B1V7KEBTPIMZEU4LTD58 3140J5FJ3 2032-01-01 3.500000 0.00 46328.55 45526.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM1031 B1V7KEBTPIMZEU4LTD58 3140J5ED7 2043-09-01 3.000000 0.00 40416.73 36436.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIBM1028 B1V7KEBTPIMZEU4LTD58 3140J5EA3 2029-12-01 2.500000 0.00 123459.20 120310.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK9507 B1V7KEBTPIMZEU4LTD58 3140HPR58 2048-10-01 4.000000 0.00 3113610.88 2910476.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8866 B1V7KEBTPIMZEU4LTD58 3140HNZ88 2048-09-01 4.500000 0.00 3303495.73 3188018.73 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS6993 S6XOOCT0IEG5ABCC6L87 3132A7XW6 2029-07-01 2.500000 0.00 819061.30 805189.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS6635 S6XOOCT0IEG5ABCC6L87 3132A7LQ2 2027-08-01 3.000000 0.00 13.26 13.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 S6XOOCT0IEG5ABCC6L87 3132A5JR7 2048-06-01 4.000000 0.00 331184.20 308800.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4759 S6XOOCT0IEG5ABCC6L87 3132A5JC0 2048-03-01 3.500000 0.00 699397.10 634503.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4787 S6XOOCT0IEG5ABCC6L87 3132A5J89 2048-07-01 5.000000 0.00 35168.04 34740.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4747 S6XOOCT0IEG5ABCC6L87 3132A5HY4 2047-12-01 3.500000 0.00 3454.15 3129.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4751 S6XOOCT0IEG5ABCC6L87 3132A5H40 2048-01-01 3.500000 0.00 126.07 114.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4704 S6XOOCT0IEG5ABCC6L87 3132A5GM1 2047-02-01 3.500000 0.00 5287.35 4808.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4698 S6XOOCT0IEG5ABCC6L87 3132A5GF6 2047-01-01 3.500000 0.00 444926.41 406016.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4692 S6XOOCT0IEG5ABCC6L87 3132A5F91 2046-12-01 2.500000 0.00 3197697.00 2693648.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4631 S6XOOCT0IEG5ABCC6L87 3132A5EC5 2045-09-01 4.000000 0.00 78.36 73.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4659 S6XOOCT0IEG5ABCC6L87 3132A5E84 2046-04-01 3.500000 0.00 308.88 281.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4603 S6XOOCT0IEG5ABCC6L87 3132A5DG7 2045-02-01 3.500000 0.00 86.77 79.51 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4519 S6XOOCT0IEG5ABCC6L87 3132A5AU9 2043-06-01 3.000000 0.00 634638.07 570822.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS3303 S6XOOCT0IEG5ABCC6L87 3132A3U40 2041-06-01 5.000000 0.00 374469.16 373102.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3560 S6XOOCT0IEG5ABCC6L87 3132A35V8 2042-08-01 3.500000 0.00 117.57 109.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7367 S6XOOCT0IEG5ABCC6L87 3133C8FG5 2053-07-01 5.500000 0.00 751.59 757.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN6683 B1V7KEBTPIMZEU4LTD58 3140JPM93 2049-06-01 3.500000 0.00 48668.99 43967.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL2859 B1V7KEBTPIMZEU4LTD58 3138EKE92 2031-11-01 6.500000 0.00 399540.75 414270.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1314 B1V7KEBTPIMZEU4LTD58 31418AN87 2033-01-01 2.500000 0.00 91.02 85.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1561 B1V7KEBTPIMZEU4LTD58 3138NXWX1 2043-01-01 3.000000 0.00 1075718.31 971983.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 B1V7KEBTPIMZEU4LTD58 31418BKY1 2034-12-01 3.500000 0.00 81.57 78.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7274 S6XOOCT0IEG5ABCC6L87 3133CLCK0 2053-12-01 7.000000 0.00 1120595.31 1198306.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9903 B1V7KEBTPIMZEU4LTD58 3140NTAD4 2053-11-01 7.000000 0.00 859.39 930.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV8001 B1V7KEBTPIMZEU4LTD58 3140MM3K2 2052-08-01 5.000000 0.00 537578.37 525312.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3246 S6XOOCT0IEG5ABCC6L87 3132DQTB2 2052-08-01 4.000000 0.00 1535.00 1414.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7495 B1V7KEBTPIMZEU4LTD58 3140QTKH1 2053-11-01 5.500000 0.00 1984991.33 1979870.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTSC0063 S6XOOCT0IEG5ABCC6L87 3132D9B86 2035-05-01 3.500000 0.00 116844.17 112694.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1274 S6XOOCT0IEG5ABCC6L87 3142GRMY3 2054-04-01 6.000000 0.00 1263.72 1285.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5197 B1V7KEBTPIMZEU4LTD58 31418EX39 2053-10-01 6.500000 0.00 1055855.31 1083514.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB9597 B1V7KEBTPIMZEU4LTD58 31417GUX2 2043-06-01 4.000000 0.00 31532.94 30150.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4254 B1V7KEBTPIMZEU4LTD58 3140ADWQ0 2054-07-01 6.500000 0.00 552.82 584.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0968 S6XOOCT0IEG5ABCC6L87 3132DNCD3 2052-04-01 3.500000 0.00 1183161.42 1065332.34 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5931 B1V7KEBTPIMZEU4LTD58 3140AFSV9 2054-06-01 7.000000 0.00 540588.93 574176.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4744 S6XOOCT0IEG5ABCC6L87 3132A5HV0 2047-11-01 4.000000 0.00 316899.38 296618.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7514 S6XOOCT0IEG5ABCC6L87 3132DVK38 2050-04-01 3.500000 0.00 16904.58 15299.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2819 B1V7KEBTPIMZEU4LTD58 31418CDZ4 2036-11-01 4.000000 0.00 37749.46 36501.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q29092 G S6XOOCT0IEG5ABCC6L87 3132M9XV1 2044-10-01 4.000000 0.00 2515782.92 2378676.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4965 S6XOOCT0IEG5ABCC6L87 3133BEQS5 2052-06-01 5.000000 0.00 757.94 745.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6202 B1V7KEBTPIMZEU4LTD58 3140MX3L6 2052-08-01 5.000000 0.00 2702457.14 2655733.46 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1538 S6XOOCT0IEG5ABCC6L87 3132DNV75 2050-12-01 3.000000 0.00 213905.60 187873.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1436 S6XOOCT0IEG5ABCC6L87 3132DNSZ7 2052-08-01 4.500000 0.00 153509.86 145853.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1440 S6XOOCT0IEG5ABCC6L87 3132DNS53 2052-07-01 3.500000 0.00 1358430.87 1220192.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1393 S6XOOCT0IEG5ABCC6L87 3132DNRN5 2052-06-01 3.500000 0.00 3206573.64 2864476.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1343 S6XOOCT0IEG5ABCC6L87 3130G0LZ5 2056-08-01 6.000000 0.00 2077072.00 2139452.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1304 S6XOOCT0IEG5ABCC6L87 3130G0KS2 2056-08-01 6.000000 0.00 1000.00 1022.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1076 S6XOOCT0IEG5ABCC6L87 3130G0CN2 2056-08-01 5.500000 0.00 2000.00 1999.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1844 S6XOOCT0IEG5ABCC6L87 3130G05E0 2056-07-01 5.000000 0.00 1457052.00 1426198.44 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A95880 G S6XOOCT0IEG5ABCC6L87 312944Q95 2040-12-01 4.500000 0.00 133329.89 129084.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1340 S6XOOCT0IEG5ABCC6L87 3132DNPZ0 2052-03-01 3.000000 0.00 71367.04 62832.11 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1336 S6XOOCT0IEG5ABCC6L87 3132DNPV9 2052-07-01 4.000000 0.00 715520.79 662782.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1344 S6XOOCT0IEG5ABCC6L87 3132DNP56 2049-07-01 5.500000 0.00 1082.03 1094.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1164 S6XOOCT0IEG5ABCC6L87 3132DNJH7 2052-03-01 3.500000 0.00 774.26 691.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1078 S6XOOCT0IEG5ABCC6L87 3132DNFT5 2050-07-01 3.000000 0.00 3471369.26 3058033.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA7151 S6XOOCT0IEG5ABCC6L87 31329Q5L1 2049-01-01 4.500000 0.00 109576.19 104821.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNZA7074 S6XOOCT0IEG5ABCC6L87 31329Q2F7 2029-04-01 4.500000 0.00 62394.13 62430.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5450 S6XOOCT0IEG5ABCC6L87 31329PBT9 2048-05-01 3.500000 0.00 591568.92 534220.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4761 S6XOOCT0IEG5ABCC6L87 31329NJE9 2046-12-01 3.000000 0.00 135885.22 119670.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5318 S6XOOCT0IEG5ABCC6L87 31329N4B1 2048-03-01 3.500000 0.00 51071.10 46270.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3765 S6XOOCT0IEG5ABCC6L87 31329MFE5 2030-02-01 3.000000 0.00 97095.62 95157.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3180 S6XOOCT0IEG5ABCC6L87 31329LQ96 2044-10-01 3.500000 0.00 146179.94 132708.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3LZA3018 S6XOOCT0IEG5ABCC6L87 31329LK76 2045-05-01 3.000000 0.00 124.21 110.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2892 S6XOOCT0IEG5ABCC6L87 31329LF98 2030-08-01 2.500000 0.00 88.43 84.83 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZA3584 S6XOOCT0IEG5ABCC6L87 31329L6V9 2042-07-01 4.000000 0.00 3193310.96 3033084.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2511 S6XOOCT0IEG5ABCC6L87 31329KYG3 2038-06-01 4.000000 0.00 510052.50 490685.98 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2488 S6XOOCT0IEG5ABCC6L87 31329KXR0 2038-01-01 3.000000 0.00 154025.26 143141.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2481 S6XOOCT0IEG5ABCC6L87 31329KXJ8 2037-11-01 3.500000 0.00 42301.18 40106.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2415 S6XOOCT0IEG5ABCC6L87 31329KVG6 2036-06-01 3.000000 0.00 28197.85 26475.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2409 S6XOOCT0IEG5ABCC6L87 31329KVA9 2036-04-01 3.500000 0.00 46127.47 44075.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZA2168 S6XOOCT0IEG5ABCC6L87 31329KMR2 2030-06-01 5.000000 0.00 29875.08 30014.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1369 S6XOOCT0IEG5ABCC6L87 31329JQW0 2043-12-01 4.000000 0.00 48995.04 46659.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1331 S6XOOCT0IEG5ABCC6L87 31329JPQ4 2042-06-01 3.500000 0.00 104513.45 97448.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1218 S6XOOCT0IEG5ABCC6L87 31329JK71 2042-06-01 3.500000 0.00 29682.02 27696.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA1167 S6XOOCT0IEG5ABCC6L87 31329JJL2 2042-03-01 4.500000 0.00 54.72 53.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA1020 S6XOOCT0IEG5ABCC6L87 31329JDZ7 2039-02-01 6.000000 0.00 41651.52 42608.67 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T69915 G S6XOOCT0IEG5ABCC6L87 31323FAQ4 2048-05-01 3.500000 0.00 845.80 766.82 Agency Mortgage-Backed Securities FMAC 02.500 FGPC T65102 G S6XOOCT0IEG5ABCC6L87 31322YU33 2042-10-01 2.500000 0.00 78.83 66.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN6139 S6XOOCT0IEG5ABCC6L87 3131YCZC3 2049-05-01 4.500000 0.00 271.31 262.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN3382 S6XOOCT0IEG5ABCC6L87 3131Y9XK4 2049-02-01 4.500000 0.00 1621778.05 1563212.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6699 S6XOOCT0IEG5ABCC6L87 3132DUNQ6 2054-10-01 5.500000 0.00 199336.81 200723.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0846 B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 1784.34 1617.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE9375 B1V7KEBTPIMZEU4LTD58 3140FVMZ6 2047-05-01 3.500000 0.00 22305.34 20121.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 GLCA9497 B1V7KEBTPIMZEU4LTD58 3140QHRT4 2051-03-01 2.500000 0.00 2895519.38 2364114.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 B1V7KEBTPIMZEU4LTD58 3140QGF36 2050-12-01 3.000000 0.00 2703044.15 2375808.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 B1V7KEBTPIMZEU4LTD58 3140QG3D7 2051-02-01 2.500000 0.00 899168.29 738872.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7752 B1V7KEBTPIMZEU4LTD58 3140QFTJ8 2050-11-01 3.000000 0.00 1073.83 948.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA7430 B1V7KEBTPIMZEU4LTD58 3140QFHG7 2040-10-01 2.500000 0.00 1554684.09 1383969.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA7390 B1V7KEBTPIMZEU4LTD58 3140QFF87 2050-10-01 3.500000 0.00 1158538.82 1053664.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2718 B1V7KEBTPIMZEU4LTD58 3140AQAU6 2054-12-01 5.500000 0.00 93382.00 93222.53 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDC2619 B1V7KEBTPIMZEU4LTD58 3140AP4D3 2055-04-01 7.500000 0.00 1403429.93 1501498.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6522 B1V7KEBTPIMZEU4LTD58 3138LXG86 2042-06-01 3.500000 0.00 3368794.11 3116190.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO5261 B1V7KEBTPIMZEU4LTD58 3138LVZ30 2042-06-01 3.500000 0.00 1752043.25 1620651.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO4163 B1V7KEBTPIMZEU4LTD58 3138LUTV7 2042-06-01 3.500000 0.00 104.89 97.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO2976 B1V7KEBTPIMZEU4LTD58 3138LTJW9 2042-05-01 3.500000 0.00 65582.81 61203.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0836 B1V7KEBTPIMZEU4LTD58 3138LQ4W1 2042-05-01 3.500000 0.00 53278.82 49642.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL8191 B1V7KEBTPIMZEU4LTD58 3138ETC53 2045-12-01 4.000000 0.00 699204.12 655728.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9566 B1V7KEBTPIMZEU4LTD58 3138ERTY6 2046-06-01 3.500000 0.00 617.62 565.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7946 B1V7KEBTPIMZEU4LTD58 3138EQZL9 2046-01-01 3.500000 0.00 2865855.26 2627893.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL8088 B1V7KEBTPIMZEU4LTD58 3138EQ7A4 2046-02-01 4.000000 0.00 278022.86 262611.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3656 B1V7KEBTPIMZEU4LTD58 3140W4B22 2050-08-01 3.500000 0.00 929.68 845.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 B1V7KEBTPIMZEU4LTD58 3140W4AT4 2053-12-01 3.500000 0.00 36591.54 32677.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3226 B1V7KEBTPIMZEU4LTD58 3140W3SQ3 2055-10-01 6.000000 0.00 24581617.65 25005060.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAP3118 B1V7KEBTPIMZEU4LTD58 3138M6PC5 2042-11-01 2.500000 0.00 510993.40 442461.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 B1V7KEBTPIMZEU4LTD58 3140W3N47 2040-10-01 4.500000 0.00 26392.13 26000.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFA3067 B1V7KEBTPIMZEU4LTD58 3140W3MR7 2040-06-01 6.000000 0.00 267652.66 275140.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2961 B1V7KEBTPIMZEU4LTD58 3140W3JF7 2054-09-01 5.500000 0.00 942.15 944.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY6690 B1V7KEBTPIMZEU4LTD58 3140NPNG1 2053-08-01 5.000000 0.00 7320.38 7171.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2744 B1V7KEBTPIMZEU4LTD58 3140ACBN2 2054-04-01 5.500000 0.00 495215.60 495483.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9714 B1V7KEBTPIMZEU4LTD58 3140U1YL3 2056-01-01 4.500000 0.00 2084383.87 1980100.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDF9046 B1V7KEBTPIMZEU4LTD58 3140U1BQ7 2040-12-01 5.500000 0.00 949386.93 966649.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0487 B1V7KEBTPIMZEU4LTD58 3140AMRH6 2054-09-01 6.500000 0.00 832130.02 868939.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0377 B1V7KEBTPIMZEU4LTD58 3140AMM32 2054-08-01 6.500000 0.00 921094.39 969588.78 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC0321 B1V7KEBTPIMZEU4LTD58 3140AMLB5 2054-07-01 7.000000 0.00 843.36 899.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9764 B1V7KEBTPIMZEU4LTD58 3140AKZ65 2054-08-01 7.000000 0.00 526655.31 561437.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB9666 B1V7KEBTPIMZEU4LTD58 3140AKW43 2054-08-01 6.000000 0.00 891.06 909.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3533 B1V7KEBTPIMZEU4LTD58 3140XJ4T7 2052-01-01 2.000000 0.00 848791.07 675766.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2208 B1V7KEBTPIMZEU4LTD58 3140XHN29 2051-09-01 2.500000 0.00 909841.16 752001.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2050 B1V7KEBTPIMZEU4LTD58 3140XHH42 2051-02-01 4.000000 0.00 27484.57 25614.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2022 B1V7KEBTPIMZEU4LTD58 3140XHG84 2048-07-01 3.500000 0.00 645.14 587.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS1963 B1V7KEBTPIMZEU4LTD58 3140XHFD4 2037-05-01 3.000000 0.00 74225.61 70123.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1891 B1V7KEBTPIMZEU4LTD58 3140XHC54 2050-01-01 4.000000 0.00 28716.56 26720.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS1488 B1V7KEBTPIMZEU4LTD58 3140XGUN7 2035-12-01 3.000000 0.00 438.80 416.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3120 S6XOOCT0IEG5ABCC6L87 31427APE1 2055-08-01 6.000000 0.00 794776.17 827043.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 S6XOOCT0IEG5ABCC6L87 31427A2E6 2055-09-01 5.000000 0.00 2940.73 2858.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI4566 S6XOOCT0IEG5ABCC6L87 3133WBCB0 2054-05-01 6.000000 0.00 718332.70 738470.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4173 S6XOOCT0IEG5ABCC6L87 3133WAT65 2054-04-01 5.500000 0.00 1599747.75 1606342.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4073 S6XOOCT0IEG5ABCC6L87 3133WAQ27 2054-04-01 5.500000 0.00 704892.18 703976.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3941 S6XOOCT0IEG5ABCC6L87 3133WALW6 2054-04-01 5.500000 0.00 3102102.46 3091422.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3800 S6XOOCT0IEG5ABCC6L87 3133WAGH5 2054-04-01 5.500000 0.00 80797.66 81438.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2819 S6XOOCT0IEG5ABCC6L87 3133W9DY4 2054-04-01 5.000000 0.00 748.16 735.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2694 S6XOOCT0IEG5ABCC6L87 3133W87F4 2054-04-01 5.000000 0.00 3384072.81 3289964.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI0847 S6XOOCT0IEG5ABCC6L87 3133W65G8 2054-03-01 6.000000 0.00 1928277.33 1971007.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0713 S6XOOCT0IEG5ABCC6L87 3133W4YJ5 2056-08-01 5.000000 0.00 999.55 970.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0683 S6XOOCT0IEG5ABCC6L87 3133W4XL1 2056-08-01 5.500000 0.00 999.82 1004.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0587 S6XOOCT0IEG5ABCC6L87 3133W4UL4 2056-08-01 5.000000 0.00 1314309.39 1280197.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7359 B1V7KEBTPIMZEU4LTD58 3140UBE90 2056-04-01 5.000000 0.00 1486071.88 1471576.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6984 B1V7KEBTPIMZEU4LTD58 3140UAXN0 2056-07-01 5.000000 0.00 998.92 973.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 B1V7KEBTPIMZEU4LTD58 3140UAKJ3 2056-05-01 5.000000 0.00 1151244.44 1130420.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6585 B1V7KEBTPIMZEU4LTD58 3140UAJ71 2056-04-01 5.000000 0.00 1833286.36 1798906.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6472 B1V7KEBTPIMZEU4LTD58 3140UAFN0 2056-05-01 5.500000 0.00 1027975.73 1033581.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3594 B1V7KEBTPIMZEU4LTD58 3140W37G8 2055-09-01 6.500000 0.00 846.58 893.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2927 S6XOOCT0IEG5ABCC6L87 3133C3HC3 2053-05-01 6.000000 0.00 1491986.12 1534430.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2510 S6XOOCT0IEG5ABCC6L87 3133C2YF9 2053-04-01 6.000000 0.00 763.90 798.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2405 S6XOOCT0IEG5ABCC6L87 3133C2U63 2053-05-01 6.000000 0.00 2298056.21 2366492.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG2331 S6XOOCT0IEG5ABCC6L87 3133C2SU3 2053-05-01 5.500000 0.00 1471262.15 1492422.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5658 B1V7KEBTPIMZEU4LTD58 3140QDJC9 2050-05-01 2.500000 0.00 207897.87 171863.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5687 B1V7KEBTPIMZEU4LTD58 3140QDJ96 2050-05-01 3.000000 0.00 111475.80 98158.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDC2926 B1V7KEBTPIMZEU4LTD58 3140AQHC9 2039-09-01 5.000000 0.00 1286185.75 1293327.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIBM3158 B1V7KEBTPIMZEU4LTD58 3140J7QL2 2032-10-01 2.500000 0.00 54225.58 51622.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 B1V7KEBTPIMZEU4LTD58 3140U0UB1 2056-01-01 5.000000 0.00 867.34 844.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF8438 B1V7KEBTPIMZEU4LTD58 3140U0LU9 2056-01-01 6.000000 0.00 1042525.02 1080552.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8380 B1V7KEBTPIMZEU4LTD58 3140U0J24 2056-02-01 5.500000 0.00 1440385.92 1435352.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5036 B1V7KEBTPIMZEU4LTD58 3140M6S20 2054-10-01 6.000000 0.00 5553.62 5736.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6362 S6XOOCT0IEG5ABCC6L87 3142GXB89 2056-04-01 5.000000 0.00 988.94 962.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4609 S6XOOCT0IEG5ABCC6L87 3142K6DP3 2056-06-01 5.000000 0.00 2960906.23 2891087.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5140 S6XOOCT0IEG5ABCC6L87 3142JTWA7 2056-02-01 5.500000 0.00 22981183.52 23042596.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4371 S6XOOCT0IEG5ABCC6L87 31427R2D1 2054-08-01 5.500000 0.00 1824.66 1822.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1936 S6XOOCT0IEG5ABCC6L87 3132CYEH9 2041-07-01 3.500000 0.00 62223.43 58736.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5669 S6XOOCT0IEG5ABCC6L87 3133WQJN4 2041-06-01 5.500000 0.00 1019157.11 1039116.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1647 B1V7KEBTPIMZEU4LTD58 3140UGZM7 2056-06-01 5.000000 0.00 1124835.95 1099850.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9902 B1V7KEBTPIMZEU4LTD58 3140BPAC7 2055-11-01 5.500000 0.00 2351.41 2347.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5980 B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-02-01 6.000000 0.00 21410087.67 22007407.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3775 S6XOOCT0IEG5ABCC6L87 3130G3CM8 2056-08-01 5.000000 0.00 1498292.00 1459311.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 B1V7KEBTPIMZEU4LTD58 3140B6DS1 2055-06-01 6.000000 0.00 871.98 895.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1778 B1V7KEBTPIMZEU4LTD58 3140ME6Q4 2055-07-01 6.000000 0.00 862.43 891.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8609 S6XOOCT0IEG5ABCC6L87 31426TR74 2055-07-01 5.000000 0.00 753266.40 736617.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5761 B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6.000000 0.00 25262.93 25698.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA5970 S6XOOCT0IEG5ABCC6L87 3142JUT42 2056-01-01 4.500000 0.00 2794705.09 2640929.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0592 S6XOOCT0IEG5ABCC6L87 3142K1US9 2056-04-01 5.000000 0.00 1087836.15 1060007.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0806 S6XOOCT0IEG5ABCC6L87 3133W43P5 2056-08-01 6.500000 0.00 999.69 1040.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3076 B1V7KEBTPIMZEU4LTD58 3140UWM20 2056-07-01 5.500000 0.00 1000.00 996.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5901 S6XOOCT0IEG5ABCC6L87 31427TRX6 2056-07-01 6.000000 0.00 1436956.84 1461801.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1580 S6XOOCT0IEG5ABCC6L87 3142K2XJ4 2056-05-01 6.000000 0.00 923.87 957.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1509 S6XOOCT0IEG5ABCC6L87 3131XGVA3 2041-06-01 4.500000 0.00 64986.71 63372.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBP1925 B1V7KEBTPIMZEU4LTD58 3140K9D71 2050-04-01 5.000000 0.00 283958.77 279001.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9468 B1V7KEBTPIMZEU4LTD58 3140F5QW6 2046-06-01 3.000000 0.00 12028.76 10517.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7751 B1V7KEBTPIMZEU4LTD58 3140XPTH2 2053-03-01 4.000000 0.00 9280.68 8550.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3207 B1V7KEBTPIMZEU4LTD58 3140AQR53 2054-10-01 5.000000 0.00 12356.95 12008.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC1122 B1V7KEBTPIMZEU4LTD58 3140ANG86 2054-08-01 7.000000 0.00 1217308.63 1283620.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2142 B1V7KEBTPIMZEU4LTD58 3140ABLY9 2054-06-01 6.500000 0.00 979.61 1022.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0043 S6XOOCT0IEG5ABCC6L87 3142JCBM1 2040-11-01 6.500000 0.00 540218.87 561990.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1601 B1V7KEBTPIMZEU4LTD58 3140BDX70 2055-06-01 6.500000 0.00 828854.12 867501.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5626 B1V7KEBTPIMZEU4LTD58 3140ATHC3 2054-11-01 5.500000 0.00 622423.10 620247.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD0371 B1V7KEBTPIMZEU4LTD58 3140B0MV7 2054-12-01 5.000000 0.00 154287.83 150568.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE8609 B1V7KEBTPIMZEU4LTD58 3140BMR77 2055-10-01 5.000000 0.00 1547753.93 1507796.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2782 S6XOOCT0IEG5ABCC6L87 31427QCU4 2055-08-01 6.500000 0.00 799.61 829.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0658 B1V7KEBTPIMZEU4LTD58 3140W0WU5 2054-10-01 4.500000 0.00 3270803.06 3103586.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC8771 B1V7KEBTPIMZEU4LTD58 3140AWW96 2055-01-01 5.000000 0.00 955060.64 941117.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 B1V7KEBTPIMZEU4LTD58 3140QVVC5 2054-12-01 5.000000 0.00 457010.75 445248.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0583 B1V7KEBTPIMZEU4LTD58 3140BQUH2 2055-09-01 6.500000 0.00 1014192.91 1059261.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8821 B1V7KEBTPIMZEU4LTD58 3140BMYT1 2055-09-01 6.500000 0.00 342021.59 356386.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 S6XOOCT0IEG5ABCC6L87 31426NU81 2055-06-01 5.000000 0.00 6701.69 6513.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3772 S6XOOCT0IEG5ABCC6L87 31425YFN2 2055-01-01 5.000000 0.00 2992377.86 2909230.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2487 S6XOOCT0IEG5ABCC6L87 31427PXR0 2054-09-01 6.500000 0.00 504092.86 526964.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 S6XOOCT0IEG5ABCC6L87 3142JNR65 2055-12-01 4.500000 0.00 990.93 938.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0017 B1V7KEBTPIMZEU4LTD58 3140UFAT1 2056-05-01 5.500000 0.00 1630914.14 1629673.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6678 B1V7KEBTPIMZEU4LTD58 3140UNM46 2056-08-01 6.500000 0.00 1584884.00 1659575.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0136 S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 901905.97 875702.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0864 S6XOOCT0IEG5ABCC6L87 3142K16A5 2056-04-01 5.000000 0.00 993.43 976.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4242 B1V7KEBTPIMZEU4LTD58 3140U7WC2 2056-04-01 5.000000 0.00 943553.83 923222.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5504 B1V7KEBTPIMZEU4LTD58 3140W6DJ8 2048-09-01 5.000000 0.00 3304411.85 3293063.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7598 S6XOOCT0IEG5ABCC6L87 3142JWNQ5 2056-03-01 5.000000 0.00 3003964.48 2927957.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4202 S6XOOCT0IEG5ABCC6L87 31427RU40 2056-01-01 5.000000 0.00 2385877.51 2328548.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7972 B1V7KEBTPIMZEU4LTD58 3140QF2E8 2050-09-01 3.000000 0.00 399.33 343.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4932 B1V7KEBTPIMZEU4LTD58 31418EPS3 2053-01-01 3.000000 0.00 68407.83 58726.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7398 S6XOOCT0IEG5ABCC6L87 3133KPGF9 2052-05-01 4.000000 0.00 49765.59 45937.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9933 B1V7KEBTPIMZEU4LTD58 3140U2BB8 2056-01-01 6.000000 0.00 993.64 1020.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0926 S6XOOCT0IEG5ABCC6L87 3133W5A33 2056-08-01 6.000000 0.00 3074248.00 3141918.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA3957 S6XOOCT0IEG5ABCC6L87 3142JSMF9 2055-11-01 6.000000 0.00 864306.10 899971.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0108 S6XOOCT0IEG5ABCC6L87 3142JCDN7 2041-08-01 5.000000 0.00 29384.62 29387.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8931 B1V7KEBTPIMZEU4LTD58 3140MA4R2 2052-04-01 3.500000 0.00 718.70 642.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIQO1479 S6XOOCT0IEG5ABCC6L87 3133WKUC8 2038-07-01 3.000000 0.00 283693.91 265678.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 B1V7KEBTPIMZEU4LTD58 3140X9VZ5 2051-02-01 2.000000 0.00 1387.69 1091.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ7517 B1V7KEBTPIMZEU4LTD58 3140KTK79 2050-11-01 2.500000 0.00 465867.91 390117.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3603 S6XOOCT0IEG5ABCC6L87 3131XXAC5 2047-07-01 4.000000 0.00 76465.42 71382.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 S6XOOCT0IEG5ABCC6L87 3132DWBZ5 2051-07-01 2.500000 0.00 647.31 536.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH9923 S6XOOCT0IEG5ABCC6L87 3133CPAY3 2054-01-01 6.500000 0.00 550432.56 574407.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1658 B1V7KEBTPIMZEU4LTD58 3140ANZY8 2054-09-01 6.500000 0.00 479188.91 502037.92 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q42605 G S6XOOCT0IEG5ABCC6L87 3132WF3P2 2046-08-01 4.000000 0.00 507171.29 476543.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6522 B1V7KEBTPIMZEU4LTD58 3140QEG89 2035-07-01 2.500000 0.00 12394.91 11539.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE9260 S6XOOCT0IEG5ABCC6L87 3133BKJD2 2052-08-01 4.000000 0.00 723.50 666.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8026 B1V7KEBTPIMZEU4LTD58 3140QF4L0 2050-12-01 2.500000 0.00 979361.78 805044.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6138 B1V7KEBTPIMZEU4LTD58 3140B6ZC2 2055-03-01 6.500000 0.00 1540162.41 1608828.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0376 S6XOOCT0IEG5ABCC6L87 31426JM22 2055-04-01 5.000000 0.00 1151628.14 1127315.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0343 S6XOOCT0IEG5ABCC6L87 31427MLZ2 2055-02-01 5.000000 0.00 7200.00 7055.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX8824 S6XOOCT0IEG5ABCC6L87 31426FYW1 2055-03-01 6.000000 0.00 344886.94 351025.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9646 B1V7KEBTPIMZEU4LTD58 3140BNWG9 2055-09-01 6.500000 0.00 991.07 1038.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6773 B1V7KEBTPIMZEU4LTD58 3140BKQ31 2055-08-01 6.000000 0.00 1837463.12 1877900.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1997 B1V7KEBTPIMZEU4LTD58 3140ABGF6 2054-10-01 6.500000 0.00 1081395.09 1132214.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7854 S6XOOCT0IEG5ABCC6L87 31426SWQ8 2055-06-01 6.000000 0.00 985.52 1003.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0575 S6XOOCT0IEG5ABCC6L87 3133W4T85 2056-08-01 5.500000 0.00 1042250.00 1046320.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0420 S6XOOCT0IEG5ABCC6L87 3133W4PD8 2056-07-01 5.000000 0.00 999.00 972.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6060 B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.500000 0.00 13385.77 13137.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3389 S6XOOCT0IEG5ABCC6L87 31427QXT4 2055-09-01 5.500000 0.00 5693.83 5712.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8301 S6XOOCT0IEG5ABCC6L87 3142JXGK4 2056-03-01 5.000000 0.00 942.35 924.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0361 S6XOOCT0IEG5ABCC6L87 3133W4MJ8 2056-07-01 6.000000 0.00 998.97 1024.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8719 S6XOOCT0IEG5ABCC6L87 3142KAVM1 2056-06-01 4.500000 0.00 1612929.23 1524100.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4131 B1V7KEBTPIMZEU4LTD58 3140BUSV5 2055-11-01 6.500000 0.00 1482401.40 1554141.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5759 S6XOOCT0IEG5ABCC6L87 3142GWMH9 2056-01-01 5.000000 0.00 967.46 946.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3688 S6XOOCT0IEG5ABCC6L87 3142JSC29 2056-01-01 5.000000 0.00 14211.51 13798.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4771 S6XOOCT0IEG5ABCC6L87 3132A5JQ9 2048-06-01 3.500000 0.00 159880.04 144845.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZA2055 S6XOOCT0IEG5ABCC6L87 31329KH80 2028-03-01 5.000000 0.00 43718.39 43844.63 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH7966 S6XOOCT0IEG5ABCC6L87 3133CLZ74 2053-12-01 7.500000 0.00 734.92 787.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA1790 S6XOOCT0IEG5ABCC6L87 31334X7B9 2049-08-01 3.000000 0.00 175.42 151.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB2624 B1V7KEBTPIMZEU4LTD58 3140AB4J1 2054-04-01 4.500000 0.00 174109.81 164871.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1042 B1V7KEBTPIMZEU4LTD58 3140AAEQ6 2054-04-01 6.000000 0.00 1513253.83 1539540.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0929 B1V7KEBTPIMZEU4LTD58 3140AAA72 2054-04-01 5.500000 0.00 164287.70 163980.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR6496 B1V7KEBTPIMZEU4LTD58 3140L5GE0 2051-04-01 2.500000 0.00 763418.36 641548.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR7087 B1V7KEBTPIMZEU4LTD58 3140L52V7 2051-02-01 2.000000 0.00 1051135.90 840441.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR2236 B1V7KEBTPIMZEU4LTD58 3140L0PW1 2051-08-01 2.500000 0.00 2735.85 2259.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR2619 B1V7KEBTPIMZEU4LTD58 3140L04D6 2051-02-01 2.000000 0.00 28762.43 23050.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1035 B1V7KEBTPIMZEU4LTD58 3140KYEH3 2051-05-01 2.000000 0.00 1087886.56 860623.43 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR0965 B1V7KEBTPIMZEU4LTD58 3140KYCB8 2036-04-01 1.500000 0.00 142433.92 126850.22 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ9191 B1V7KEBTPIMZEU4LTD58 3140KVF96 2051-01-01 2.000000 0.00 490657.29 394285.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ8341 B1V7KEBTPIMZEU4LTD58 3140KUHT2 2050-12-01 2.000000 0.00 131213.50 103957.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 B1V7KEBTPIMZEU4LTD58 3140KTT70 2031-03-01 3.000000 0.00 231.65 225.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ6985 B1V7KEBTPIMZEU4LTD58 3140KSXP7 2037-01-01 2.000000 0.00 561.69 510.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6913 B1V7KEBTPIMZEU4LTD58 3140KSVF1 2051-12-01 2.000000 0.00 3430889.94 2707955.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ6575 B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.500000 0.00 301083.10 248804.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ6341 B1V7KEBTPIMZEU4LTD58 3140KSBK2 2050-11-01 3.000000 0.00 32898.87 28628.56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD4671 B1V7KEBTPIMZEU4LTD58 3140B5FM4 2055-04-01 7.000000 0.00 987122.21 1055634.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4438 B1V7KEBTPIMZEU4LTD58 3140B44Y3 2055-03-01 6.500000 0.00 8388.42 8808.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD4386 B1V7KEBTPIMZEU4LTD58 3140B42U3 2055-04-01 7.000000 0.00 1169464.19 1247356.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD3459 B1V7KEBTPIMZEU4LTD58 3140B3ZZ8 2055-02-01 7.000000 0.00 757747.61 811055.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDA2514 B1V7KEBTPIMZEU4LTD58 3140A2YL3 2053-12-01 4.000000 0.00 721.33 665.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0582 B1V7KEBTPIMZEU4LTD58 3140A0UG2 2053-09-01 6.500000 0.00 351758.74 367727.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0104 B1V7KEBTPIMZEU4LTD58 3140A0DJ5 2053-11-01 6.500000 0.00 35818.68 37620.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0884 B1V7KEBTPIMZEU4LTD58 3140A06W4 2053-09-01 5.500000 0.00 2600958.03 2596649.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 BL850200 B1V7KEBTPIMZEU4LTD58 31408FRV3 2030-03-01 5.500000 0.00 92195.94 92606.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL781592 B1V7KEBTPIMZEU4LTD58 31404XKD5 2034-10-01 6.000000 0.00 44.91 45.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL763699 B1V7KEBTPIMZEU4LTD58 31404BNQ1 2034-04-01 5.500000 0.00 47546.83 48108.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL2749 B1V7KEBTPIMZEU4LTD58 3138EKBT1 2031-08-01 4.500000 0.00 93.85 93.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAL2527 B1V7KEBTPIMZEU4LTD58 3138EJYZ5 2032-08-01 3.500000 0.00 59.29 57.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL2593 B1V7KEBTPIMZEU4LTD58 3138EJ3B2 2040-05-01 6.500000 0.00 31.23 33.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8737 S6XOOCT0IEG5ABCC6L87 3142KAV74 2056-07-01 5.000000 0.00 2017869.95 1972886.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7510 B1V7KEBTPIMZEU4LTD58 3140UPKY7 2056-07-01 5.500000 0.00 2961524.51 2966779.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8940 B1V7KEBTPIMZEU4LTD58 3140N15A7 2052-09-01 5.000000 0.00 3195773.92 3180912.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2472 B1V7KEBTPIMZEU4LTD58 3140Q9XA6 2048-10-01 4.000000 0.00 199717.60 185463.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA2406 B1V7KEBTPIMZEU4LTD58 3140Q9U84 2033-10-01 4.000000 0.00 87690.21 86305.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2310 B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.500000 0.00 1586330.25 1540542.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2239 B1V7KEBTPIMZEU4LTD58 3140Q9PZ0 2038-08-01 4.500000 0.00 1483.93 1463.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2201 B1V7KEBTPIMZEU4LTD58 3140Q9NT6 2048-08-01 4.500000 0.00 684.58 657.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2199 B1V7KEBTPIMZEU4LTD58 3140Q9NR0 2048-08-01 4.500000 0.00 200643.74 193059.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 GLCA2172 B1V7KEBTPIMZEU4LTD58 3140Q9MW0 2048-08-01 4.500000 0.00 89980.99 84820.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2167 B1V7KEBTPIMZEU4LTD58 3140Q9MR1 2048-08-01 4.500000 0.00 618460.81 599474.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2166 B1V7KEBTPIMZEU4LTD58 3140Q9MQ3 2048-08-01 4.500000 0.00 32766.40 31485.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2074 B1V7KEBTPIMZEU4LTD58 3140Q9JU8 2038-07-01 4.000000 0.00 2544527.93 2448750.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2073 B1V7KEBTPIMZEU4LTD58 3140Q9JT1 2038-07-01 4.000000 0.00 2873145.20 2776301.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2080 B1V7KEBTPIMZEU4LTD58 3140Q9J20 2038-07-01 4.500000 0.00 61726.08 61102.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 B1V7KEBTPIMZEU4LTD58 3140Q9HW6 2048-07-01 4.500000 0.00 43443.71 41885.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA1914 B1V7KEBTPIMZEU4LTD58 3140Q9DU4 2038-06-01 4.500000 0.00 2873171.43 2829344.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8814 B1V7KEBTPIMZEU4LTD58 3140HNYL0 2048-08-01 4.500000 0.00 77.20 73.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBK5178 B1V7KEBTPIMZEU4LTD58 3140HJXG1 2048-05-01 3.000000 0.00 36159.97 31731.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2913 B1V7KEBTPIMZEU4LTD58 3140HGGX9 2050-08-01 2.500000 0.00 43122.00 36186.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8758 B1V7KEBTPIMZEU4LTD58 3140QUWU6 2054-06-01 6.500000 0.00 21406700.31 22195894.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8681 B1V7KEBTPIMZEU4LTD58 3140QUUF1 2054-06-01 5.500000 0.00 199337.68 200751.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 B1V7KEBTPIMZEU4LTD58 3140QUTN6 2054-06-01 4.500000 0.00 143388.84 136144.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 B1V7KEBTPIMZEU4LTD58 3140QUNB8 2054-05-01 5.500000 0.00 831.10 831.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8939 B1V7KEBTPIMZEU4LTD58 3140QU4Z6 2054-05-01 5.500000 0.00 713.95 712.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7816 B1V7KEBTPIMZEU4LTD58 3140QTVJ5 2054-01-01 7.000000 0.00 447.16 477.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7790 B1V7KEBTPIMZEU4LTD58 3140QTUQ0 2054-01-01 6.000000 0.00 760.09 790.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU3746 B1V7KEBTPIMZEU4LTD58 3138X3EU2 2043-08-01 3.500000 0.00 93760.85 86829.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKAU2175 B1V7KEBTPIMZEU4LTD58 3138X1MZ6 2033-08-01 3.000000 0.00 181654.79 171659.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT6319 B1V7KEBTPIMZEU4LTD58 3138WUAV5 2043-06-01 3.500000 0.00 910567.89 840010.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAT6276 B1V7KEBTPIMZEU4LTD58 3138WT6N1 2028-06-01 3.000000 0.00 23.94 23.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2023 B1V7KEBTPIMZEU4LTD58 3138WPG99 2043-04-01 3.500000 0.00 43447.03 40318.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT0998 B1V7KEBTPIMZEU4LTD58 3138WNDC0 2043-04-01 3.500000 0.00 3228712.87 2978531.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9487 B1V7KEBTPIMZEU4LTD58 3138WKRH0 2047-05-01 4.000000 0.00 523117.91 489261.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9785 B1V7KEBTPIMZEU4LTD58 3138WK2T1 2047-06-01 4.000000 0.00 252141.63 236098.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8792 B1V7KEBTPIMZEU4LTD58 3138WJXW3 2047-02-01 3.000000 0.00 34374.85 30660.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAS8740 B1V7KEBTPIMZEU4LTD58 3138WJWA2 2037-02-01 3.500000 0.00 282045.35 268663.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 S6XOOCT0IEG5ABCC6L87 3133KQFM3 2053-01-01 6.000000 0.00 23221897.26 23801190.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC5622 B1V7KEBTPIMZEU4LTD58 3140F1G89 2046-05-01 3.500000 0.00 53356.16 48743.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBC4932 B1V7KEBTPIMZEU4LTD58 3140F0PS7 2031-03-01 3.500000 0.00 63027.79 61668.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBC0935 B1V7KEBTPIMZEU4LTD58 3140EVBD8 2046-06-01 3.000000 0.00 108.52 94.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0904 B1V7KEBTPIMZEU4LTD58 3140EVAE7 2046-05-01 3.500000 0.00 645679.30 594815.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1747 B1V7KEBTPIMZEU4LTD58 3140EV5H6 2046-01-01 3.500000 0.00 339991.63 310625.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC0625 B1V7KEBTPIMZEU4LTD58 3140EUVT3 2046-03-01 4.000000 0.00 27737.00 26240.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0894 B1V7KEBTPIMZEU4LTD58 3140EU7G8 2046-05-01 3.500000 0.00 367241.32 335497.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAZ8516 B1V7KEBTPIMZEU4LTD58 3140E1PA5 2045-09-01 4.000000 0.00 1616902.15 1528710.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDF7928 B1V7KEBTPIMZEU4LTD58 3140BYY24 2041-04-01 6.500000 0.00 936.60 975.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF7719 B1V7KEBTPIMZEU4LTD58 3140BYSH8 2056-01-01 4.500000 0.00 972.46 923.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7537 B1V7KEBTPIMZEU4LTD58 3140BYLT9 2056-01-01 5.500000 0.00 1113729.53 1112678.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7535 B1V7KEBTPIMZEU4LTD58 3140BYLR3 2056-01-01 5.500000 0.00 2666633.06 2669708.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7379 B1V7KEBTPIMZEU4LTD58 3140BYFV1 2055-12-01 5.000000 0.00 847.22 826.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8271 B1V7KEBTPIMZEU4LTD58 3138WJFM5 2046-11-01 3.000000 0.00 48433.88 42590.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1502 B1V7KEBTPIMZEU4LTD58 3140MSU45 2052-07-01 4.500000 0.00 266509.53 253655.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1442 B1V7KEBTPIMZEU4LTD58 3140MSS89 2052-06-01 4.500000 0.00 1213.43 1154.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1330 B1V7KEBTPIMZEU4LTD58 3140MSPQ2 2052-11-01 5.000000 0.00 734.17 718.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0954 B1V7KEBTPIMZEU4LTD58 3140MSBY0 2052-07-01 4.500000 0.00 2578490.42 2453691.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1686 B1V7KEBTPIMZEU4LTD58 3140MS2U8 2052-07-01 5.000000 0.00 152912.65 151505.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0184 B1V7KEBTPIMZEU4LTD58 3140MRF28 2052-05-01 4.500000 0.00 1542278.21 1462863.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9971 B1V7KEBTPIMZEU4LTD58 3140MQCH0 2052-06-01 5.000000 0.00 866218.44 851289.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9960 B1V7KEBTPIMZEU4LTD58 3140MQB65 2052-06-01 4.000000 0.00 2450211.22 2273926.69 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8505 B1V7KEBTPIMZEU4LTD58 3140BMNX4 2055-08-01 7.000000 0.00 1602434.84 1715185.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE8982 B1V7KEBTPIMZEU4LTD58 3140BM6U9 2055-10-01 4.500000 0.00 870619.72 829247.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8968 B1V7KEBTPIMZEU4LTD58 3140BM6E5 2055-10-01 5.500000 0.00 1923.61 1916.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC9014 B1V7KEBTPIMZEU4LTD58 3140F5AQ6 2046-11-01 3.500000 0.00 600062.14 547386.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6163 B1V7KEBTPIMZEU4LTD58 3140ATZ58 2055-05-01 5.000000 0.00 870.79 853.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5514 B1V7KEBTPIMZEU4LTD58 3140ATDU7 2054-11-01 5.000000 0.00 1466456.70 1427590.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4907 B1V7KEBTPIMZEU4LTD58 3140ASNZ7 2054-10-01 5.500000 0.00 81252.95 81391.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4698 B1V7KEBTPIMZEU4LTD58 3140ASGG7 2054-10-01 5.500000 0.00 987780.49 992779.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 B1V7KEBTPIMZEU4LTD58 3138NYWY7 2043-01-01 3.000000 0.00 44410.42 40082.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2029 B1V7KEBTPIMZEU4LTD58 3138NYHF5 2043-02-01 3.500000 0.00 3557184.93 3290444.68 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7760 S6XOOCT0IEG5ABCC6L87 3133CLTR7 2054-01-01 7.000000 0.00 828017.64 888111.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH7620 S6XOOCT0IEG5ABCC6L87 3133CLPD2 2054-01-01 6.000000 0.00 640.23 653.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7593 S6XOOCT0IEG5ABCC6L87 3133CLNJ1 2053-12-01 7.000000 0.00 587038.24 629643.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVBM7218 B1V7KEBTPIMZEU4LTD58 3140JCAU8 2032-04-01 3.000000 0.00 170535.40 168617.90 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CJBM8026 B1V7KEBTPIMZEU4LTD58 3140JC4L5 2036-01-01 2.000000 0.00 1892.37 1755.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVBM6807 B1V7KEBTPIMZEU4LTD58 3140JBR57 2030-02-01 3.000000 0.00 22720.07 22450.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CKBM6623 B1V7KEBTPIMZEU4LTD58 3140JBLD6 2050-10-01 2.500000 0.00 160512.53 130381.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CVBM6592 B1V7KEBTPIMZEU4LTD58 3140JBKE5 2033-09-01 4.000000 0.00 105699.62 103555.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJBM7190 B1V7KEBTPIMZEU4LTD58 3140JB7C4 2034-09-01 3.500000 0.00 474955.57 454807.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKBM6148 B1V7KEBTPIMZEU4LTD58 3140JAZN1 2049-10-01 3.500000 0.00 175312.64 155248.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5695 B1V7KEBTPIMZEU4LTD58 3140JAKH0 2049-02-01 4.000000 0.00 65926.07 61464.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5694 B1V7KEBTPIMZEU4LTD58 3140JAKG2 2048-06-01 4.000000 0.00 199634.04 186408.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM5609 B1V7KEBTPIMZEU4LTD58 3140JAGT9 2044-05-01 5.500000 0.00 473.91 483.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNBM5515 B1V7KEBTPIMZEU4LTD58 3140JADV7 2029-02-01 4.000000 0.00 40435.44 40299.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5508 B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5.000000 0.00 15890.41 15710.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5261 B1V7KEBTPIMZEU4LTD58 3140J9Z38 2048-01-01 4.000000 0.00 35767.88 33391.54 Agency Mortgage-Backed Securities FMAC 05.000 FRPC G80393 G S6XOOCT0IEG5ABCC6L87 31335PNJ0 2036-08-01 5.000000 0.00 41904.07 41284.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA1980 S6XOOCT0IEG5ABCC6L87 31334YFV4 2049-08-01 4.500000 0.00 3130049.00 3001357.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4110 B1V7KEBTPIMZEU4LTD58 3140QBR83 2049-09-01 3.000000 0.00 537203.73 470809.65 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08742 G S6XOOCT0IEG5ABCC6L87 3128MJZG8 2047-01-01 3.500000 0.00 392.52 358.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5388 S6XOOCT0IEG5ABCC6L87 3132DS6Z0 2054-04-01 5.000000 0.00 2300281.13 2245611.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0564 B1V7KEBTPIMZEU4LTD58 3140AMTW1 2054-08-01 5.500000 0.00 1948819.78 1971841.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7930 S6XOOCT0IEG5ABCC6L87 3133KPY36 2052-09-01 4.500000 0.00 756.65 719.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 33920.82 26752.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3UZM9942 S6XOOCT0IEG5ABCC6L87 3131Y5BK6 2028-07-01 2.500000 0.00 56.68 55.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE2363 S6XOOCT0IEG5ABCC6L87 3133BBTU3 2052-05-01 3.500000 0.00 1479.95 1322.06 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5049 S6XOOCT0IEG5ABCC6L87 3133KYTE9 2040-05-01 3.000000 0.00 250.90 230.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1777 B1V7KEBTPIMZEU4LTD58 3140AN6P9 2054-10-01 5.500000 0.00 2382274.06 2381393.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8196 B1V7KEBTPIMZEU4LTD58 3140NRDA1 2053-08-01 6.500000 0.00 1326554.37 1396106.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU3625 B1V7KEBTPIMZEU4LTD58 3140M5A39 2051-12-01 2.500000 0.00 436650.24 360512.55 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLQB7300 S6XOOCT0IEG5ABCC6L87 3133AEDD3 2050-12-01 1.500000 0.00 884644.33 662638.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5530 B1V7KEBTPIMZEU4LTD58 3140X9EC5 2050-11-01 4.000000 0.00 882.50 817.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9873 S6XOOCT0IEG5ABCC6L87 3133KR6J8 2053-09-01 6.000000 0.00 1334.65 1363.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7278 S6XOOCT0IEG5ABCC6L87 3133BVCP8 2053-02-01 5.500000 0.00 3103078.01 3167647.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5740 B1V7KEBTPIMZEU4LTD58 3140QDLW2 2050-05-01 3.500000 0.00 26871090.85 24323353.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4706 B1V7KEBTPIMZEU4LTD58 3140J9GQ8 2033-09-01 4.000000 0.00 46.87 45.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP4715 B1V7KEBTPIMZEU4LTD58 3138M8GZ0 2042-08-01 3.500000 0.00 133.49 123.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP4536 B1V7KEBTPIMZEU4LTD58 3138M8BE2 2042-09-01 3.500000 0.00 299410.62 278620.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1652 B1V7KEBTPIMZEU4LTD58 3140UGZS4 2056-06-01 5.000000 0.00 2213807.73 2149489.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1444 B1V7KEBTPIMZEU4LTD58 3140UGTA0 2056-06-01 5.500000 0.00 450682.55 449106.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1412 B1V7KEBTPIMZEU4LTD58 3140UGSA1 2056-07-01 6.500000 0.00 998.73 1042.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1363 B1V7KEBTPIMZEU4LTD58 3140UGQR6 2056-06-01 4.500000 0.00 1821860.60 1729326.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0730 B1V7KEBTPIMZEU4LTD58 3140UFY40 2056-06-01 5.500000 0.00 998.16 996.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2744 B1V7KEBTPIMZEU4LTD58 3140MUBN9 2056-01-01 5.000000 0.00 995.96 969.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 B1V7KEBTPIMZEU4LTD58 3140MTZS5 2056-01-01 5.500000 0.00 1979.21 1977.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2522 B1V7KEBTPIMZEU4LTD58 3140MTYU1 2056-02-01 5.500000 0.00 154811.18 154270.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2313 B1V7KEBTPIMZEU4LTD58 3140MTSB0 2052-08-01 5.000000 0.00 1878644.24 1831940.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 B1V7KEBTPIMZEU4LTD58 3140MTRE5 2052-08-01 4.500000 0.00 873.13 828.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2278 B1V7KEBTPIMZEU4LTD58 3140MTQ89 2052-08-01 6.500000 0.00 1150271.72 1231925.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW2274 B1V7KEBTPIMZEU4LTD58 3140MTQ48 2052-08-01 4.000000 0.00 170115.46 157060.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2108 B1V7KEBTPIMZEU4LTD58 3140MTKW2 2052-05-01 5.000000 0.00 1028357.94 1009131.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1837 B1V7KEBTPIMZEU4LTD58 3140MTBF9 2053-01-01 6.000000 0.00 400943.30 413280.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBW2698 B1V7KEBTPIMZEU4LTD58 3140MT7L1 2046-01-01 5.000000 0.00 1976.74 1950.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2635 B1V7KEBTPIMZEU4LTD58 3140MT4V2 2056-03-01 5.000000 0.00 2896459.38 2845735.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2613 B1V7KEBTPIMZEU4LTD58 3140MT3X9 2056-03-01 6.500000 0.00 3085714.23 3200554.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0362 S6XOOCT0IEG5ABCC6L87 3133W4MK5 2056-07-01 5.500000 0.00 3050984.25 3053694.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0355 S6XOOCT0IEG5ABCC6L87 3133W4MC3 2056-07-01 6.000000 0.00 696821.88 717343.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0379 S6XOOCT0IEG5ABCC6L87 3133W4M41 2056-07-01 5.500000 0.00 1180387.07 1188925.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 19567.81 17464.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 S6XOOCT0IEG5ABCC6L87 3132DUJE8 2054-10-01 6.000000 0.00 20900099.12 21638666.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6559 S6XOOCT0IEG5ABCC6L87 3132DUJC2 2054-10-01 5.000000 0.00 1760.02 1721.72 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL3231 S6XOOCT0IEG5ABCC6L87 3131XJSU7 2042-06-01 4.000000 0.00 3435406.18 3289406.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 S6XOOCT0IEG5ABCC6L87 3131XHNA0 2041-10-01 4.000000 0.00 776215.01 738797.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL1982 S6XOOCT0IEG5ABCC6L87 3131XHFX9 2041-09-01 4.000000 0.00 93.00 89.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1773 S6XOOCT0IEG5ABCC6L87 3131XG6J2 2041-08-01 4.500000 0.00 122920.11 119524.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZL0168 S6XOOCT0IEG5ABCC6L87 3131XFFH8 2036-04-01 3.000000 0.00 1520372.13 1430404.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0853 S6XOOCT0IEG5ABCC6L87 3131XF5N6 2033-01-01 5.500000 0.00 58917.20 58962.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3760 S6XOOCT0IEG5ABCC6L87 3132E0E99 2053-08-01 6.000000 0.00 1062.67 1081.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3683 S6XOOCT0IEG5ABCC6L87 3132E0CU4 2053-09-01 5.500000 0.00 714.95 719.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3637 S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 229055.00 233000.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 4875.48 4911.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4385 S6XOOCT0IEG5ABCC6L87 3132E02S0 2053-10-01 6.000000 0.00 22612039.77 23412212.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8487 S6XOOCT0IEG5ABCC6L87 3132DWNC3 2054-12-01 4.000000 0.00 7314.71 6720.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 S6XOOCT0IEG5ABCC6L87 3132DWN82 2055-03-01 5.500000 0.00 2280499.14 2272525.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8513 S6XOOCT0IEG5ABCC6L87 3132DWN66 2055-03-01 4.500000 0.00 330234.96 312091.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 14446.73 14040.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 S6XOOCT0IEG5ABCC6L87 3132DWM91 2054-11-01 4.000000 0.00 39043.67 35874.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8448 S6XOOCT0IEG5ABCC6L87 3132DWL50 2054-07-01 6.500000 0.00 232922.27 241509.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8404 S6XOOCT0IEG5ABCC6L87 3132DWKR3 2054-02-01 7.000000 0.00 1656748.35 1744163.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8403 S6XOOCT0IEG5ABCC6L87 3132DWKQ5 2054-02-01 6.500000 0.00 114997.73 119237.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8401 S6XOOCT0IEG5ABCC6L87 3132DWKN2 2054-02-01 5.500000 0.00 104134.83 104010.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8395 S6XOOCT0IEG5ABCC6L87 3132DWKG7 2054-01-01 5.500000 0.00 2660744.25 2660026.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8430 S6XOOCT0IEG5ABCC6L87 3132DWLK7 2054-05-01 5.000000 0.00 802.68 780.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ4287 B1V7KEBTPIMZEU4LTD58 3140H5XR7 2038-01-01 4.000000 0.00 236236.04 224961.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5181 S6XOOCT0IEG5ABCC6L87 31427SXK9 2055-12-01 5.000000 0.00 25674.35 25009.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 B1V7KEBTPIMZEU4LTD58 3140Y9MJ0 2056-07-01 5.500000 0.00 2936676.20 2938418.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3047 B1V7KEBTPIMZEU4LTD58 3140Y9L51 2056-07-01 5.500000 0.00 10972.57 11087.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4544 S6XOOCT0IEG5ABCC6L87 31427SBN7 2055-12-01 5.000000 0.00 24530450.75 23856640.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0139 B1V7KEBTPIMZEU4LTD58 3140XFEM9 2052-01-01 2.500000 0.00 705.93 588.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBV0291 B1V7KEBTPIMZEU4LTD58 3140MDKD9 2052-01-01 2.000000 0.00 1206240.17 948520.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV0272 B1V7KEBTPIMZEU4LTD58 3140MDJS8 2052-02-01 3.500000 0.00 36769.82 32824.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV0178 B1V7KEBTPIMZEU4LTD58 3140MDFU7 2052-01-01 3.000000 0.00 459213.44 406087.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU9633 B1V7KEBTPIMZEU4LTD58 3140MBV33 2051-12-01 3.000000 0.00 369077.24 320311.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU9782 B1V7KEBTPIMZEU4LTD58 3140MB2Q4 2052-01-01 4.000000 0.00 1379100.38 1274611.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8846 B1V7KEBTPIMZEU4LTD58 3140MAZL1 2052-05-01 3.500000 0.00 3582344.07 3212773.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8845 B1V7KEBTPIMZEU4LTD58 3140MAZK3 2052-05-01 3.500000 0.00 124312.20 111049.78 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLBU7224 B1V7KEBTPIMZEU4LTD58 3140M9A23 2052-01-01 1.500000 0.00 535236.73 400869.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU7107 B1V7KEBTPIMZEU4LTD58 3140M83R8 2051-12-01 2.000000 0.00 76296.02 60741.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU5890 B1V7KEBTPIMZEU4LTD58 3140M7RL7 2051-12-01 2.500000 0.00 360150.07 296925.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 REBU5838 B1V7KEBTPIMZEU4LTD58 3140M7PY1 2051-11-01 2.000000 0.00 515931.02 410633.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5468 B1V7KEBTPIMZEU4LTD58 3140M7CE9 2055-01-01 5.000000 0.00 2648455.96 2598118.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5264 B1V7KEBTPIMZEU4LTD58 3140M6Z63 2054-12-01 5.000000 0.00 889.64 866.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2870 B1V7KEBTPIMZEU4LTD58 3140QNFL1 2052-02-01 2.500000 0.00 243569.16 201184.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2889 B1V7KEBTPIMZEU4LTD58 3140QNF72 2052-02-01 3.000000 0.00 741502.24 637356.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2802 B1V7KEBTPIMZEU4LTD58 3140QNDG4 2052-02-01 2.000000 0.00 431215.37 342383.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0311 S6XOOCT0IEG5ABCC6L87 3133BMKY0 2052-09-01 5.000000 0.00 100316.68 97865.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.500000 0.00 69355.95 57884.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2528 B1V7KEBTPIMZEU4LTD58 3140QMY24 2051-12-01 2.500000 0.00 162541.61 133991.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2074 B1V7KEBTPIMZEU4LTD58 3140QMJU9 2051-11-01 2.500000 0.00 306172.68 254049.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2640 B1V7KEBTPIMZEU4LTD58 3140QM5A8 2052-01-01 2.500000 0.00 776.55 640.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB0745 B1V7KEBTPIMZEU4LTD58 3140QKZK7 2036-06-01 2.500000 0.00 2082213.82 1926231.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4216 B1V7KEBTPIMZEU4LTD58 3140N8VJ4 2053-01-01 5.500000 0.00 2112817.76 2130331.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4163 B1V7KEBTPIMZEU4LTD58 3140N8TV0 2052-12-01 5.500000 0.00 32977.69 33098.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX4161 B1V7KEBTPIMZEU4LTD58 3140N8TT5 2052-12-01 4.500000 0.00 115843.62 109805.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX4137 B1V7KEBTPIMZEU4LTD58 3140N8S33 2052-12-01 5.000000 0.00 6190.88 6071.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX4106 B1V7KEBTPIMZEU4LTD58 3140N8R42 2053-02-01 5.000000 0.00 1773316.85 1731141.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 B1V7KEBTPIMZEU4LTD58 3140N8GY8 2053-02-01 6.000000 0.00 1754906.99 1787207.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV5056 B1V7KEBTPIMZEU4LTD58 3140MJTN5 2052-07-01 4.000000 0.00 1007025.38 932809.96 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P08000 G S6XOOCT0IEG5ABCC6L87 31283W3H3 2037-08-01 6.000000 0.00 192.20 192.86 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 2425.54 2414.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY3738 B1V7KEBTPIMZEU4LTD58 3140NLEL9 2053-06-01 6.500000 0.00 942159.20 979083.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY3439 B1V7KEBTPIMZEU4LTD58 3140NKZD6 2053-06-01 6.000000 0.00 21093110.88 21497423.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3280 B1V7KEBTPIMZEU4LTD58 3140NKUE9 2053-06-01 5.500000 0.00 2146.11 2147.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBY3147 B1V7KEBTPIMZEU4LTD58 3140NKP96 2038-05-01 5.000000 0.00 540289.81 541484.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5282 B1V7KEBTPIMZEU4LTD58 3140MW2Q8 2053-05-01 5.000000 0.00 803.05 781.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3383 S6XOOCT0IEG5ABCC6L87 3132DQXL5 2053-07-01 5.500000 0.00 938566.14 944162.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 639.27 528.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8253 B1V7KEBTPIMZEU4LTD58 3140N1E33 2052-08-01 5.000000 0.00 1827130.48 1782460.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3372 B1V7KEBTPIMZEU4LTD58 3140QNXA5 2052-04-01 3.500000 0.00 798.32 713.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5313 B1V7KEBTPIMZEU4LTD58 3140J93X7 2048-03-01 3.500000 0.00 23338156.63 21324579.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6473 B1V7KEBTPIMZEU4LTD58 3140A7FP4 2054-03-01 5.500000 0.00 697183.14 707933.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF8716 S6XOOCT0IEG5ABCC6L87 3133BWVH3 2053-03-01 6.500000 0.00 634.28 672.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3702 S6XOOCT0IEG5ABCC6L87 3133CUDF0 2054-09-01 5.500000 0.00 1139755.98 1154246.08 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA3908 S6XOOCT0IEG5ABCC6L87 3133KKKV0 2050-11-01 1.500000 0.00 1597647.87 1200084.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2637 B1V7KEBTPIMZEU4LTD58 3140XH4X2 2052-05-01 2.500000 0.00 71680.90 59820.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 2049-06-01 3.500000 0.00 34283.02 31284.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE5775 B1V7KEBTPIMZEU4LTD58 3140FRMZ5 2047-01-01 3.000000 0.00 450841.37 393846.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I3BF0293 B1V7KEBTPIMZEU4LTD58 3140FXKF8 2048-07-01 3.000000 0.00 76786.36 67413.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6668 B1V7KEBTPIMZEU4LTD58 3140XNMS0 2053-12-01 5.500000 0.00 519096.05 520353.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6076 B1V7KEBTPIMZEU4LTD58 3140QRXE8 2053-04-01 5.500000 0.00 706.47 712.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6030 B1V7KEBTPIMZEU4LTD58 3140QRVY6 2053-04-01 4.500000 0.00 143900.32 136654.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5987 B1V7KEBTPIMZEU4LTD58 3140QRUM3 2053-01-01 5.000000 0.00 688.10 671.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNCB5952 B1V7KEBTPIMZEU4LTD58 3140QRTJ2 2033-03-01 5.000000 0.00 389.27 391.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5535 B1V7KEBTPIMZEU4LTD58 3140QREH2 2053-01-01 5.000000 0.00 1115590.90 1091632.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6241 B1V7KEBTPIMZEU4LTD58 3140QR5B5 2053-05-01 4.500000 0.00 791.21 754.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6201 B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 652.25 666.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4992 B1V7KEBTPIMZEU4LTD58 3140QQRN7 2037-10-01 4.500000 0.00 51129.70 50598.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4991 B1V7KEBTPIMZEU4LTD58 3140QQRM9 2037-10-01 4.500000 0.00 76700.87 76055.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4676 B1V7KEBTPIMZEU4LTD58 3140QQFS9 2052-09-01 4.500000 0.00 756.23 722.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4688 B1V7KEBTPIMZEU4LTD58 3140QQF67 2052-09-01 5.000000 0.00 87993.37 87851.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 428434.45 408023.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4058 B1V7KEBTPIMZEU4LTD58 3140QPQL4 2052-07-01 4.000000 0.00 1210707.81 1125381.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GLCB4015 B1V7KEBTPIMZEU4LTD58 3140QPN94 2052-07-01 5.000000 0.00 194701.30 189782.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3914 B1V7KEBTPIMZEU4LTD58 3140QPK48 2052-06-01 4.000000 0.00 469080.25 433722.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 B1V7KEBTPIMZEU4LTD58 3140QPJV0 2047-06-01 3.500000 0.00 722.77 651.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3834 B1V7KEBTPIMZEU4LTD58 3140QPHL4 2052-05-01 3.000000 0.00 682.32 587.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 S6XOOCT0IEG5ABCC6L87 3142GSF37 2054-07-01 6.500000 0.00 600.11 626.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1860 S6XOOCT0IEG5ABCC6L87 3142GSB64 2054-06-01 6.500000 0.00 624.95 650.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1531 S6XOOCT0IEG5ABCC6L87 3142GRVZ0 2054-05-01 6.500000 0.00 20114230.11 21147069.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1502 S6XOOCT0IEG5ABCC6L87 3142GRU40 2054-05-01 5.500000 0.00 688.38 685.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1422 S6XOOCT0IEG5ABCC6L87 3142GRSL5 2054-05-01 6.000000 0.00 40002.86 41298.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7097 S6XOOCT0IEG5ABCC6L87 3133WD3E0 2054-06-01 5.500000 0.00 23930586.59 23863923.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3112 S6XOOCT0IEG5ABCC6L87 31427QN65 2055-05-01 5.500000 0.00 577582.68 575563.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2942 S6XOOCT0IEG5ABCC6L87 31427QHU9 2055-08-01 6.000000 0.00 130615.74 132865.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2867 S6XOOCT0IEG5ABCC6L87 31427QFH0 2054-10-01 5.500000 0.00 121388.03 121673.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5182 B1V7KEBTPIMZEU4LTD58 3138WEXL8 2045-06-01 3.500000 0.00 252973.05 231122.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6871 B1V7KEBTPIMZEU4LTD58 3140QET51 2035-08-01 2.500000 0.00 236518.87 219703.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5014 S6XOOCT0IEG5ABCC6L87 3133C5SB8 2053-06-01 6.000000 0.00 1596241.96 1634341.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 S6XOOCT0IEG5ABCC6L87 3133BVFN0 2053-02-01 6.000000 0.00 1011.15 1035.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8722 B1V7KEBTPIMZEU4LTD58 3140NRVQ6 2054-02-01 5.500000 0.00 624534.26 626385.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5214 B1V7KEBTPIMZEU4LTD58 31418EYL8 2053-12-01 5.000000 0.00 1175902.26 1145370.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6299 S6XOOCT0IEG5ABCC6L87 3132DT7L8 2054-09-01 5.500000 0.00 1455043.25 1450391.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA6097 B1V7KEBTPIMZEU4LTD58 3140QDX33 2050-06-01 3.500000 0.00 85307.13 76555.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6042 S6XOOCT0IEG5ABCC6L87 3132DTWB2 2054-08-01 5.500000 0.00 1088583.87 1095423.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4810 B1V7KEBTPIMZEU4LTD58 3140HJKY6 2048-09-01 4.000000 0.00 192.89 180.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA4658 B1V7KEBTPIMZEU4LTD58 3140A5E87 2053-12-01 7.500000 0.00 725.52 780.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5737 B1V7KEBTPIMZEU4LTD58 3140QDLT9 2050-05-01 3.500000 0.00 29745.03 27154.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD3949 B1V7KEBTPIMZEU4LTD58 3140FBL73 2046-06-01 3.500000 0.00 213137.47 194393.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBO9970 B1V7KEBTPIMZEU4LTD58 3140K6CG8 2032-01-01 2.000000 0.00 41154.37 39346.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA9220 B1V7KEBTPIMZEU4LTD58 3140QHG66 2051-02-01 2.000000 0.00 66161.86 52376.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 B1V7KEBTPIMZEU4LTD58 31418CZ80 2048-09-01 3.500000 0.00 92.70 83.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6710 B1V7KEBTPIMZEU4LTD58 3140JPN43 2049-06-01 4.500000 0.00 62772.82 60505.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX5969 B1V7KEBTPIMZEU4LTD58 3140NAT37 2053-02-01 5.000000 0.00 19452.89 18997.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9521 B1V7KEBTPIMZEU4LTD58 3140XRSK2 2050-07-01 3.500000 0.00 2451147.08 2197567.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3737 S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6.000000 0.00 126313.71 128841.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3774 S6XOOCT0IEG5ABCC6L87 3130G3CL0 2056-08-01 5.000000 0.00 1000.00 975.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3770 S6XOOCT0IEG5ABCC6L87 3130G3CG1 2056-09-01 6.000000 0.00 2719548.00 2778061.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3JZJ2789 S6XOOCT0IEG5ABCC6L87 3131WTC25 2039-06-01 4.500000 0.00 40809.95 39652.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3523 S6XOOCT0IEG5ABCC6L87 3130G2YV6 2056-08-01 5.000000 0.00 2000.00 1953.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA7337 S6XOOCT0IEG5ABCC6L87 3133A2EJ5 2050-02-01 4.000000 0.00 200.22 186.17 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA6920 S6XOOCT0IEG5ABCC6L87 3133A1VM1 2050-02-01 4.000000 0.00 200637.34 186398.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4351 S6XOOCT0IEG5ABCC6L87 31339UZQ6 2049-11-01 3.500000 0.00 1011610.36 924311.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA3869 S6XOOCT0IEG5ABCC6L87 31339UJN1 2049-10-01 3.500000 0.00 81712.91 73594.95 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 S6XOOCT0IEG5ABCC6L87 3132DQ2K1 2052-04-01 2.500000 0.00 1919621.36 1576243.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0849 B1V7KEBTPIMZEU4LTD58 3140NG5K2 2053-05-01 5.500000 0.00 1748807.49 1747973.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4802 B1V7KEBTPIMZEU4LTD58 3140QCKQ8 2049-12-01 3.500000 0.00 463.05 418.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3269 B1V7KEBTPIMZEU4LTD58 3140NKT35 2053-06-01 5.500000 0.00 33826.67 33793.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZ257027 B1V7KEBTPIMZEU4LTD58 31371NPL3 2047-11-01 6.000000 0.00 10.54 11.05 Agency Mortgage-Backed Securities FMAC 05.700 FGPC T30372 G S6XOOCT0IEG5ABCC6L87 31286DMV0 2037-12-01 5.700000 0.00 582.70 595.93 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G05097 G S6XOOCT0IEG5ABCC6L87 3128M67J1 2038-09-01 6.000000 0.00 1294695.46 1350048.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CT257536 B1V7KEBTPIMZEU4LTD58 31371PBD1 2029-01-01 5.000000 0.00 4.59 4.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5083 S6XOOCT0IEG5ABCC6L87 3132DSUG5 2054-03-01 5.500000 0.00 1468222.92 1469857.54 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q39438 G S6XOOCT0IEG5ABCC6L87 3132QWPY9 2046-03-01 4.000000 0.00 58999.41 55545.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW3638 B1V7KEBTPIMZEU4LTD58 3138XTBG9 2029-06-01 3.500000 0.00 45.11 44.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0732 S6XOOCT0IEG5ABCC6L87 3132CWY57 2037-06-01 2.500000 0.00 35066.90 32474.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 B1V7KEBTPIMZEU4LTD58 31418D4X7 2051-10-01 2.000000 0.00 3109812.33 2456700.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA2929 B1V7KEBTPIMZEU4LTD58 3140QAHF0 2045-12-01 3.500000 0.00 866477.53 791593.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0262 B1V7KEBTPIMZEU4LTD58 3140QKJG4 2036-04-01 2.000000 0.00 3109309.79 2824536.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3871 B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3.000000 0.00 1944.11 1686.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 GLAB0462 B1V7KEBTPIMZEU4LTD58 31416VQQ0 2037-02-01 6.000000 0.00 27891.55 28461.09 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05741 G S6XOOCT0IEG5ABCC6L87 3128M7WA0 2039-12-01 4.500000 0.00 1948.72 1903.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5755 B1V7KEBTPIMZEU4LTD58 3140X9MD4 2038-04-01 3.000000 0.00 147505.74 139173.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4693 S6XOOCT0IEG5ABCC6L87 3133CHGA7 2053-11-01 5.500000 0.00 2297944.19 2294872.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY8318 B1V7KEBTPIMZEU4LTD58 3140NRG42 2053-08-01 6.000000 0.00 1172.01 1193.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA2012 S6XOOCT0IEG5ABCC6L87 3133KHGV2 2050-01-01 3.500000 0.00 239159.98 215169.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8241 S6XOOCT0IEG5ABCC6L87 3132DWEN9 2052-07-01 5.500000 0.00 111127.25 111508.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA0736 B1V7KEBTPIMZEU4LTD58 31417YZA8 2041-05-01 5.000000 0.00 50.59 50.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0846 B1V7KEBTPIMZEU4LTD58 3140A05G0 2053-11-01 5.500000 0.00 36507.38 36469.17 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60521 G S6XOOCT0IEG5ABCC6L87 3132VLSK4 2048-12-01 4.500000 0.00 463.66 447.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6032 B1V7KEBTPIMZEU4LTD58 3140QDV27 2050-06-01 2.500000 0.00 499.91 418.68 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6528 S6XOOCT0IEG5ABCC6L87 3133KNHD8 2052-02-01 2.500000 0.00 995058.62 821907.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA1217 S6XOOCT0IEG5ABCC6L87 3133KGK64 2049-08-01 5.000000 0.00 53673.44 52730.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIAZ9181 B1V7KEBTPIMZEU4LTD58 3140E2FX4 2030-09-01 2.500000 0.00 46487.22 44544.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2197 S6XOOCT0IEG5ABCC6L87 31329KNN0 2031-03-01 4.500000 0.00 54451.15 54178.08 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8565 S6XOOCT0IEG5ABCC6L87 3133WFQS9 2054-06-01 7.000000 0.00 1060572.28 1132622.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV7110 B1V7KEBTPIMZEU4LTD58 3140ML3U2 2052-06-01 5.000000 0.00 1796325.12 1761871.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV3971 B1V7KEBTPIMZEU4LTD58 3140MHMV8 2052-03-01 4.000000 0.00 1561735.37 1438988.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8169 S6XOOCT0IEG5ABCC6L87 3132DWCE1 2051-09-01 3.500000 0.00 5115.56 4582.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6457 S6XOOCT0IEG5ABCC6L87 3133A1E65 2050-01-01 3.000000 0.00 543.07 466.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8106 S6XOOCT0IEG5ABCC6L87 3132DWAF0 2050-11-01 2.000000 0.00 3903637.96 3094010.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4501 B1V7KEBTPIMZEU4LTD58 31418EAB6 2041-12-01 2.000000 0.00 666.75 571.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3280 B1V7KEBTPIMZEU4LTD58 3140BFUE3 2055-06-01 7.000000 0.00 1413380.62 1508678.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD3656 B1V7KEBTPIMZEU4LTD58 3140B4B25 2055-03-01 5.500000 0.00 970660.55 981488.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1138 S6XOOCT0IEG5ABCC6L87 31427NHQ5 2055-05-01 6.000000 0.00 441181.02 448780.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3049 S6XOOCT0IEG5ABCC6L87 31426ML75 2055-04-01 6.500000 0.00 1016832.49 1056180.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0376 S6XOOCT0IEG5ABCC6L87 31427MM24 2055-02-01 6.000000 0.00 24730.45 25267.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA2878 B1V7KEBTPIMZEU4LTD58 3140W3FU8 2052-04-01 2.000000 0.00 935.59 737.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3352 S6XOOCT0IEG5ABCC6L87 31427AWN3 2055-08-01 6.000000 0.00 1261038.46 1289705.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1387 B1V7KEBTPIMZEU4LTD58 3140W1RH8 2053-10-01 4.000000 0.00 902.78 831.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3SSF2009 S6XOOCT0IEG5ABCC6L87 3133SPGS3 2047-03-01 3.500000 0.00 771663.56 700204.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDE7580 B1V7KEBTPIMZEU4LTD58 3140BLM66 2040-08-01 6.000000 0.00 1203373.19 1241675.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3176 B1V7KEBTPIMZEU4LTD58 3140W3Q69 2054-10-01 5.000000 0.00 1015525.35 991575.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9518 B1V7KEBTPIMZEU4LTD58 3140UDSG5 2056-08-01 6.500000 0.00 2536575.06 2630983.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0302 B1V7KEBTPIMZEU4LTD58 3140UFKQ6 2056-06-01 5.000000 0.00 1396203.13 1360008.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1712 B1V7KEBTPIMZEU4LTD58 3140UG3W0 2056-07-01 4.500000 0.00 1126101.34 1073000.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9273 S6XOOCT0IEG5ABCC6L87 3142JYJT0 2056-03-01 5.000000 0.00 3449027.25 3365259.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7726 S6XOOCT0IEG5ABCC6L87 3142K9SQ9 2056-07-01 5.500000 0.00 1182962.71 1187582.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG8456 B1V7KEBTPIMZEU4LTD58 3140UCME8 2056-04-01 4.500000 0.00 1336005.29 1267064.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4582 S6XOOCT0IEG5ABCC6L87 3142JTCU5 2056-01-01 6.000000 0.00 993.32 1027.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6762 S6XOOCT0IEG5ABCC6L87 3142K8QQ3 2056-06-01 6.500000 0.00 998.05 1054.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIBH9343 B1V7KEBTPIMZEU4LTD58 3140GYLZ0 2032-09-01 2.500000 0.00 107060.97 101076.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT1682 S6XOOCT0IEG5ABCC6L87 3132AD2P2 2047-01-01 3.000000 0.00 38308.46 33686.35 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08727 G S6XOOCT0IEG5ABCC6L87 3128MJYZ7 2046-10-01 3.500000 0.00 364991.44 333637.09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3776 S6XOOCT0IEG5ABCC6L87 3131XXFR7 2047-07-01 3.500000 0.00 844995.92 774086.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9324 B1V7KEBTPIMZEU4LTD58 3140QVLE2 2054-10-01 5.500000 0.00 1134765.24 1137708.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY8509 B1V7KEBTPIMZEU4LTD58 3140NRN36 2053-08-01 6.000000 0.00 159575.40 163391.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6307 S6XOOCT0IEG5ABCC6L87 3133WDAG7 2054-05-01 5.500000 0.00 929053.87 930792.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5316 S6XOOCT0IEG5ABCC6L87 31329N3Z9 2048-03-01 3.500000 0.00 77364.84 70090.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA2463 S6XOOCT0IEG5ABCC6L87 3133KHWY8 2050-04-01 4.000000 0.00 35554.93 33104.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBM5598 B1V7KEBTPIMZEU4LTD58 3140JAGG7 2043-02-01 3.000000 0.00 1785039.21 1595093.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 S6XOOCT0IEG5ABCC6L87 31426RJ44 2055-06-01 6.500000 0.00 1704203.47 1779540.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1230 S6XOOCT0IEG5ABCC6L87 31426XLL0 2055-07-01 6.500000 0.00 916148.52 957561.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2519 B1V7KEBTPIMZEU4LTD58 3140B2YR9 2055-02-01 6.500000 0.00 1012545.23 1054680.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6610 S6XOOCT0IEG5ABCC6L87 31426CKY9 2055-02-01 5.000000 0.00 2132713.80 2100069.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1445 S6XOOCT0IEG5ABCC6L87 31427NTB5 2054-09-01 6.000000 0.00 93921.25 97368.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1855 B1V7KEBTPIMZEU4LTD58 3140ABBZ7 2054-04-01 6.500000 0.00 677.30 711.92 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 B1V7KEBTPIMZEU4LTD58 3140AGPP3 2054-06-01 7.500000 0.00 187.17 199.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 I4BF0606 B1V7KEBTPIMZEU4LTD58 3140FXU83 2062-03-01 5.000000 0.00 293189.40 287025.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7429 B1V7KEBTPIMZEU4LTD58 3140A8HF2 2054-01-01 7.000000 0.00 1043899.71 1120018.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5660 S6XOOCT0IEG5ABCC6L87 3132DTJD3 2054-06-01 5.500000 0.00 287190.02 290016.92 Agency Mortgage-Backed Securities FMAC 05.875 FRPC G80376 G S6XOOCT0IEG5ABCC6L87 31335PMZ5 2038-12-01 5.875000 0.00 92.51 93.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0908 B1V7KEBTPIMZEU4LTD58 31418AAJ7 2031-11-01 4.000000 0.00 75.05 73.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8465 B1V7KEBTPIMZEU4LTD58 3138E1MP9 2041-12-01 4.000000 0.00 1677539.75 1609487.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS4196 B1V7KEBTPIMZEU4LTD58 3138WDUW9 2030-01-01 3.500000 0.00 42.40 41.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2636 S6XOOCT0IEG5ABCC6L87 3131XH4V5 2042-02-01 3.500000 0.00 76504.05 71355.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8650 B1V7KEBTPIMZEU4LTD58 3138WJTG3 2047-01-01 3.000000 0.00 3344430.65 2928115.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8901 S6XOOCT0IEG5ABCC6L87 3133BW3J0 2053-02-01 6.000000 0.00 417151.58 438238.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6652 S6XOOCT0IEG5ABCC6L87 3133KNL92 2052-01-01 2.500000 0.00 4006313.36 3309176.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9605 B1V7KEBTPIMZEU4LTD58 3140XRU78 2054-07-01 6.000000 0.00 5639.60 5838.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0892 S6XOOCT0IEG5ABCC6L87 3142JN7E0 2055-12-01 4.500000 0.00 1128405.70 1075119.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0812 S6XOOCT0IEG5ABCC6L87 3142JN3W4 2055-12-01 4.500000 0.00 249999.48 236228.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0115 S6XOOCT0IEG5ABCC6L87 3142JCDV9 2041-09-01 5.000000 0.00 2712929.00 2713164.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0076 S6XOOCT0IEG5ABCC6L87 3142JCCN8 2041-04-01 5.000000 0.00 1137229.52 1137328.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0066 S6XOOCT0IEG5ABCC6L87 3142JCCC2 2041-03-01 4.500000 0.00 2318839.74 2277100.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0686 S6XOOCT0IEG5ABCC6L87 3142K1XQ0 2056-04-01 5.000000 0.00 1474229.26 1442700.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0466 S6XOOCT0IEG5ABCC6L87 3142K1QU9 2056-04-01 5.000000 0.00 2407146.31 2367227.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0450 S6XOOCT0IEG5ABCC6L87 3142K1QC9 2056-04-01 5.000000 0.00 1208192.96 1189353.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0419 S6XOOCT0IEG5ABCC6L87 3142K1PD8 2056-04-01 5.000000 0.00 1122855.03 1103191.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0397 S6XOOCT0IEG5ABCC6L87 3142K1NP3 2056-03-01 5.500000 0.00 1776251.60 1777433.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0286 S6XOOCT0IEG5ABCC6L87 3142K1J86 2056-04-01 5.000000 0.00 1033416.93 1007941.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0109 S6XOOCT0IEG5ABCC6L87 3142K1DP4 2056-04-01 5.000000 0.00 2465942.45 2402019.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0107 S6XOOCT0IEG5ABCC6L87 3142K1DM1 2056-04-01 5.500000 0.00 1742704.71 1736614.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0064 S6XOOCT0IEG5ABCC6L87 3142K1CA8 2056-04-01 5.000000 0.00 1814958.47 1774644.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1254 S6XOOCT0IEG5ABCC6L87 31427NMC0 2055-05-01 6.000000 0.00 295059.94 302386.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1281 S6XOOCT0IEG5ABCC6L87 31427NM71 2055-04-01 5.500000 0.00 91384.18 91146.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1220 S6XOOCT0IEG5ABCC6L87 31427NLA5 2055-04-01 6.000000 0.00 1077275.91 1099401.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1194 S6XOOCT0IEG5ABCC6L87 31427NKG3 2055-05-01 6.000000 0.00 282768.63 288465.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1134 S6XOOCT0IEG5ABCC6L87 31427NHL6 2055-05-01 5.500000 0.00 11548.70 11587.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 S6XOOCT0IEG5ABCC6L87 31427NG78 2055-05-01 5.500000 0.00 21087.33 21074.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1016 S6XOOCT0IEG5ABCC6L87 31427NDW6 2055-05-01 5.500000 0.00 226788.54 227130.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1741 S6XOOCT0IEG5ABCC6L87 31427N5B1 2054-12-01 6.500000 0.00 803.02 844.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7972 S6XOOCT0IEG5ABCC6L87 3142K92E4 2056-07-01 5.000000 0.00 1242777.01 1209518.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9581 B1V7KEBTPIMZEU4LTD58 3140XRUF0 2051-11-01 2.000000 0.00 910.75 718.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM6242 B1V7KEBTPIMZEU4LTD58 3140X95C5 2034-06-01 4.500000 0.00 93682.85 93330.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4699 B1V7KEBTPIMZEU4LTD58 3140X8GH4 2050-11-01 2.000000 0.00 414796.63 328524.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9913 S6XOOCT0IEG5ABCC6L87 31426HAP8 2055-03-01 7.000000 0.00 872656.71 925478.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9694 S6XOOCT0IEG5ABCC6L87 31426GXY6 2055-04-01 5.500000 0.00 1044003.11 1055980.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9618 S6XOOCT0IEG5ABCC6L87 31426GVL6 2055-04-01 5.500000 0.00 754.64 757.75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9173 S6XOOCT0IEG5ABCC6L87 31426GFP5 2055-03-01 7.000000 0.00 691.90 738.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8638 S6XOOCT0IEG5ABCC6L87 31426FS40 2055-03-01 6.500000 0.00 516.14 538.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8521 S6XOOCT0IEG5ABCC6L87 31426FPF8 2055-03-01 7.000000 0.00 916.17 997.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX8113 S6XOOCT0IEG5ABCC6L87 31426FAP2 2055-02-01 6.000000 0.00 199336.55 203974.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7616 S6XOOCT0IEG5ABCC6L87 31426DPA4 2055-03-01 6.500000 0.00 782.09 828.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2963171 B1V7KEBTPIMZEU4LTD58 31414DQY5 2038-05-01 4.500000 0.00 26486.08 25801.52 Agency Mortgage-Backed Securities FNMA FNMS 05.650 CA952129 B1V7KEBTPIMZEU4LTD58 31413QHE1 2037-09-01 5.650000 0.00 43181.81 43350.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2758 B1V7KEBTPIMZEU4LTD58 31418CB45 2036-09-01 3.500000 0.00 43217.94 41196.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA3524 B1V7KEBTPIMZEU4LTD58 31418C4J0 2048-11-01 4.000000 0.00 305034.59 277209.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3489 B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.500000 0.00 59.28 57.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2320 B1V7KEBTPIMZEU4LTD58 31418BSJ6 2035-07-01 3.000000 0.00 110.74 104.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5436 S6XOOCT0IEG5ABCC6L87 3142GWBE8 2055-09-01 6.000000 0.00 999900.49 1017124.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 S6XOOCT0IEG5ABCC6L87 3142GVZM6 2055-11-01 6.000000 0.00 1890.76 1942.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5056 S6XOOCT0IEG5ABCC6L87 3142GVTN1 2055-10-01 4.500000 0.00 1398768.98 1340690.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4826 S6XOOCT0IEG5ABCC6L87 3142GVLG4 2055-09-01 5.500000 0.00 925.19 933.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8735 B1V7KEBTPIMZEU4LTD58 3140NRV52 2054-01-01 6.500000 0.00 570819.89 605573.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH7913 B1V7KEBTPIMZEU4LTD58 3140GWYK3 2047-08-01 3.500000 0.00 1507409.41 1377293.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 B1V7KEBTPIMZEU4LTD58 3140GVMS1 2047-08-01 4.000000 0.00 224.00 209.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBH5775 B1V7KEBTPIMZEU4LTD58 3140GUMZ7 2032-11-01 3.000000 0.00 242513.76 233492.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 B1V7KEBTPIMZEU4LTD58 3140GTU57 2047-08-01 4.000000 0.00 2664399.57 2508674.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH4363 B1V7KEBTPIMZEU4LTD58 3140GSZ54 2047-05-01 4.000000 0.00 294.23 274.67 Agency Mortgage-Backed Securities FNMA FNMS 03.300 CLBH3330 B1V7KEBTPIMZEU4LTD58 3140GRVY7 2047-04-01 3.300000 0.00 74474.41 68274.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH2705 B1V7KEBTPIMZEU4LTD58 3140GRAF1 2047-05-01 4.500000 0.00 84386.54 81326.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH2476 B1V7KEBTPIMZEU4LTD58 3140GQXE1 2047-08-01 3.500000 0.00 987668.64 900342.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH1212 B1V7KEBTPIMZEU4LTD58 3140GPK23 2047-06-01 4.500000 0.00 2942332.11 2838656.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH0731 B1V7KEBTPIMZEU4LTD58 3140GNY56 2049-01-01 4.000000 0.00 285549.75 266139.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH0794 B1V7KEBTPIMZEU4LTD58 3140GN3C5 2047-04-01 3.500000 0.00 943.54 862.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0394 B1V7KEBTPIMZEU4LTD58 3140FXNL2 2051-07-01 4.500000 0.00 300.34 290.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 R3BF0408 B1V7KEBTPIMZEU4LTD58 3140FXN24 2046-08-01 2.500000 0.00 258676.79 224108.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0356 B1V7KEBTPIMZEU4LTD58 3140FXME9 2051-11-01 4.000000 0.00 44745.57 41890.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0354 B1V7KEBTPIMZEU4LTD58 3140FXMC3 2053-01-01 3.500000 0.00 94429.83 85944.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0332 B1V7KEBTPIMZEU4LTD58 3140FXLN0 2059-01-01 3.000000 0.00 132230.61 112129.97 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3354 B1V7KEBTPIMZEU4LTD58 3140QNWQ1 2052-04-01 2.500000 0.00 131584.10 108042.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3234 B1V7KEBTPIMZEU4LTD58 3140QNSY9 2052-04-01 3.000000 0.00 139791.57 121374.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ5815 B1V7KEBTPIMZEU4LTD58 3140KRN96 2050-11-01 2.500000 0.00 654.77 541.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7792 B1V7KEBTPIMZEU4LTD58 3140BLUS9 2055-07-01 6.500000 0.00 798859.78 832906.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6803 B1V7KEBTPIMZEU4LTD58 3140UNRZ2 2056-06-01 6.500000 0.00 1540033.09 1611035.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6265 B1V7KEBTPIMZEU4LTD58 3140UM6B0 2056-08-01 5.000000 0.00 1298246.00 1267870.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4089 B1V7KEBTPIMZEU4LTD58 3140UKRK1 2056-08-01 5.000000 0.00 1075909.78 1047282.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4024 B1V7KEBTPIMZEU4LTD58 3140UKPJ6 2056-05-01 6.500000 0.00 1021.42 1108.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3991 B1V7KEBTPIMZEU4LTD58 3140UKNH2 2056-07-01 5.000000 0.00 998.99 977.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3990 B1V7KEBTPIMZEU4LTD58 3140UKNG4 2056-07-01 5.000000 0.00 998.19 974.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4657 S6XOOCT0IEG5ABCC6L87 3133WPE68 2040-12-01 3.500000 0.00 603775.47 569941.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3232 B1V7KEBTPIMZEU4LTD58 3140UJSW7 2056-06-01 5.500000 0.00 3300820.80 3289906.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2931 B1V7KEBTPIMZEU4LTD58 3140UJHH2 2056-08-01 5.500000 0.00 1000.00 999.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2352 B1V7KEBTPIMZEU4LTD58 3140UHTJ9 2056-06-01 5.000000 0.00 2625769.67 2549482.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2292 B1V7KEBTPIMZEU4LTD58 3140UHRN2 2056-06-01 4.500000 0.00 997.36 948.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2028 B1V7KEBTPIMZEU4LTD58 3140UHHE3 2056-06-01 5.000000 0.00 1069435.71 1044997.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2598 B1V7KEBTPIMZEU4LTD58 3140UH3G3 2056-06-01 5.500000 0.00 2118457.84 2115763.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY0015 B1V7KEBTPIMZEU4LTD58 3138YDAR0 2045-01-01 4.000000 0.00 51319.75 47955.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAX6435 B1V7KEBTPIMZEU4LTD58 3138Y8EH9 2030-01-01 3.000000 0.00 41405.13 40393.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG2201 S6XOOCT0IEG5ABCC6L87 3133C2NS3 2053-05-01 5.500000 0.00 1256313.83 1261791.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9297 S6XOOCT0IEG5ABCC6L87 3133BKKJ7 2052-09-01 5.000000 0.00 721243.59 704314.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE8614 S6XOOCT0IEG5ABCC6L87 3133BJSB9 2052-08-01 4.500000 0.00 715.62 681.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8507 S6XOOCT0IEG5ABCC6L87 3133BJNY4 2052-08-01 5.000000 0.00 2515106.80 2477291.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8502 S6XOOCT0IEG5ABCC6L87 3133BJNT5 2052-08-01 5.000000 0.00 339407.82 333028.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8439 S6XOOCT0IEG5ABCC6L87 3133BJLU4 2052-08-01 5.000000 0.00 2371177.49 2335625.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8965 S6XOOCT0IEG5ABCC6L87 3133BJ6A5 2052-08-01 5.000000 0.00 809.98 798.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3035 B1V7KEBTPIMZEU4LTD58 3140QNLR1 2052-03-01 2.000000 0.00 38121.77 30587.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7862 B1V7KEBTPIMZEU4LTD58 3140NCWY1 2053-03-01 6.000000 0.00 581.37 594.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY7242 B1V7KEBTPIMZEU4LTD58 3140NQBL1 2053-07-01 6.000000 0.00 60711.21 61822.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM5657 S6XOOCT0IEG5ABCC6L87 3131Y0JA1 2048-02-01 4.500000 0.00 1998314.88 1928136.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3485 B1V7KEBTPIMZEU4LTD58 3140QN2T8 2052-05-01 3.500000 0.00 818.92 731.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0962 B1V7KEBTPIMZEU4LTD58 3140JHB85 2048-12-01 4.000000 0.00 40545.11 37798.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0847 B1V7KEBTPIMZEU4LTD58 3140QK5H7 2051-06-01 3.000000 0.00 24677554.38 21641647.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 B1V7KEBTPIMZEU4LTD58 3140MY4Z2 2052-07-01 5.000000 0.00 2563.08 2501.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7932 S6XOOCT0IEG5ABCC6L87 3133C8Y58 2053-08-01 5.500000 0.00 1633403.86 1657453.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4942 B1V7KEBTPIMZEU4LTD58 3140AEP45 2054-06-01 7.000000 0.00 2145029.97 2266651.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5991 B1V7KEBTPIMZEU4LTD58 3140MXUR3 2052-07-01 5.000000 0.00 2780036.22 2716895.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2626 B1V7KEBTPIMZEU4LTD58 3140Q94L4 2048-11-01 4.000000 0.00 70990.50 66267.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5182 S6XOOCT0IEG5ABCC6L87 3133KYXK0 2042-09-01 4.000000 0.00 57268.33 54815.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7090 S6XOOCT0IEG5ABCC6L87 3132DU2X4 2053-01-01 5.500000 0.00 1744353.85 1750642.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4445 B1V7KEBTPIMZEU4LTD58 3140AR5F3 2054-11-01 4.500000 0.00 2224321.77 2109766.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4835 S6XOOCT0IEG5ABCC6L87 3142GVLR0 2055-09-01 5.500000 0.00 1053727.45 1050042.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7483 S6XOOCT0IEG5ABCC6L87 3132DVJ48 2055-01-01 6.000000 0.00 764.86 780.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9777 B1V7KEBTPIMZEU4LTD58 3140AX2K2 2055-01-01 5.500000 0.00 1821335.16 1816139.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1404 B1V7KEBTPIMZEU4LTD58 3140W1R21 2052-09-01 3.000000 0.00 58049.51 49801.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDC6428 B1V7KEBTPIMZEU4LTD58 3140AUEA7 2054-11-01 4.000000 0.00 805381.90 747219.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 S6XOOCT0IEG5ABCC6L87 31426NU40 2055-06-01 6.000000 0.00 877.84 899.04 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7299 S6XOOCT0IEG5ABCC6L87 31427HDD1 2055-10-01 7.000000 0.00 1228705.40 1306412.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5408 S6XOOCT0IEG5ABCC6L87 3133L0AH5 2046-07-01 4.500000 0.00 50154.15 48107.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQG8689 S6XOOCT0IEG5ABCC6L87 3133C9UN1 2053-07-01 4.000000 0.00 379872.45 349645.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7812 S6XOOCT0IEG5ABCC6L87 3133C8VD4 2053-07-01 6.000000 0.00 1365661.89 1410829.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7777 S6XOOCT0IEG5ABCC6L87 3133C8UA1 2053-07-01 5.500000 0.00 690320.26 699108.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 S6XOOCT0IEG5ABCC6L87 3133C8TK1 2053-08-01 5.500000 0.00 2489390.14 2490695.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAU4738 B1V7KEBTPIMZEU4LTD58 3138X4HQ6 2043-09-01 3.500000 0.00 1653572.83 1525431.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7943 B1V7KEBTPIMZEU4LTD58 3140N0ZH1 2052-08-01 5.000000 0.00 1954048.68 1904346.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7897 B1V7KEBTPIMZEU4LTD58 3140N0X34 2052-08-01 5.000000 0.00 1076396.70 1064466.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7656 B1V7KEBTPIMZEU4LTD58 3140N0QJ7 2052-08-01 5.000000 0.00 945.69 935.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7380 B1V7KEBTPIMZEU4LTD58 3140N0FW0 2052-12-01 5.500000 0.00 23544180.21 23765503.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7312 B1V7KEBTPIMZEU4LTD58 3140N0DS1 2052-08-01 4.500000 0.00 1432641.73 1364528.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7320 B1V7KEBTPIMZEU4LTD58 3140N0D28 2053-02-01 5.500000 0.00 511065.81 513406.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6356 B1V7KEBTPIMZEU4LTD58 3140MYB27 2052-08-01 5.000000 0.00 1716241.96 1674001.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7198 B1V7KEBTPIMZEU4LTD58 3140MY7L0 2052-09-01 4.500000 0.00 1513.87 1441.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5811 B1V7KEBTPIMZEU4LTD58 3140MXN59 2052-08-01 5.000000 0.00 2447250.74 2388630.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5698 B1V7KEBTPIMZEU4LTD58 3140MXKL7 2052-08-01 5.000000 0.00 3208075.16 3176333.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5676 B1V7KEBTPIMZEU4LTD58 3140MXJW5 2052-08-01 5.000000 0.00 2169194.80 2119931.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5508 B1V7KEBTPIMZEU4LTD58 3140MXDN1 2052-07-01 4.500000 0.00 932.72 886.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW4881 B1V7KEBTPIMZEU4LTD58 3140MWM78 2053-04-01 5.500000 0.00 2568291.11 2601353.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3907 B1V7KEBTPIMZEU4LTD58 3140MVKV9 2052-08-01 5.000000 0.00 1976965.31 1926921.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 B1V7KEBTPIMZEU4LTD58 3140MVK80 2052-08-01 4.500000 0.00 1379.96 1315.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3678 B1V7KEBTPIMZEU4LTD58 3140MVCQ9 2052-07-01 5.000000 0.00 2586534.21 2541801.83 Agency Mortgage-Backed Securities FNMA FNMS 07.500 GL252790 B1V7KEBTPIMZEU4LTD58 31371HXT0 2029-09-01 7.500000 0.00 146631.65 149918.69 Agency Mortgage-Backed Securities FNMA FNMS 06.640 ML109162 B1V7KEBTPIMZEU4LTD58 313637FB1 2028-03-01 6.640000 0.00 122.27 122.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO6021 S6XOOCT0IEG5ABCC6L87 3133WQVN0 2041-07-01 4.000000 0.00 1534872.25 1477806.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6006 S6XOOCT0IEG5ABCC6L87 3133WQU76 2041-07-01 5.500000 0.00 2056675.43 2098807.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5647 S6XOOCT0IEG5ABCC6L87 3133WQHY2 2041-05-01 3.500000 0.00 193918.87 182985.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO5178 S6XOOCT0IEG5ABCC6L87 3133WPXF7 2041-03-01 6.000000 0.00 955277.59 989599.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5121 S6XOOCT0IEG5ABCC6L87 3133WPVN2 2041-02-01 3.500000 0.00 833323.41 786527.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5059 S6XOOCT0IEG5ABCC6L87 3133WPTQ8 2041-03-01 4.000000 0.00 494005.40 475358.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4967 S6XOOCT0IEG5ABCC6L87 3133WPQU2 2041-02-01 3.500000 0.00 3037092.22 2866534.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 S6XOOCT0IEG5ABCC6L87 3133WPQJ7 2041-02-01 4.500000 0.00 410128.67 403763.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1585 B1V7KEBTPIMZEU4LTD58 3140Q8XP5 2038-04-01 4.000000 0.00 2068629.29 1993379.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1584 B1V7KEBTPIMZEU4LTD58 3140Q8XN0 2038-04-01 4.000000 0.00 2178248.63 2092236.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1557 B1V7KEBTPIMZEU4LTD58 3140Q8WT8 2048-04-01 4.500000 0.00 546569.81 529028.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1551 B1V7KEBTPIMZEU4LTD58 3140Q8WM3 2048-04-01 4.000000 0.00 85.39 79.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1545 B1V7KEBTPIMZEU4LTD58 3140Q8WF8 2048-04-01 4.000000 0.00 173949.74 162339.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1540 B1V7KEBTPIMZEU4LTD58 3140Q8WA9 2048-04-01 4.000000 0.00 226186.22 211167.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1537 B1V7KEBTPIMZEU4LTD58 3140Q8V77 2048-04-01 4.000000 0.00 2649.85 2485.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1439 B1V7KEBTPIMZEU4LTD58 3140Q8S55 2048-03-01 3.500000 0.00 116083.68 105095.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1354 B1V7KEBTPIMZEU4LTD58 3140Q8QG3 2048-03-01 3.500000 0.00 12632.41 11492.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1691 B1V7KEBTPIMZEU4LTD58 3140Q82Z7 2048-05-01 4.000000 0.00 207.75 194.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ5632 B1V7KEBTPIMZEU4LTD58 3140KRHJ1 2050-10-01 2.000000 0.00 1067697.61 859631.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ3136 B1V7KEBTPIMZEU4LTD58 3140KNPW2 2050-10-01 2.500000 0.00 142430.69 118186.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ3023 B1V7KEBTPIMZEU4LTD58 3140KNLD8 2050-10-01 2.000000 0.00 178360.13 142640.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBQ2324 B1V7KEBTPIMZEU4LTD58 3140KMSN1 2035-09-01 2.500000 0.00 284.94 264.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1575 B1V7KEBTPIMZEU4LTD58 3140KLXD9 2050-09-01 2.000000 0.00 1464015.61 1180458.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ1150 B1V7KEBTPIMZEU4LTD58 3140KLH47 2050-10-01 2.500000 0.00 116844.73 97857.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9679 B1V7KEBTPIMZEU4LTD58 3140KHXH9 2050-07-01 3.000000 0.00 1204013.91 1041006.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9421 B1V7KEBTPIMZEU4LTD58 3140KHPF2 2050-07-01 3.000000 0.00 47021.54 40655.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7273 B1V7KEBTPIMZEU4LTD58 3140KFCK9 2050-08-01 2.500000 0.00 45739.76 37826.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP7257 B1V7KEBTPIMZEU4LTD58 3140KFB38 2050-07-01 2.000000 0.00 52573.30 41708.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6683 B1V7KEBTPIMZEU4LTD58 3140KEM96 2050-09-01 2.500000 0.00 526.95 435.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP6546 B1V7KEBTPIMZEU4LTD58 3140KEHY7 2050-08-01 3.000000 0.00 522.89 451.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP6363 B1V7KEBTPIMZEU4LTD58 3140KEB98 2050-04-01 3.000000 0.00 289364.89 250103.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5878 B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.500000 0.00 237482.81 196133.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8249 B1V7KEBTPIMZEU4LTD58 3138WJEX2 2036-11-01 3.000000 0.00 128.16 119.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8185 B1V7KEBTPIMZEU4LTD58 3138WJCX4 2046-10-01 3.000000 0.00 179.16 157.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7245 B1V7KEBTPIMZEU4LTD58 3138WHBP6 2046-05-01 3.500000 0.00 178367.49 163059.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6789 B1V7KEBTPIMZEU4LTD58 3138WGRK2 2046-03-01 3.500000 0.00 35610.21 32532.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6347 B1V7KEBTPIMZEU4LTD58 3138WGBR4 2045-12-01 4.000000 0.00 1806226.46 1702276.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7162 B1V7KEBTPIMZEU4LTD58 3138WG5Y6 2046-05-01 3.500000 0.00 202.24 185.17 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI5785 S6XOOCT0IEG5ABCC6L87 3133WCNA8 2054-04-01 7.500000 0.00 813.99 875.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5813 S6XOOCT0IEG5ABCC6L87 3133WCN67 2054-05-01 6.000000 0.00 616.61 632.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5692 S6XOOCT0IEG5ABCC6L87 3133WCKD5 2054-05-01 5.500000 0.00 917.11 920.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4159 B1V7KEBTPIMZEU4LTD58 3140XKTR1 2052-07-01 4.000000 0.00 722.91 668.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3756 B1V7KEBTPIMZEU4LTD58 3140XKE63 2051-05-01 3.000000 0.00 2588051.48 2264275.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3672 B1V7KEBTPIMZEU4LTD58 3140XKCJ7 2053-02-01 5.500000 0.00 74470.20 74941.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4481 B1V7KEBTPIMZEU4LTD58 3140XK6T2 2050-11-01 2.500000 0.00 739.68 619.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFS3462 B1V7KEBTPIMZEU4LTD58 3140XJZ48 2042-09-01 2.500000 0.00 177182.77 158601.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3045 B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5.000000 0.00 992874.45 974800.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFS2844 B1V7KEBTPIMZEU4LTD58 3140XJES8 2042-10-01 3.500000 0.00 1654689.96 1540519.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2805 B1V7KEBTPIMZEU4LTD58 3140XJDK6 2052-09-01 2.500000 0.00 2303.69 1896.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4252 S6XOOCT0IEG5ABCC6L87 31427RWN6 2052-04-01 2.500000 0.00 8544.75 7170.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 S6XOOCT0IEG5ABCC6L87 31427RS92 2055-12-01 5.500000 0.00 958.62 955.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3710 S6XOOCT0IEG5ABCC6L87 31427RDQ0 2052-11-01 3.500000 0.00 26038933.79 23533302.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4495 S6XOOCT0IEG5ABCC6L87 31427R7H7 2056-03-01 5.000000 0.00 3608778.32 3516460.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4466 S6XOOCT0IEG5ABCC6L87 31427R6C9 2055-08-01 6.000000 0.00 953.78 979.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3455 S6XOOCT0IEG5ABCC6L87 31427QZV7 2055-12-01 5.500000 0.00 981.08 980.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3163 S6XOOCT0IEG5ABCC6L87 31427QQR6 2055-10-01 5.000000 0.00 3038219.50 2965140.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5619 B1V7KEBTPIMZEU4LTD58 3140XMG59 2053-07-01 4.500000 0.00 201812.22 193158.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5589 B1V7KEBTPIMZEU4LTD58 3140XMF76 2053-07-01 5.500000 0.00 594.53 597.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3405 S6XOOCT0IEG5ABCC6L87 3142K4YB6 2056-05-01 4.500000 0.00 2921516.33 2768066.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3165 S6XOOCT0IEG5ABCC6L87 3142K4QT6 2056-05-01 5.000000 0.00 996.34 978.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3138 S6XOOCT0IEG5ABCC6L87 3142K4PY6 2056-05-01 5.000000 0.00 2109503.60 2074227.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3050 S6XOOCT0IEG5ABCC6L87 3142K4L87 2056-05-01 4.500000 0.00 2158856.89 2043614.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2886 S6XOOCT0IEG5ABCC6L87 3142K4F43 2056-05-01 4.500000 0.00 1391428.93 1318278.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3590 S6XOOCT0IEG5ABCC6L87 3142K47C4 2056-05-01 4.500000 0.00 995.23 943.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3580 S6XOOCT0IEG5ABCC6L87 3142K46S0 2056-05-01 5.000000 0.00 3222129.63 3156699.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3554 S6XOOCT0IEG5ABCC6L87 3142K45Q5 2056-05-01 5.500000 0.00 992.22 988.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2482 S6XOOCT0IEG5ABCC6L87 3142K3XL7 2056-05-01 5.500000 0.00 1250409.02 1255017.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5814 S6XOOCT0IEG5ABCC6L87 3142GWN88 2056-01-01 4.500000 0.00 1030712.64 976445.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5735 S6XOOCT0IEG5ABCC6L87 3142GWLR8 2056-01-01 5.000000 0.00 2707827.36 2640274.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA1371 B1V7KEBTPIMZEU4LTD58 31418AQZ4 2043-03-01 3.000000 0.00 144504.02 127946.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1084 B1V7KEBTPIMZEU4LTD58 31418AF29 2032-06-01 3.500000 0.00 36561.58 35540.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA0988 B1V7KEBTPIMZEU4LTD58 31418AC22 2042-02-01 4.000000 0.00 239218.40 222860.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CWMA1738 B1V7KEBTPIMZEU4LTD58 31418A4Y1 2028-12-01 4.000000 0.00 20.42 20.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0734 B1V7KEBTPIMZEU4LTD58 31417YY84 2031-05-01 4.500000 0.00 21.73 21.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0864 B1V7KEBTPIMZEU4LTD58 31417Y6A0 2031-10-01 4.500000 0.00 121015.41 119912.96 Agency Mortgage-Backed Securities FNMA FNMS 05.150 CAAC4312 B1V7KEBTPIMZEU4LTD58 31417NYJ4 2039-09-01 5.150000 0.00 43740.91 42986.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6513 B1V7KEBTPIMZEU4LTD58 31417DGX5 2042-10-01 3.500000 0.00 161.91 150.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4430 B1V7KEBTPIMZEU4LTD58 31417A4Q9 2042-02-01 3.500000 0.00 1344750.13 1258540.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA7383 B1V7KEBTPIMZEU4LTD58 31416RFZ1 2037-02-01 4.500000 0.00 167218.07 163583.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NBAA7233 B1V7KEBTPIMZEU4LTD58 31416RBB8 2047-09-01 4.500000 0.00 440620.76 424450.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL995245 B1V7KEBTPIMZEU4LTD58 31416BTA6 2039-01-01 5.000000 0.00 75530.80 75013.01 Agency Mortgage-Backed Securities FNMA FNMS 06.250 CA972795 B1V7KEBTPIMZEU4LTD58 31414QGC5 2038-02-01 6.250000 0.00 117.47 115.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTRB5034 S6XOOCT0IEG5ABCC6L87 3133KYSX8 2040-02-01 3.500000 0.00 95162.35 89241.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5390 S6XOOCT0IEG5ABCC6L87 3133KY7B9 2046-03-01 4.500000 0.00 144669.71 139040.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 S6XOOCT0IEG5ABCC6L87 3133KY6W4 2046-01-01 5.500000 0.00 883.02 890.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 S6XOOCT0IEG5ABCC6L87 3133KY6L8 2045-11-01 5.500000 0.00 5736.66 5763.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5350 S6XOOCT0IEG5ABCC6L87 3133KY5K1 2045-06-01 5.500000 0.00 506896.18 509168.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5274 S6XOOCT0IEG5ABCC6L87 3133KY2F5 2044-01-01 6.000000 0.00 67882.36 69891.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1163 S6XOOCT0IEG5ABCC6L87 3133KUJG3 2045-01-01 5.000000 0.00 875.10 866.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB0715 S6XOOCT0IEG5ABCC6L87 3133KTYL8 2041-12-01 2.000000 0.00 3340734.40 2876845.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 S6XOOCT0IEG5ABCC6L87 3133KRT87 2053-08-01 5.500000 0.00 1220467.43 1221829.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9455 S6XOOCT0IEG5ABCC6L87 3133KRQG2 2053-07-01 6.000000 0.00 612.26 627.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9904 B1V7KEBTPIMZEU4LTD58 3140QWAE2 2055-01-01 5.500000 0.00 859.52 859.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9426 B1V7KEBTPIMZEU4LTD58 3140QVPL2 2054-11-01 4.500000 0.00 48063.94 45545.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9210 B1V7KEBTPIMZEU4LTD58 3140QVGU2 2054-09-01 5.500000 0.00 785.23 783.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9007 B1V7KEBTPIMZEU4LTD58 3140QVAH7 2054-08-01 6.000000 0.00 786.01 808.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 1793136.63 1801946.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8858 B1V7KEBTPIMZEU4LTD58 3140QUZY5 2054-07-01 6.000000 0.00 2706779.72 2773393.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8772 B1V7KEBTPIMZEU4LTD58 3140QUXA9 2054-06-01 6.000000 0.00 684.82 700.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5938 B1V7KEBTPIMZEU4LTD58 3140AFS49 2054-06-01 5.500000 0.00 646650.32 646571.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8859 S6XOOCT0IEG5ABCC6L87 3133C9ZY2 2053-08-01 5.500000 0.00 754.75 757.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6414 B1V7KEBTPIMZEU4LTD58 3140UADU6 2056-03-01 5.500000 0.00 994.95 996.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2291 S6XOOCT0IEG5ABCC6L87 3142K3RM2 2056-05-01 6.500000 0.00 1907116.68 1978097.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2188 S6XOOCT0IEG5ABCC6L87 3142K3NE4 2056-05-01 5.000000 0.00 1560714.99 1523210.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3119 S6XOOCT0IEG5ABCC6L87 31427QPD8 2055-09-01 6.000000 0.00 2585.45 2635.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9281 S6XOOCT0IEG5ABCC6L87 3133WGJ22 2054-07-01 5.500000 0.00 1605.51 1628.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9090 S6XOOCT0IEG5ABCC6L87 3133WGC37 2054-06-01 6.500000 0.00 1187661.73 1241433.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 S6XOOCT0IEG5ABCC6L87 3133WG5H4 2054-07-01 7.000000 0.00 811.57 866.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8650 S6XOOCT0IEG5ABCC6L87 3133WFTF4 2054-06-01 6.000000 0.00 2790637.62 2859323.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7884 S6XOOCT0IEG5ABCC6L87 3133WEXM7 2054-06-01 5.500000 0.00 27515.55 27420.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI7441 S6XOOCT0IEG5ABCC6L87 3133WEHS2 2054-06-01 5.000000 0.00 38101.36 37008.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7243 S6XOOCT0IEG5ABCC6L87 3133WEBL3 2054-06-01 6.000000 0.00 685938.70 708135.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8032 S6XOOCT0IEG5ABCC6L87 3133WE4R8 2054-06-01 6.000000 0.00 848.06 878.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6994 S6XOOCT0IEG5ABCC6L87 3133WDXX5 2054-05-01 5.500000 0.00 711.62 710.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6951 S6XOOCT0IEG5ABCC6L87 3133WDWL2 2054-06-01 7.000000 0.00 7752.19 8309.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0658 B1V7KEBTPIMZEU4LTD58 3140UFWU4 2056-06-01 5.000000 0.00 1359820.06 1325032.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH0612 B1V7KEBTPIMZEU4LTD58 3140UFVE1 2056-05-01 4.500000 0.00 1173248.68 1113542.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0581 B1V7KEBTPIMZEU4LTD58 3140UFUF9 2056-05-01 5.000000 0.00 2090759.39 2037272.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0553 B1V7KEBTPIMZEU4LTD58 3140UFTK0 2056-06-01 5.000000 0.00 1560164.36 1519766.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0368 B1V7KEBTPIMZEU4LTD58 3140UFMS0 2056-08-01 5.000000 0.00 1399652.00 1370013.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 S6XOOCT0IEG5ABCC6L87 3133CTKT5 2054-09-01 5.000000 0.00 888.26 871.10 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH7208 S6XOOCT0IEG5ABCC6L87 3133CLAH9 2053-12-01 7.500000 0.00 677446.35 726150.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6848 S6XOOCT0IEG5ABCC6L87 3133CKTD0 2053-12-01 6.500000 0.00 1402391.70 1484000.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6803 S6XOOCT0IEG5ABCC6L87 3133CKRY6 2053-12-01 6.500000 0.00 538839.02 569825.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6628 S6XOOCT0IEG5ABCC6L87 3133CKLH9 2053-11-01 6.500000 0.00 251955.22 262599.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDE6935 B1V7KEBTPIMZEU4LTD58 3140BKV50 2040-12-01 3.500000 0.00 787331.68 743380.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6816 B1V7KEBTPIMZEU4LTD58 3140BKSE5 2055-09-01 6.000000 0.00 418590.32 425800.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6782 B1V7KEBTPIMZEU4LTD58 3140BKRC0 2055-08-01 6.000000 0.00 989.50 1011.28 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G67701 G S6XOOCT0IEG5ABCC6L87 3132XCRW7 2046-10-01 3.000000 0.00 248.49 221.00 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46970 G S6XOOCT0IEG5ABCC6L87 3132WLW85 2047-03-01 4.000000 0.00 3134018.37 2938544.42 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q45560 G S6XOOCT0IEG5ABCC6L87 3132WKFA1 2047-01-01 3.000000 0.00 449805.39 398161.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3529 S6XOOCT0IEG5ABCC6L87 3130G2Y38 2056-08-01 5.500000 0.00 1000.00 1001.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3067 S6XOOCT0IEG5ABCC6L87 3132DQMQ6 2053-05-01 5.500000 0.00 2097127.14 2104828.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2987 S6XOOCT0IEG5ABCC6L87 3132DQJ80 2053-03-01 3.500000 0.00 127989.27 114333.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0620 B1V7KEBTPIMZEU4LTD58 3140Q7VN4 2047-10-01 4.000000 0.00 114600.39 106899.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 B1V7KEBTPIMZEU4LTD58 3140Q7RD1 2047-10-01 3.500000 0.00 25046272.79 22804297.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2580 B1V7KEBTPIMZEU4LTD58 3140Q92N2 2048-11-01 4.500000 0.00 7649.77 7385.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0808 B1V7KEBTPIMZEU4LTD58 3140Q73S4 2047-11-01 4.000000 0.00 40637.16 38071.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9939 B1V7KEBTPIMZEU4LTD58 3140NTBH4 2053-12-01 7.000000 0.00 972.06 1047.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9928 B1V7KEBTPIMZEU4LTD58 3140NTA69 2053-12-01 6.500000 0.00 826916.55 876219.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBY9355 B1V7KEBTPIMZEU4LTD58 3140NSMD3 2038-08-01 5.000000 0.00 573.81 574.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6953 B1V7KEBTPIMZEU4LTD58 3140LVWP0 2051-07-01 2.500000 0.00 864364.51 728523.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 B1V7KEBTPIMZEU4LTD58 3140B9YR4 2055-06-01 6.500000 0.00 989.55 1041.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8162 B1V7KEBTPIMZEU4LTD58 3140B9B81 2055-05-01 6.000000 0.00 1708656.74 1749551.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8105 B1V7KEBTPIMZEU4LTD58 3140B9AF6 2055-04-01 5.500000 0.00 353.62 353.08 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5170 S6XOOCT0IEG5ABCC6L87 3133KYW70 2042-06-01 4.000000 0.00 33935.27 32477.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5138 S6XOOCT0IEG5ABCC6L87 3133KYV71 2041-12-01 2.000000 0.00 665.20 570.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN1866 B1V7KEBTPIMZEU4LTD58 3140JJCC1 2048-10-01 5.000000 0.00 616833.45 608103.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0892 B1V7KEBTPIMZEU4LTD58 3140JG7E9 2048-11-01 4.500000 0.00 401.25 387.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBM7841 B1V7KEBTPIMZEU4LTD58 3140JCWB6 2049-07-01 3.000000 0.00 1042808.07 914884.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBM7323 B1V7KEBTPIMZEU4LTD58 3140JCD50 2050-01-01 5.000000 0.00 624.65 601.48 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G30761 G S6XOOCT0IEG5ABCC6L87 3132J4B73 2034-04-01 4.500000 0.00 26682.16 26496.45 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G15530 G S6XOOCT0IEG5ABCC6L87 3128MELK5 2030-07-01 3.500000 0.00 342.54 336.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.500000 0.00 3053148.45 2898231.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9436 B1V7KEBTPIMZEU4LTD58 3140XRPW9 2053-12-01 3.500000 0.00 36538.26 32629.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1749 S6XOOCT0IEG5ABCC6L87 3132DN5J8 2052-04-01 2.500000 0.00 295004.76 246368.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7191 S6XOOCT0IEG5ABCC6L87 3133CK7C6 2053-12-01 7.000000 0.00 1298415.92 1391066.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2452 S6XOOCT0IEG5ABCC6L87 3132DPWM6 2053-02-01 6.500000 0.00 57250.16 59687.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD9323 S6XOOCT0IEG5ABCC6L87 3133B7LC0 2052-04-01 2.500000 0.00 195833.45 161660.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4714 S6XOOCT0IEG5ABCC6L87 3131XYGX1 2047-11-01 3.500000 0.00 33396.45 30298.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE1757 B1V7KEBTPIMZEU4LTD58 3140BD5T3 2055-06-01 5.500000 0.00 1340401.56 1341970.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5878 B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 75838.85 73642.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1083 B1V7KEBTPIMZEU4LTD58 3140W1FZ1 2053-07-01 4.000000 0.00 2759109.57 2541618.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7782 B1V7KEBTPIMZEU4LTD58 3140B8UG4 2055-04-01 6.500000 0.00 1522614.37 1591968.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0769 B1V7KEBTPIMZEU4LTD58 3140AM2B6 2055-03-01 6.500000 0.00 1046162.13 1094188.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9506 B1V7KEBTPIMZEU4LTD58 3140BAR40 2055-07-01 6.000000 0.00 1158910.74 1190668.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3328 S6XOOCT0IEG5ABCC6L87 3133WMVV1 2040-03-01 6.000000 0.00 29543.11 30361.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE5110 B1V7KEBTPIMZEU4LTD58 3140BHVC2 2055-07-01 6.500000 0.00 3163424.22 3302825.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1357 S6XOOCT0IEG5ABCC6L87 3130G0MF8 2056-08-01 7.000000 0.00 2000.00 2110.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0860 B1V7KEBTPIMZEU4LTD58 3140U35W7 2056-01-01 6.000000 0.00 1812278.84 1854340.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2598 S6XOOCT0IEG5ABCC6L87 3142JQ3G2 2056-01-01 5.500000 0.00 1381911.71 1379169.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0275 B1V7KEBTPIMZEU4LTD58 3140UTJV7 2056-09-01 5.500000 0.00 2766020.00 2761343.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7559 B1V7KEBTPIMZEU4LTD58 3140AHMH2 2054-07-01 7.000000 0.00 488.50 519.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3872 B1V7KEBTPIMZEU4LTD58 3140QBJS8 2049-07-01 3.500000 0.00 180233.38 162611.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4948 S6XOOCT0IEG5ABCC6L87 3133CVP99 2054-09-01 6.500000 0.00 1131837.06 1189820.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBK0614 B1V7KEBTPIMZEU4LTD58 3140HDVG6 2050-01-01 3.000000 0.00 58628.42 50820.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8132 S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2.000000 0.00 322536.85 292744.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG9327 S6XOOCT0IEG5ABCC6L87 3133CALG3 2053-08-01 6.500000 0.00 1358822.74 1428512.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD9083 B1V7KEBTPIMZEU4LTD58 3140FHCV7 2048-07-01 4.000000 0.00 1776680.37 1658124.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3371 S6XOOCT0IEG5ABCC6L87 3132A3W89 2041-10-01 4.500000 0.00 230167.60 224523.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1056 B1V7KEBTPIMZEU4LTD58 3140J5E62 2047-04-01 4.000000 0.00 2031972.51 1900116.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW6230 B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 34142.40 31475.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7279 S6XOOCT0IEG5ABCC6L87 3133WECQ1 2054-06-01 6.000000 0.00 1264331.87 1307799.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ9251 B1V7KEBTPIMZEU4LTD58 3140HBH50 2048-06-01 3.500000 0.00 54153.14 48557.86 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2215 S6XOOCT0IEG5ABCC6L87 3132DPN87 2052-10-01 4.000000 0.00 1017254.24 942092.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4415 B1V7KEBTPIMZEU4LTD58 31418D3Z3 2051-09-01 3.000000 0.00 1086.55 935.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ2479 B1V7KEBTPIMZEU4LTD58 3140KMXH8 2050-09-01 2.000000 0.00 79379.56 62978.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3786 B1V7KEBTPIMZEU4LTD58 3140N8F45 2053-01-01 4.500000 0.00 1922946.07 1822947.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7494 B1V7KEBTPIMZEU4LTD58 3138WHKG6 2046-07-01 3.000000 0.00 294587.98 260542.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CT890756 B1V7KEBTPIMZEU4LTD58 31410LTM4 2035-12-01 3.000000 0.00 116500.69 108722.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3470 B1V7KEBTPIMZEU4LTD58 3140QA2C3 2049-05-01 3.500000 0.00 2728363.08 2472455.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0540 S6XOOCT0IEG5ABCC6L87 3133BMS55 2052-09-01 4.500000 0.00 2323.61 2202.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8006 S6XOOCT0IEG5ABCC6L87 3132DV3P8 2049-08-01 4.000000 0.00 607362.87 564020.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1345 S6XOOCT0IEG5ABCC6L87 3132DNP64 2051-10-01 2.500000 0.00 118009.22 97037.60 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 B1V7KEBTPIMZEU4LTD58 3140N9FU5 2053-01-01 7.500000 0.00 872506.17 943061.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH6713 B1V7KEBTPIMZEU4LTD58 3140GVN76 2047-08-01 3.500000 0.00 44499.29 40330.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8981 B1V7KEBTPIMZEU4LTD58 3140MA6T6 2051-12-01 3.000000 0.00 382032.26 327759.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA7141 S6XOOCT0IEG5ABCC6L87 31329Q5A5 2049-06-01 3.000000 0.00 75791.81 65821.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7641 B1V7KEBTPIMZEU4LTD58 3140QTP37 2053-12-01 6.000000 0.00 670.90 693.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5902 B1V7KEBTPIMZEU4LTD58 3140QRRY1 2053-03-01 5.500000 0.00 347374.08 349009.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9545 B1V7KEBTPIMZEU4LTD58 3140KHTB7 2050-07-01 3.000000 0.00 507478.42 448235.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3173 B1V7KEBTPIMZEU4LTD58 3140QNQ39 2052-03-01 3.500000 0.00 1367953.78 1231468.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6010 S6XOOCT0IEG5ABCC6L87 3133KMVB8 2051-10-01 3.500000 0.00 2773484.88 2505362.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3502 S6XOOCT0IEG5ABCC6L87 3131XW3K7 2047-06-01 4.500000 0.00 1277636.96 1225108.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1881 B1V7KEBTPIMZEU4LTD58 3140Q9CT8 2048-06-01 4.000000 0.00 199952.47 186662.30 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLBR3157 B1V7KEBTPIMZEU4LTD58 3140L1QK4 2051-02-01 1.500000 0.00 164256.40 123165.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZN0013 S6XOOCT0IEG5ABCC6L87 3131Y6AN9 2031-06-01 3.000000 0.00 107597.95 103903.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1177 S6XOOCT0IEG5ABCC6L87 31329JJW8 2042-04-01 3.500000 0.00 114088.29 106471.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM2003 B1V7KEBTPIMZEU4LTD58 3140J6GM3 2047-10-01 4.000000 0.00 582440.75 544744.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8943 B1V7KEBTPIMZEU4LTD58 3138WJ5D6 2047-03-01 3.000000 0.00 2003761.42 1760524.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5836 B1V7KEBTPIMZEU4LTD58 3140M7PW5 2051-11-01 2.000000 0.00 704.49 563.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2857 B1V7KEBTPIMZEU4LTD58 3140QNE73 2052-02-01 2.500000 0.00 31259.28 26221.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6275 S6XOOCT0IEG5ABCC6L87 3133C66L8 2053-07-01 6.000000 0.00 1234.85 1268.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA6464 B1V7KEBTPIMZEU4LTD58 3140A7FE9 2054-02-01 5.000000 0.00 1600.37 1565.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA0735 B1V7KEBTPIMZEU4LTD58 3140Q7Y92 2037-11-01 4.000000 0.00 2499638.20 2410434.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2140 S6XOOCT0IEG5ABCC6L87 3130G1HS4 2056-08-01 5.500000 0.00 3142628.00 3171516.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6426 B1V7KEBTPIMZEU4LTD58 3140W7D80 2054-06-01 4.500000 0.00 993.26 942.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1002 S6XOOCT0IEG5ABCC6L87 3142K2DG2 2056-04-01 5.000000 0.00 868591.81 843356.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL0835 S6XOOCT0IEG5ABCC6L87 31427M4V0 2054-04-01 4.000000 0.00 57222.45 53169.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5981 B1V7KEBTPIMZEU4LTD58 3140ATUF1 2054-11-01 5.500000 0.00 875.66 872.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9907 S6XOOCT0IEG5ABCC6L87 31426HAH6 2055-03-01 5.500000 0.00 1243342.09 1240858.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3658 S6XOOCT0IEG5ABCC6L87 31427RB41 2053-10-01 3.000000 0.00 30631.95 26274.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6582 S6XOOCT0IEG5ABCC6L87 3142GXJ40 2056-05-01 5.000000 0.00 172133.25 167132.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5879 S6XOOCT0IEG5ABCC6L87 31427TQ90 2055-10-01 6.500000 0.00 8015.15 8325.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7997 S6XOOCT0IEG5ABCC6L87 31427H3F7 2055-11-01 5.500000 0.00 934.18 930.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKBM8093 B1V7KEBTPIMZEU4LTD58 3140JC7F5 2052-07-01 4.500000 0.00 1592237.32 1479476.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB5480 S6XOOCT0IEG5ABCC6L87 3142K7CS6 2056-06-01 4.500000 0.00 2067179.28 1956188.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6051 B1V7KEBTPIMZEU4LTD58 31418FWM5 2056-05-01 4.000000 0.00 94471.83 86771.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1887 S6XOOCT0IEG5ABCC6L87 3142JQCZ0 2056-01-01 4.500000 0.00 1758540.89 1668547.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 S6XOOCT0IEG5ABCC6L87 3132DVMJ1 2053-02-01 4.000000 0.00 1585198.72 1472304.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7668 S6XOOCT0IEG5ABCC6L87 3131Y2QV3 2048-08-01 4.500000 0.00 1076741.59 1035961.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZM7489 S6XOOCT0IEG5ABCC6L87 3131Y2KA5 2048-07-01 5.000000 0.00 527556.40 515557.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZM6431 S6XOOCT0IEG5ABCC6L87 3131Y1EC0 2048-05-01 5.000000 0.00 180842.65 178344.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5123 S6XOOCT0IEG5ABCC6L87 3131XYVQ9 2047-12-01 3.500000 0.00 551414.81 500329.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5074 S6XOOCT0IEG5ABCC6L87 3131XYT74 2047-12-01 3.500000 0.00 1699934.94 1538222.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4707 S6XOOCT0IEG5ABCC6L87 3131XYGQ6 2047-11-01 3.500000 0.00 1239.34 1123.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4616 S6XOOCT0IEG5ABCC6L87 3131XYDV8 2047-11-01 3.500000 0.00 251587.60 227215.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9661 B1V7KEBTPIMZEU4LTD58 3140BNWX2 2055-09-01 7.000000 0.00 2044626.21 2196814.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ2889 S6XOOCT0IEG5ABCC6L87 3133CTF61 2054-09-01 5.500000 0.00 897190.64 906144.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ3596 S6XOOCT0IEG5ABCC6L87 3133CT7H6 2054-09-01 6.000000 0.00 697921.83 720192.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ2462 S6XOOCT0IEG5ABCC6L87 3133CSWX5 2054-08-01 6.000000 0.00 1337989.66 1387580.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2214 S6XOOCT0IEG5ABCC6L87 3133CSN72 2054-08-01 6.500000 0.00 87159.24 91902.85 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2003 S6XOOCT0IEG5ABCC6L87 3133CSGL9 2054-08-01 7.000000 0.00 1394145.52 1473068.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1916 S6XOOCT0IEG5ABCC6L87 3133CSDV0 2054-08-01 6.000000 0.00 189301.97 195354.71 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1814 S6XOOCT0IEG5ABCC6L87 3133CSAP6 2054-08-01 7.000000 0.00 1195915.32 1265158.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1400 S6XOOCT0IEG5ABCC6L87 3133CRRV7 2054-08-01 5.500000 0.00 455725.65 457188.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0341 S6XOOCT0IEG5ABCC6L87 3133CQLW3 2054-07-01 7.000000 0.00 1140550.15 1224830.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0274 S6XOOCT0IEG5ABCC6L87 3133CQJT3 2054-07-01 6.500000 0.00 811321.85 856762.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4230 S6XOOCT0IEG5ABCC6L87 3133CUVX1 2054-09-01 6.500000 0.00 3024136.23 3146328.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0062 S6XOOCT0IEG5ABCC6L87 3133CQB79 2054-06-01 7.000000 0.00 495668.75 528548.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ0865 S6XOOCT0IEG5ABCC6L87 3133CQ6A8 2054-08-01 5.500000 0.00 189812.87 190299.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9541 S6XOOCT0IEG5ABCC6L87 3133CNS60 2054-02-01 5.500000 0.00 2894089.96 2901331.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH9444 S6XOOCT0IEG5ABCC6L87 3133CNP55 2054-02-01 6.000000 0.00 201151.99 205500.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 GLCA2582 B1V7KEBTPIMZEU4LTD58 3140Q92Q5 2048-11-01 4.500000 0.00 17315.01 16592.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9149 S6XOOCT0IEG5ABCC6L87 3133KREW0 2053-09-01 6.000000 0.00 875196.94 894350.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9840 S6XOOCT0IEG5ABCC6L87 3133KR4Z4 2053-09-01 5.500000 0.00 40301.49 40719.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8559 S6XOOCT0IEG5ABCC6L87 3133KQQL3 2053-02-01 6.000000 0.00 1234.21 1262.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8573 S6XOOCT0IEG5ABCC6L87 3133KQQ25 2053-06-01 5.000000 0.00 313266.24 305552.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8533 S6XOOCT0IEG5ABCC6L87 3133KQPS9 2053-02-01 4.500000 0.00 844675.90 802222.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6006 B1V7KEBTPIMZEU4LTD58 31418FU88 2041-03-01 6.000000 0.00 19652.04 20201.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF0419 S6XOOCT0IEG5ABCC6L87 3133BMPC3 2052-09-01 5.500000 0.00 823965.97 837574.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2814 B1V7KEBTPIMZEU4LTD58 3140N7DU1 2052-11-01 5.000000 0.00 13138.72 13020.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO7480 B1V7KEBTPIMZEU4LTD58 3140K3J29 2049-12-01 3.000000 0.00 54135.89 47226.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0022 B1V7KEBTPIMZEU4LTD58 3140NGAY6 2053-04-01 6.500000 0.00 36608.01 37957.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2613 S6XOOCT0IEG5ABCC6L87 3133C23W6 2053-04-01 6.000000 0.00 456152.32 473582.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1320 S6XOOCT0IEG5ABCC6L87 3132ADPD4 2048-11-01 4.000000 0.00 511930.42 477131.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8275 S6XOOCT0IEG5ABCC6L87 3132DWFQ1 2052-12-01 4.500000 0.00 3476301.14 3302792.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA9457 S6XOOCT0IEG5ABCC6L87 3133A4QJ8 2050-05-01 2.500000 0.00 1033.91 852.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6204 B1V7KEBTPIMZEU4LTD58 3140AF3N4 2054-07-01 5.500000 0.00 78972.61 79866.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB6608 B1V7KEBTPIMZEU4LTD58 3140QSKW0 2053-07-01 4.000000 0.00 520964.44 479925.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBA0041 B1V7KEBTPIMZEU4LTD58 3140E4BK2 2046-02-01 3.000000 0.00 532476.95 470505.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8567 S6XOOCT0IEG5ABCC6L87 3133KQQU3 2052-10-01 4.500000 0.00 2928271.88 2793050.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5334 B1V7KEBTPIMZEU4LTD58 3140J94U2 2049-01-01 3.500000 0.00 494991.12 448593.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3UZT0882 S6XOOCT0IEG5ABCC6L87 3132AC6T2 2029-02-01 4.000000 0.00 29784.61 29597.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3753 B1V7KEBTPIMZEU4LTD58 31418DE32 2049-08-01 3.500000 0.00 184625.72 164409.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD7784 B1V7KEBTPIMZEU4LTD58 3140B8UJ8 2055-05-01 4.500000 0.00 1648026.74 1571789.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0613 S6XOOCT0IEG5ABCC6L87 31426WVF4 2055-08-01 6.000000 0.00 944.13 963.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1777 S6XOOCT0IEG5ABCC6L87 31425V6P3 2054-12-01 6.000000 0.00 2356751.79 2424209.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7469 B1V7KEBTPIMZEU4LTD58 3140B8JP7 2055-04-01 6.500000 0.00 1125717.05 1186289.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8507 S6XOOCT0IEG5ABCC6L87 3132DWNY5 2055-02-01 6.000000 0.00 41971.25 42694.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3666 S6XOOCT0IEG5ABCC6L87 31425YCC9 2055-01-01 5.500000 0.00 2863860.61 2890736.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.500000 0.00 1035.29 1031.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5611 B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 34182.72 31400.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4852 S6XOOCT0IEG5ABCC6L87 3142K6MA6 2056-06-01 5.000000 0.00 25518548.79 24777175.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO4831 S6XOOCT0IEG5ABCC6L87 3133WPLL7 2041-01-01 6.500000 0.00 990248.95 1036019.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 S6XOOCT0IEG5ABCC6L87 3142GXWK9 2056-06-01 5.000000 0.00 1003.19 976.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2700 S6XOOCT0IEG5ABCC6L87 3130G13J9 2056-08-01 6.000000 0.00 2820994.00 2911062.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2838 B1V7KEBTPIMZEU4LTD58 3140MUEL0 2056-04-01 5.000000 0.00 2207077.95 2143650.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0757 S6XOOCT0IEG5ABCC6L87 3142JNZX7 2055-12-01 5.500000 0.00 1394968.65 1401916.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0339 B1V7KEBTPIMZEU4LTD58 3140UFLV4 2056-07-01 5.000000 0.00 2798168.89 2729537.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3799 B1V7KEBTPIMZEU4LTD58 3140W4GH4 2055-09-01 6.000000 0.00 456688.07 471489.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5155 S6XOOCT0IEG5ABCC6L87 3133KLWQ6 2051-05-01 2.000000 0.00 171875.08 135083.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2293 B1V7KEBTPIMZEU4LTD58 3140MTRP0 2052-08-01 5.000000 0.00 923.83 901.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8278 S6XOOCT0IEG5ABCC6L87 3132D6FT2 2039-01-01 5.500000 0.00 392.16 398.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ3174 S6XOOCT0IEG5ABCC6L87 3133CTQ36 2054-09-01 6.000000 0.00 1070591.26 1106502.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVBM6823 B1V7KEBTPIMZEU4LTD58 3140JBSM9 2032-05-01 3.500000 0.00 33971.87 33212.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0095 S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.500000 0.00 55518.78 55324.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2376 B1V7KEBTPIMZEU4LTD58 3140Y8UA2 2056-04-01 5.000000 0.00 525265.36 512553.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4741 S6XOOCT0IEG5ABCC6L87 3142K6HT1 2056-06-01 5.500000 0.00 1661372.33 1655566.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6268 B1V7KEBTPIMZEU4LTD58 3140UM6E4 2056-08-01 5.500000 0.00 1166700.00 1177212.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7456 S6XOOCT0IEG5ABCC6L87 3142JWJA5 2056-02-01 5.000000 0.00 1172723.57 1142322.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4650 B1V7KEBTPIMZEU4LTD58 3140W5EY6 2056-02-01 5.000000 0.00 23179175.18 22606757.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0752 B1V7KEBTPIMZEU4LTD58 3140UTZS6 2056-07-01 5.000000 0.00 1865514.59 1825315.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2339 S6XOOCT0IEG5ABCC6L87 3133C2S41 2053-05-01 6.000000 0.00 2951922.51 3061111.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL6041 B1V7KEBTPIMZEU4LTD58 3138ENWB1 2033-08-01 4.000000 0.00 27214.24 26819.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4311 S6XOOCT0IEG5ABCC6L87 3133CUYG5 2054-09-01 6.000000 0.00 809475.46 837083.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2489 S6XOOCT0IEG5ABCC6L87 31329KXS8 2038-01-01 3.500000 0.00 515122.90 487935.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4366 S6XOOCT0IEG5ABCC6L87 3132E0Z70 2053-08-01 5.500000 0.00 2726614.21 2752248.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7805 B1V7KEBTPIMZEU4LTD58 3138EQU75 2043-08-01 3.000000 0.00 223.85 201.88 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS7651 S6XOOCT0IEG5ABCC6L87 3132A8QC6 2032-02-01 2.500000 0.00 82592.48 78990.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 B1V7KEBTPIMZEU4LTD58 31418FCN5 2039-09-01 5.500000 0.00 2687.61 2730.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7412 S6XOOCT0IEG5ABCC6L87 3132DVGV1 2055-01-01 5.500000 0.00 35809.70 35750.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9403 S6XOOCT0IEG5ABCC6L87 31426UNV2 2055-08-01 6.500000 0.00 680657.04 710153.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4375 B1V7KEBTPIMZEU4LTD58 3140BG2H5 2055-09-01 6.500000 0.00 991.16 1043.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 S6XOOCT0IEG5ABCC6L87 3142GT2W5 2055-02-01 5.500000 0.00 23380634.13 23493313.19 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC4702 B1V7KEBTPIMZEU4LTD58 3140ASGL6 2054-09-01 7.000000 0.00 480566.59 509175.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1522 S6XOOCT0IEG5ABCC6L87 3132CXVP4 2040-04-01 5.000000 0.00 37165.58 37191.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7150 S6XOOCT0IEG5ABCC6L87 31426R5L1 2055-06-01 6.500000 0.00 1181286.10 1239883.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD6725 B1V7KEBTPIMZEU4LTD58 3140B7PK3 2055-04-01 5.000000 0.00 943.46 929.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2125 S6XOOCT0IEG5ABCC6L87 31426YLF1 2055-09-01 6.500000 0.00 724518.02 755085.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1096 B1V7KEBTPIMZEU4LTD58 3140BRGE3 2055-10-01 5.000000 0.00 1456011.71 1418421.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.500000 0.00 1660481.37 1677995.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9223 S6XOOCT0IEG5ABCC6L87 31426GG90 2055-03-01 6.500000 0.00 1637905.78 1715831.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1464 S6XOOCT0IEG5ABCC6L87 31427NTW9 2050-08-01 3.000000 0.00 2049721.28 1786967.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2721 S6XOOCT0IEG5ABCC6L87 3130G14F6 2056-07-01 6.000000 0.00 34613.00 36058.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5733 S6XOOCT0IEG5ABCC6L87 3133WQLN1 2041-06-01 4.500000 0.00 1040613.42 1024450.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3444 B1V7KEBTPIMZEU4LTD58 3140BTZJ7 2055-10-01 6.000000 0.00 1185358.62 1227686.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7052 S6XOOCT0IEG5ABCC6L87 31427GZS6 2055-10-01 6.500000 0.00 1168154.98 1215015.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7568 B1V7KEBTPIMZEU4LTD58 3140BYMS0 2056-02-01 5.000000 0.00 2397053.83 2327411.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2067 S6XOOCT0IEG5ABCC6L87 3131XVJL0 2046-11-01 3.000000 0.00 476525.16 428167.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6359 B1V7KEBTPIMZEU4LTD58 3140QEB50 2050-07-01 2.500000 0.00 120472.65 101115.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4902 B1V7KEBTPIMZEU4LTD58 31418ENU0 2053-01-01 3.500000 0.00 800.10 714.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 B1V7KEBTPIMZEU4LTD58 3140QN6W7 2052-05-01 3.000000 0.00 772.20 665.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6682 B1V7KEBTPIMZEU4LTD58 3140KSM87 2051-08-01 2.000000 0.00 680.43 538.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR7396 B1V7KEBTPIMZEU4LTD58 3138W5GE2 2043-06-01 3.000000 0.00 50321.70 45240.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0294 B1V7KEBTPIMZEU4LTD58 3140UFKG8 2056-06-01 5.000000 0.00 963.65 949.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0804 B1V7KEBTPIMZEU4LTD58 3140UF3N2 2056-06-01 5.000000 0.00 1525544.05 1488883.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0790 B1V7KEBTPIMZEU4LTD58 3140UF2Y9 2056-06-01 5.000000 0.00 1338134.26 1303901.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0770 B1V7KEBTPIMZEU4LTD58 3140UF2C7 2056-06-01 5.000000 0.00 1067339.96 1044340.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9564 B1V7KEBTPIMZEU4LTD58 3140UDTW9 2056-05-01 6.000000 0.00 3129446.77 3199108.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9205 B1V7KEBTPIMZEU4LTD58 3140UDGP8 2056-05-01 6.000000 0.00 1005282.90 1047255.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9194 B1V7KEBTPIMZEU4LTD58 3140UDGC7 2056-04-01 5.500000 0.00 997.00 1010.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9092 B1V7KEBTPIMZEU4LTD58 3140UDC64 2056-04-01 5.000000 0.00 1129319.09 1097063.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 B1V7KEBTPIMZEU4LTD58 3140UD6P9 2056-05-01 5.000000 0.00 43688.22 42418.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8994 B1V7KEBTPIMZEU4LTD58 3140UC7G0 2056-05-01 5.000000 0.00 1482181.37 1439120.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG8939 B1V7KEBTPIMZEU4LTD58 3140UC4Z1 2056-04-01 4.500000 0.00 2175619.28 2061727.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7935 B1V7KEBTPIMZEU4LTD58 3140UBY98 2056-05-01 5.500000 0.00 995.93 1000.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9957 B1V7KEBTPIMZEU4LTD58 3140MQB32 2052-06-01 4.000000 0.00 277424.22 257403.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9435 B1V7KEBTPIMZEU4LTD58 3140MPPV7 2052-06-01 4.000000 0.00 1190603.36 1102853.91 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9851 B1V7KEBTPIMZEU4LTD58 3140MP5M9 2052-05-01 4.000000 0.00 1411358.63 1307120.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV8551 B1V7KEBTPIMZEU4LTD58 3140MNQD1 2052-05-01 3.500000 0.00 114695.11 102629.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV8484 B1V7KEBTPIMZEU4LTD58 3140MNNA0 2052-04-01 3.500000 0.00 23755.18 21539.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I3BF0292 B1V7KEBTPIMZEU4LTD58 3140FXKE1 2048-05-01 3.000000 0.00 660955.70 580305.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 R3BF0203 B1V7KEBTPIMZEU4LTD58 3140FXGM8 2047-02-01 3.000000 0.00 120604.46 107474.25 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA3672 B1V7KEBTPIMZEU4LTD58 3140A4CJ8 2053-10-01 7.500000 0.00 523270.19 560203.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA4375 B1V7KEBTPIMZEU4LTD58 3140A42H3 2054-03-01 5.500000 0.00 974671.16 986581.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 S6XOOCT0IEG5ABCC6L87 31427QDE9 2053-10-01 4.500000 0.00 710954.49 679179.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2773 S6XOOCT0IEG5ABCC6L87 31427QCK6 2055-08-01 6.500000 0.00 11959.44 12503.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3530 S6XOOCT0IEG5ABCC6L87 31427Q4Q2 2054-12-01 6.000000 0.00 1861902.55 1903497.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 S6XOOCT0IEG5ABCC6L87 31427PLH5 2055-08-01 6.000000 0.00 17160.99 17719.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2010 S6XOOCT0IEG5ABCC6L87 31427PGU2 2055-08-01 6.000000 0.00 2827374.21 2892319.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1974 S6XOOCT0IEG5ABCC6L87 31427PFQ2 2055-06-01 6.000000 0.00 1868.06 1900.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1891 S6XOOCT0IEG5ABCC6L87 31427PC51 2055-08-01 6.500000 0.00 10161.31 10619.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1840 S6XOOCT0IEG5ABCC6L87 31427PBJ2 2049-11-01 4.500000 0.00 896.68 864.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2682 S6XOOCT0IEG5ABCC6L87 31427P6U3 2052-04-01 2.500000 0.00 1956959.60 1617551.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL1638 S6XOOCT0IEG5ABCC6L87 31427NZC6 2054-01-01 2.500000 0.00 4028298.51 3324491.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CI890882 B1V7KEBTPIMZEU4LTD58 31410LXK3 2034-02-01 4.500000 0.00 159455.82 158793.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CL890695 B1V7KEBTPIMZEU4LTD58 31410LRQ7 2045-08-01 4.000000 0.00 88783.18 84052.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0060 S6XOOCT0IEG5ABCC6L87 3142JNB62 2055-11-01 6.500000 0.00 2591803.68 2738999.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4602 B1V7KEBTPIMZEU4LTD58 31418EDG2 2037-05-01 2.000000 0.00 607.39 551.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 18026.73 16103.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4624 B1V7KEBTPIMZEU4LTD58 31418ED64 2052-06-01 3.000000 0.00 40276.79 34604.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4540 B1V7KEBTPIMZEU4LTD58 31418EBJ8 2042-02-01 2.000000 0.00 1347.90 1154.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5341 B1V7KEBTPIMZEU4LTD58 31418E5B2 2054-04-01 4.000000 0.00 168035.36 154480.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5330 B1V7KEBTPIMZEU4LTD58 31418E4Q0 2039-04-01 5.500000 0.00 928.99 944.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5296 B1V7KEBTPIMZEU4LTD58 31418E3E8 2054-03-01 5.500000 0.00 2016.33 2016.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4287 B1V7KEBTPIMZEU4LTD58 31418DXR8 2041-03-01 2.000000 0.00 94282.45 81413.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4296 B1V7KEBTPIMZEU4LTD58 31418DX23 2051-02-01 3.500000 0.00 1092569.07 980805.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4258 B1V7KEBTPIMZEU4LTD58 31418DWU2 2051-02-01 3.500000 0.00 33942.05 30405.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 B1V7KEBTPIMZEU4LTD58 31418DUD2 2035-11-01 2.000000 0.00 401.52 365.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9694 S6XOOCT0IEG5ABCC6L87 3142KBXY1 2056-08-01 6.000000 0.00 994834.14 1020420.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9644 S6XOOCT0IEG5ABCC6L87 3142KBWE6 2056-07-01 5.500000 0.00 999.08 995.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9612 S6XOOCT0IEG5ABCC6L87 3142KBVE7 2056-07-01 5.000000 0.00 2886312.34 2816148.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9552 S6XOOCT0IEG5ABCC6L87 3142KBTJ9 2056-06-01 4.500000 0.00 1547702.36 1465104.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9376 S6XOOCT0IEG5ABCC6L87 3142KBM23 2056-07-01 4.500000 0.00 1264538.10 1196221.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9260 S6XOOCT0IEG5ABCC6L87 3142KBJE1 2056-07-01 5.000000 0.00 2032270.13 1978387.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9281 S6XOOCT0IEG5ABCC6L87 3142KBJ35 2056-07-01 5.500000 0.00 1524614.28 1527721.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB9776 S6XOOCT0IEG5ABCC6L87 3142KB2J8 2056-07-01 7.000000 0.00 792544.77 839668.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8716 S6XOOCT0IEG5ABCC6L87 3142KAVJ8 2056-07-01 4.500000 0.00 1475266.93 1399129.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6490 S6XOOCT0IEG5ABCC6L87 3133C7F77 2053-07-01 5.500000 0.00 639.46 638.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6308 S6XOOCT0IEG5ABCC6L87 3133C7AH0 2053-07-01 6.000000 0.00 30478.51 31323.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQG6305 S6XOOCT0IEG5ABCC6L87 3133C7AE7 2053-07-01 4.500000 0.00 440230.66 418135.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6091 S6XOOCT0IEG5ABCC6L87 3133C6XU8 2053-07-01 5.500000 0.00 903.11 909.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG5775 S6XOOCT0IEG5ABCC6L87 3133C6MY2 2053-06-01 6.500000 0.00 644.34 673.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6211 S6XOOCT0IEG5ABCC6L87 3133C63U1 2053-06-01 5.500000 0.00 24645575.08 24718632.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4683 S6XOOCT0IEG5ABCC6L87 3133C5FY2 2053-06-01 5.000000 0.00 767.30 755.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4586 S6XOOCT0IEG5ABCC6L87 3133C5CX7 2053-06-01 6.000000 0.00 1668716.56 1726702.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5386 S6XOOCT0IEG5ABCC6L87 3133C56X4 2053-06-01 6.000000 0.00 454.84 464.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG3917 S6XOOCT0IEG5ABCC6L87 3133C4K60 2053-06-01 5.000000 0.00 14256.61 13956.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2184 B1V7KEBTPIMZEU4LTD58 3140UVNA3 2056-09-01 5.500000 0.00 2571012.00 2583489.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2156 B1V7KEBTPIMZEU4LTD58 3140UVME6 2056-08-01 5.000000 0.00 1000.00 974.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1401 B1V7KEBTPIMZEU4LTD58 3140UURX1 2056-08-01 5.000000 0.00 1283298.00 1253972.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI1411 B1V7KEBTPIMZEU4LTD58 3140UUR94 2056-08-01 4.500000 0.00 3123752.00 2955834.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1410 B1V7KEBTPIMZEU4LTD58 3140UUR86 2056-08-01 5.500000 0.00 1514584.00 1513646.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1083 B1V7KEBTPIMZEU4LTD58 3140UUFZ9 2056-08-01 6.500000 0.00 1630750.86 1701003.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1080 B1V7KEBTPIMZEU4LTD58 3140UUFW6 2056-08-01 5.000000 0.00 3212392.80 3133203.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0408 B1V7KEBTPIMZEU4LTD58 3140UTN26 2056-08-01 6.500000 0.00 1136950.00 1217488.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0313 B1V7KEBTPIMZEU4LTD58 3140UTK37 2056-09-01 5.000000 0.00 1000.00 976.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 BL761574 B1V7KEBTPIMZEU4LTD58 31403YCK7 2028-04-01 5.500000 0.00 38421.22 38599.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 RE749043 B1V7KEBTPIMZEU4LTD58 31403HEQ9 2033-10-01 4.500000 0.00 13.87 13.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 GO745324 B1V7KEBTPIMZEU4LTD58 31403DAZ2 2034-03-01 6.000000 0.00 10.82 10.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GL738552 B1V7KEBTPIMZEU4LTD58 31402UQD7 2033-07-01 5.000000 0.00 38596.45 38206.23 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL735376 B1V7KEBTPIMZEU4LTD58 31402Q6M8 2033-11-01 7.000000 0.00 39858.58 41947.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 K0724886 B1V7KEBTPIMZEU4LTD58 31402CJ78 2033-06-01 5.000000 0.00 58103.98 58146.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5843 B1V7KEBTPIMZEU4LTD58 3140KDP53 2050-05-01 2.500000 0.00 118503.07 97414.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP5624 B1V7KEBTPIMZEU4LTD58 3140KDHA1 2050-06-01 3.000000 0.00 457.35 395.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP3065 B1V7KEBTPIMZEU4LTD58 3140KAMP8 2050-03-01 2.500000 0.00 1065.80 883.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP2795 B1V7KEBTPIMZEU4LTD58 3140KAC95 2050-05-01 3.000000 0.00 385.50 333.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC8683 B1V7KEBTPIMZEU4LTD58 3140AWUH0 2054-10-01 7.000000 0.00 981.16 1048.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2837 S6XOOCT0IEG5ABCC6L87 31427QEK4 2055-03-01 5.500000 0.00 65737.08 66480.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ4675 S6XOOCT0IEG5ABCC6L87 3142GVFR7 2055-08-01 4.500000 0.00 7723.51 7300.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2149 S6XOOCT0IEG5ABCC6L87 31426YL79 2055-09-01 5.000000 0.00 4908.68 4781.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1504 S6XOOCT0IEG5ABCC6L87 31426XU63 2055-08-01 6.500000 0.00 828.56 867.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0543 S6XOOCT0IEG5ABCC6L87 31426WS92 2055-08-01 6.000000 0.00 592046.99 605159.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 S6XOOCT0IEG5ABCC6L87 31426WL81 2055-07-01 7.000000 0.00 989.75 1057.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 S6XOOCT0IEG5ABCC6L87 31426W4A5 2055-08-01 5.500000 0.00 199491.63 199159.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9552 S6XOOCT0IEG5ABCC6L87 31426UTJ3 2055-08-01 6.500000 0.00 989.85 1032.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9834 S6XOOCT0IEG5ABCC6L87 31426U4U5 2055-08-01 6.500000 0.00 2179009.96 2279217.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8745 S6XOOCT0IEG5ABCC6L87 31426TWF0 2055-07-01 6.500000 0.00 5684.41 5893.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6288 B1V7KEBTPIMZEU4LTD58 3140U97A0 2056-05-01 6.000000 0.00 5977.02 6167.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG4883 B1V7KEBTPIMZEU4LTD58 3140U8M98 2041-05-01 5.500000 0.00 987.96 1008.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4704 B1V7KEBTPIMZEU4LTD58 3140U8GN4 2056-05-01 6.500000 0.00 997.67 1058.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4616 B1V7KEBTPIMZEU4LTD58 3140U8DW7 2056-04-01 6.000000 0.00 1115191.48 1170949.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4348 B1V7KEBTPIMZEU4LTD58 3140U7ZN5 2056-04-01 4.500000 0.00 1012915.65 958780.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4279 B1V7KEBTPIMZEU4LTD58 3140U7XH0 2056-04-01 5.500000 0.00 1052941.84 1061965.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4258 B1V7KEBTPIMZEU4LTD58 3140U7WU2 2056-04-01 5.000000 0.00 995.79 973.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4249 B1V7KEBTPIMZEU4LTD58 3140U7WK4 2056-04-01 5.500000 0.00 2016410.99 2025533.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4244 B1V7KEBTPIMZEU4LTD58 3140U7WE8 2056-04-01 5.000000 0.00 1500153.37 1464104.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4211 B1V7KEBTPIMZEU4LTD58 3140U7VD1 2056-03-01 5.000000 0.00 2926309.92 2841293.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6096 B1V7KEBTPIMZEU4LTD58 3140U9X29 2056-04-01 5.000000 0.00 135530.42 131592.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3887 B1V7KEBTPIMZEU4LTD58 3140U7J94 2056-02-01 5.000000 0.00 2145118.56 2090247.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4203 B1V7KEBTPIMZEU4LTD58 3140MHU56 2052-04-01 3.500000 0.00 26036.55 23518.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV4119 B1V7KEBTPIMZEU4LTD58 3140MHSH3 2052-03-01 2.500000 0.00 739.55 611.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBV3076 B1V7KEBTPIMZEU4LTD58 3140MGM24 2052-02-01 2.000000 0.00 750.10 590.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV3042 B1V7KEBTPIMZEU4LTD58 3140MGLY5 2052-02-01 2.500000 0.00 242915.77 200595.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4753 S6XOOCT0IEG5ABCC6L87 3142GVH79 2055-09-01 6.000000 0.00 21449207.68 21921218.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PQU7381 S6XOOCT0IEG5ABCC6L87 3133JLFW4 2050-02-01 3.500000 0.00 46645.21 41450.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CNQS0354 S6XOOCT0IEG5ABCC6L87 3133HMMB2 2036-04-01 3.500000 0.00 1080127.82 1030148.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQN1577 S6XOOCT0IEG5ABCC6L87 3133G7XE8 2035-02-01 2.500000 0.00 164547.44 153340.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2786 B1V7KEBTPIMZEU4LTD58 3140NKCY5 2053-06-01 6.000000 0.00 956.38 987.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2372 B1V7KEBTPIMZEU4LTD58 3140NJT61 2053-05-01 6.500000 0.00 1763452.05 1859148.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY2247 B1V7KEBTPIMZEU4LTD58 3140NJP99 2053-05-01 5.000000 0.00 339325.35 330722.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2148 B1V7KEBTPIMZEU4LTD58 3140NJL69 2053-06-01 6.000000 0.00 760849.16 789168.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY2058 B1V7KEBTPIMZEU4LTD58 3140NJJC9 2053-05-01 4.500000 0.00 749810.00 713269.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO1778 S6XOOCT0IEG5ABCC6L87 3133WK6P6 2038-12-01 6.000000 0.00 848512.91 873646.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9732 S6XOOCT0IEG5ABCC6L87 3133WGY58 2054-07-01 5.500000 0.00 1413432.20 1408956.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC9653 B1V7KEBTPIMZEU4LTD58 3140F5WP4 2046-06-01 3.500000 0.00 117525.04 107364.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC9077 B1V7KEBTPIMZEU4LTD58 3140F5CP6 2046-12-01 3.500000 0.00 266543.25 243323.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAS0185 B1V7KEBTPIMZEU4LTD58 3138W9F39 2028-08-01 3.000000 0.00 29661.35 29289.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAR9188 B1V7KEBTPIMZEU4LTD58 3138W7F66 2043-03-01 2.500000 0.00 831.37 712.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 PLAR8194 B1V7KEBTPIMZEU4LTD58 3138W6C87 2043-02-01 3.500000 0.00 197.90 181.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR7435 B1V7KEBTPIMZEU4LTD58 3138W5HM3 2043-07-01 3.500000 0.00 569920.35 527054.74 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 S6XOOCT0IEG5ABCC6L87 3133D4AP8 2041-07-01 2.000000 0.00 1161444.96 1002938.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 B1V7KEBTPIMZEU4LTD58 31405MJ32 2034-05-01 5.500000 0.00 1749.09 1743.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735580 B1V7KEBTPIMZEU4LTD58 31402RFV6 2035-06-01 5.000000 0.00 38067.88 37917.39 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 2232.14 2268.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745837 B1V7KEBTPIMZEU4LTD58 31403DS26 2033-04-01 6.000000 0.00 15.89 16.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 22.06 21.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4334 B1V7KEBTPIMZEU4LTD58 3138ELY80 2043-10-01 4.000000 0.00 1879538.75 1792898.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBP7741 B1V7KEBTPIMZEU4LTD58 3140KFS71 2050-10-01 5.000000 0.00 485948.30 477237.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8285 S6XOOCT0IEG5ABCC6L87 3133KQF27 2047-10-01 4.500000 0.00 2349214.13 2238848.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAL7846 B1V7KEBTPIMZEU4LTD58 3138EQWG3 2045-08-01 4.500000 0.00 339.12 328.44 Agency Mortgage-Backed Securities FMAC FEPC 05.440 6IZM9667 S6XOOCT0IEG5ABCC6L87 3131Y4W42 2038-02-01 5.440000 0.00 219.76 222.77 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2383 S6XOOCT0IEG5ABCC6L87 31329KUG7 2035-06-01 3.000000 0.00 207.62 195.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0552 S6XOOCT0IEG5ABCC6L87 3142GQTJ1 2053-12-01 6.000000 0.00 1580661.04 1632595.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4946 B1V7KEBTPIMZEU4LTD58 3140M6P80 2054-09-01 5.500000 0.00 246542.68 245805.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH0103 S6XOOCT0IEG5ABCC6L87 3133CCDG8 2053-08-01 5.500000 0.00 2485991.48 2489992.27 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7521 S6XOOCT0IEG5ABCC6L87 3132DVLA1 2050-07-01 2.500000 0.00 501.76 420.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAX1056 B1V7KEBTPIMZEU4LTD58 3138Y2E66 2034-10-01 3.500000 0.00 437.89 416.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3288 B1V7KEBTPIMZEU4LTD58 3140J7UN3 2046-12-01 3.500000 0.00 222001.63 201738.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8534 B1V7KEBTPIMZEU4LTD58 3140QUPU4 2054-05-01 5.500000 0.00 400927.23 402955.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1630 S6XOOCT0IEG5ABCC6L87 31426XY44 2055-08-01 5.500000 0.00 2536774.37 2551648.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5898 B1V7KEBTPIMZEU4LTD58 31418FRU3 2055-09-01 6.000000 0.00 1886599.10 1896873.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9662 B1V7KEBTPIMZEU4LTD58 3140QVWY6 2054-12-01 5.500000 0.00 199337.25 200720.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8526 B1V7KEBTPIMZEU4LTD58 3140BMPL8 2055-09-01 5.500000 0.00 1428477.63 1429179.48 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY1058 S6XOOCT0IEG5ABCC6L87 31426KE85 2055-04-01 7.000000 0.00 1512627.55 1635489.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5510 S6XOOCT0IEG5ABCC6L87 31427DDQ1 2055-10-01 6.500000 0.00 1376443.69 1445687.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF1899 B1V7KEBTPIMZEU4LTD58 3140BSDD6 2055-10-01 4.500000 0.00 2982049.26 2831279.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8534 S6XOOCT0IEG5ABCC6L87 3132DWPT4 2055-05-01 6.000000 0.00 22773.15 23165.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9928 S6XOOCT0IEG5ABCC6L87 3133D2A56 2054-12-01 5.000000 0.00 134988.65 131716.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5396 S6XOOCT0IEG5ABCC6L87 3142K67J4 2056-06-01 5.500000 0.00 2611399.40 2657985.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1506 B1V7KEBTPIMZEU4LTD58 3140Y7U89 2055-11-01 5.000000 0.00 2018.56 1968.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6313 B1V7KEBTPIMZEU4LTD58 3140MLAP5 2055-09-01 5.500000 0.00 860.20 857.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4879 S6XOOCT0IEG5ABCC6L87 31427SM54 2055-12-01 6.500000 0.00 2248433.89 2349529.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 B1V7KEBTPIMZEU4LTD58 3140Y9BB9 2056-05-01 5.000000 0.00 147568.92 144087.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6532 S6XOOCT0IEG5ABCC6L87 3142GXHJ9 2056-05-01 5.000000 0.00 1265439.24 1232674.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6568 S6XOOCT0IEG5ABCC6L87 3142JVJN9 2056-02-01 5.000000 0.00 2661526.90 2592645.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0247 B1V7KEBTPIMZEU4LTD58 3140UTHZ0 2056-08-01 5.500000 0.00 1392156.00 1392224.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5206 S6XOOCT0IEG5ABCC6L87 3142K6YC9 2056-06-01 6.500000 0.00 1045451.27 1093170.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4865 B1V7KEBTPIMZEU4LTD58 3140U8MP2 2056-05-01 4.500000 0.00 1064132.78 1013290.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2489 S6XOOCT0IEG5ABCC6L87 3130G1UP5 2056-08-01 5.500000 0.00 1000.00 1000.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0062 S6XOOCT0IEG5ABCC6L87 3142JCB82 2041-02-01 5.000000 0.00 1336631.57 1336747.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB5214 S6XOOCT0IEG5ABCC6L87 3142K6YL9 2056-06-01 4.500000 0.00 1138548.96 1085195.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3510 S6XOOCT0IEG5ABCC6L87 3130G2YG9 2056-08-01 5.500000 0.00 611013.00 617393.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1693 B1V7KEBTPIMZEU4LTD58 3140UG3B6 2056-06-01 4.500000 0.00 1084050.06 1026180.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3163 S6XOOCT0IEG5ABCC6L87 3130G2MM9 2056-08-01 5.500000 0.00 1000.00 1007.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 B1V7KEBTPIMZEU4LTD58 3140U0B22 2056-01-01 6.500000 0.00 1287783.67 1347132.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0374 S6XOOCT0IEG5ABCC6L87 3133W4MX7 2056-06-01 5.000000 0.00 1180737.76 1148261.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7120 B1V7KEBTPIMZEU4LTD58 3140UN4E4 2056-08-01 6.000000 0.00 2045492.00 2080862.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7970 B1V7KEBTPIMZEU4LTD58 3140UB2C6 2056-03-01 5.500000 0.00 1213617.72 1236479.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0478 S6XOOCT0IEG5ABCC6L87 3142K1Q88 2056-04-01 5.500000 0.00 1149853.95 1149822.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1278 S6XOOCT0IEG5ABCC6L87 3142K2M49 2056-04-01 5.000000 0.00 995.39 973.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1952 S6XOOCT0IEG5ABCC6L87 3142JQE21 2055-11-01 4.500000 0.00 993857.89 945697.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6125 B1V7KEBTPIMZEU4LTD58 31418FYX9 2041-07-01 4.500000 0.00 1606505.25 1576699.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 B1V7KEBTPIMZEU4LTD58 3140UBTD5 2056-05-01 5.000000 0.00 995.74 969.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4467 S6XOOCT0IEG5ABCC6L87 31427R6D7 2056-02-01 6.000000 0.00 1886.80 1930.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1314 B1V7KEBTPIMZEU4LTD58 3140U4N88 2056-02-01 5.500000 0.00 2297166.23 2289138.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5754 B1V7KEBTPIMZEU4LTD58 3140BWMC9 2055-11-01 6.000000 0.00 992.57 1016.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2169 S6XOOCT0IEG5ABCC6L87 3130G1JP8 2056-08-01 5.000000 0.00 1054.00 1025.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9516 S6XOOCT0IEG5ABCC6L87 3142JYSE3 2056-04-01 4.500000 0.00 1990274.17 1886875.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3139 B1V7KEBTPIMZEU4LTD58 3140BTPZ2 2056-01-01 5.000000 0.00 6758.23 6581.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7745 S6XOOCT0IEG5ABCC6L87 3142K9TB1 2056-06-01 4.500000 0.00 2389059.24 2264940.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA3775 S6XOOCT0IEG5ABCC6L87 3142JSFR1 2056-01-01 4.500000 0.00 992.20 944.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1409 B1V7KEBTPIMZEU4LTD58 3140U4R76 2056-02-01 5.000000 0.00 317785.52 308650.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3945 S6XOOCT0IEG5ABCC6L87 3142K5L35 2056-06-01 5.000000 0.00 997.03 968.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5888 B1V7KEBTPIMZEU4LTD58 3140BWRJ9 2055-11-01 6.500000 0.00 923704.32 972512.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1883 B1V7KEBTPIMZEU4LTD58 3140Y8CV6 2056-01-01 6.000000 0.00 22495369.85 23010963.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8390 B1V7KEBTPIMZEU4LTD58 3140UQKC3 2056-06-01 5.500000 0.00 1485853.26 1482602.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3165 S6XOOCT0IEG5ABCC6L87 3130G2MP2 2056-09-01 5.500000 0.00 1000.00 1001.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5911 S6XOOCT0IEG5ABCC6L87 3133WQR88 2041-08-01 5.500000 0.00 999233.34 1018986.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5220 B1V7KEBTPIMZEU4LTD58 3140BVYS3 2056-01-01 4.500000 0.00 991.46 937.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 23332360.44 22654477.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0099 S6XOOCT0IEG5ABCC6L87 3142JCDD9 2041-07-01 4.000000 0.00 1665062.53 1601862.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTQK1937 S6XOOCT0IEG5ABCC6L87 3133D5EJ5 2046-07-01 6.500000 0.00 1034214.03 1076649.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6491 S6XOOCT0IEG5ABCC6L87 3142K8F93 2056-06-01 5.500000 0.00 1141976.40 1146436.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDG5229 B1V7KEBTPIMZEU4LTD58 3140U8Y38 2041-04-01 4.500000 0.00 1150776.39 1136426.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7020 S6XOOCT0IEG5ABCC6L87 3142GXYS0 2056-07-01 5.000000 0.00 995.35 972.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1944 S6XOOCT0IEG5ABCC6L87 3130G1BN1 2056-08-01 6.000000 0.00 1365548.00 1398222.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1708 S6XOOCT0IEG5ABCC6L87 3132DN3R2 2050-08-01 2.500000 0.00 154841.10 129423.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6929 S6XOOCT0IEG5ABCC6L87 3133A1VW9 2050-02-01 3.000000 0.00 2386577.24 2058200.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 B1V7KEBTPIMZEU4LTD58 3140N2LZ2 2052-10-01 5.000000 0.00 16891.39 16545.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0631 S6XOOCT0IEG5ABCC6L87 3131Y6VY2 2042-07-01 3.500000 0.00 2952622.19 2731224.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 B1V7KEBTPIMZEU4LTD58 3140NAQT3 2053-01-01 6.500000 0.00 824.33 881.71 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6472 S6XOOCT0IEG5ABCC6L87 3133WDFM9 2054-05-01 7.000000 0.00 775295.49 823698.22 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX1010 S6XOOCT0IEG5ABCC6L87 31425VDQ3 2054-11-01 7.000000 0.00 742.27 805.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0559 B1V7KEBTPIMZEU4LTD58 3140Y6TR1 2055-06-01 5.000000 0.00 3648.77 3562.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1871 B1V7KEBTPIMZEU4LTD58 3140BSCH8 2055-10-01 5.500000 0.00 324526.33 325821.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6149 B1V7KEBTPIMZEU4LTD58 3140B6ZP3 2055-04-01 6.500000 0.00 802.82 838.54 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7850 B1V7KEBTPIMZEU4LTD58 3140B8WL1 2055-04-01 7.000000 0.00 8147.57 8703.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 B1V7KEBTPIMZEU4LTD58 3140BMQ94 2055-10-01 5.500000 0.00 953.12 960.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0016 S6XOOCT0IEG5ABCC6L87 31427MAS0 2054-11-01 5.500000 0.00 1369762.36 1365859.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTFA2301 B1V7KEBTPIMZEU4LTD58 3140W2RX1 2045-05-01 6.500000 0.00 22057348.61 23240210.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0011 B1V7KEBTPIMZEU4LTD58 3140W0AM7 2054-12-01 6.000000 0.00 909452.45 932006.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 B1V7KEBTPIMZEU4LTD58 3140B6A70 2055-05-01 5.500000 0.00 24540461.70 24463191.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8808 B1V7KEBTPIMZEU4LTD58 3140BMYE4 2055-09-01 6.000000 0.00 987.94 1014.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU5138 B1V7KEBTPIMZEU4LTD58 3140M6V83 2054-11-01 5.500000 0.00 2119579.53 2151787.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3467 B1V7KEBTPIMZEU4LTD58 3140BFZ99 2055-07-01 6.000000 0.00 840.33 855.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE3320 B1V7KEBTPIMZEU4LTD58 3140BFVN2 2055-07-01 5.000000 0.00 1284008.45 1257390.53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3281 B1V7KEBTPIMZEU4LTD58 3140BFUF0 2055-06-01 7.000000 0.00 989.14 1054.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0022 S6XOOCT0IEG5ABCC6L87 3142J6AY9 2055-05-01 5.500000 0.00 838.62 835.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 S6XOOCT0IEG5ABCC6L87 3142J6AP8 2055-06-01 5.500000 0.00 811.84 809.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0012 S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5.000000 0.00 2122899.78 2061413.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0011 S6XOOCT0IEG5ABCC6L87 3142J6AM5 2055-06-01 4.500000 0.00 937.17 885.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0002 S6XOOCT0IEG5ABCC6L87 3142J6AC7 2055-03-01 5.000000 0.00 463967.97 450673.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7012 S6XOOCT0IEG5ABCC6L87 3142GXYJ0 2056-05-01 5.500000 0.00 33226.19 33110.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6877 S6XOOCT0IEG5ABCC6L87 3142GXUB1 2056-06-01 4.500000 0.00 996.99 942.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6790 S6XOOCT0IEG5ABCC6L87 3142GXRL3 2056-03-01 5.000000 0.00 848241.91 823597.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 24676308.74 23979071.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5495 B1V7KEBTPIMZEU4LTD58 31418FC96 2054-10-01 4.500000 0.00 3553013.35 3364337.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5445 B1V7KEBTPIMZEU4LTD58 31418FBP1 2054-08-01 6.000000 0.00 544.37 553.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 B1V7KEBTPIMZEU4LTD58 31418FB48 2054-06-01 3.500000 0.00 216289.89 193046.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5419 B1V7KEBTPIMZEU4LTD58 31418FAV9 2054-07-01 5.000000 0.00 138651.10 134739.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6182 B1V7KEBTPIMZEU4LTD58 31418F2Q9 2046-09-01 5.000000 0.00 496000.00 490085.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5.000000 0.00 260597.09 253656.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5409 S6XOOCT0IEG5ABCC6L87 3142JUAK6 2056-02-01 5.000000 0.00 979.20 951.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6257 S6XOOCT0IEG5ABCC6L87 3142JU5T3 2056-02-01 5.500000 0.00 993.53 1008.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5252 S6XOOCT0IEG5ABCC6L87 3142JTZS5 2056-02-01 5.000000 0.00 989.92 965.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5363 B1V7KEBTPIMZEU4LTD58 3140AE5Z8 2054-06-01 6.000000 0.00 686116.13 700530.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 747.82 749.44 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4211 B1V7KEBTPIMZEU4LTD58 3140ADVD0 2054-06-01 7.000000 0.00 813697.35 871474.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0003 B1V7KEBTPIMZEU4LTD58 3140M1AD6 2051-11-01 2.000000 0.00 504389.53 402893.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT9390 B1V7KEBTPIMZEU4LTD58 3140LYNG4 2051-11-01 3.000000 0.00 284671.89 246713.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBT8177 B1V7KEBTPIMZEU4LTD58 3140LXCP8 2052-06-01 4.500000 0.00 36563.07 34959.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBT8059 B1V7KEBTPIMZEU4LTD58 3140LW5V5 2053-03-01 6.000000 0.00 1019566.25 1041622.53 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTMA4519 B1V7KEBTPIMZEU4LTD58 31418EAV2 2042-01-01 1.500000 0.00 700.17 579.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ2847 S6XOOCT0IEG5ABCC6L87 3133CTEU9 2054-09-01 5.000000 0.00 736181.61 729112.55 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC1879 S6XOOCT0IEG5ABCC6L87 3133L8CQ6 2036-03-01 1.500000 0.00 354733.58 316067.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6087 S6XOOCT0IEG5ABCC6L87 3133BFXQ8 2052-07-01 4.500000 0.00 769.63 739.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 B1V7KEBTPIMZEU4LTD58 31418FAX5 2054-07-01 6.000000 0.00 25684.40 26126.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA1864 B1V7KEBTPIMZEU4LTD58 3140Q9CA9 2038-06-01 4.500000 0.00 3205610.27 3155859.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC1497 B1V7KEBTPIMZEU4LTD58 3140EVUX3 2046-08-01 4.000000 0.00 8767.47 8231.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9822 S6XOOCT0IEG5ABCC6L87 3132AA4F8 2046-09-01 3.000000 0.00 50544.76 44703.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK5563 S6XOOCT0IEG5ABCC6L87 3131X9FC3 2028-06-01 2.500000 0.00 277011.20 273439.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 S6XOOCT0IEG5ABCC6L87 3142GRFA3 2054-03-01 5.500000 0.00 804.28 810.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 20774.63 17073.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8741 S6XOOCT0IEG5ABCC6L87 31426TWB9 2055-07-01 5.500000 0.00 54348.96 54529.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8575 S6XOOCT0IEG5ABCC6L87 31426TQ59 2055-07-01 6.500000 0.00 600.01 629.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8981 S6XOOCT0IEG5ABCC6L87 31426T6T9 2055-07-01 5.000000 0.00 13495.38 13213.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8957 S6XOOCT0IEG5ABCC6L87 31426T5T0 2055-07-01 6.500000 0.00 1079590.48 1131751.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7959 S6XOOCT0IEG5ABCC6L87 31426SZZ5 2055-07-01 6.500000 0.00 851131.08 895078.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7671 S6XOOCT0IEG5ABCC6L87 31426SQZ5 2055-06-01 7.000000 0.00 307625.18 328852.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 S6XOOCT0IEG5ABCC6L87 31426SMZ9 2055-07-01 6.000000 0.00 9679.00 9959.50 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7353 S6XOOCT0IEG5ABCC6L87 31426SE39 2055-07-01 7.000000 0.00 1570529.56 1679545.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0245 B1V7KEBTPIMZEU4LTD58 3140UTHX5 2056-08-01 5.500000 0.00 1000.00 1007.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0197 B1V7KEBTPIMZEU4LTD58 3140UTGF5 2056-08-01 6.000000 0.00 2788120.00 2836334.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0096 B1V7KEBTPIMZEU4LTD58 3140UTDA9 2056-08-01 6.000000 0.00 1439998.15 1465651.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0864 B1V7KEBTPIMZEU4LTD58 3140UT6A7 2056-07-01 5.000000 0.00 2378375.60 2319226.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9981 B1V7KEBTPIMZEU4LTD58 3140USCT1 2056-06-01 4.500000 0.00 1319612.58 1246638.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 B1V7KEBTPIMZEU4LTD58 3140USCS3 2051-07-01 4.500000 0.00 1045868.47 990502.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG6769 S6XOOCT0IEG5ABCC6L87 3133C7QW0 2053-07-01 6.500000 0.00 2290.54 2400.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBJ2969 B1V7KEBTPIMZEU4LTD58 3140H4JP0 2047-10-01 3.000000 0.00 464236.70 405759.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ2492 B1V7KEBTPIMZEU4LTD58 3140H3XW1 2047-12-01 3.500000 0.00 45514.75 41319.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ1652 B1V7KEBTPIMZEU4LTD58 3140H2ZS0 2047-11-01 3.500000 0.00 1075653.57 977841.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ0696 B1V7KEBTPIMZEU4LTD58 3140H1X21 2048-04-01 3.500000 0.00 603.69 548.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ0650 B1V7KEBTPIMZEU4LTD58 3140H1WL0 2048-03-01 3.500000 0.00 35070.91 31838.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBH9302 B1V7KEBTPIMZEU4LTD58 3140GYKQ1 2033-02-01 3.000000 0.00 210090.30 202121.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4787 S6XOOCT0IEG5ABCC6L87 3142K6J93 2056-05-01 6.500000 0.00 1247857.04 1308755.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4912 S6XOOCT0IEG5ABCC6L87 31427SN61 2052-08-01 3.000000 0.00 1952.28 1692.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4880 S6XOOCT0IEG5ABCC6L87 31427SM62 2054-10-01 6.500000 0.00 883.90 929.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4849 S6XOOCT0IEG5ABCC6L87 31427SL71 2056-04-01 6.000000 0.00 23993086.98 24623457.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4756 S6XOOCT0IEG5ABCC6L87 31427SJA7 2053-10-01 3.000000 0.00 52446.00 44985.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4698 S6XOOCT0IEG5ABCC6L87 31427SGG7 2056-02-01 5.000000 0.00 1016.59 987.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA5347 S6XOOCT0IEG5ABCC6L87 3142JT5H2 2056-02-01 6.000000 0.00 993.81 1024.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4339 S6XOOCT0IEG5ABCC6L87 3142JSZD0 2056-01-01 4.500000 0.00 992.26 937.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4261 S6XOOCT0IEG5ABCC6L87 3142JSWX9 2055-12-01 4.500000 0.00 958775.58 915474.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4270 S6XOOCT0IEG5ABCC6L87 3142JSW84 2055-11-01 5.500000 0.00 1790835.08 1798939.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4195 S6XOOCT0IEG5ABCC6L87 3142JSUV5 2056-01-01 4.500000 0.00 1070916.05 1017181.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3806 S6XOOCT0IEG5ABCC6L87 3142JSGQ2 2056-01-01 5.000000 0.00 21783492.99 21150653.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLTA3819 S6XOOCT0IEG5ABCC6L87 3142JSG58 2055-12-01 3.500000 0.00 990.77 884.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3295 S6XOOCT0IEG5ABCC6L87 3142JRUV7 2056-01-01 5.500000 0.00 1345845.90 1347966.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3138 S6XOOCT0IEG5ABCC6L87 3142JRPY7 2055-12-01 5.500000 0.00 2092317.05 2100488.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3101 S6XOOCT0IEG5ABCC6L87 3142JRNT0 2056-01-01 5.000000 0.00 3321178.07 3247144.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5262 B1V7KEBTPIMZEU4LTD58 31418EZ45 2053-12-01 3.500000 0.00 9835.59 8786.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4660 B1V7KEBTPIMZEU4LTD58 31418EFA3 2042-07-01 3.000000 0.00 300945.74 275434.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4628 B1V7KEBTPIMZEU4LTD58 31418EEA4 2037-06-01 2.500000 0.00 2374.73 2197.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1071 S6XOOCT0IEG5ABCC6L87 3142K2FM7 2056-04-01 4.500000 0.00 3465141.15 3280164.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1786 S6XOOCT0IEG5ABCC6L87 3142K26Y1 2056-04-01 4.500000 0.00 993.49 940.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1692 B1V7KEBTPIMZEU4LTD58 3140Y73A4 2055-12-01 5.500000 0.00 1953513.91 1971332.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0413 B1V7KEBTPIMZEU4LTD58 3140Y6N71 2055-05-01 6.500000 0.00 810.67 853.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 B1V7KEBTPIMZEU4LTD58 3140Y65H9 2055-08-01 5.500000 0.00 5455.69 5517.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 B1V7KEBTPIMZEU4LTD58 3140XTBC4 2050-10-01 2.500000 0.00 4892.69 4023.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9610 B1V7KEBTPIMZEU4LTD58 3140XRVC6 2052-10-01 2.000000 0.00 896.12 706.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6564 S6XOOCT0IEG5ABCC6L87 3142GXJJ7 2056-05-01 5.000000 0.00 412872.09 401157.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6587 S6XOOCT0IEG5ABCC6L87 3142GXJ99 2056-05-01 4.500000 0.00 22068237.29 20854064.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6501 S6XOOCT0IEG5ABCC6L87 3142GXGK7 2056-05-01 5.000000 0.00 1043887.52 1016859.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6439 S6XOOCT0IEG5ABCC6L87 3142GXEM5 2056-04-01 5.500000 0.00 1415950.27 1410999.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6308 S6XOOCT0IEG5ABCC6L87 3142GXAJ6 2056-01-01 4.500000 0.00 183972.63 173798.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6125 S6XOOCT0IEG5ABCC6L87 3142GWYX1 2056-02-01 4.500000 0.00 975.98 922.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 S6XOOCT0IEG5ABCC6L87 3142GWNQ8 2056-01-01 4.500000 0.00 2316276.63 2193247.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9980 S6XOOCT0IEG5ABCC6L87 31427LCS0 2055-12-01 5.500000 0.00 23621925.73 23654106.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9093 S6XOOCT0IEG5ABCC6L87 31427KC78 2055-11-01 6.500000 0.00 2855195.20 2960456.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9853 S6XOOCT0IEG5ABCC6L87 31427K5P6 2055-12-01 6.500000 0.00 486584.85 511649.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8713 S6XOOCT0IEG5ABCC6L87 31427JVF2 2055-11-01 6.500000 0.00 774.70 812.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8521 S6XOOCT0IEG5ABCC6L87 31427JPF9 2055-11-01 6.000000 0.00 1528878.35 1580361.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8441 S6XOOCT0IEG5ABCC6L87 31427JLX4 2055-11-01 6.500000 0.00 1090190.87 1137435.02 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7347 S6XOOCT0IEG5ABCC6L87 31427HEV0 2055-11-01 7.000000 0.00 837.55 886.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6889 S6XOOCT0IEG5ABCC6L87 31427GUP7 2055-11-01 5.500000 0.00 984.15 984.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6028 S6XOOCT0IEG5ABCC6L87 31427DVW8 2055-07-01 6.000000 0.00 1411548.15 1440570.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQZ5542 S6XOOCT0IEG5ABCC6L87 31427DEQ0 2055-10-01 3.500000 0.00 459967.34 410537.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4961 S6XOOCT0IEG5ABCC6L87 31427CQP1 2055-10-01 5.500000 0.00 1767052.56 1760873.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4901 S6XOOCT0IEG5ABCC6L87 31427CNT6 2055-10-01 6.500000 0.00 986.98 1023.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4748 S6XOOCT0IEG5ABCC6L87 31427CH22 2055-10-01 5.500000 0.00 10872.22 10854.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6634 B1V7KEBTPIMZEU4LTD58 3140W7LQ1 2050-07-01 3.000000 0.00 455168.00 402109.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6117 B1V7KEBTPIMZEU4LTD58 3140W6YP1 2056-05-01 6.000000 0.00 2033.99 2081.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5722 B1V7KEBTPIMZEU4LTD58 3140W6LC4 2056-01-01 4.500000 0.00 1004.18 951.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0325 S6XOOCT0IEG5ABCC6L87 3142GQLF7 2053-11-01 6.500000 0.00 483.38 503.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5494 B1V7KEBTPIMZEU4LTD58 3140W6C83 2055-08-01 5.500000 0.00 984.74 985.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5081 B1V7KEBTPIMZEU4LTD58 3140W5UF9 2054-12-01 5.000000 0.00 1000.17 973.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5037 B1V7KEBTPIMZEU4LTD58 3140W5S39 2056-03-01 5.500000 0.00 986.85 985.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4212 B1V7KEBTPIMZEU4LTD58 3140W4VE4 2056-01-01 5.000000 0.00 8521.97 8291.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3100 S6XOOCT0IEG5ABCC6L87 3142JRNS2 2056-01-01 5.500000 0.00 1642609.91 1651575.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3044 S6XOOCT0IEG5ABCC6L87 3142JRL21 2055-12-01 5.000000 0.00 1634120.43 1590204.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA2841 S6XOOCT0IEG5ABCC6L87 3142JREP8 2056-01-01 4.500000 0.00 992286.58 939399.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2546 S6XOOCT0IEG5ABCC6L87 3142JQZL6 2056-01-01 6.500000 0.00 1684442.28 1772976.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2196 S6XOOCT0IEG5ABCC6L87 3142JQNN5 2055-12-01 5.500000 0.00 991.92 991.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2211 S6XOOCT0IEG5ABCC6L87 3142JQN54 2056-01-01 5.000000 0.00 22398255.35 21770290.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CZAL0315 B1V7KEBTPIMZEU4LTD58 3138EGK52 2051-04-01 4.500000 0.00 2999224.07 2856440.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0152 B1V7KEBTPIMZEU4LTD58 3138EGE26 2040-06-01 6.000000 0.00 14.27 14.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 B1V7KEBTPIMZEU4LTD58 3138EEPR4 2042-03-01 3.500000 0.00 267.79 248.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK7376 B1V7KEBTPIMZEU4LTD58 3138ECFS7 2042-03-01 3.500000 0.00 286.19 262.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ9982 B1V7KEBTPIMZEU4LTD58 3138E3CU5 2042-08-01 3.500000 0.00 856133.81 798393.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ6317 B1V7KEBTPIMZEU4LTD58 3138AYAT6 2041-12-01 3.500000 0.00 88.39 82.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAI9164 B1V7KEBTPIMZEU4LTD58 3138APFE3 2040-03-01 3.500000 0.00 374470.30 349687.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKAI7095 B1V7KEBTPIMZEU4LTD58 3138AL3D7 2041-07-01 4.500000 0.00 23.71 22.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI2444 B1V7KEBTPIMZEU4LTD58 3138AFWE6 2041-05-01 5.000000 0.00 196.13 195.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZK310213 B1V7KEBTPIMZEU4LTD58 31374CSA5 2047-03-01 3.000000 0.00 769.05 668.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4012 B1V7KEBTPIMZEU4LTD58 3140UXN68 2056-09-01 5.500000 0.00 641902.00 641726.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDI3778 B1V7KEBTPIMZEU4LTD58 3140UXFU4 2041-08-01 5.500000 0.00 1148320.00 1171847.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE2335 S6XOOCT0IEG5ABCC6L87 3133BBSY6 2052-05-01 4.000000 0.00 737236.57 684202.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE2001 S6XOOCT0IEG5ABCC6L87 3133BBGJ2 2052-05-01 3.500000 0.00 181019.13 161705.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE1063 S6XOOCT0IEG5ABCC6L87 3133BAFC0 2052-04-01 3.000000 0.00 259416.07 225196.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0367 S6XOOCT0IEG5ABCC6L87 3133B9MQ4 2052-04-01 3.500000 0.00 1796.40 1607.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0359 S6XOOCT0IEG5ABCC6L87 3133B9MG6 2052-04-01 3.500000 0.00 12429.35 11178.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0338 S6XOOCT0IEG5ABCC6L87 3133B9LT9 2052-04-01 3.000000 0.00 827.43 715.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD8105 S6XOOCT0IEG5ABCC6L87 3133B6AE0 2052-03-01 3.000000 0.00 38099.28 32743.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD6552 S6XOOCT0IEG5ABCC6L87 3133B4H57 2052-02-01 3.000000 0.00 2994912.12 2640203.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD5776 S6XOOCT0IEG5ABCC6L87 3133B3MZ7 2052-01-01 3.000000 0.00 2668149.56 2332651.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD3310 S6XOOCT0IEG5ABCC6L87 3133B0VB6 2051-12-01 3.000000 0.00 58874.50 50630.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 S6XOOCT0IEG5ABCC6L87 3133AXT69 2051-11-01 2.500000 0.00 1401777.92 1181472.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD1280 S6XOOCT0IEG5ABCC6L87 3133AXM58 2051-11-01 3.000000 0.00 75323.67 65255.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD0528 S6XOOCT0IEG5ABCC6L87 3133AWSR6 2051-11-01 3.000000 0.00 1794679.19 1566819.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3336 B1V7KEBTPIMZEU4LTD58 3140QAV64 2049-04-01 4.000000 0.00 229.26 211.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0417 B1V7KEBTPIMZEU4LTD58 3140LNPB7 2051-06-01 2.500000 0.00 1874.75 1549.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR8478 B1V7KEBTPIMZEU4LTD58 3140L7M41 2051-04-01 2.000000 0.00 64204.55 51647.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR6524 B1V7KEBTPIMZEU4LTD58 3140L5HA7 2051-04-01 2.500000 0.00 543.60 456.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE8337 B1V7KEBTPIMZEU4LTD58 3140FUHP6 2047-08-01 4.500000 0.00 36410.47 35124.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBE7425 B1V7KEBTPIMZEU4LTD58 3140FTHB0 2032-04-01 2.000000 0.00 79889.88 74811.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE4187 B1V7KEBTPIMZEU4LTD58 3140FPUM9 2046-11-01 3.000000 0.00 231.05 202.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 REBE4154 B1V7KEBTPIMZEU4LTD58 3140FPTL3 2046-10-01 2.500000 0.00 204.61 172.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3619 B1V7KEBTPIMZEU4LTD58 3140FPAV1 2047-05-01 4.000000 0.00 81045.25 75774.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBE2954 B1V7KEBTPIMZEU4LTD58 3140FNH80 2036-12-01 3.000000 0.00 66270.29 60605.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE1585 B1V7KEBTPIMZEU4LTD58 3140FLXP8 2047-05-01 4.000000 0.00 3935.87 3680.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 S6XOOCT0IEG5ABCC6L87 3142GTT97 2055-02-01 5.500000 0.00 295782.29 296976.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6468 B1V7KEBTPIMZEU4LTD58 3140BXFJ0 2056-04-01 5.000000 0.00 1504748.38 1472568.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0335 S6XOOCT0IEG5ABCC6L87 3133W4LQ3 2056-07-01 5.000000 0.00 1014552.61 990814.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3923 S6XOOCT0IEG5ABCC6L87 3130G3G93 2056-09-01 5.000000 0.00 2203492.00 2148899.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI2699 S6XOOCT0IEG5ABCC6L87 3133W87L1 2054-04-01 5.500000 0.00 8901.47 9028.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1412 B1V7KEBTPIMZEU4LTD58 3140MSSA4 2052-12-01 6.000000 0.00 1014.40 1034.86 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0222 S6XOOCT0IEG5ABCC6L87 3132CWG73 2034-11-01 3.000000 0.00 468.19 445.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1245 B1V7KEBTPIMZEU4LTD58 3140X4L38 2033-09-01 4.000000 0.00 82.73 81.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 B1V7KEBTPIMZEU4LTD58 3140U17B5 2056-01-01 4.500000 0.00 991.81 938.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1441 S6XOOCT0IEG5ABCC6L87 3142GRS76 2054-05-01 6.500000 0.00 638.50 664.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 S6XOOCT0IEG5ABCC6L87 3142GRQU7 2054-04-01 5.000000 0.00 159157.61 154811.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1109 S6XOOCT0IEG5ABCC6L87 3142GRGT1 2054-03-01 5.500000 0.00 3200322.84 3197981.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 S6XOOCT0IEG5ABCC6L87 3142GRFL9 2054-03-01 6.000000 0.00 722.68 746.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 S6XOOCT0IEG5ABCC6L87 3142GRFJ4 2054-03-01 5.500000 0.00 898.64 896.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1054 S6XOOCT0IEG5ABCC6L87 3142GRE48 2054-03-01 5.000000 0.00 23881614.60 23298083.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1783 S6XOOCT0IEG5ABCC6L87 3142GR6V7 2054-06-01 6.000000 0.00 121578.45 123672.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0553 S6XOOCT0IEG5ABCC6L87 3142GQTK8 2053-12-01 6.500000 0.00 2559549.01 2660097.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0432 S6XOOCT0IEG5ABCC6L87 3142GQPS5 2053-11-01 6.000000 0.00 2294609.83 2361309.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0431 S6XOOCT0IEG5ABCC6L87 3142GQPR7 2053-11-01 6.500000 0.00 821.77 857.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6474 S6XOOCT0IEG5ABCC6L87 31426RFQ9 2055-06-01 5.500000 0.00 593059.68 595075.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7190 S6XOOCT0IEG5ABCC6L87 31426R7C9 2055-07-01 6.500000 0.00 1456914.94 1519273.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7177 S6XOOCT0IEG5ABCC6L87 31426R6P1 2055-07-01 7.000000 0.00 897293.44 958769.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 S6XOOCT0IEG5ABCC6L87 31426R4J7 2055-07-01 7.000000 0.00 887432.27 951521.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY6113 S6XOOCT0IEG5ABCC6L87 31426QYK3 2055-06-01 5.000000 0.00 1081063.76 1054757.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6055 S6XOOCT0IEG5ABCC6L87 31426QWR0 2055-06-01 6.500000 0.00 8876.58 9284.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.500000 0.00 1667.81 1663.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6188 S6XOOCT0IEG5ABCC6L87 31426Q2W2 2055-06-01 6.000000 0.00 2838922.27 2898247.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5125 S6XOOCT0IEG5ABCC6L87 31426PVT9 2055-05-01 6.000000 0.00 1379713.44 1419293.28 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY4110 S6XOOCT0IEG5ABCC6L87 31426NR85 2055-05-01 7.000000 0.00 1052859.75 1123012.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4413 S6XOOCT0IEG5ABCC6L87 31426N3X6 2055-05-01 6.000000 0.00 1167901.54 1191586.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3029 S6XOOCT0IEG5ABCC6L87 31426MLK6 2055-05-01 5.500000 0.00 1887790.52 1881189.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY3487 S6XOOCT0IEG5ABCC6L87 31426M2V3 2055-05-01 5.000000 0.00 926202.81 909596.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY1619 S6XOOCT0IEG5ABCC6L87 31426KYR1 2055-05-01 4.500000 0.00 1805098.80 1732263.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0717 S6XOOCT0IEG5ABCC6L87 31426JYP8 2055-04-01 6.500000 0.00 728.89 767.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 B1V7KEBTPIMZEU4LTD58 31418FQK6 2040-10-01 3.500000 0.00 902833.55 851928.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5849 B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 242213.66 216184.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0865 S6XOOCT0IEG5ABCC6L87 3142K16B3 2056-04-01 5.000000 0.00 2782060.39 2732427.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9964 S6XOOCT0IEG5ABCC6L87 3142K0CA0 2056-03-01 5.000000 0.00 2455838.94 2425788.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6270 B1V7KEBTPIMZEU4LTD58 3140JN6G0 2049-04-01 4.500000 0.00 2048302.49 1973949.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN5247 B1V7KEBTPIMZEU4LTD58 3140JMZM7 2049-02-01 5.000000 0.00 45989.53 45349.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3244 B1V7KEBTPIMZEU4LTD58 3140AQTA0 2054-09-01 5.500000 0.00 697.20 698.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3233 B1V7KEBTPIMZEU4LTD58 3140AQSX1 2054-09-01 5.000000 0.00 679.71 664.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO3192 B1V7KEBTPIMZEU4LTD58 3140JXRN0 2049-10-01 3.000000 0.00 453314.87 393869.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3003 B1V7KEBTPIMZEU4LTD58 3140AQKR2 2054-09-01 5.500000 0.00 1596598.07 1615237.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5635 B1V7KEBTPIMZEU4LTD58 31418FHM2 2055-02-01 3.500000 0.00 115665.24 103235.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.500000 0.00 11879.53 11226.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5839 S6XOOCT0IEG5ABCC6L87 3142JUPZ7 2056-02-01 5.500000 0.00 2027046.86 2048211.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5686 S6XOOCT0IEG5ABCC6L87 3142JUJ84 2056-02-01 5.000000 0.00 99694.82 96798.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5201 B1V7KEBTPIMZEU4LTD58 31418EX70 2038-11-01 5.500000 0.00 875.67 890.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5169 B1V7KEBTPIMZEU4LTD58 31418EW71 2038-10-01 5.500000 0.00 9381.73 9541.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5128 B1V7KEBTPIMZEU4LTD58 31418EVW7 2033-08-01 5.000000 0.00 215315.65 216266.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 11848.05 12093.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5135 B1V7KEBTPIMZEU4LTD58 31418EV56 2053-09-01 4.000000 0.00 95872.99 88281.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5089 B1V7KEBTPIMZEU4LTD58 31418EUP3 2053-07-01 4.000000 0.00 33256.83 30624.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5088 B1V7KEBTPIMZEU4LTD58 31418EUN8 2038-07-01 6.000000 0.00 400.53 412.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5105 B1V7KEBTPIMZEU4LTD58 31418EU73 2053-08-01 4.500000 0.00 2882374.87 2736123.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5042 B1V7KEBTPIMZEU4LTD58 31418ES84 2038-06-01 4.500000 0.00 85734.79 84417.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.500000 0.00 1538953.95 1462661.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5220 B1V7KEBTPIMZEU4LTD58 31418EYS3 2038-12-01 6.000000 0.00 1776.26 1827.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4823 B1V7KEBTPIMZEU4LTD58 31418ELD0 2037-10-01 4.500000 0.00 27950.34 27520.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.500000 0.00 759.85 721.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4803 B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.500000 0.00 16907.28 15103.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 1584.81 1415.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 726.62 690.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 38172.93 34100.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5597 B1V7KEBTPIMZEU4LTD58 31418FGF8 2045-01-01 5.000000 0.00 759.14 742.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5591 B1V7KEBTPIMZEU4LTD58 31418FF93 2040-01-01 5.500000 0.00 1064.32 1081.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 B1V7KEBTPIMZEU4LTD58 31418FF28 2055-01-01 4.500000 0.00 1803.83 1704.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5502 B1V7KEBTPIMZEU4LTD58 31418FDG9 2044-10-01 5.000000 0.00 1385792.19 1370775.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0550 S6XOOCT0IEG5ABCC6L87 31426JTG4 2055-03-01 6.500000 0.00 2297365.89 2419033.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 S6XOOCT0IEG5ABCC6L87 31426JRR2 2055-04-01 6.500000 0.00 790594.99 826635.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6235 S6XOOCT0IEG5ABCC6L87 31427T4V5 2056-06-01 6.000000 0.00 93550.00 95167.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6228 S6XOOCT0IEG5ABCC6L87 31427T4N3 2056-08-01 5.000000 0.00 9241.00 8998.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6180 S6XOOCT0IEG5ABCC6L87 31427T2N5 2051-12-01 2.500000 0.00 96633.52 79425.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5185 S6XOOCT0IEG5ABCC6L87 31427SXP8 2055-11-01 5.500000 0.00 1000.10 1000.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2727 B1V7KEBTPIMZEU4LTD58 3140W3A58 2054-08-01 6.500000 0.00 698.71 725.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2386 B1V7KEBTPIMZEU4LTD58 3140W2UL3 2054-10-01 4.500000 0.00 174199.27 165428.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0799 S6XOOCT0IEG5ABCC6L87 31427M3H2 2055-03-01 5.000000 0.00 1166846.02 1133232.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD0838 B1V7KEBTPIMZEU4LTD58 3140B04Y1 2055-01-01 6.000000 0.00 278507.06 286104.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1726 S6XOOCT0IEG5ABCC6L87 3133D44K6 2045-02-01 5.500000 0.00 979281.03 992051.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5280 B1V7KEBTPIMZEU4LTD58 3140M62N2 2054-11-01 4.500000 0.00 1091866.18 1038424.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0081 S6XOOCT0IEG5ABCC6L87 3142J6CT8 2056-01-01 3.500000 0.00 996.17 889.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0469 B1V7KEBTPIMZEU4LTD58 3140BQQX2 2055-10-01 6.500000 0.00 1025267.04 1063065.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 B1V7KEBTPIMZEU4LTD58 3140BMP95 2055-09-01 5.500000 0.00 989.07 993.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9123 B1V7KEBTPIMZEU4LTD58 3140BAD52 2055-05-01 5.500000 0.00 2236720.81 2260140.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 S6XOOCT0IEG5ABCC6L87 31426KEM4 2055-04-01 5.000000 0.00 9389.38 9126.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 B1V7KEBTPIMZEU4LTD58 3140Y6SQ4 2055-06-01 6.000000 0.00 906.04 927.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3004 S6XOOCT0IEG5ABCC6L87 31426MKS0 2055-05-01 6.500000 0.00 828.69 869.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7965 S6XOOCT0IEG5ABCC6L87 3142K9Z73 2056-06-01 4.500000 0.00 1088182.97 1031109.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5415 S6XOOCT0IEG5ABCC6L87 3133L0AQ5 2046-08-01 5.000000 0.00 995.60 976.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0580 B1V7KEBTPIMZEU4LTD58 3140UFUE2 2056-05-01 5.000000 0.00 996.37 973.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3541 S6XOOCT0IEG5ABCC6L87 31427Q5B4 2055-11-01 4.500000 0.00 338316.83 319680.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5512 B1V7KEBTPIMZEU4LTD58 3140BWDS4 2055-11-01 6.500000 0.00 1079886.76 1129550.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7566 S6XOOCT0IEG5ABCC6L87 3142JWMQ6 2056-02-01 6.500000 0.00 2401984.79 2523694.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6089 S6XOOCT0IEG5ABCC6L87 31427TXT8 2056-07-01 5.500000 0.00 985.22 984.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0156 S6XOOCT0IEG5ABCC6L87 3142J6E66 2056-09-01 6.000000 0.00 1008.00 1025.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2338 B1V7KEBTPIMZEU4LTD58 3140BSS40 2055-10-01 6.500000 0.00 997110.24 1040908.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2784 S6XOOCT0IEG5ABCC6L87 3132DQCV6 2041-08-01 5.000000 0.00 598.50 597.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM3626 B1V7KEBTPIMZEU4LTD58 3140J8A45 2048-03-01 3.000000 0.00 173843.13 153671.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5143 S6XOOCT0IEG5ABCC6L87 3142GVWD9 2055-10-01 4.500000 0.00 24174157.59 22932331.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3993 S6XOOCT0IEG5ABCC6L87 3142GUNK5 2055-04-01 5.000000 0.00 957.52 932.21 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1637 S6XOOCT0IEG5ABCC6L87 31427NZB8 2051-12-01 2.000000 0.00 79725.73 63345.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0045 S6XOOCT0IEG5ABCC6L87 3142J6BP7 2055-08-01 3.500000 0.00 58728.99 52417.72 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ9274 S6XOOCT0IEG5ABCC6L87 3133D1JT7 2054-10-01 7.000000 0.00 1046657.09 1114558.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8607 B1V7KEBTPIMZEU4LTD58 3140BMR51 2055-10-01 6.500000 0.00 1064681.84 1116124.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0640 B1V7KEBTPIMZEU4LTD58 3140B0WA2 2055-08-01 6.500000 0.00 2184577.23 2284555.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3013 S6XOOCT0IEG5ABCC6L87 31427QK35 2055-08-01 6.500000 0.00 70316.42 73354.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7686 S6XOOCT0IEG5ABCC6L87 31426SRG6 2055-07-01 6.500000 0.00 780847.60 809634.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3486 S6XOOCT0IEG5ABCC6L87 3133WM2T8 2040-04-01 4.500000 0.00 180230.51 177052.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMB0291 B1V7KEBTPIMZEU4LTD58 3138MTKD8 2054-12-01 5.000000 0.00 338311.87 328689.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB4842 B1V7KEBTPIMZEU4LTD58 3140AELY3 2054-11-01 6.000000 0.00 981.52 1008.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB1252 S6XOOCT0IEG5ABCC6L87 3133KUL96 2046-03-01 4.500000 0.00 1889494.23 1827344.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1655 S6XOOCT0IEG5ABCC6L87 3130G0WR1 2056-08-01 5.500000 0.00 1081400.00 1092692.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5518 B1V7KEBTPIMZEU4LTD58 3140AFDY9 2054-06-01 6.000000 0.00 26804.24 27363.11 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0020 S6XOOCT0IEG5ABCC6L87 3133CQAV7 2054-07-01 7.000000 0.00 1688573.55 1797991.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0102 S6XOOCT0IEG5ABCC6L87 3133W4DF6 2056-07-01 6.000000 0.00 1043449.92 1061493.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8371 S6XOOCT0IEG5ABCC6L87 31427JJR0 2055-10-01 6.000000 0.00 1987284.97 2065560.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5113 B1V7KEBTPIMZEU4LTD58 3140BVVF4 2055-11-01 6.500000 0.00 1144142.28 1201752.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4182 S6XOOCT0IEG5ABCC6L87 31427RUG3 2054-05-01 2.500000 0.00 376551.35 309600.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3899 B1V7KEBTPIMZEU4LTD58 3140U7KM3 2056-03-01 5.000000 0.00 972.44 946.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9699 S6XOOCT0IEG5ABCC6L87 3142KBX54 2056-07-01 5.000000 0.00 1128371.86 1099700.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4394 S6XOOCT0IEG5ABCC6L87 3142JS3C7 2056-02-01 6.000000 0.00 3119112.60 3236026.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3307 S6XOOCT0IEG5ABCC6L87 3130G2R51 2056-09-01 5.500000 0.00 1060.00 1061.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0905 S6XOOCT0IEG5ABCC6L87 3142JPAF8 2055-11-01 5.000000 0.00 1087824.26 1056315.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 S6XOOCT0IEG5ABCC6L87 3142JCDF4 2041-07-01 5.000000 0.00 2230363.90 2230557.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4885 S6XOOCT0IEG5ABCC6L87 31427SNB0 2055-04-01 6.000000 0.00 651034.66 668749.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4269 S6XOOCT0IEG5ABCC6L87 3142JSW76 2056-01-01 5.000000 0.00 2060370.03 2014699.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1682 S6XOOCT0IEG5ABCC6L87 3142K22Q2 2056-05-01 5.000000 0.00 996.61 972.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2534 B1V7KEBTPIMZEU4LTD58 3140MTY80 2056-02-01 6.500000 0.00 4975.94 5161.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4092 B1V7KEBTPIMZEU4LTD58 3140UKRN5 2056-08-01 5.000000 0.00 1994.66 1943.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3086 S6XOOCT0IEG5ABCC6L87 3142K4NC6 2056-05-01 5.500000 0.00 1527187.85 1522096.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF7988 B1V7KEBTPIMZEU4LTD58 3140BY2W3 2056-06-01 4.500000 0.00 1556803.76 1476771.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2645 B1V7KEBTPIMZEU4LTD58 3140MT5F6 2056-04-01 5.000000 0.00 991.87 978.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2197 B1V7KEBTPIMZEU4LTD58 3140UVNP0 2056-09-01 5.500000 0.00 1000.00 1009.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3767 S6XOOCT0IEG5ABCC6L87 3130G3CD8 2056-09-01 5.500000 0.00 2601552.00 2603176.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4326 B1V7KEBTPIMZEU4LTD58 3140BUYY2 2056-03-01 5.500000 0.00 998829.21 1009259.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0752 S6XOOCT0IEG5ABCC6L87 3142K1ZS4 2056-04-01 5.000000 0.00 907.79 884.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4887 S6XOOCT0IEG5ABCC6L87 31427SND6 2054-12-01 6.000000 0.00 959.26 990.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7165 B1V7KEBTPIMZEU4LTD58 3140UA6B6 2056-05-01 4.500000 0.00 2469854.99 2343383.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3582 B1V7KEBTPIMZEU4LTD58 3140W36U8 2055-11-01 6.000000 0.00 43511.04 45137.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0627 S6XOOCT0IEG5ABCC6L87 3142JNVV5 2055-11-01 5.500000 0.00 1338253.38 1362054.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4227 B1V7KEBTPIMZEU4LTD58 3140U7VV1 2056-04-01 5.000000 0.00 1869828.17 1821415.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBV5464 B1V7KEBTPIMZEU4LTD58 3140MKCA8 2041-07-01 5.500000 0.00 623007.00 635882.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9754 S6XOOCT0IEG5ABCC6L87 3142KBZU7 2056-07-01 6.000000 0.00 1504325.89 1539096.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0191 S6XOOCT0IEG5ABCC6L87 3142JNF92 2055-12-01 5.500000 0.00 575551.26 573539.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2632 S6XOOCT0IEG5ABCC6L87 3130G1Y63 2056-07-01 5.000000 0.00 1000.00 990.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2627 S6XOOCT0IEG5ABCC6L87 3142JQ4M8 2056-01-01 6.000000 0.00 1013549.90 1040596.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1851 B1V7KEBTPIMZEU4LTD58 3140UHBV1 2056-04-01 5.000000 0.00 1583545.78 1545663.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 S6XOOCT0IEG5ABCC6L87 3142K55C3 2056-05-01 7.000000 0.00 1178576.00 1249762.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7552 S6XOOCT0IEG5ABCC6L87 3142K9MA0 2056-07-01 6.000000 0.00 1852973.06 1895860.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4903 S6XOOCT0IEG5ABCC6L87 31427SNV6 2056-02-01 4.000000 0.00 643841.86 593102.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5611 S6XOOCT0IEG5ABCC6L87 3142GWGV5 2055-12-01 5.500000 0.00 2230863.50 2239548.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2559 B1V7KEBTPIMZEU4LTD58 3140BSZZ3 2055-12-01 5.500000 0.00 2207243.99 2214989.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7288 B1V7KEBTPIMZEU4LTD58 3140BYC28 2056-04-01 5.000000 0.00 1292640.38 1265382.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8656 S6XOOCT0IEG5ABCC6L87 3142JXTN4 2056-03-01 5.000000 0.00 1238885.57 1209114.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ7125 S6XOOCT0IEG5ABCC6L87 31427G4K7 2055-11-01 4.500000 0.00 2598691.37 2479938.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6132 S6XOOCT0IEG5ABCC6L87 31427TY67 2052-04-01 2.500000 0.00 26722925.98 22351064.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2892 B1V7KEBTPIMZEU4LTD58 3140U6GA6 2056-02-01 6.000000 0.00 2727997.20 2829235.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0789 B1V7KEBTPIMZEU4LTD58 3140UF2X1 2056-06-01 5.000000 0.00 997.67 976.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2612 B1V7KEBTPIMZEU4LTD58 3140MT3W1 2055-12-01 5.000000 0.00 2483916.74 2418064.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8663 S6XOOCT0IEG5ABCC6L87 3142KATV4 2056-07-01 5.500000 0.00 1498708.99 1507628.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0967 S6XOOCT0IEG5ABCC6L87 3133W5CC1 2056-08-01 5.500000 0.00 1139982.00 1145140.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 S6XOOCT0IEG5ABCC6L87 3142GWU56 2056-03-01 5.000000 0.00 700094.08 681284.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0556 B1V7KEBTPIMZEU4LTD58 3140BQTN1 2056-03-01 5.000000 0.00 1097498.12 1070028.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7184 S6XOOCT0IEG5ABCC6L87 3142K86W2 2056-07-01 5.000000 0.00 1027420.41 1005154.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4710 B1V7KEBTPIMZEU4LTD58 3140ULGU9 2056-06-01 6.500000 0.00 1044966.34 1099218.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4179 S6XOOCT0IEG5ABCC6L87 31427RUD0 2054-01-01 2.500000 0.00 395329.19 325209.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4331 B1V7KEBTPIMZEU4LTD58 3140W4Y50 2053-08-01 4.000000 0.00 3053001.00 2812483.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7195 S6XOOCT0IEG5ABCC6L87 3142JV7H5 2056-02-01 5.000000 0.00 1386606.77 1356953.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4890 S6XOOCT0IEG5ABCC6L87 31427SNG9 2055-02-01 6.500000 0.00 1634283.92 1703750.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0115 S6XOOCT0IEG5ABCC6L87 3142J6DV2 2056-05-01 3.500000 0.00 165136.71 147390.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0477 B1V7KEBTPIMZEU4LTD58 3140UFQ72 2056-07-01 5.500000 0.00 244536.99 246632.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3123 B1V7KEBTPIMZEU4LTD58 3140Y9PH1 2056-07-01 5.500000 0.00 347287.98 346073.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7322 S6XOOCT0IEG5ABCC6L87 3142K9D44 2056-07-01 6.000000 0.00 2781945.40 2870377.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9488 B1V7KEBTPIMZEU4LTD58 3140U1RJ6 2056-01-01 4.500000 0.00 52651.96 49760.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3533 S6XOOCT0IEG5ABCC6L87 3130G2Y79 2056-08-01 5.000000 0.00 1653426.00 1609588.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4750 S6XOOCT0IEG5ABCC6L87 31427SH43 2056-03-01 5.000000 0.00 953.53 925.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3981 B1V7KEBTPIMZEU4LTD58 3140UKM75 2056-07-01 5.000000 0.00 1131604.62 1101251.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5870 B1V7KEBTPIMZEU4LTD58 3140BWQY7 2055-12-01 5.500000 0.00 3154880.48 3157919.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0307 S6XOOCT0IEG5ABCC6L87 3142K1KV3 2056-04-01 5.500000 0.00 2125449.61 2122517.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7377 B1V7KEBTPIMZEU4LTD58 3140BYFT6 2055-12-01 5.500000 0.00 970.46 976.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA3368 S6XOOCT0IEG5ABCC6L87 3142JRW60 2056-01-01 4.500000 0.00 1101621.21 1042366.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4320 B1V7KEBTPIMZEU4LTD58 3140U7YS5 2056-04-01 5.500000 0.00 992.59 989.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH0329 B1V7KEBTPIMZEU4LTD58 3140UFLK8 2056-05-01 6.500000 0.00 998.45 1043.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7773 S6XOOCT0IEG5ABCC6L87 3142K9T70 2056-06-01 4.500000 0.00 1428549.82 1353449.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBH8907 B1V7KEBTPIMZEU4LTD58 3140GX3R0 2056-08-01 6.000000 0.00 2879997.00 2940597.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1923 S6XOOCT0IEG5ABCC6L87 3142K3D54 2056-04-01 5.000000 0.00 43097.25 41845.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2241 S6XOOCT0IEG5ABCC6L87 3142K3P36 2056-05-01 5.500000 0.00 995.38 995.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0438 B1V7KEBTPIMZEU4LTD58 3140UTPY4 2056-07-01 5.000000 0.00 1306212.23 1285565.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5299 S6XOOCT0IEG5ABCC6L87 3142K63H2 2056-06-01 5.500000 0.00 997.92 1005.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2641 S6XOOCT0IEG5ABCC6L87 3130G1ZF2 2056-07-01 6.000000 0.00 559721.00 583266.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4192 B1V7KEBTPIMZEU4LTD58 3140W4US4 2052-06-01 2.000000 0.00 87930.40 69099.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC1595 S6XOOCT0IEG5ABCC6L87 3130G0UV4 2056-08-01 4.500000 0.00 2030916.00 1925401.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI4540 B1V7KEBTPIMZEU4LTD58 3140UYBJ1 2056-09-01 5.000000 0.00 1279004.00 1250807.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5815 S6XOOCT0IEG5ABCC6L87 3142K7N96 2056-05-01 6.500000 0.00 998.49 1038.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB9491 S6XOOCT0IEG5ABCC6L87 3142KBRM4 2056-07-01 6.500000 0.00 1092396.84 1137962.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5376 B1V7KEBTPIMZEU4LTD58 3140W56N9 2055-11-01 4.000000 0.00 46822111.19 43322314.44 Agency Mortgage-Backed Securities USTR 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 300000.00 300470.52 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 116000.00 113984.88 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 676100.00 314704.15 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 13335600.00 11346726.30 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 425000.00 405307.74 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100000.00 94105.84 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 515000.00 515223.29 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 100.00 96.77 U.S. Treasuries (including strips) USTR 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 106000.00 103686.67 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 104300.00 95675.58 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 1589000.00 1597538.80 U.S. Treasuries (including strips) USTR BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 397000.00 391919.59 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 200000.00 187214.84 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 822300.00 833272.93 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100000.00 98593.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 2860500.00 2865564.96 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 110000.00 75040.75 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 72000.00 71707.99 U.S. Treasuries (including strips) USTR BILL 01/14/27 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 414000.00 408096.77 U.S. Treasuries (including strips) USTR BILL 12/10/26 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 92800.00 91837.20 U.S. Treasuries (including strips) USTR BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 585300.00 584477.07 U.S. Treasuries (including strips) USTR BILL 09/24/26 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0.00 0.00 395500.00 394578.88 U.S. Treasuries (including strips) USTR BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 100200.00 99293.49 U.S. Treasuries (including strips) USTR BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 2297500.00 2283712.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 377500.00 373963.49 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 330200.00 317050.78 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 22172000.00 21997810.98 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 652000.00 641399.58 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100000.00 100530.79 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 2027000.00 2050582.24 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 200000.00 201454.26 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100.00 99.21 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 3194700.00 3257265.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 900000.00 901588.37 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 376000.00 382870.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 1607600.00 1595976.15 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 98600.00 97556.52 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 445500.00 444558.46 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1243000.00 1237254.06 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 865100.00 742688.63 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 103900.00 98515.48 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 2925500.00 2804645.87 U.S. Treasuries (including strips) USTR 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 3019300.00 2973092.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 1654200.00 1647158.07 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 501500.00 493256.18 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 4648000.00 3138898.27 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 561600.00 295619.34 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 688600.00 344768.26 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 500.00 227.61 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100000.00 61351.01 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 100.00 66.16 U.S. Treasuries (including strips) USTR 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 540800.00 402109.86 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 54000.00 43146.44 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 500.00 437.51 U.S. Treasuries (including strips) USTR 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 443000.00 449697.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 3650000000.00 3650000000.00 0.1106 N Y Y N Fixed Income Clearing Corp. - ING Ing Baring Furman Selz LLC Repo - 01sep26 3.670000% ARP1LEZ67 N/A N/A 0000319432 ARP1LEZ67_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y FNMA FNMS 03.500 CLAL1615 B1V7KEBTPIMZEU4LTD58 3138EHYM8 2042-04-01 3.500000 0.00 3439115.94 3209880.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0505 S6XOOCT0IEG5ABCC6L87 3133BMR23 2052-09-01 5.000000 0.00 1497654.60 1467696.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 BLAL0283 B1V7KEBTPIMZEU4LTD58 3138EGJ54 2032-02-01 6.000000 0.00 199962.24 201482.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5877 S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.500000 0.00 3960168.36 4015105.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9022 B1V7KEBTPIMZEU4LTD58 3140NEAY1 2053-04-01 5.500000 0.00 5270491.25 5313073.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6231 B1V7KEBTPIMZEU4LTD58 3140GU4R5 2047-07-01 4.000000 0.00 1308118.73 1225881.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7116 S6XOOCT0IEG5ABCC6L87 3132DU3Z8 2054-11-01 6.000000 0.00 723.44 739.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9662 B1V7KEBTPIMZEU4LTD58 3138WKWY7 2047-05-01 4.000000 0.00 17906505.78 16767174.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0519 B1V7KEBTPIMZEU4LTD58 3140BCSH6 2055-06-01 6.500000 0.00 1126718.66 1174252.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE7455 B1V7KEBTPIMZEU4LTD58 3140BLH96 2055-09-01 4.500000 0.00 3139161.06 2969144.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY7309 S6XOOCT0IEG5ABCC6L87 31426SDP1 2055-06-01 5.000000 0.00 17217709.61 16786675.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5610 S6XOOCT0IEG5ABCC6L87 31426QGU1 2055-06-01 6.500000 0.00 982.47 1032.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0499 B1V7KEBTPIMZEU4LTD58 31418MRV6 2038-10-01 5.500000 0.00 3054874.85 3117601.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 86768102.79 81969826.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC9080 B1V7KEBTPIMZEU4LTD58 31417WCS8 2038-01-01 5.500000 0.00 602701.83 613888.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5073 B1V7KEBTPIMZEU4LTD58 31417BT72 2037-05-01 3.500000 0.00 1576617.76 1484388.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4603 B1V7KEBTPIMZEU4LTD58 31417BDH7 2042-03-01 4.000000 0.00 1682128.38 1611400.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1504 B1V7KEBTPIMZEU4LTD58 3140X4U61 2047-06-01 3.500000 0.00 2008883.88 1839267.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1704 B1V7KEBTPIMZEU4LTD58 3140Q83N3 2048-05-01 4.500000 0.00 8670731.31 8368027.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW8935 B1V7KEBTPIMZEU4LTD58 3140N14V2 2052-09-01 4.500000 0.00 1717521.06 1632914.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8747 B1V7KEBTPIMZEU4LTD58 3140MAWH3 2052-06-01 5.000000 0.00 5580770.71 5512756.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0559 B1V7KEBTPIMZEU4LTD58 3140JGTR6 2048-09-01 4.500000 0.00 1873219.55 1805723.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0856 B1V7KEBTPIMZEU4LTD58 3140JG5S0 2048-10-01 4.500000 0.00 723956.63 694975.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD7785 B1V7KEBTPIMZEU4LTD58 3140FFUK5 2046-09-01 4.000000 0.00 165206.58 154445.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ8292 B1V7KEBTPIMZEU4LTD58 3140E1GA5 2045-08-01 3.500000 0.00 153.26 140.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9788 B1V7KEBTPIMZEU4LTD58 3140BN2W7 2055-09-01 6.500000 0.00 1070654.33 1117050.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1183 B1V7KEBTPIMZEU4LTD58 3140BDJ50 2055-06-01 6.500000 0.00 360036.24 374050.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 1658429.95 1587600.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2007 B1V7KEBTPIMZEU4LTD58 3138WBGR0 2044-03-01 4.000000 0.00 4460503.42 4254162.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ9325 B1V7KEBTPIMZEU4LTD58 3138MRLF6 2043-01-01 3.500000 0.00 836750.60 780288.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0026 B1V7KEBTPIMZEU4LTD58 3138MFA49 2042-10-01 3.500000 0.00 500608.32 466174.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAJ0275 B1V7KEBTPIMZEU4LTD58 3138ARJV7 2036-08-01 4.500000 0.00 388371.69 379076.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH7237 B1V7KEBTPIMZEU4LTD58 3138A9BF0 2041-03-01 5.500000 0.00 79696.67 80318.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH6834 B1V7KEBTPIMZEU4LTD58 3138A8SY3 2041-02-01 5.500000 0.00 82701.37 83359.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAH2330 B1V7KEBTPIMZEU4LTD58 3138A3SU2 2041-02-01 6.000000 0.00 85583.97 87954.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9171 S6XOOCT0IEG5ABCC6L87 3133KRFL3 2053-06-01 6.000000 0.00 661.81 681.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9412 S6XOOCT0IEG5ABCC6L87 3133BKN54 2052-09-01 4.500000 0.00 8873015.72 8444591.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE1361 S6XOOCT0IEG5ABCC6L87 3133BAQN4 2052-04-01 3.000000 0.00 15848099.48 13738717.44 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q59594 G S6XOOCT0IEG5ABCC6L87 3132Y3UU6 2048-11-01 5.000000 0.00 384.72 381.31 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q24708 G S6XOOCT0IEG5ABCC6L87 3132M43R4 2044-02-01 4.000000 0.00 2987414.42 2844121.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V81757 G S6XOOCT0IEG5ABCC6L87 3132L65S6 2045-05-01 4.000000 0.00 3613424.12 3422004.18 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U99177 G S6XOOCT0IEG5ABCC6L87 3132H7FT6 2044-02-01 4.000000 0.00 4463416.01 4247057.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2188 S6XOOCT0IEG5ABCC6L87 3132DPND6 2053-02-01 5.500000 0.00 21707197.87 21791081.71 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A37403 G S6XOOCT0IEG5ABCC6L87 31297TGL1 2035-09-01 5.500000 0.00 82254.61 83427.59 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A92364 G S6XOOCT0IEG5ABCC6L87 312940TV1 2040-05-01 5.500000 0.00 152823.56 154505.74 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A92680 G S6XOOCT0IEG5ABCC6L87 3129406R5 2040-06-01 5.500000 0.00 215323.60 217305.94 Agency Mortgage-Backed Securities FMAC 06.000 FGPC H01453 G S6XOOCT0IEG5ABCC6L87 3128MTTJ7 2036-04-01 6.000000 0.00 158924.94 157270.06 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G05899 G S6XOOCT0IEG5ABCC6L87 3128M73G9 2040-05-01 5.500000 0.00 1887133.50 1918983.28 Agency Mortgage-Backed Securities FMAC 06.000 FGPC C75105 G S6XOOCT0IEG5ABCC6L87 31288DU64 2032-12-01 6.000000 0.00 392725.09 404171.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV1862 B1V7KEBTPIMZEU4LTD58 3138XDB82 2043-12-01 4.000000 0.00 2779832.05 2647660.30 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A90773 G N/A 312938200 2040-01-01 5.500000 0.00 212102.11 214355.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3019 S6XOOCT0IEG5ABCC6L87 3132DQK88 2052-07-01 3.000000 0.00 27186149.72 23342843.74 Agency Mortgage-Backed Securities FMAC 05.500 FGPC Q02127 G S6XOOCT0IEG5ABCC6L87 3132GFLG0 2041-07-01 5.500000 0.00 246749.65 249307.05 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0076 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.670000% ARP1LEZA8 VYVVCKR63DVZZN70PB21 N/A 0000827124 ARP1LEZA8_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNRA CL100FA R25F100 B1V7KEBTPIMZEU4LTD58 3136BX4N1 2055-12-25 4.893200 0.00 4602651.29 4594055.99 Agency Collateralized Mortgage Obligation FHLB FHOR 23-26 8F 2549001DPIFGXC1TOL40 3130AQ6Q1 2026-12-21 2.250000 0.00 271445.36 271226.84 Agency Debentures and Agency Strips GNMA GNII SF DL3529 C 549300M8ZYFG0OCMTT87 3618LE4N9 2055-07-20 7.000000 0.00 247862.65 259859.53 Agency Mortgage-Backed Securities GNMA GNII SF MA4514 M 549300M8ZYFG0OCMTT87 36179TAP0 2047-06-20 5.500000 0.00 109798.23 111949.44 Agency Mortgage-Backed Securities GNMA GNII SF DT6418 C 549300M8ZYFG0OCMTT87 3618W6DX2 2056-06-20 5.000000 0.00 194669.57 190571.90 Agency Mortgage-Backed Securities GNMA GNII SF MA9597 M 549300M8ZYFG0OCMTT87 36179YUW2 2052-05-20 1.500000 0.00 14468.70 11250.73 Agency Mortgage-Backed Securities GNMA GNII SF DT1081 C 549300M8ZYFG0OCMTT87 3618W0FW5 2056-07-20 5.000000 0.00 145911.22 142840.18 Agency Mortgage-Backed Securities GNMA GNII SF DR4110 C 549300M8ZYFG0OCMTT87 3618VCR72 2056-05-20 5.500000 0.00 407852.14 412694.71 Agency Mortgage-Backed Securities GNMA GNII SF DR6211 C 549300M8ZYFG0OCMTT87 3618VE3U3 2056-06-20 5.500000 0.00 554314.40 561049.51 Agency Mortgage-Backed Securities GNMA GNII SF DT5551 C 549300M8ZYFG0OCMTT87 3618W5EY1 2056-08-20 5.500000 0.00 493182.96 498631.81 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1957182.97 1908697.03 Agency Mortgage-Backed Securities GNMA GNII SF DS3422 C 549300M8ZYFG0OCMTT87 3618VPYT7 2056-06-20 5.000000 0.00 123121.81 120530.18 Agency Mortgage-Backed Securities FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.500000 0.00 11064076.97 9090684.52 Agency Mortgage-Backed Securities GNMA GNII SF DG4603 C 549300M8ZYFG0OCMTT87 3618K1DG3 2055-01-20 7.000000 0.00 164237.40 172986.55 Agency Mortgage-Backed Securities GNMA GNII SF DE0617 C 549300M8ZYFG0OCMTT87 3618J5VJ0 2054-06-20 6.500000 0.00 1289263.68 1347870.60 Agency Mortgage-Backed Securities GNMA GNII SF DD9128 C 549300M8ZYFG0OCMTT87 3618J3D97 2054-08-20 6.500000 0.00 230953.38 241315.72 Agency Mortgage-Backed Securities GNMA GNII SF DC1960 C 549300M8ZYFG0OCMTT87 3618HGE99 2054-07-20 6.500000 0.00 137378.33 143878.61 Agency Mortgage-Backed Securities GNMA GNII SF DB0003 C 549300M8ZYFG0OCMTT87 3618H2AC7 2054-04-20 7.000000 0.00 89087.17 93542.63 Agency Mortgage-Backed Securities GNMA GNII SF CZ8579 C 549300M8ZYFG0OCMTT87 3618GLQ88 2054-02-20 7.000000 0.00 102352.65 109744.18 Agency Mortgage-Backed Securities GNMA GNII SF CZ3714 C 549300M8ZYFG0OCMTT87 3618GFDT9 2054-01-20 7.500000 0.00 69604.26 75472.32 Agency Mortgage-Backed Securities GNMA GNII SF CZ3450 C 549300M8ZYFG0OCMTT87 3618GEZP6 2054-01-20 7.500000 0.00 29993.37 31250.97 Agency Mortgage-Backed Securities GNMA GNII SF CX3292 C 549300M8ZYFG0OCMTT87 3618FPUR3 2053-11-20 6.500000 0.00 817005.17 854783.21 Agency Mortgage-Backed Securities GNMA GNII SF AD8884 C 549300M8ZYFG0OCMTT87 36180M2R7 2043-03-20 3.500000 0.00 3417.55 3030.62 Agency Mortgage-Backed Securities GNMA GNII SF CI6779 C 549300M8ZYFG0OCMTT87 3617XBQ83 2040-06-20 5.000000 0.00 59770.31 59450.28 Agency Mortgage-Backed Securities GNMA GNII SF BW1745 C 549300M8ZYFG0OCMTT87 3617NS5E7 2050-08-20 3.000000 0.00 29275.24 25599.74 Agency Mortgage-Backed Securities GNMA GNII SF BD0491 C 549300M8ZYFG0OCMTT87 3617BFRL8 2048-01-20 4.500000 0.00 74611.52 70492.74 Agency Mortgage-Backed Securities GNMA GNII SF MA9671 M 549300M8ZYFG0OCMTT87 36179YW83 2054-05-20 7.000000 0.00 3239.38 3380.50 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M 549300M8ZYFG0OCMTT87 36179YSZ8 2054-03-20 3.000000 0.00 72667.52 63875.47 Agency Mortgage-Backed Securities GNMA GNII SF 734374 C 549300M8ZYFG0OCMTT87 3620AM2F8 2041-04-20 4.500000 0.00 20984.69 20075.65 Agency Mortgage-Backed Securities GNMA GNII SF 004193 M 549300M8ZYFG0OCMTT87 36202EUS6 2038-07-20 5.000000 0.00 71.57 71.23 Agency Mortgage-Backed Securities GNMA GNII SF 002897 M 549300M8ZYFG0OCMTT87 36202DGE5 2030-03-20 8.000000 0.00 1804.10 1870.28 Agency Mortgage-Backed Securities GNMA GNII SF AX5408 C 549300M8ZYFG0OCMTT87 36196HAH3 2046-11-20 3.000000 0.00 33983.04 29771.69 Agency Mortgage-Backed Securities GNMA GNII SF DU6618 C 549300M8ZYFG0OCMTT87 3618WJK73 2056-08-20 6.000000 0.00 325518.92 333927.07 Agency Mortgage-Backed Securities GNMA GNII SF DT6450 C 549300M8ZYFG0OCMTT87 3618W6EX1 2056-07-20 5.000000 0.00 164018.80 161586.18 Agency Mortgage-Backed Securities GNMA GNII SF DT3399 C 549300M8ZYFG0OCMTT87 3618W2X43 2056-07-20 6.000000 0.00 188329.22 194308.11 Agency Mortgage-Backed Securities GNMA GNII SF MA8181 M 549300M8ZYFG0OCMTT87 36179XCS3 2037-09-20 6.500000 0.00 1699.42 1764.76 Agency Mortgage-Backed Securities GNMA GNII SF MA8944 M 549300M8ZYFG0OCMTT87 36179X5D4 2053-06-20 3.500000 0.00 239235.49 215057.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3.000000 0.00 116348920.95 101803909.65 Agency Mortgage-Backed Securities GNMA GNII SF MA8099 M 549300M8ZYFG0OCMTT87 36179W7L6 2052-06-20 3.500000 0.00 11521711.77 10346677.68 Agency Mortgage-Backed Securities GNMA GNII SF DT2061 C 549300M8ZYFG0OCMTT87 3618W1JE9 2056-07-20 5.500000 0.00 277362.81 279826.99 Agency Mortgage-Backed Securities GNMA GNII SF DT1325 C 549300M8ZYFG0OCMTT87 3618W0PJ3 2056-08-20 5.500000 0.00 1016203.64 1013444.99 Agency Mortgage-Backed Securities GNMA GNII SF DS8791 C 549300M8ZYFG0OCMTT87 3618VVXU2 2056-06-20 5.000000 0.00 159167.23 156807.52 Agency Mortgage-Backed Securities GNMA GNII SF DS3796 C 549300M8ZYFG0OCMTT87 3618VQGD0 2056-05-20 5.000000 0.00 199280.57 196078.07 Agency Mortgage-Backed Securities GNMA GNII SF DS0107 C 549300M8ZYFG0OCMTT87 3618VLDL6 2056-08-20 5.500000 0.00 135214.92 137043.34 Agency Mortgage-Backed Securities GNMA GNII SF DR9921 C 549300M8ZYFG0OCMTT87 3618VKAW7 2056-07-20 5.500000 0.00 123898.62 125165.16 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3.000000 0.00 2978487.63 2606134.98 Agency Mortgage-Backed Securities GNMA GNII SF MA6768 M 549300M8ZYFG0OCMTT87 36179VQV5 2050-07-20 4.000000 0.00 430525.30 399322.26 Agency Mortgage-Backed Securities GNMA GNII SF MA6479 M 549300M8ZYFG0OCMTT87 36179VFU9 2050-02-20 5.500000 0.00 1403.00 1430.76 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M 549300M8ZYFG0OCMTT87 36179VDN7 2050-01-20 3.000000 0.00 238981.19 209213.45 Agency Mortgage-Backed Securities GNMA GNII SF MA5712 M 549300M8ZYFG0OCMTT87 36179UKZ4 2049-01-20 5.000000 0.00 136508.22 135510.84 Agency Mortgage-Backed Securities GNMA GNII SF MA5597 M 549300M8ZYFG0OCMTT87 36179UGE6 2048-11-20 5.000000 0.00 219887.56 218406.54 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M 549300M8ZYFG0OCMTT87 36179U6U1 2049-11-20 3.000000 0.00 6177.71 5419.25 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M 549300M8ZYFG0OCMTT87 36179TSG1 2048-02-20 3.500000 0.00 2874.90 2593.31 Agency Mortgage-Backed Securities GNMA GNII SF DR6205 C 549300M8ZYFG0OCMTT87 3618VE3N9 2056-06-20 5.500000 0.00 154163.41 157859.84 Agency Mortgage-Backed Securities GNMA GNII SF DR6175 C 549300M8ZYFG0OCMTT87 3618VE2G5 2056-05-20 5.000000 0.00 875604.38 857175.24 Agency Mortgage-Backed Securities GNMA GNII SF DR4164 C 549300M8ZYFG0OCMTT87 3618VCTV7 2056-06-20 5.500000 0.00 2224026.96 2243165.46 Agency Mortgage-Backed Securities GNMA GNII SF DR1238 C 549300M8ZYFG0OCMTT87 3618V9LT7 2056-04-20 5.500000 0.00 57970.82 57982.90 Agency Mortgage-Backed Securities GNMA GNII SF MA4585 M 549300M8ZYFG0OCMTT87 36179TCW3 2047-07-20 3.000000 0.00 16718.33 14777.84 Agency Mortgage-Backed Securities GNMA GNII SF MA3172 M 549300M8ZYFG0OCMTT87 36179RQZ5 2045-10-20 3.000000 0.00 15022.35 13352.01 Agency Mortgage-Backed Securities GNMA GNII SF MA2070 M 549300M8ZYFG0OCMTT87 36179QJP7 2044-02-20 2.000000 0.00 10013.04 8319.42 Agency Mortgage-Backed Securities GNMA GNII SF MA1920 M 549300M8ZYFG0OCMTT87 36179QDZ1 2044-05-20 4.000000 0.00 2750.58 2603.95 Agency Mortgage-Backed Securities GNMA GNII SF MA0393 M 549300M8ZYFG0OCMTT87 36179MNJ5 2042-09-20 4.000000 0.00 8953.14 8491.45 Agency Mortgage-Backed Securities GNMA GNII SF MA0223 M 549300M8ZYFG0OCMTT87 36179MG87 2042-07-20 5.000000 0.00 6394.14 6379.29 Agency Mortgage-Backed Securities GNMA GNII SF AB7797 C 549300M8ZYFG0OCMTT87 36178UUW1 2042-11-20 3.500000 0.00 108462.70 95065.46 Agency Mortgage-Backed Securities GNMA GNII SF DO5738 C 549300M8ZYFG0OCMTT87 3618V2LT2 2056-02-20 5.500000 0.00 844364.33 860397.40 Agency Mortgage-Backed Securities GNMA GNII SF MB1343 M 549300M8ZYFG0OCMTT87 3618N6P50 2056-08-20 5.000000 0.00 69065880.02 67354887.98 Agency Mortgage-Backed Securities GNMA GNII SF MB0932 M 549300M8ZYFG0OCMTT87 3618N6BA4 2056-02-20 3.000000 0.00 10032929.28 8778181.04 Agency Mortgage-Backed Securities GNMA GNII SF MB0626 M 549300M8ZYFG0OCMTT87 3618N5VU0 2055-09-20 7.000000 0.00 3458853.67 3587482.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0305 M 549300M8ZYFG0OCMTT87 3618N5KT5 2055-04-20 4.000000 0.00 561568.02 510796.28 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 425123.92 435003.37 Agency Mortgage-Backed Securities GNMA GNII SF DQ8387 C 549300M8ZYFG0OCMTT87 3618N2J80 2056-04-20 6.500000 0.00 173725.32 181753.29 Agency Mortgage-Backed Securities GNMA GNII SF DK7847 C 549300M8ZYFG0OCMTT87 3618L7WG8 2055-07-20 7.000000 0.00 895630.96 959176.27 Agency Mortgage-Backed Securities GNMA GNII SF DK7345 C 549300M8ZYFG0OCMTT87 3618L7ES2 2055-07-20 6.000000 0.00 102888.14 106810.44 Agency Mortgage-Backed Securities GNMA GNII SF DK3277 C 549300M8ZYFG0OCMTT87 3618L2UA4 2055-06-20 6.000000 0.00 201562.30 206768.25 Agency Mortgage-Backed Securities GNMA GNII SF DJ3114 C 549300M8ZYFG0OCMTT87 3618KPN79 2055-08-20 6.000000 0.00 54100.62 55793.22 Agency Mortgage-Backed Securities GNMA GNII SF DJ1863 C 549300M8ZYFG0OCMTT87 3618KNB85 2055-04-20 6.500000 0.00 93007.42 97350.09 Agency Mortgage-Backed Securities GNMA GNII SF 003879 M 549300M8ZYFG0OCMTT87 36202EJY6 2036-07-20 6.000000 0.00 148.63 155.43 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 224551653.94 207053091.98 Agency Mortgage-Backed Securities GNMA GNII SF CZ1894 C 549300M8ZYFG0OCMTT87 3618GDC73 2054-01-20 6.500000 0.00 87955.84 91881.90 Agency Mortgage-Backed Securities GNMA GNII SF 004945 M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4.000000 0.00 142.54 135.19 Agency Mortgage-Backed Securities GNMA GNII SF MA6999 M 549300M8ZYFG0OCMTT87 36179VX47 2050-11-20 4.500000 0.00 164345.40 157927.22 Agency Mortgage-Backed Securities GNMA GNII SF MA0463 M 549300M8ZYFG0OCMTT87 36179MQQ6 2042-10-20 4.000000 0.00 3876.91 3676.99 Agency Mortgage-Backed Securities GNMA GNII SF MA3937 M 549300M8ZYFG0OCMTT87 36179SLS4 2046-09-20 3.500000 0.00 5531968.72 5034681.61 Agency Mortgage-Backed Securities GNMA GNII SF MA0938 M 549300M8ZYFG0OCMTT87 36179NBF4 2043-04-20 5.500000 0.00 1187.48 1215.01 Agency Mortgage-Backed Securities GNMA GNII SF MA6996 M 549300M8ZYFG0OCMTT87 36179VXZ8 2050-11-20 3.000000 0.00 112740.74 98813.31 Agency Mortgage-Backed Securities GNMA GNII SF CK4938 C 549300M8ZYFG0OCMTT87 3617Y0PX2 2052-03-20 3.000000 0.00 9597.36 8393.37 Agency Mortgage-Backed Securities GNMA GNII SF MA6932 M 549300M8ZYFG0OCMTT87 36179VVZ0 2050-10-20 3.000000 0.00 5350295.48 4680149.57 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3.000000 0.00 131765.12 115294.48 Agency Mortgage-Backed Securities GNMA GNII SF CU0339 C 549300M8ZYFG0OCMTT87 3618BHLU8 2053-08-20 7.000000 0.00 1919018.79 2017353.79 Agency Mortgage-Backed Securities GNMA GNII SF CD1323 C 549300M8ZYFG0OCMTT87 3617VBPG8 2051-06-20 2.500000 0.00 36626.67 29957.41 Agency Mortgage-Backed Securities GNMA GNII SF CN0935 C 549300M8ZYFG0OCMTT87 3617YYBC9 2049-07-20 4.000000 0.00 110878.74 101610.98 Agency Mortgage-Backed Securities GNMA GNII SF DL3096 C 549300M8ZYFG0OCMTT87 3618LENM0 2055-08-20 6.500000 0.00 106347.39 112361.62 Agency Mortgage-Backed Securities GNMA GNII SF DO4990 C 549300M8ZYFG0OCMTT87 3618V1RK7 2056-01-20 6.000000 0.00 35105.76 36476.39 Agency Mortgage-Backed Securities GNMA GNII SF DO8320 C 549300M8ZYFG0OCMTT87 3618V5G53 2056-02-20 6.500000 0.00 188921.00 197651.35 Agency Mortgage-Backed Securities GNMA GNII SF DQ5204 C 549300M8ZYFG0OCMTT87 3618MXX95 2056-06-20 5.500000 0.00 560020.60 568813.11 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M 549300M8ZYFG0OCMTT87 3618N5VN6 2055-09-20 4.000000 0.00 4175332.99 3797813.30 Agency Mortgage-Backed Securities GNMA GNII SF DT1264 C 549300M8ZYFG0OCMTT87 3618W0MM9 2056-08-20 5.000000 0.00 568537.49 556569.58 Agency Mortgage-Backed Securities GNMA GNII SF DK3235 C 549300M8ZYFG0OCMTT87 3618L2SY5 2055-07-20 6.000000 0.00 499958.98 514103.82 Agency Mortgage-Backed Securities GNMA GNII SF DT1238 C 549300M8ZYFG0OCMTT87 3618W0LT5 2056-08-20 6.500000 0.00 216376.97 226674.49 Agency Mortgage-Backed Securities GNMA GNII SF DG4830 C 549300M8ZYFG0OCMTT87 3618K1LK5 2055-03-20 7.000000 0.00 156553.71 164893.38 Agency Mortgage-Backed Securities GNMA GNII SF DT2093 C 549300M8ZYFG0OCMTT87 3618W1KE7 2056-06-20 5.000000 0.00 162977.12 159547.04 Agency Mortgage-Backed Securities USTR TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849600 0.00 6301492.36 6327623.98 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.909600 0.00 478954.17 481180.62 U.S. Treasuries (including strips) USTR TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.955600 0.00 114947.12 115365.32 U.S. Treasuries (including strips) USTR BILL 01/07/27 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 834124.56 822789.64 U.S. Treasuries (including strips) USTR BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 154112.81 150352.46 U.S. Treasuries (including strips) USTR BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 47162350.18 46300694.04 U.S. Treasuries (including strips) USTR BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 3629541.72 3591903.37 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 500000000.00 500000000.00 0.0152 N Y Y N Pershing LLC Pershing LLC 3.670000% ARP1LF468 ZI8Q1A8EI8LQFJNM0D94 N/A 0000029648 ARP1LF468_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNRM CL060JC R04F060 B1V7KEBTPIMZEU4LTD58 31394AWA0 2034-04-25 5.500000 0.00 5107.52 5185.95 Agency Collateralized Mortgage Obligation FNMA FNRA CL128MF R03F128 B1V7KEBTPIMZEU4LTD58 31393UXR9 2034-01-25 4.357700 0.00 35702.80 35764.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL116KL R03F116 B1V7KEBTPIMZEU4LTD58 31393T5D4 2033-11-25 4.000000 0.00 2665.16 2611.04 Agency Collateralized Mortgage Obligation FMAC FGRM 2597AE 04/15/33 S6XOOCT0IEG5ABCC6L87 31393NTQ2 2033-04-15 5.500000 0.00 31.43 31.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL033AM R03F033 B1V7KEBTPIMZEU4LTD58 31393BFF7 2033-05-25 4.250000 0.00 2338.85 2280.28 Agency Collateralized Mortgage Obligation FMAC FERM 5192AG 11/25/51 S6XOOCT0IEG5ABCC6L87 3137H5EB9 2051-11-25 2.000000 0.00 1648273.08 1443603.16 Agency Collateralized Mortgage Obligation FMAC FERM 5020UB 10/25/50 S6XOOCT0IEG5ABCC6L87 3137FX3R7 2050-10-25 1.000000 0.00 2120883.85 1510061.52 Agency Collateralized Mortgage Obligation FMAC FERM 4912PA 06/25/49 S6XOOCT0IEG5ABCC6L87 3137FNQ60 2049-06-25 2.000000 0.00 2161.68 1777.08 Agency Collateralized Mortgage Obligation FMAC FGRM 4852CA 11/15/47 S6XOOCT0IEG5ABCC6L87 3137FKBE5 2047-11-15 4.000000 0.00 3900.80 3840.50 Agency Collateralized Mortgage Obligation FMAC FGRM 4820CD 08/15/47 S6XOOCT0IEG5ABCC6L87 3137FHHR7 2047-08-15 3.500000 0.00 67307.25 66505.33 Agency Collateralized Mortgage Obligation FMAC FGRM 4709EA 01/15/46 S6XOOCT0IEG5ABCC6L87 3137FAMT2 2046-01-15 3.000000 0.00 9396.64 8983.84 Agency Collateralized Mortgage Obligation FMAC FERM 5058JW 01/25/51 S6XOOCT0IEG5ABCC6L87 3137F8DV2 2051-01-25 2.000000 0.00 1157080.00 739664.16 Agency Collateralized Mortgage Obligation FMAC FERM 5050UJ 12/25/50 S6XOOCT0IEG5ABCC6L87 3137F7SL0 2050-12-25 1.500000 0.00 289347.66 153032.22 Agency Collateralized Mortgage Obligation FMAC FERM 5034ND 11/25/50 S6XOOCT0IEG5ABCC6L87 3137F6K89 2050-11-25 1.250000 0.00 387327.02 286055.98 Agency Collateralized Mortgage Obligation FMAC FGRM 4505JA 08/15/45 S6XOOCT0IEG5ABCC6L87 3137BKWJ5 2045-08-15 3.000000 0.00 9314.93 6877.74 Agency Collateralized Mortgage Obligation FMAC FGRM 4125YB 07/15/42 S6XOOCT0IEG5ABCC6L87 3137AWA96 2042-07-15 3.000000 0.00 3562.56 3338.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-035 NF 549300M8ZYFG0OCMTT87 3837422X0 2038-04-20 5.000000 0.00 8326.59 8256.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-35 TB 549300M8ZYFG0OCMTT87 38373SW78 2033-03-16 4.250000 0.00 3097.90 3102.47 Agency Collateralized Mortgage Obligation FNMA FNRM CL099JU R10F099 B1V7KEBTPIMZEU4LTD58 31398T4E8 2040-08-25 3.000000 0.00 6263.55 6085.12 Agency Collateralized Mortgage Obligation FNMA FNRM CL019PY R10F019 B1V7KEBTPIMZEU4LTD58 31398MXN1 2040-03-25 5.000000 0.00 297.14 294.42 Agency Collateralized Mortgage Obligation FMAC FGRM 3081CQ 12/15/35 S6XOOCT0IEG5ABCC6L87 31396FWU3 2035-12-15 5.500000 0.00 978.93 993.08 Agency Collateralized Mortgage Obligation FMAC FGRM 2994BG 06/15/35 S6XOOCT0IEG5ABCC6L87 31395VH93 2035-06-15 6.000000 0.00 4457.86 4512.48 Agency Collateralized Mortgage Obligation FNMA FNRM RC007C R13F007 B1V7KEBTPIMZEU4LTD58 3136ABVB6 2043-02-25 2.500000 0.00 1763.11 1215.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-146 NC 549300M8ZYFG0OCMTT87 38382WJ40 2051-08-20 1.500000 0.00 929274.87 769914.45 Agency Collateralized Mortgage Obligation FNMA FNRM CL053WL R13F053 B1V7KEBTPIMZEU4LTD58 3136AES73 2042-01-25 1.500000 0.00 813.21 798.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-146 EG 549300M8ZYFG0OCMTT87 38382WC47 2051-08-20 1.500000 0.00 168529.46 84914.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-40 PA 549300M8ZYFG0OCMTT87 38373QWS6 2033-05-16 4.250000 0.00 1008.66 1008.04 Agency Collateralized Mortgage Obligation FMAC FGRM 4623KA 10/15/46 S6XOOCT0IEG5ABCC6L87 3137BSKW2 2046-10-15 2.500000 0.00 9669.09 6562.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-11 UA 549300M8ZYFG0OCMTT87 38379YW38 2046-08-20 3.500000 0.00 758859.46 734688.77 Agency Collateralized Mortgage Obligation FNMA FNRM CL086JA R18F086 B1V7KEBTPIMZEU4LTD58 3136B3SX9 2047-05-25 4.000000 0.00 2516.34 2506.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-169 LU 549300M8ZYFG0OCMTT87 38385HLL9 2055-10-20 5.000000 0.00 99099.84 87993.49 Agency Collateralized Mortgage Obligation FMAC FGRM 4029NE 03/15/41 S6XOOCT0IEG5ABCC6L87 3137APGN4 2041-03-15 2.500000 0.00 2420.06 2386.37 Agency Collateralized Mortgage Obligation FMAC FGRM 2467PX 07/15/32 S6XOOCT0IEG5ABCC6L87 31392RF48 2032-07-15 6.000000 0.00 73.55 74.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL019PH R99F019 B1V7KEBTPIMZEU4LTD58 31359VH97 2029-05-25 6.000000 0.00 841.38 851.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-011 PE 549300M8ZYFG0OCMTT87 38375JNM3 2037-03-20 5.500000 0.00 15373.31 15458.53 Agency Collateralized Mortgage Obligation FMAC FGRM 4616HP 09/15/46 S6XOOCT0IEG5ABCC6L87 3137BS3J0 2046-09-15 3.000000 0.00 103912.11 92351.37 Agency Collateralized Mortgage Obligation FNMA FNRM RC072KE R13F072 B1V7KEBTPIMZEU4LTD58 3136AFEF7 2043-02-25 3.500000 0.00 140284.91 138397.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL110WB R03F110 B1V7KEBTPIMZEU4LTD58 31393TD60 2033-11-25 4.000000 0.00 8929.01 8734.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-204 BL 549300M8ZYFG0OCMTT87 38385KDM9 2055-12-20 5.500000 0.00 127542.00 117028.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-020 PC 549300M8ZYFG0OCMTT87 38384JC77 2054-02-20 5.500000 0.00 33759.37 33871.06 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-17 JE 549300M8ZYFG0OCMTT87 38380AQK6 2046-08-20 3.000000 0.00 1160.94 1038.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-061 MN 549300M8ZYFG0OCMTT87 38385RZA6 2056-04-20 4.500000 0.00 1580055.00 1362746.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-60 B 549300M8ZYFG0OCMTT87 38380HXU1 2047-02-20 3.000000 0.00 365063.35 334612.32 Agency Collateralized Mortgage Obligation FNMA FNRM CL152TA R12F152 B1V7KEBTPIMZEU4LTD58 3136AA6N0 2042-09-25 2.500000 0.00 15609.36 14227.03 Agency Collateralized Mortgage Obligation FMAC FGRM 4097DC 06/15/41 S6XOOCT0IEG5ABCC6L87 3137ATHY1 2041-06-15 1.500000 0.00 2273.62 2227.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-46 YA 549300M8ZYFG0OCMTT87 38380AU47 2046-10-20 2.000000 0.00 243.80 128.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-087 KP 549300M8ZYFG0OCMTT87 38374YH97 2040-07-16 4.500000 0.00 18380.80 18278.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-114 PD 549300M8ZYFG0OCMTT87 38382UTC5 2051-06-20 1.500000 0.00 1774270.14 1523324.47 Agency Collateralized Mortgage Obligation FMAC FGRM 4708LM 08/15/47 S6XOOCT0IEG5ABCC6L87 3137FAJ33 2047-08-15 3.000000 0.00 20000.00 15174.80 Agency Collateralized Mortgage Obligation FMAC FGRM 2531PM 12/15/32 S6XOOCT0IEG5ABCC6L87 31393FZW9 2032-12-15 5.500000 0.00 28.49 28.97 Agency Collateralized Mortgage Obligation FMAC FGRM 1948PJ 03/15/27 S6XOOCT0IEG5ABCC6L87 3133T9NW1 2027-03-15 6.650000 0.00 5.05 5.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL028KA R04F028 B1V7KEBTPIMZEU4LTD58 31393YFG5 2034-05-25 6.000000 0.00 73.22 72.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-175 AP 549300M8ZYFG0OCMTT87 38385HDA2 2055-10-20 4.500000 0.00 187454.36 181751.06 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-118 EA 549300M8ZYFG0OCMTT87 38384UHZ5 2054-07-20 5.000000 0.00 3162.07 3079.22 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PM 03/15/34 S6XOOCT0IEG5ABCC6L87 31394TAF2 2034-03-15 4.500000 0.00 285113.63 281250.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL030BA R12F030 B1V7KEBTPIMZEU4LTD58 3136A5TQ9 2041-06-25 2.000000 0.00 782.77 767.79 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PB R13F044 B1V7KEBTPIMZEU4LTD58 3136ADC49 2043-01-25 1.750000 0.00 35899.24 33052.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-034 PC 549300M8ZYFG0OCMTT87 38383MDZ8 2052-02-20 3.000000 0.00 991270.92 916718.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL082CA R17F082 B1V7KEBTPIMZEU4LTD58 3136AYNX7 2047-10-25 3.000000 0.00 14.95 10.58 Agency Collateralized Mortgage Obligation FMAC FGRM 3925LD 01/15/41 S6XOOCT0IEG5ABCC6L87 3137AFGL0 2041-01-15 2.500000 0.00 270.01 270.06 Agency Collateralized Mortgage Obligation FNMA FNRM RC020YA R13F020 B1V7KEBTPIMZEU4LTD58 3136ACWS6 2042-03-25 2.000000 0.00 59160.60 57578.63 Agency Collateralized Mortgage Obligation FMAC FGRM 02302J 04/15/31 S6XOOCT0IEG5ABCC6L87 3133TSZD8 2031-04-15 6.500000 0.00 55.56 56.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-136 GA 549300M8ZYFG0OCMTT87 38382WT80 2049-02-20 1.000000 0.00 245110.54 184026.13 Agency Collateralized Mortgage Obligation FNMA FNRM CL006TA R13F006 B1V7KEBTPIMZEU4LTD58 3136ABV42 2043-01-25 1.500000 0.00 221981.50 198256.12 Agency Collateralized Mortgage Obligation FMAC FERM 5169PW 09/25/51 S6XOOCT0IEG5ABCC6L87 3137H4HJ2 2051-09-25 2.000000 0.00 1150000.00 781079.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-116 PD 549300M8ZYFG0OCMTT87 38381PB36 2055-06-20 6.500000 0.00 54471.93 55970.55 Agency Collateralized Mortgage Obligation FMAC FGRM 4774LP 09/15/46 S6XOOCT0IEG5ABCC6L87 3137F4VQ2 2046-09-15 3.500000 0.00 10578.65 10248.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-125 UC 549300M8ZYFG0OCMTT87 38385T2D2 2056-07-20 4.500000 0.00 1408041.00 1120878.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-083 DL 549300M8ZYFG0OCMTT87 38385SXB4 2056-05-20 4.500000 0.00 1837897.00 1537165.59 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-061 MQ 549300M8ZYFG0OCMTT87 38385RZB4 2056-04-20 4.500000 0.00 1930055.00 1664610.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-198 LE 549300M8ZYFG0OCMTT87 38385JJN4 2055-11-20 5.000000 0.00 85344.58 76554.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-046 JL 549300M8ZYFG0OCMTT87 38385D6A9 2055-03-20 4.500000 0.00 10000.00 8752.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL012UM R13F012 B1V7KEBTPIMZEU4LTD58 3136ABVV2 2042-08-25 2.500000 0.00 33402.73 29613.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL006HD R13F006 B1V7KEBTPIMZEU4LTD58 3136ABU84 2042-12-25 1.500000 0.00 1865.55 1647.96 Agency Collateralized Mortgage Obligation FNMA FNRM CL144PD R12F144 B1V7KEBTPIMZEU4LTD58 3136ABJH7 2042-04-25 3.500000 0.00 10740.98 10612.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL145MB R12F145 B1V7KEBTPIMZEU4LTD58 3136AAV44 2042-09-25 1.500000 0.00 1583855.35 1415258.70 Agency Collateralized Mortgage Obligation FNMA FNRM CL145JD R12F145 B1V7KEBTPIMZEU4LTD58 3136AAU60 2042-09-25 2.000000 0.00 1327135.20 1207462.99 Agency Collateralized Mortgage Obligation FNMA FNRM RC068NA R12F068 B1V7KEBTPIMZEU4LTD58 3136A7DE9 2042-03-25 2.000000 0.00 26986.90 26321.10 Agency Collateralized Mortgage Obligation FNMA FNRM RC066PC R12F066 B1V7KEBTPIMZEU4LTD58 3136A6B45 2041-11-25 2.000000 0.00 1423.77 1389.35 Agency Collateralized Mortgage Obligation FNMA FNRM CL036MB R12F036 B1V7KEBTPIMZEU4LTD58 3136A5DD5 2041-08-25 2.000000 0.00 5983.32 5931.05 Agency Collateralized Mortgage Obligation FNMA FNRM RC126CP R11F126 B1V7KEBTPIMZEU4LTD58 3136A2WX7 2041-12-25 3.500000 0.00 9254.98 7970.71 Agency Collateralized Mortgage Obligation FMAC FGRM 2306PL 04/15/31 S6XOOCT0IEG5ABCC6L87 3133TSJV6 2031-04-15 6.000000 0.00 1218.10 1242.84 Agency Collateralized Mortgage Obligation FMAC FGRM 02099A 11/15/28 S6XOOCT0IEG5ABCC6L87 3133TGX53 2028-11-15 6.250000 0.00 7.19 7.26 Agency Collateralized Mortgage Obligation FMAC FGRM 2091PG 11/15/28 S6XOOCT0IEG5ABCC6L87 3133TGT74 2028-11-15 6.000000 0.00 28.32 28.75 Agency Collateralized Mortgage Obligation FMAC FGRM 02071B 07/15/28 S6XOOCT0IEG5ABCC6L87 3133TETV6 2028-07-15 6.500000 0.00 3.27 3.30 Agency Collateralized Mortgage Obligation FMAC FGRM 3952EA 09/15/31 S6XOOCT0IEG5ABCC6L87 3137AHWX2 2031-09-15 3.000000 0.00 4240.14 4155.44 Agency Collateralized Mortgage Obligation FMAC FGRM 3905QA 08/15/41 S6XOOCT0IEG5ABCC6L87 3137AEPV1 2041-08-15 3.000000 0.00 292767.50 271807.40 Agency Collateralized Mortgage Obligation FMAC FGRM 3852CE 05/15/41 S6XOOCT0IEG5ABCC6L87 3137AB5N7 2041-05-15 4.500000 0.00 458615.64 448107.38 Agency Collateralized Mortgage Obligation FNMA FNRA CL065MA R26F065 B1V7KEBTPIMZEU4LTD58 3136G6V70 2056-08-25 8.493200 0.00 764099.14 761169.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL011B R26F011 B1V7KEBTPIMZEU4LTD58 3136BYM74 2054-10-25 4.500000 0.00 115047.76 111632.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-033 LC 549300M8ZYFG0OCMTT87 38385CA99 2055-02-20 5.000000 0.00 67327.51 59324.13 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-164 GA 549300M8ZYFG0OCMTT87 38384XSG9 2054-01-20 4.500000 0.00 13042.14 12201.53 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-011 CD 549300M8ZYFG0OCMTT87 38384G2N9 2054-01-20 5.000000 0.00 39508.64 39150.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-161 CD 549300M8ZYFG0OCMTT87 38383YSW3 2052-09-20 4.000000 0.00 33380.32 30241.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-022 MC 549300M8ZYFG0OCMTT87 38383MTN8 2051-09-20 2.000000 0.00 1639586.43 1465061.75 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-136 TU 549300M8ZYFG0OCMTT87 38382WV38 2051-08-20 1.500000 0.00 337992.31 165206.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-146 EA 549300M8ZYFG0OCMTT87 38382WB97 2051-08-20 1.750000 0.00 288274.08 152292.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-081 DU 549300M8ZYFG0OCMTT87 38382TRU0 2051-05-20 2.000000 0.00 76719.86 44383.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-069 PJ 549300M8ZYFG0OCMTT87 38382RXH6 2051-04-20 2.000000 0.00 925550.71 793068.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-008 BD 549300M8ZYFG0OCMTT87 38382MSN0 2051-01-20 1.250000 0.00 1784935.65 1450862.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-007 CP 549300M8ZYFG0OCMTT87 38382M6N4 2050-07-20 0.750000 0.00 136634.97 101983.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-183 AN 549300M8ZYFG0OCMTT87 38382LTC5 2050-12-20 1.250000 0.00 925848.09 759708.05 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-164 KD 549300M8ZYFG0OCMTT87 38382LGN5 2050-11-20 0.500000 0.00 1002238.68 921663.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-148 YW 549300M8ZYFG0OCMTT87 38382KZU0 2050-10-20 1.500000 0.00 360680.54 186542.89 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-005 DK 549300M8ZYFG0OCMTT87 38382CMN8 2050-01-20 2.000000 0.00 5670.12 4646.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-122 MA 549300M8ZYFG0OCMTT87 38381PNW9 2055-02-20 6.500000 0.00 639862.99 642504.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-09O FQ 549300M8ZYFG0OCMTT87 38380Q5L2 2071-06-20 5.138800 0.00 36142.59 36843.80 Agency Collateralized Mortgage Obligation FNMA FNRA CL109F R25F109 B1V7KEBTPIMZEU4LTD58 3136BYEC2 2052-09-25 4.343200 0.00 46829.76 46705.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL042CG R24F042 B1V7KEBTPIMZEU4LTD58 3136BSHJ7 2051-05-25 5.500000 0.00 50000.00 50275.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL049CD R22F049 B1V7KEBTPIMZEU4LTD58 3136BNC53 2052-08-25 4.000000 0.00 64384.17 60870.36 Agency Collateralized Mortgage Obligation FNMA FNRM RC080GD R18F080 B1V7KEBTPIMZEU4LTD58 3136B3BA7 2047-12-25 3.500000 0.00 15596.26 14956.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL068HQ R17F068 B1V7KEBTPIMZEU4LTD58 3136AXM51 2046-07-25 3.000000 0.00 164262.42 152189.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL014DA R17F014 B1V7KEBTPIMZEU4LTD58 3136AVWD7 2045-02-25 3.000000 0.00 110990.89 107751.96 Agency Collateralized Mortgage Obligation FNMA FNRM CL077DA R16F077 B1V7KEBTPIMZEU4LTD58 3136ATV76 2044-10-25 2.500000 0.00 51897.01 50894.02 Agency Collateralized Mortgage Obligation FNMA FNRM CL025GA R16F025 B1V7KEBTPIMZEU4LTD58 3136ARS58 2045-08-25 3.500000 0.00 29009.56 27707.02 Agency Collateralized Mortgage Obligation FNMA FNRM RC052LA R14F052 B1V7KEBTPIMZEU4LTD58 3136AKL84 2044-01-25 3.500000 0.00 3489.40 3363.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL020AP R14F020 B1V7KEBTPIMZEU4LTD58 3136AJTU0 2043-05-25 1.500000 0.00 21121.87 19760.92 Agency Collateralized Mortgage Obligation FNMA FNRM CL092DA R13F092 B1V7KEBTPIMZEU4LTD58 3136AGFU1 2042-05-25 4.000000 0.00 87318.62 86421.27 Agency Collateralized Mortgage Obligation FNMA FNRM RC058DY R13F058 B1V7KEBTPIMZEU4LTD58 3136AELJ4 2043-04-25 2.500000 0.00 36401.56 35910.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-79 QP 549300M8ZYFG0OCMTT87 38379LY91 2044-11-20 3.000000 0.00 9287.94 8836.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-144 ML 549300M8ZYFG0OCMTT87 38379EV74 2044-09-20 3.000000 0.00 3650.34 3175.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-140 EA 549300M8ZYFG0OCMTT87 38379EM33 2041-10-20 2.000000 0.00 31534.67 29282.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-106 NB 549300M8ZYFG0OCMTT87 38378HHJ8 2042-09-20 2.000000 0.00 24813.01 21344.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-145 YD 549300M8ZYFG0OCMTT87 38378AMR9 2041-11-16 3.000000 0.00 3249.95 2945.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-084 PB 549300M8ZYFG0OCMTT87 38375YL42 2038-05-20 5.000000 0.00 2215.47 2222.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-50 EA 549300M8ZYFG0OCMTT87 38375CHQ6 2040-08-20 1.500000 0.00 14856.15 12832.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-H09 AF 549300M8ZYFG0OCMTT87 38375BLE0 2061-03-20 4.281900 0.00 2435.27 2435.60 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-70 BY 549300M8ZYFG0OCMTT87 38374L2G5 2035-09-20 5.000000 0.00 89.93 90.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-69 AB 549300M8ZYFG0OCMTT87 38374H5B2 2034-09-20 5.500000 0.00 129.66 130.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-30 UD 549300M8ZYFG0OCMTT87 38374F6X7 2034-04-20 5.500000 0.00 4899.65 4912.04 Agency Collateralized Mortgage Obligation FNMA FNRM CL008WD R06F008 B1V7KEBTPIMZEU4LTD58 31394VY53 2036-03-25 6.000000 0.00 4.63 3.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-35 PM 549300M8ZYFG0OCMTT87 38374GPG1 2034-05-20 5.500000 0.00 3449.68 3458.28 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-57 HU 549300M8ZYFG0OCMTT87 38378AXJ5 2041-12-20 3.000000 0.00 11.80 8.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-165 AG 549300M8ZYFG0OCMTT87 38382KZ55 2050-11-20 1.250000 0.00 121915.15 56146.76 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-50 PG 549300M8ZYFG0OCMTT87 38375CGT1 2041-12-20 2.000000 0.00 1743.06 1634.73 Agency Collateralized Mortgage Obligation FMAC FGRM 2948NW 03/15/35 S6XOOCT0IEG5ABCC6L87 31395PPK2 2035-03-15 5.500000 0.00 326250.00 330717.45 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PC 03/15/34 S6XOOCT0IEG5ABCC6L87 31394TAD7 2034-03-15 4.000000 0.00 4327.02 4151.88 Agency Collateralized Mortgage Obligation FMAC FGRM 2711GD 11/15/33 S6XOOCT0IEG5ABCC6L87 31394LZ54 2033-11-15 5.500000 0.00 422.95 363.25 Agency Collateralized Mortgage Obligation FCSB 3 7/8 FCSB 32 BS 254900C5LP6DN9OP9V83 3133ENN30 2032-09-20 3.875000 0.00 100000.00 97550.19 Agency Debentures and Agency Strips FCSB 1.81 FCSB 31 BX 254900C5LP6DN9OP9V83 3133ENFQ8 2031-12-01 1.810000 0.00 5000.00 4382.48 Agency Debentures and Agency Strips FCSB 1.50 FCSB 32 BH 254900C5LP6DN9OP9V83 3133EM3W0 2032-04-30 1.500000 0.00 25000.00 21246.75 Agency Debentures and Agency Strips FCSB 1.23 FCSB 32 BC 254900C5LP6DN9OP9V83 3133ELU51 2032-07-14 1.230000 0.00 100000.00 82791.58 Agency Debentures and Agency Strips FCSB 1.32 FCSB 30 BM 254900C5LP6DN9OP9V83 3133ELTW4 2030-03-18 1.320000 0.00 15000.00 13548.03 Agency Debentures and Agency Strips FCSB 2.43 FCSB 37 W 254900C5LP6DN9OP9V83 3133ELKD5 2037-01-29 2.430000 0.00 7000.00 5591.34 Agency Debentures and Agency Strips FCSB 2.07 FCSB 31 BD 254900C5LP6DN9OP9V83 3133EKW51 2031-10-03 2.070000 0.00 4000.00 3572.76 Agency Debentures and Agency Strips FCSB 3.21 FCSB 33 H 254900C5LP6DN9OP9V83 3133EAR42 2033-09-06 3.210000 0.00 3000.00 2754.49 Agency Debentures and Agency Strips FCSB 3.15 FCSB 34 F 254900C5LP6DN9OP9V83 3133EAG77 2034-08-07 3.150000 0.00 30000.00 26577.60 Agency Debentures and Agency Strips FCSB 5.41 FCSB 36 A 254900C5LP6DN9OP9V83 31331VWF9 2036-04-17 5.410000 0.00 20000.00 20950.54 Agency Debentures and Agency Strips FHLB FHOR 21-31 ME 2549001DPIFGXC1TOL40 3130ALVA9 2031-04-14 2.350000 0.00 150000.00 137323.96 Agency Debentures and Agency Strips FCSB 4.54 FCOR 27-33 FK 254900C5LP6DN9OP9V83 3133ET6D4 2033-01-05 4.540000 0.00 20000.00 19629.10 Agency Debentures and Agency Strips FCSB 2.75 FCSB 34 AK 254900C5LP6DN9OP9V83 3133EKQQ2 2034-06-12 2.750000 0.00 100000.00 87736.47 Agency Debentures and Agency Strips FCSB 4.50 FCOR 27-33 FM 254900C5LP6DN9OP9V83 3133EWAJ9 2033-01-20 4.500000 0.00 57000.00 55796.96 Agency Debentures and Agency Strips FCSB 3.50 FCSB 32 BR 254900C5LP6DN9OP9V83 3133ENJ92 2032-09-01 3.500000 0.00 40000.00 38338.56 Agency Debentures and Agency Strips REFC RFIN 04/15/29 N/A 76116EHM5 2029-04-15 0.00 0.00 1000.00 885.73 Agency Debentures and Agency Strips FCSB 4.33 FCOR 27-29 LC 254900C5LP6DN9OP9V83 3133EWSH4 2029-06-08 4.330000 0.00 15000.00 15074.90 Agency Debentures and Agency Strips FCSB 3 5/8 FCSB 31 CM 254900C5LP6DN9OP9V83 3133EWEX4 2031-02-26 3.625000 0.00 17000.00 16379.92 Agency Debentures and Agency Strips FCSB 4.47 FCOR 27-34 EB 254900C5LP6DN9OP9V83 3133EWED8 2034-02-23 4.470000 0.00 5000.00 4818.82 Agency Debentures and Agency Strips FCSB 5.24 FCOR 26-40 BE 254900C5LP6DN9OP9V83 3133EWDL1 2040-02-13 5.240000 0.00 25000.00 24033.75 Agency Debentures and Agency Strips FCSB 5.44 FCOR 26-39 BD 254900C5LP6DN9OP9V83 3133ETZU4 2039-09-26 5.440000 0.00 35000.00 34606.40 Agency Debentures and Agency Strips FCSB 4.68 FCOR 26-33 FG 254900C5LP6DN9OP9V83 3133ETT64 2033-11-17 4.680000 0.00 20000.00 19732.70 Agency Debentures and Agency Strips FCSB 5.00 FCOR 26-35 CR 254900C5LP6DN9OP9V83 3133ETP27 2035-10-29 5.000000 0.00 12000.00 11848.52 Agency Debentures and Agency Strips FCSB 3 5/8 FCSB 30 DH 254900C5LP6DN9OP9V83 3133ETH67 2030-10-17 3.625000 0.00 45000.00 44170.74 Agency Debentures and Agency Strips FCSB 4.82 FCOR 26-33 FH 254900C5LP6DN9OP9V83 3133ET2R7 2033-12-02 4.820000 0.00 15000.00 14804.04 Agency Debentures and Agency Strips FCSB 5.19 FCOR 25-39 AU 254900C5LP6DN9OP9V83 3133ERVW8 2039-10-03 5.190000 0.00 7000.00 6852.70 Agency Debentures and Agency Strips FCSB 5.24 FCOR 25-39 AT 254900C5LP6DN9OP9V83 3133ERTU5 2039-09-19 5.240000 0.00 10000.00 9845.07 Agency Debentures and Agency Strips FCSB 4.50 FCSB 29 CT 254900C5LP6DN9OP9V83 3133EPCS2 2029-03-09 4.500000 0.00 39000.00 39913.38 Agency Debentures and Agency Strips FCSB 4.25 FCSB 29 DD 254900C5LP6DN9OP9V83 3133EP4A0 2029-02-28 4.250000 0.00 20000.00 19916.02 Agency Debentures and Agency Strips REFC RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 5000.00 4746.25 Agency Debentures and Agency Strips FCSB 4.35 FCOR 26-32 FS 254900C5LP6DN9OP9V83 3133EWFG0 2032-02-27 4.350000 0.00 35000.00 34156.27 Agency Debentures and Agency Strips FCSB 5.03 FCOR 26-35 CO 254900C5LP6DN9OP9V83 3133ETF51 2035-10-15 5.030000 0.00 83000.00 82211.68 Agency Debentures and Agency Strips FCSB 4.75 FCSB 31 CD 254900C5LP6DN9OP9V83 3133ERDM0 2031-05-02 4.750000 0.00 4000.00 4111.95 Agency Debentures and Agency Strips FCSB 3.43 FCSB 28 CG 254900C5LP6DN9OP9V83 3133EJ2D0 2028-12-06 3.430000 0.00 47000.00 46405.85 Agency Debentures and Agency Strips TVDB 4.65 TVBD 35 A 549300HE1ISW43LNKM54 880591DX7 2035-06-15 4.650000 0.00 1000.00 996.55 Agency Debentures and Agency Strips REFC 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 94000.00 79494.95 Agency Debentures and Agency Strips GNMA GNMI SF 485866 X 549300M8ZYFG0OCMTT87 36209YW38 2031-10-15 7.000000 0.00 2059.33 2108.73 Agency Mortgage-Backed Securities GNMA GNII SF 003572 M 549300M8ZYFG0OCMTT87 36202D6H9 2034-06-20 7.000000 0.00 368.31 381.80 Agency Mortgage-Backed Securities GNMA GNMI SF 569899 X 549300M8ZYFG0OCMTT87 36200RDC3 2032-06-15 6.500000 0.00 22.42 22.95 Agency Mortgage-Backed Securities GNMA GNII SF MA5599 M 549300M8ZYFG0OCMTT87 36179UGG1 2048-11-20 6.000000 0.00 1345.73 1411.91 Agency Mortgage-Backed Securities GNMA GNRA 2026-152 AB 549300M8ZYFG0OCMTT87 38381S6V4 2060-06-16 4.650000 0.00 1612314.00 1575364.60 Agency Mortgage-Backed Securities FNMA MNRA CL010A2 R22M010 B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.991100 0.00 28683.34 25000.86 Agency Mortgage-Backed Securities FNMA FNRA CL007A2 R17M007 B1V7KEBTPIMZEU4LTD58 3136AV7G8 2027-02-25 2.961000 0.00 46724.36 46516.46 Agency Mortgage-Backed Securities USTR 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 7002400.00 4570017.41 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 2491400.00 2544072.08 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 640700.00 638816.36 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 8103031.53 7598754.11 U.S. Treasuries (including strips) USTR TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 170990.00 160621.85 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 13082100.00 12963361.46 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 179000.00 175904.78 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1265900.00 1264077.99 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 169000.00 163887.55 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 350000.00 326009.33 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 278000.00 281007.75 U.S. Treasuries (including strips) USTR 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 500000.00 486059.78 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849600 0.00 9000.00 9037.32 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8432500.00 8217040.92 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 468000.00 455428.27 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 469300.00 470664.90 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 25398500.95 24531185.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 744000.00 744046.37 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 11116200.00 10914994.85 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 975000.00 984939.12 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 231500.00 232638.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 408600.00 414859.25 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 500100.00 499540.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 2895700.00 2907123.14 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 1245300.00 1250938.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 354200.00 359179.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 685500.00 688843.43 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 205900.00 208830.19 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 533600.00 532052.79 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 27077166.23 26403153.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 10188200.00 10060387.65 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 37000.00 37494.11 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 146100.00 148409.33 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 5771900.00 4100203.93 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 302200.00 190301.46 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 10820.46 10206.47 U.S. Treasuries (including strips) USTR BILL 02/11/27 254900HROIFWPRGM1V77 912797WB9 2027-02-11 0.00 0.00 18600.00 18274.50 U.S. Treasuries (including strips) USTR BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 299700.00 289513.20 U.S. Treasuries (including strips) USTR BILL 12/10/26 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 273300.00 270427.62 U.S. Treasuries (including strips) USTR BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 2100.00 2079.46 U.S. Treasuries (including strips) USTR BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 100200.00 99442.49 U.S. Treasuries (including strips) USTR BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 908600.00 907037.21 U.S. Treasuries (including strips) USTR BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 326000.00 318045.60 U.S. Treasuries (including strips) USTR BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 693000.00 680338.89 U.S. Treasuries (including strips) USTR BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 499700.00 492124.55 U.S. Treasuries (including strips) USTR BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 1087000.00 1073847.30 U.S. Treasuries (including strips) USTR BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 43800.00 43399.23 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 5000000.00 2991006.30 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 346000.00 352787.21 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 990000.00 1000757.19 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 2318600.00 2311472.62 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 175300.00 175720.80 U.S. Treasuries (including strips) USTR 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 363400.00 357741.70 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 2975000.00 2994871.58 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 672300.00 689428.20 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 830000.00 847871.40 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1309911.12 1292285.53 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 287200.00 279537.04 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 3302300.00 3275136.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 1860600.00 1840163.13 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 32900.00 33295.47 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 450000.00 457179.23 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 5153900.00 4915549.02 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 600.00 584.97 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 38000.00 36518.50 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 137500.00 136072.61 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 1929400.00 1818902.28 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 38700.00 38570.82 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 4283700.00 4042932.11 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 1026600.00 979438.00 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 5900.00 5699.73 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 478500.00 471762.24 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 3569796.42 3342113.54 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 8900.00 8943.73 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 139000.00 138042.05 U.S. Treasuries (including strips) USTR 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 325000.00 325597.86 U.S. Treasuries (including strips) USTR 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 422300.00 415039.78 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 2904700.00 2707744.54 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 63100.00 59481.18 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 300.00 283.04 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 658000.00 577355.83 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 3266594.01 2384361.49 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 6700000.00 4563707.33 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 53168.42 26234.77 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 10526900.00 5591191.53 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 5202673.78 2627923.07 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1556300.00 986459.71 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 3699500.00 2261641.71 U.S. Treasuries (including strips) USTR TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 2.00 1.79 U.S. Treasuries (including strips) USTR TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 61.36 39.49 U.S. Treasuries (including strips) USTR TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 84924.89 77108.74 U.S. Treasuries (including strips) USTR TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 6162.00 5722.40 U.S. Treasuries (including strips) USTR TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 256800.00 235879.53 U.S. Treasuries (including strips) USTR TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 357340.63 350853.47 U.S. Treasuries (including strips) USTR TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 229603.79 227789.23 U.S. Treasuries (including strips) USTR TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 237941.58 161361.75 U.S. Treasuries (including strips) USTR TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 19983.00 14816.89 U.S. Treasuries (including strips) USTR TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 382900.00 384058.16 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 53700.00 53218.07 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 440000.00 434557.34 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 22206400.00 22166701.23 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 1259700.00 1273878.57 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 190000.00 183255.87 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 4999900.00 3359420.31 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 2600.00 2406.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 467000.00 426392.89 U.S. Treasuries (including strips) USTR BILL 11/24/26 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 32700.00 32411.26 U.S. Treasuries (including strips) USTR TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 6999.99 5651.15 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 356000.00 342656.97 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 169500.00 159093.04 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 3257.75 3030.21 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 105500.00 105959.42 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 8486600.00 8603557.87 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 2213500.00 2208276.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 9225200.00 9219405.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 150000.00 149527.42 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 746800.00 715230.88 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 20466000.00 19279621.57 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 2007400.00 2018285.52 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 7036800.00 6104129.37 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 5718900.00 5724017.42 U.S. Treasuries (including strips) USTR 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2092400.00 2080863.69 U.S. Treasuries (including strips) USTR TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0.00 0.00 1907.00 1614.80 U.S. Treasuries (including strips) USTR BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 732700.00 729840.27 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 254200.00 258018.94 U.S. Treasuries (including strips) USTR BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 263200.00 261015.44 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 300000000.00 300000000.00 0.0091 N Y Y N BNP Paribas SA BNP Paribas Fortis SA 3.680000% ARP1LFGA6 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1LFGA6_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2025-102 FL 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.788800 0.00 1029098.20 1039300.94 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 3347.36 3093.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-005 MJ 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.500000 0.00 1460716.96 1442344.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.750000 0.00 2115394.43 2108266.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 FD 549300M8ZYFG0OCMTT87 38384MLB1 2054-04-20 4.738800 0.00 18536.49 18633.02 Agency Collateralized Mortgage Obligation FNMA FNRA CL068FB R22F068 B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.513200 0.00 98.50 97.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.888800 0.00 9852164.38 9664557.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 242302.02 211195.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.838800 0.00 21414775.25 21400438.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 B1V7KEBTPIMZEU4LTD58 3136BWU38 2054-02-25 5.000000 0.00 2239986.31 2229448.67 Agency Collateralized Mortgage Obligation FNMA FNRA CL073FA R24F073 B1V7KEBTPIMZEU4LTD58 3136BTBC6 2054-10-25 4.893200 0.00 766953.49 768956.42 Agency Collateralized Mortgage Obligation FNMA FNRA CL026FC R24F026 B1V7KEBTPIMZEU4LTD58 3136BRWF0 2054-05-25 4.893200 0.00 1072423.95 1078438.67 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FG R19F057 B1V7KEBTPIMZEU4LTD58 3136B6QJ5 2049-10-25 4.207700 0.00 23.61 23.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-106 F 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.758800 0.00 68719504.18 68525240.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 HF 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.958800 0.00 1158150.67 1168155.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.688800 0.00 896868.02 901982.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FW 549300M8ZYFG0OCMTT87 38384YPP0 2054-10-20 4.688800 0.00 561272.64 561664.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.238800 0.00 63.11 63.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-170 FA 549300M8ZYFG0OCMTT87 38384DR33 2053-11-20 4.888800 0.00 2173537.17 2199725.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 1898070.90 1712510.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-170 FA 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.638800 0.00 2191176.30 2142837.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.738800 0.00 33729.35 33997.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-117 FA 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.788800 0.00 49995.31 50493.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-11 FA 549300M8ZYFG0OCMTT87 38380UWP4 2048-01-20 4.066900 0.00 17.34 16.94 Agency Collateralized Mortgage Obligation FNMA FNMS 05.000 CLDG2500 B1V7KEBTPIMZEU4LTD58 3140U5X68 2056-08-01 5.000000 0.00 93013.67 90951.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9099 B1V7KEBTPIMZEU4LTD58 3140U1DD4 2055-12-01 6.500000 0.00 1568.04 1646.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 111.11 111.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 2953085.68 3072256.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6514 B1V7KEBTPIMZEU4LTD58 3140QSGY1 2053-06-01 5.000000 0.00 98.34 97.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6404 B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.500000 0.00 3646339.78 3687559.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6304 B1V7KEBTPIMZEU4LTD58 3140QSAE1 2053-05-01 4.500000 0.00 121278.48 115854.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 B1V7KEBTPIMZEU4LTD58 3140QQU60 2052-11-01 4.500000 0.00 14234.84 13583.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0387 B1V7KEBTPIMZEU4LTD58 3140Q7ND5 2047-09-01 4.000000 0.00 11988.57 11226.88 Agency Mortgage-Backed Securities GNMA GNII SF MA8423 M 549300M8ZYFG0OCMTT87 36179XLC8 2052-11-20 2.500000 0.00 111311.13 93682.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.500000 0.00 2513.44 2075.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3022 S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 247849.13 255091.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2819 S6XOOCT0IEG5ABCC6L87 31427QDZ2 2055-08-01 5.000000 0.00 73756.85 71637.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8256 S6XOOCT0IEG5ABCC6L87 31427JE61 2055-11-01 5.500000 0.00 173676.47 173069.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.500000 0.00 15785.58 16435.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1812 S6XOOCT0IEG5ABCC6L87 31426YAN6 2055-09-01 6.000000 0.00 111.11 113.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8223 S6XOOCT0IEG5ABCC6L87 31426FD53 2055-01-01 5.000000 0.00 134905.73 130998.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5809 S6XOOCT0IEG5ABCC6L87 31426BN36 2055-01-01 6.500000 0.00 157099.12 162890.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6148 B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 26632927.78 28064802.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6013 B1V7KEBTPIMZEU4LTD58 31418FVF1 2041-02-01 3.000000 0.00 124.36 116.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5973 B1V7KEBTPIMZEU4LTD58 31418FT72 2056-02-01 6.000000 0.00 108.84 110.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 29641.20 30151.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4.000000 0.00 78819.19 72403.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5703 B1V7KEBTPIMZEU4LTD58 31418FKR7 2055-05-01 7.000000 0.00 5757570.71 6062090.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 B1V7KEBTPIMZEU4LTD58 31418FGX9 2055-02-01 5.000000 0.00 467221.00 455211.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5496 B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5.000000 0.00 1891.91 1838.10 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL252571 B1V7KEBTPIMZEU4LTD58 31371HQY7 2029-07-01 7.000000 0.00 0.32 0.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2106 S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-01 2.500000 0.00 2029.39 1674.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2084 S6XOOCT0IEG5ABCC6L87 3133L8J55 2036-07-01 2.000000 0.00 30832.72 28113.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9081 S6XOOCT0IEG5ABCC6L87 3133KRCS1 2053-05-01 6.500000 0.00 108891.99 114346.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8321 S6XOOCT0IEG5ABCC6L87 3133KQG67 2052-12-01 6.000000 0.00 54.99 56.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3114 S6XOOCT0IEG5ABCC6L87 3133KJN73 2050-07-01 2.500000 0.00 372218.44 310155.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4539 S6XOOCT0IEG5ABCC6L87 3133CVBG8 2054-09-01 6.000000 0.00 309.40 314.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2330 S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 1003.31 1017.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8415 S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 227046.87 227684.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6069 S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 78.53 76.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4575 S6XOOCT0IEG5ABCC6L87 3133C5CL3 2053-06-01 5.500000 0.00 91.26 91.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7755 B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 115.67 100.02 Agency Mortgage-Backed Securities GNMA GNII SF DP5376 C 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 386839.89 402965.31 Agency Mortgage-Backed Securities GNMA GNII SF DP3311 C 549300M8ZYFG0OCMTT87 3618MHVC5 2056-02-20 6.500000 0.00 649.89 681.97 Agency Mortgage-Backed Securities GNMA GNII SF DP3334 C 549300M8ZYFG0OCMTT87 3618MHV35 2056-03-20 6.500000 0.00 128.12 134.20 Agency Mortgage-Backed Securities GNMA GNII SF DP1322 C 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 1494.25 1581.06 Agency Mortgage-Backed Securities GNMA GNII SF DP0886 C 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.500000 0.00 125.95 136.68 Agency Mortgage-Backed Securities GNMA GNII SF DP0884 C 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 1630.60 1745.49 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 4477711.38 4494472.95 Agency Mortgage-Backed Securities GNMA GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 154.46 158.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 1386211.44 1393805.56 Agency Mortgage-Backed Securities GNMA GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 696.75 713.24 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 453517.13 457154.03 Agency Mortgage-Backed Securities GNMA GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 92692.15 91111.44 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 51078.77 50365.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 299156.48 285850.00 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 1388.36 1281.31 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 551.83 542.59 Agency Mortgage-Backed Securities GNMA GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 12540.18 11541.02 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M 549300M8ZYFG0OCMTT87 36179XBT2 2052-07-20 4.000000 0.00 858291.50 791493.53 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1656.41 1668.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 5201372.07 4199981.38 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 146346.69 122978.10 Agency Mortgage-Backed Securities GNMA GNII SF MA7472 M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 13466270.43 11316155.91 Agency Mortgage-Backed Securities GNMA GNII SF DN1971 C 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7.000000 0.00 125.80 136.05 Agency Mortgage-Backed Securities GNMA GNII SF DL8136 C 549300M8ZYFG0OCMTT87 3618LLBD7 2055-08-20 7.000000 0.00 125.37 132.33 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6682 B1V7KEBTPIMZEU4LTD58 3140Q2M88 2036-04-01 4.250000 0.00 1526.46 1451.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 B1V7KEBTPIMZEU4LTD58 3140Q2LJ5 2033-04-01 3.980000 0.00 129.62 123.49 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6578 B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.140000 0.00 126.58 121.77 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2471 B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 254.43 250.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4070 B1V7KEBTPIMZEU4LTD58 3140NLQY8 2053-06-01 5.000000 0.00 47534.00 47047.57 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7.000000 0.00 96.01 105.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4399 B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 13299.68 13659.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1421 B1V7KEBTPIMZEU4LTD58 3140MSSK2 2052-12-01 6.000000 0.00 182.60 188.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 B1V7KEBTPIMZEU4LTD58 3140MMY28 2052-08-01 4.500000 0.00 3926.76 3738.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV1666 B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.500000 0.00 243.33 233.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 B1V7KEBTPIMZEU4LTD58 3140MAZQ0 2052-05-01 3.000000 0.00 1403761.90 1205269.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4259 B1V7KEBTPIMZEU4LTD58 3140M5WV3 2053-11-01 6.500000 0.00 89.59 94.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 153.48 121.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX8165 B1V7KEBTPIMZEU4LTD58 3140NDCB1 2053-04-01 4.500000 0.00 100.22 95.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 94.47 84.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 S6XOOCT0IEG5ABCC6L87 3132DWD26 2052-06-01 3.500000 0.00 94.67 84.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9867 B1V7KEBTPIMZEU4LTD58 3140LL6D8 2030-11-01 5.300000 0.00 94977.47 97047.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 24142.78 23541.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2482 S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 311.79 312.63 Agency Mortgage-Backed Securities FMAC FMAR 841739 G S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.257000 0.00 114.33 110.75 Agency Mortgage-Backed Securities GNMA GNII SF MA9669 M 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6.000000 0.00 557122.31 569050.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ5826 S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 323.23 314.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8086 B1V7KEBTPIMZEU4LTD58 3140XP6Y0 2054-06-01 6.500000 0.00 356419.26 373431.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6258 S6XOOCT0IEG5ABCC6L87 3132DT5T3 2053-11-01 5.000000 0.00 104.08 101.55 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 106.42 103.93 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF1743 S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 7670.17 7147.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2859 B1V7KEBTPIMZEU4LTD58 3140QNE99 2052-02-01 2.500000 0.00 91.08 76.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 S6XOOCT0IEG5ABCC6L87 3132DWE41 2052-10-01 3.500000 0.00 4872.31 4352.45 Agency Mortgage-Backed Securities GNMA GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2054-09-20 4.500000 0.00 1767126.30 1667366.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5270 S6XOOCT0IEG5ABCC6L87 3132DS2B7 2054-05-01 5.000000 0.00 107.09 105.38 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0204 S6XOOCT0IEG5ABCC6L87 3142GQGN6 2053-11-01 7.000000 0.00 404932.22 433673.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5383 B1V7KEBTPIMZEU4LTD58 3140QC6V3 2050-03-01 4.500000 0.00 21347.18 20499.91 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 8740455.66 7057705.26 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 60288.86 57333.50 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 2699034.84 2548147.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3392 B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4.000000 0.00 92.37 85.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 B1V7KEBTPIMZEU4LTD58 31418FTB3 2056-01-01 5.500000 0.00 58337.38 58133.40 Agency Mortgage-Backed Securities GNMA GNII SF DP3312 C 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 1638.70 1719.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7171 S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 133.42 129.83 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9921 B1V7KEBTPIMZEU4LTD58 3140BPAX1 2055-11-01 7.000000 0.00 682.39 730.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6181 B1V7KEBTPIMZEU4LTD58 3140W62P6 2056-05-01 5.000000 0.00 620.46 606.20 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.762000 0.00 93.82 93.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4681 B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.500000 0.00 679372.82 694827.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBM1505 B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.500000 0.00 117078.30 121752.73 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL5691 B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 266.20 262.64 Agency Mortgage-Backed Securities GNMA GNII SF DJ4778 C 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 113.00 120.81 Agency Mortgage-Backed Securities GNMA GNII SF DP3329 C 549300M8ZYFG0OCMTT87 3618MHVW1 2056-03-20 6.500000 0.00 126.26 133.28 Agency Mortgage-Backed Securities GNMA GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 2526.97 2703.65 Agency Mortgage-Backed Securities GNMA GNII SF DJ4784 C 549300M8ZYFG0OCMTT87 3618KRJ54 2055-03-20 7.500000 0.00 87.59 95.01 Agency Mortgage-Backed Securities GNMA GNII SF DH7030 C 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 727.94 793.32 Agency Mortgage-Backed Securities GNMA GNII SF DG1234 C 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 124.49 131.72 Agency Mortgage-Backed Securities GNMA GNII SF DA9885 C 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 90.51 98.11 Agency Mortgage-Backed Securities GNMA GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 169071.09 165547.93 Agency Mortgage-Backed Securities GNMA GNII SF DA5635 C 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 14710.65 14404.11 Agency Mortgage-Backed Securities GNMA GNII SF DA2499 C 549300M8ZYFG0OCMTT87 3618GRX46 2054-03-20 5.500000 0.00 89.20 89.99 Agency Mortgage-Backed Securities GNMA GNII SF DA1869 C 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 87.30 88.92 Agency Mortgage-Backed Securities GNMA GNII SF CZ3119 C 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 503.19 556.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 B1V7KEBTPIMZEU4LTD58 31418FCN5 2039-09-01 5.500000 0.00 2438.13 2477.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5165 B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.500000 0.00 1624.32 1621.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 B1V7KEBTPIMZEU4LTD58 31418EM23 2052-12-01 6.000000 0.00 4352.09 4451.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 84.47 84.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4.000000 0.00 31924.17 29549.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 4025.74 3826.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3.000000 0.00 766.78 658.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4282 B1V7KEBTPIMZEU4LTD58 31418DXL1 2051-03-01 2.500000 0.00 104938.09 86751.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3803 B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.500000 0.00 49780.33 44873.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 54.62 49.35 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 90.04 90.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 98.59 77.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 283.21 223.53 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 67296.79 55597.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 90.22 86.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6652 S6XOOCT0IEG5ABCC6L87 3132DUL96 2054-11-01 3.500000 0.00 476237.57 425290.46 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD5993 S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 0.00 107.27 93.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5740 B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.500000 0.00 511678.66 531277.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 39205.12 35068.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3284 B1V7KEBTPIMZEU4LTD58 3140XJUJ0 2052-11-01 5.500000 0.00 2524025.02 2535212.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2914 B1V7KEBTPIMZEU4LTD58 3140XJGY3 2052-09-01 4.500000 0.00 259744.36 248336.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0898 B1V7KEBTPIMZEU4LTD58 3140XF7L9 2052-02-01 3.000000 0.00 12761090.86 11067808.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM8672 B1V7KEBTPIMZEU4LTD58 3140XCT65 2046-11-01 4.000000 0.00 2707.02 2525.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3091 B1V7KEBTPIMZEU4LTD58 3140X6NH0 2050-04-01 2.500000 0.00 44297.56 37054.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3.000000 0.00 89131.28 77964.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6616 B1V7KEBTPIMZEU4LTD58 3140W7K66 2055-11-01 5.000000 0.00 6485889.62 6378176.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6469 B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 125.20 116.72 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6633 B1V7KEBTPIMZEU4LTD58 3140Q2LP1 2036-03-01 4.240000 0.00 126.96 120.76 Agency Mortgage-Backed Securities GNMA GNII SF DP8198 C 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 252.26 258.62 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.500000 0.00 2312.98 2330.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 450.67 428.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6672 S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 5898543.09 5877929.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1586 S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 11496694.84 11745828.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0846 B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 292.04 264.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5.000000 0.00 3875466.69 3779865.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9565 S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.500000 0.00 848672.83 848458.40 Agency Mortgage-Backed Securities GNMA GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 145.77 146.86 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 1128095.67 1105857.14 Agency Mortgage-Backed Securities GNMA GNII SF DF0795 C 549300M8ZYFG0OCMTT87 3618JH3C0 2055-08-20 7.000000 0.00 375.97 397.84 Agency Mortgage-Backed Securities GNMA GNII SF DP8599 C 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 126.63 132.72 Agency Mortgage-Backed Securities GNMA GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 15860.45 17197.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 125.95 126.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7188 S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 538628.86 537161.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2198 B1V7KEBTPIMZEU4LTD58 3140BSNQ6 2055-11-01 6.000000 0.00 125.57 129.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4486 B1V7KEBTPIMZEU4LTD58 3140W46Y8 2055-09-01 5.500000 0.00 1270.44 1273.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 8801161.83 7395909.65 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 166350.54 139791.57 Agency Mortgage-Backed Securities GNMA GNII SF MA8100 M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 393010.08 363629.96 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1473010.65 1358223.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA5867 B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 76874.21 60909.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5650 B1V7KEBTPIMZEU4LTD58 3140W6H47 2054-01-01 2.500000 0.00 6469735.66 5352944.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6256 B1V7KEBTPIMZEU4LTD58 3140W65S7 2056-06-01 5.000000 0.00 158834.53 154924.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5191 B1V7KEBTPIMZEU4LTD58 3140W5XV1 2055-09-01 6.000000 0.00 2071685.23 2113382.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4957 B1V7KEBTPIMZEU4LTD58 3140W5QK3 2056-04-01 5.500000 0.00 753568.62 754660.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3861 B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.500000 0.00 298842.75 251085.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3358 B1V7KEBTPIMZEU4LTD58 3140W3WU9 2055-09-01 6.500000 0.00 205.82 214.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2767 B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6.000000 0.00 5847988.00 6019281.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3582 B1V7KEBTPIMZEU4LTD58 3140W36U8 2055-11-01 6.000000 0.00 7526.96 7808.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3485 B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 127213.76 127279.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1818 B1V7KEBTPIMZEU4LTD58 3140W2AU5 2055-04-01 6.000000 0.00 11819.36 12022.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3691 B1V7KEBTPIMZEU4LTD58 31418DC59 2049-07-01 3.000000 0.00 23530.05 20452.69 Agency Mortgage-Backed Securities GNMA GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7.000000 0.00 115.44 123.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4032 S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 194846.39 195087.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF6276 S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 295.20 281.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1648 S6XOOCT0IEG5ABCC6L87 3133BNZM8 2052-10-01 5.000000 0.00 136536.03 133566.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1317 S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 1792.82 1825.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0468 S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 142.52 140.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB2668 S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 288.51 241.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA0530 S6XOOCT0IEG5ABCC6L87 31334WST9 2049-06-01 3.500000 0.00 20.27 18.46 Agency Mortgage-Backed Securities FMAC FKAR 03.200 WNWN0160 S6XOOCT0IEG5ABCC6L87 3132XEFA4 2038-11-01 3.200000 0.00 136472.62 115731.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3637 S6XOOCT0IEG5ABCC6L87 3132E0BE1 2053-08-01 6.000000 0.00 145.33 147.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8402 S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 63.63 64.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 S6XOOCT0IEG5ABCC6L87 3132DWHD8 2053-06-01 4.500000 0.00 12510.76 11892.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 S6XOOCT0IEG5ABCC6L87 3132DWH63 2053-07-01 4.000000 0.00 490660.92 451900.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.500000 0.00 99.61 94.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4.000000 0.00 9.29 8.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3214 B1V7KEBTPIMZEU4LTD58 3140Y9SC9 2056-08-01 5.000000 0.00 277078.23 269044.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3180 B1V7KEBTPIMZEU4LTD58 3140Y9RA4 2056-08-01 5.500000 0.00 11519503.67 11535830.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3005 B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 4087814.48 4085984.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2891 B1V7KEBTPIMZEU4LTD58 3140Y9F90 2056-06-01 5.500000 0.00 12136935.15 12159647.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2232 B1V7KEBTPIMZEU4LTD58 3140Y8PS9 2056-03-01 5.500000 0.00 1716123.21 1720741.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 86.18 86.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 98.69 88.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 262600.97 249891.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 365.61 326.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8236 S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 97.86 87.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8233 S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 724962.92 710290.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 132422.25 109498.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE5067 B1V7KEBTPIMZEU4LTD58 3140FQTZ0 2046-11-01 3.500000 0.00 3886.33 3554.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4684 B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5.000000 0.00 9146.85 8961.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3295 B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 345.24 345.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2760 B1V7KEBTPIMZEU4LTD58 3140BTB61 2056-03-01 5.000000 0.00 128.47 126.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9751 B1V7KEBTPIMZEU4LTD58 3140BNZR2 2055-10-01 5.500000 0.00 12018.94 12023.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9204 B1V7KEBTPIMZEU4LTD58 3140BNGN2 2055-10-01 5.500000 0.00 78930.94 78820.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8732 B1V7KEBTPIMZEU4LTD58 3140BMV23 2055-09-01 6.000000 0.00 715844.55 731109.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6757 B1V7KEBTPIMZEU4LTD58 3140BKQK3 2055-06-01 6.500000 0.00 100.01 104.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6360 B1V7KEBTPIMZEU4LTD58 3140B7B69 2055-05-01 5.500000 0.00 54444.06 54466.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5112 B1V7KEBTPIMZEU4LTD58 3140B5VE4 2055-04-01 6.500000 0.00 34308.35 35818.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD3219 B1V7KEBTPIMZEU4LTD58 3140B3SH6 2055-02-01 7.000000 0.00 59576.53 63481.67 Agency Mortgage-Backed Securities GNMA GNII SF CZ2469 C 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 4051.01 4460.00 Agency Mortgage-Backed Securities GNMA GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 39.70 36.01 Agency Mortgage-Backed Securities GNMA GNII SF MA4510 M 549300M8ZYFG0OCMTT87 36179TAK1 2047-06-20 3.500000 0.00 60592.28 54787.34 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.500000 0.00 377060.86 344379.74 Agency Mortgage-Backed Securities GNMA GNII SF MA3521 M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 25.52 23.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2046 S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 120.80 120.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0109 S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 215598.02 203675.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7045 S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.500000 0.00 2715505.72 2716820.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6978 S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 798793.42 807134.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6899 S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 5174375.50 5184472.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6850 S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 3001802.23 3003256.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7125 S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 7685683.54 7713293.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1079 B1V7KEBTPIMZEU4LTD58 3140W1FV0 2053-07-01 4.500000 0.00 110.76 106.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0725 B1V7KEBTPIMZEU4LTD58 3140W0YX7 2054-01-01 6.000000 0.00 165.84 168.69 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2486 B1V7KEBTPIMZEU4LTD58 3140UVXQ7 2056-09-01 7.000000 0.00 51688.61 54770.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4101 B1V7KEBTPIMZEU4LTD58 3140UKRX3 2056-07-01 6.000000 0.00 255.45 262.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6736 B1V7KEBTPIMZEU4LTD58 3140UAPW9 2056-04-01 5.500000 0.00 9930.38 9934.40 Agency Mortgage-Backed Securities GNMA GNII SF DP6470 C 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.500000 0.00 125.68 132.34 Agency Mortgage-Backed Securities GNMA GNII SF DP5522 C 549300M8ZYFG0OCMTT87 3618MLD36 2056-08-20 6.000000 0.00 35104.05 36567.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1732 S6XOOCT0IEG5ABCC6L87 3130G0Y65 2056-08-01 5.000000 0.00 49809.75 48982.99 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 14.85 13.40 Agency Mortgage-Backed Securities FMAC FMAR 842179 G S6XOOCT0IEG5ABCC6L87 31288RM47 2051-01-01 6.012000 0.00 95682.42 99769.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4970 B1V7KEBTPIMZEU4LTD58 3140QQQY4 2052-10-01 5.500000 0.00 91.59 92.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2064 S6XOOCT0IEG5ABCC6L87 3130G1FE7 2056-08-01 5.000000 0.00 726461.77 709568.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 5.500000 0.00 760850.33 760997.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2528 B1V7KEBTPIMZEU4LTD58 3140U5Y26 2056-02-01 5.500000 0.00 2440889.91 2432359.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3534 B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 402.97 401.56 Agency Mortgage-Backed Securities GNMA GNII SF DP3309 C 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.500000 0.00 4972.17 5223.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3099 B1V7KEBTPIMZEU4LTD58 3140UJNR3 2056-07-01 5.000000 0.00 372225.17 364850.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4309 S6XOOCT0IEG5ABCC6L87 31427RYF1 2056-03-01 5.000000 0.00 8524213.62 8294355.36 Agency Mortgage-Backed Securities GNMA GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 242.41 254.10 Agency Mortgage-Backed Securities GNMA GNII SF DP6521 C 549300M8ZYFG0OCMTT87 3618MMG64 2056-01-20 6.500000 0.00 1862.55 1948.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1619 S6XOOCT0IEG5ABCC6L87 3130G0VM3 2056-08-01 5.500000 0.00 2158506.33 2154984.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3235 B1V7KEBTPIMZEU4LTD58 3140Y9SZ8 2056-08-01 5.500000 0.00 3157.97 3148.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6802 B1V7KEBTPIMZEU4LTD58 3140BXRY4 2056-01-01 5.500000 0.00 4734939.81 4744453.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3756 B1V7KEBTPIMZEU4LTD58 3140W4E60 2055-03-01 5.500000 0.00 102433.48 102452.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5884 B1V7KEBTPIMZEU4LTD58 3140W6RE4 2053-12-01 3.000000 0.00 349759.05 300469.61 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 211905.54 211942.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3379 S6XOOCT0IEG5ABCC6L87 31427QXH0 2054-10-01 5.500000 0.00 114.51 115.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 125.99 122.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 334.30 319.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 B1V7KEBTPIMZEU4LTD58 3140QPSR9 2052-07-01 4.500000 0.00 3063093.45 2913237.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3615 B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 1869796.11 1727469.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3265 B1V7KEBTPIMZEU4LTD58 3140QNTX0 2052-04-01 3.000000 0.00 89.98 77.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3122 B1V7KEBTPIMZEU4LTD58 3140QNPG1 2052-03-01 3.000000 0.00 237617.00 204273.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3599 B1V7KEBTPIMZEU4LTD58 3140QN7M8 2052-05-01 3.500000 0.00 94.72 84.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2364 B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 592.38 467.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1309 B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2.000000 0.00 290.90 229.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1280 B1V7KEBTPIMZEU4LTD58 3140QLM60 2051-08-01 2.500000 0.00 1050850.09 874391.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5841 B1V7KEBTPIMZEU4LTD58 3140U9P36 2056-04-01 5.000000 0.00 259.24 252.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6466 B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 14062.36 13086.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6432 B1V7KEBTPIMZEU4LTD58 3140W7EE6 2056-07-01 5.000000 0.00 69126.54 67566.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6308 B1V7KEBTPIMZEU4LTD58 3140W7AJ9 2056-04-01 6.500000 0.00 87514.19 91283.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6324 B1V7KEBTPIMZEU4LTD58 3140W7A26 2056-05-01 6.500000 0.00 27167826.86 28178895.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5871 B1V7KEBTPIMZEU4LTD58 3140W6QZ8 2052-04-01 2.500000 0.00 124.54 104.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6175 S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 6417.57 6562.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5063 S6XOOCT0IEG5ABCC6L87 3132DSTU6 2054-03-01 5.500000 0.00 198.41 200.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 101.35 98.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 6780.25 5574.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3139 S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 31459.58 28103.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2464 S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 116653.61 92121.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2269 S6XOOCT0IEG5ABCC6L87 3132DPQW1 2052-01-01 3.000000 0.00 100.00 85.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1131 S6XOOCT0IEG5ABCC6L87 3132DNHG1 2052-07-01 4.000000 0.00 269157.36 248722.48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0892 S6XOOCT0IEG5ABCC6L87 3132DM7D1 2052-01-01 2.000000 0.00 162.41 130.65 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0786 S6XOOCT0IEG5ABCC6L87 3132DM2T1 2051-12-01 2.000000 0.00 77384.32 62260.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0877 S6XOOCT0IEG5ABCC6L87 3131XT6N5 2046-03-01 3.500000 0.00 36050.01 32934.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2885 S6XOOCT0IEG5ABCC6L87 3130G2CX6 2056-08-01 6.000000 0.00 1217938.23 1238998.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2066 S6XOOCT0IEG5ABCC6L87 3130G1FG2 2056-08-01 5.000000 0.00 29970.13 29305.74 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 129348.22 116362.52 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 90.91 81.33 Agency Mortgage-Backed Securities GNMA GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 125.51 109.82 Agency Mortgage-Backed Securities GNMA GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 22.74 21.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 6508.36 6038.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5127 B1V7KEBTPIMZEU4LTD58 31418EVV9 2053-08-01 4.000000 0.00 3441.13 3168.18 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 272.43 273.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5096 B1V7KEBTPIMZEU4LTD58 3140MWUW4 2053-01-01 6.500000 0.00 104348.59 109930.57 Agency Mortgage-Backed Securities GNMA GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 813.43 861.63 Agency Mortgage-Backed Securities GNMA GNII SF MB0143 M 549300M8ZYFG0OCMTT87 3618N5ER6 2055-01-20 3.500000 0.00 3668174.62 3230064.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0455 B1V7KEBTPIMZEU4LTD58 3140W0QH1 2054-05-01 6.500000 0.00 1922871.14 2020760.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5610 B1V7KEBTPIMZEU4LTD58 31418FGU5 2045-01-01 6.000000 0.00 924012.87 945379.74 Agency Mortgage-Backed Securities GNMA GNII SF DQ7231 C 549300M8ZYFG0OCMTT87 3618N1A81 2056-02-20 6.500000 0.00 40147.91 42202.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3642 B1V7KEBTPIMZEU4LTD58 3140XKBL3 2052-11-01 5.000000 0.00 225570.67 220259.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7549 S6XOOCT0IEG5ABCC6L87 3132DVL60 2052-01-01 2.000000 0.00 172101.74 138456.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3728 B1V7KEBTPIMZEU4LTD58 3140W4EA1 2052-04-01 2.500000 0.00 385680.74 320980.61 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD3304 S6XOOCT0IEG5ABCC6L87 3132DQU53 2051-02-01 1.500000 0.00 2967159.66 2222432.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7722 B1V7KEBTPIMZEU4LTD58 3140AVSL6 2054-12-01 6.000000 0.00 340.02 350.42 Agency Mortgage-Backed Securities GNMA GNII SF DG1232 C 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 174139.62 184328.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 2800366.58 2800907.98 Agency Mortgage-Backed Securities GNMA GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.500000 0.00 121454.28 120113.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1964 S6XOOCT0IEG5ABCC6L87 3130G1CA8 2056-08-01 5.000000 0.00 126.58 124.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5192 B1V7KEBTPIMZEU4LTD58 3140Q0XW7 2035-11-01 4.170000 0.00 134.18 126.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3961 S6XOOCT0IEG5ABCC6L87 31427RMK3 2053-02-01 3.000000 0.00 2302.25 1974.75 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN1756 S6XOOCT0IEG5ABCC6L87 3132XF5S3 2035-09-01 4.400000 0.00 416826.20 401182.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3213 B1V7KEBTPIMZEU4LTD58 3140Y9SB1 2056-08-01 5.000000 0.00 129.62 126.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5704 B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 490522.58 501677.55 Agency Mortgage-Backed Securities GNMA GNII SF MA9018 M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6.000000 0.00 122.19 125.59 Agency Mortgage-Backed Securities GNMA GNII SF MB0624 M 549300M8ZYFG0OCMTT87 3618N5VS5 2055-09-20 6.000000 0.00 190.83 194.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 144.28 144.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.500000 0.00 42656.69 42507.53 Agency Mortgage-Backed Securities GNMA GNII SF DJ4785 C 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 124987.53 135521.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA3496 S6XOOCT0IEG5ABCC6L87 3142JR3E5 2056-01-01 6.000000 0.00 856358.77 871166.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4954 B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 437.23 437.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8140 B1V7KEBTPIMZEU4LTD58 3140QUBJ4 2054-03-01 5.500000 0.00 4449.04 4476.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5263 B1V7KEBTPIMZEU4LTD58 31418EZ52 2054-01-01 4.000000 0.00 2900.29 2668.86 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.500000 0.00 7309974.26 7319867.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0467 B1V7KEBTPIMZEU4LTD58 3140N4QV2 2052-12-01 4.500000 0.00 1429342.84 1353413.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3215 B1V7KEBTPIMZEU4LTD58 3140Y9SD7 2056-08-01 5.000000 0.00 943798.48 916432.73 Agency Mortgage-Backed Securities GNMA GNII SF DN7332 C 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 11735.54 12212.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6041 B1V7KEBTPIMZEU4LTD58 3140W6WB4 2056-01-01 6.000000 0.00 385.14 394.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3113 B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 87.64 76.93 Agency Mortgage-Backed Securities GNMA GNII SF DP3310 C 549300M8ZYFG0OCMTT87 3618MHVB7 2056-02-20 6.500000 0.00 880.55 924.57 Agency Mortgage-Backed Securities GNMA GNII SF DP8154 C 549300M8ZYFG0OCMTT87 3618MPBX3 2056-03-20 6.500000 0.00 4071.17 4299.78 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 30.27 27.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7046 S6XOOCT0IEG5ABCC6L87 3142GXZL4 2056-07-01 5.500000 0.00 8981085.10 8977064.57 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 9253558.29 9256642.81 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 6864640.00 6865967.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 13201623.11 13228466.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 97659.01 95540.46 Agency Mortgage-Backed Securities GNMA GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 175.38 153.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5417 B1V7KEBTPIMZEU4LTD58 31418FAT4 2054-07-01 4.000000 0.00 9888.87 9089.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 164.19 165.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6920 B1V7KEBTPIMZEU4LTD58 3140QSVN8 2053-08-01 6.000000 0.00 648185.67 670680.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6778 B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.500000 0.00 34577.61 35965.79 Agency Mortgage-Backed Securities GNMA GNII SF BU8834 C 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 286389.95 264903.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7648 M 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 2.000000 0.00 8826369.21 7128022.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7094 S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 91.88 89.87 Agency Mortgage-Backed Securities GNMA GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 86.02 79.24 Agency Mortgage-Backed Securities GNMA GNII SF DQ1252 C 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 881.02 913.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAY0046 B1V7KEBTPIMZEU4LTD58 3138YDBQ1 2044-12-01 4.500000 0.00 24.49 23.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9291 B1V7KEBTPIMZEU4LTD58 3140QHKD6 2051-02-01 2.500000 0.00 174986.25 143660.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8135 S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.500000 0.00 84.10 84.57 Agency Mortgage-Backed Securities GNMA GNII SF DA8159 C 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 400655.46 394689.97 Agency Mortgage-Backed Securities GNMA GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 94.10 101.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0792 S6XOOCT0IEG5ABCC6L87 3132DM2Z7 2051-12-01 2.000000 0.00 5536877.74 4406649.66 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8889 B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 708.67 757.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2.000000 0.00 1203061.27 968010.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7935 M 549300M8ZYFG0OCMTT87 36179WY85 2052-03-20 2.000000 0.00 1009.07 814.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 104816.03 86594.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9965 M 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.500000 0.00 1143.96 1145.78 Agency Mortgage-Backed Securities GNMA GNII SF MA9963 M 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 1489209.85 1411264.61 Agency Mortgage-Backed Securities GNMA GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 204.78 186.97 Agency Mortgage-Backed Securities GNMA GNII SF BU3071 C 549300M8ZYFG0OCMTT87 3617N4MU5 2050-04-20 5.000000 0.00 77.68 76.52 Agency Mortgage-Backed Securities GNMA GNII SF BT3675 C 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 35.25 32.20 Agency Mortgage-Backed Securities GNMA GNII SF MA9670 M 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 46.89 48.77 Agency Mortgage-Backed Securities GNMA GNII SF MA9608 M 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 797915.52 835208.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-04-20 6.000000 0.00 57.85 59.12 Agency Mortgage-Backed Securities GNMA GNII SF MA9490 M 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 417126.07 434063.75 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 1382.06 1389.71 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M 549300M8ZYFG0OCMTT87 36179YFM1 2053-09-20 6.000000 0.00 120.42 123.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD2230 B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 161726.31 154245.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7266 B1V7KEBTPIMZEU4LTD58 3140AVCC3 2054-12-01 6.000000 0.00 131634.07 135688.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5577 B1V7KEBTPIMZEU4LTD58 3140ATFT8 2054-11-01 6.500000 0.00 240017.92 250343.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5218 B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.500000 0.00 98038.56 97876.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4374 B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.500000 0.00 1194.37 1213.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2210 B1V7KEBTPIMZEU4LTD58 3140APN42 2054-08-01 6.000000 0.00 271.98 279.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0181 B1V7KEBTPIMZEU4LTD58 3140AMFX4 2054-07-01 6.500000 0.00 102125.86 106744.37 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKDC0835 B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7.000000 0.00 134.98 140.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB3354 B1V7KEBTPIMZEU4LTD58 3140ACWQ2 2054-06-01 5.000000 0.00 122.29 119.09 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0546 B1V7KEBTPIMZEU4LTD58 3140A9TC4 2054-02-01 7.500000 0.00 26752.53 28657.21 Agency Mortgage-Backed Securities GNMA GNAR AT MB1366 M 549300M8ZYFG0OCMTT87 3618N6QU4 2056-08-20 4.000000 0.00 126.58 124.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2241 B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 701.61 701.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTCC1744 B1V7KEBTPIMZEU4LTD58 3140Y75E4 2045-12-01 5.500000 0.00 859186.53 870255.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0288 B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 2161864.46 2265862.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0854 B1V7KEBTPIMZEU4LTD58 3140Y65Q9 2055-08-01 5.500000 0.00 9275.41 9311.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8928 B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6.000000 0.00 4783011.45 4899956.08 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 8588626.71 8590287.18 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 2399543.89 2260723.08 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 178168.93 173894.06 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 6230147.48 6235183.51 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 511.14 511.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 116.45 113.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5999 S6XOOCT0IEG5ABCC6L87 31427TUZ7 2056-08-01 5.500000 0.00 285114.52 285660.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3203 B1V7KEBTPIMZEU4LTD58 3140Y9RZ9 2056-08-01 5.000000 0.00 129.62 126.66 Agency Mortgage-Backed Securities GNMA GNII SF DP3332 C 549300M8ZYFG0OCMTT87 3618MHVZ4 2056-03-20 6.500000 0.00 126.02 132.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 174.88 175.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0381 B1V7KEBTPIMZEU4LTD58 3140QKM70 2051-05-01 2.000000 0.00 195.00 153.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5628 B1V7KEBTPIMZEU4LTD58 3140M7HE4 2055-02-01 4.500000 0.00 661.33 630.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5315 B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 126.09 127.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3004 B1V7KEBTPIMZEU4LTD58 3140U6KS2 2056-03-01 4.500000 0.00 125.63 118.68 Agency Mortgage-Backed Securities GNMA GNII SF CX5121 C 549300M8ZYFG0OCMTT87 3618FRVN7 2054-03-20 5.000000 0.00 42562.89 41675.95 Agency Mortgage-Backed Securities GNMA GNII SF CV6268 C 549300M8ZYFG0OCMTT87 3618F26D2 2053-09-20 7.000000 0.00 736.11 786.65 Agency Mortgage-Backed Securities GNMA GNII SF CV0800 C 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.500000 0.00 96.50 104.30 Agency Mortgage-Backed Securities GNMA GNII SF CT6580 C 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 2912.56 3209.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5891 S6XOOCT0IEG5ABCC6L87 31427TRM0 2056-01-01 6.500000 0.00 397300.07 414413.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4779 B1V7KEBTPIMZEU4LTD58 3140A5JZ2 2054-02-01 6.000000 0.00 281.26 290.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW3649 B1V7KEBTPIMZEU4LTD58 3138XTBT1 2044-04-01 4.500000 0.00 4.28 4.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 3138LJ2G4 2037-07-01 3.210000 0.00 127.59 109.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL9994 B1V7KEBTPIMZEU4LTD58 3138ESC89 2032-04-01 2.500000 0.00 73.66 70.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL5686 B1V7KEBTPIMZEU4LTD58 3138ENJ83 2044-09-01 4.000000 0.00 177.32 168.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5888 S6XOOCT0IEG5ABCC6L87 31427TRJ7 2056-03-01 6.500000 0.00 5488839.15 5693098.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1420 S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 25782.16 25834.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5758 S6XOOCT0IEG5ABCC6L87 3142GWMG1 2056-01-01 6.500000 0.00 934452.89 977129.97 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2476 S6XOOCT0IEG5ABCC6L87 3142GSXE3 2054-09-01 7.000000 0.00 64.21 68.19 Agency Mortgage-Backed Securities GNMA GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 982032.18 959353.78 Agency Mortgage-Backed Securities GNMA GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 8966223.48 8980420.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 222.07 217.32 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 10434827.02 10176321.57 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 27114.64 26445.77 Agency Mortgage-Backed Securities GNMA GNII SF DQ7754 C 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 63427.69 66358.66 Agency Mortgage-Backed Securities GNMA GNII SF DQ7230 C 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 1888.15 1985.37 Agency Mortgage-Backed Securities GNMA GNII SF DQ6961 C 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 125.88 132.05 Agency Mortgage-Backed Securities GNMA GNII SF DQ5945 C 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 131.20 137.67 Agency Mortgage-Backed Securities GNMA GNII SF DQ2952 C 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 63602.45 68069.84 Agency Mortgage-Backed Securities GNMA GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 772.66 843.77 Agency Mortgage-Backed Securities GNMA GNII SF DQ2626 C 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 126.51 136.65 Agency Mortgage-Backed Securities GNMA GNII SF DP9018 C 549300M8ZYFG0OCMTT87 3618MQAT1 2056-01-20 6.500000 0.00 1633.65 1709.14 Agency Mortgage-Backed Securities GNMA GNII SF DP8124 C 549300M8ZYFG0OCMTT87 3618MPAZ9 2056-03-20 6.500000 0.00 126.03 133.73 Agency Mortgage-Backed Securities GNMA GNII SF DP7965 C 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 870.00 920.53 Agency Mortgage-Backed Securities GNMA GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 125.71 130.79 Agency Mortgage-Backed Securities GNMA GNII SF DP7969 C 549300M8ZYFG0OCMTT87 3618MN2A8 2056-02-20 6.500000 0.00 125.88 133.49 Agency Mortgage-Backed Securities USTR 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 12.66 12.58 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 213936.48 213936.08 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 500000000.00 500000000.00 0.0152 N Y Y N Natixis Financial Products LLC Bank of New York Mellon Corp. (The) 3.670000% ARP1LFGQ1 WGYX5OQ1IY3N5AOSQ066 N/A 0001497973 ARP1LFGQ1_3.67_0901 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 2024-15O FH 549300M8ZYFG0OCMTT87 38383KD90 2074-07-20 4.438800 0.00 8191717.98 8246301.96 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 S6XOOCT0IEG5ABCC6L87 31339WNA0 2032-04-15 6.000000 0.00 577.71 592.26 Agency Collateralized Mortgage Obligation FMAC FGRM 2962GB 04/15/35 S6XOOCT0IEG5ABCC6L87 31395TQN7 2035-04-15 6.000000 0.00 554732.61 562634.22 Agency Collateralized Mortgage Obligation FMAC FGRM 3110CQ 02/15/36 S6XOOCT0IEG5ABCC6L87 31396HM48 2036-02-15 5.500000 0.00 409.29 414.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-13O FB 549300M8ZYFG0OCMTT87 38385QGQ4 2076-05-20 4.438800 0.00 12563732.80 12612609.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-02O FE 549300M8ZYFG0OCMTT87 38383KMG4 2073-11-20 4.588800 0.00 5039041.56 5124040.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-14O FE 549300M8ZYFG0OCMTT87 38383KF80 2074-08-20 4.438800 0.00 12264009.18 12377185.28 Agency Collateralized Mortgage Obligation FMAC FERA 5379FA 02/25/54 S6XOOCT0IEG5ABCC6L87 3137HBGH1 2054-02-25 4.843200 0.00 1326066.83 1336427.65 Agency Collateralized Mortgage Obligation FMAC FGRM 4206PY 05/15/43 S6XOOCT0IEG5ABCC6L87 3137B2GH7 2043-05-15 3.000000 0.00 1107.35 935.26 Agency Collateralized Mortgage Obligation FNMA FNRA CL039FB R24F039 B1V7KEBTPIMZEU4LTD58 3136BSCT0 2054-06-25 4.993200 0.00 723.55 730.20 Agency Collateralized Mortgage Obligation FMAC FGRM 2414LG 02/15/32 S6XOOCT0IEG5ABCC6L87 31339DP85 2032-02-15 6.500000 0.00 228.66 236.36 Agency Collateralized Mortgage Obligation FMAC FMZC 01/02/34 A S6XOOCT0IEG5ABCC6L87 3128X0AZ2 2034-01-02 0.00 0.00 2519198.66 1767696.51 Agency Debentures and Agency Strips FMAC FEPC 04.500 CLQE9756 S6XOOCT0IEG5ABCC6L87 3133BKZV4 2052-09-01 4.500000 0.00 1272.99 1220.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0436 B1V7KEBTPIMZEU4LTD58 3140QKPW2 2051-04-01 2.000000 0.00 6036824.45 4782835.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6444 B1V7KEBTPIMZEU4LTD58 3140BKES9 2055-08-01 6.500000 0.00 384514.15 400736.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9662 S6XOOCT0IEG5ABCC6L87 31426GWY7 2055-04-01 6.000000 0.00 8546425.51 8746206.75 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0018 S6XOOCT0IEG5ABCC6L87 3132DMAT2 2049-06-01 3.000000 0.00 4071060.84 3561958.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1800 S6XOOCT0IEG5ABCC6L87 31426LAA2 2055-04-01 6.000000 0.00 1423361.99 1456133.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2002 B1V7KEBTPIMZEU4LTD58 3140Y8GL4 2056-02-01 5.000000 0.00 21262223.81 20692729.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6178 B1V7KEBTPIMZEU4LTD58 3140U92L1 2056-04-01 5.000000 0.00 14425669.58 14037974.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1950 S6XOOCT0IEG5ABCC6L87 31427PEY6 2055-07-01 6.500000 0.00 27839628.05 29113114.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 B1V7KEBTPIMZEU4LTD58 3140MKV82 2055-09-01 5.500000 0.00 5404899.21 5386000.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6059 S6XOOCT0IEG5ABCC6L87 3142GWWV7 2056-02-01 5.500000 0.00 7119600.48 7125035.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7708 S6XOOCT0IEG5ABCC6L87 31426SR68 2055-07-01 6.000000 0.00 8446314.64 8591810.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2216 B1V7KEBTPIMZEU4LTD58 3140Y8PA8 2056-03-01 5.000000 0.00 16672046.32 16218994.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6981 S6XOOCT0IEG5ABCC6L87 3142K8XK8 2056-06-01 5.500000 0.00 2624823.88 2630174.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3539 B1V7KEBTPIMZEU4LTD58 3140W34Z9 2055-11-01 5.000000 0.00 17103025.03 16644743.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7024 S6XOOCT0IEG5ABCC6L87 3142GXYW1 2056-07-01 5.000000 0.00 48980747.03 47682153.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0117 S6XOOCT0IEG5ABCC6L87 3142J6DX8 2056-05-01 4.500000 0.00 6868906.29 6489055.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4158 S6XOOCT0IEG5ABCC6L87 3142K5TQ6 2056-06-01 6.500000 0.00 2311931.46 2400916.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3.000000 0.00 539.37 469.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5994 B1V7KEBTPIMZEU4LTD58 3140W6UU4 2056-06-01 5.000000 0.00 699.37 679.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5032 B1V7KEBTPIMZEU4LTD58 3140W5SW5 2052-06-01 3.000000 0.00 4439159.70 3830590.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 B1V7KEBTPIMZEU4LTD58 3140W1V42 2054-01-01 4.500000 0.00 7826092.36 7485774.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4823 B1V7KEBTPIMZEU4LTD58 3140ULLD1 2056-07-01 5.000000 0.00 2760627.66 2683254.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2160 B1V7KEBTPIMZEU4LTD58 3140QMMJ0 2051-11-01 3.000000 0.00 16818603.76 14840836.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1532 B1V7KEBTPIMZEU4LTD58 3140MEV29 2055-04-01 6.000000 0.00 822.90 837.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6494 B1V7KEBTPIMZEU4LTD58 3140BKGC2 2055-09-01 6.500000 0.00 572825.62 599065.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7325 B1V7KEBTPIMZEU4LTD58 3140B8D73 2055-04-01 6.500000 0.00 149.61 155.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 B1V7KEBTPIMZEU4LTD58 3138WFY83 2045-11-01 4.000000 0.00 7055768.77 6660641.01 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462363 B1V7KEBTPIMZEU4LTD58 31381JTU6 2037-06-01 6.194000 0.00 17.07 17.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9421 S6XOOCT0IEG5ABCC6L87 3133KRPE8 2053-07-01 5.000000 0.00 17552267.37 17151122.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 S6XOOCT0IEG5ABCC6L87 3133KPDN5 2052-05-01 3.500000 0.00 14311253.71 12811043.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3089 S6XOOCT0IEG5ABCC6L87 3133KJNE8 2050-07-01 2.500000 0.00 4940797.80 4131313.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8653 S6XOOCT0IEG5ABCC6L87 3133CMTJ3 2054-01-01 7.000000 0.00 265.96 284.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4664 S6XOOCT0IEG5ABCC6L87 3131YBFD5 2047-04-01 3.000000 0.00 8222664.99 7239842.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4707 S6XOOCT0IEG5ABCC6L87 3131XYGQ6 2047-11-01 3.500000 0.00 7867562.38 7133413.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9845 S6XOOCT0IEG5ABCC6L87 3142JY5F5 2056-04-01 4.500000 0.00 3059597.89 2894287.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0101 S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 88412342.40 83523139.86 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0043 S6XOOCT0IEG5ABCC6L87 3142J6BM4 2055-08-01 7.000000 0.00 35798156.60 37691533.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7025 S6XOOCT0IEG5ABCC6L87 3142GXYX9 2056-07-01 5.000000 0.00 996.24 969.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7078 S6XOOCT0IEG5ABCC6L87 3142GX2L0 2056-07-01 6.500000 0.00 36671857.50 38340378.13 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL2114 S6XOOCT0IEG5ABCC6L87 31427PK45 2055-07-01 7.000000 0.00 28711791.74 30247968.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 S6XOOCT0IEG5ABCC6L87 31427GGH1 2055-09-01 5.500000 0.00 6977565.91 6953167.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5120 S6XOOCT0IEG5ABCC6L87 31426PVN2 2055-06-01 6.000000 0.00 8695808.23 8905316.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4301 S6XOOCT0IEG5ABCC6L87 31426NX70 2055-04-01 6.000000 0.00 5575726.37 5704101.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1855 S6XOOCT0IEG5ABCC6L87 31426LBZ6 2055-05-01 6.000000 0.00 1418232.13 1451529.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 B1V7KEBTPIMZEU4LTD58 31418FYP6 2056-07-01 4.500000 0.00 110284671.06 104185928.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6109 B1V7KEBTPIMZEU4LTD58 31418FYF8 2056-06-01 7.000000 0.00 2336384.31 2461996.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-06-01 4.500000 0.00 32141518.22 30364092.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 83321.21 78713.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.500000 0.00 2055557.51 1836243.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3042 B1V7KEBTPIMZEU4LTD58 3140Y9LY8 2056-07-01 5.000000 0.00 497.64 483.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7366 S6XOOCT0IEG5ABCC6L87 31426SFG9 2055-07-01 6.500000 0.00 1470702.92 1528901.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1973 B1V7KEBTPIMZEU4LTD58 3140Y8FP6 2056-02-01 4.500000 0.00 25398194.84 24135828.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1450 B1V7KEBTPIMZEU4LTD58 3140Y7TG3 2055-11-01 6.000000 0.00 10028890.53 10205940.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0597 B1V7KEBTPIMZEU4LTD58 3140Y6UX6 2055-06-01 6.500000 0.00 7867557.78 8157608.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 B1V7KEBTPIMZEU4LTD58 3140Y65S5 2055-08-01 5.500000 0.00 24164328.66 24273317.82 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLFS8838 B1V7KEBTPIMZEU4LTD58 3140XQZC4 2054-07-01 7.500000 0.00 6329612.00 6749480.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3673 B1V7KEBTPIMZEU4LTD58 3140XKCK4 2053-01-01 6.000000 0.00 13469392.50 13746323.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3879 B1V7KEBTPIMZEU4LTD58 3140X7JZ3 2050-07-01 2.500000 0.00 8396528.29 7023035.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4889 B1V7KEBTPIMZEU4LTD58 3140QQNF8 2052-10-01 4.500000 0.00 7601807.17 7258730.01 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2101 S6XOOCT0IEG5ABCC6L87 3132AEKN5 2048-04-01 3.000000 0.00 466.15 407.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9917 S6XOOCT0IEG5ABCC6L87 3132ABAS1 2047-01-01 3.000000 0.00 154.76 138.64 Agency Mortgage-Backed Securities FNMA MNRA CL01SA1 R22M01S B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.151300 0.00 650769.45 618379.87 Agency Mortgage-Backed Securities USTR 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 1903.93 1904.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 250.42 249.84 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 50083372.29 49664661.69 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 1051.75 1037.57 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 350.58 343.91 U.S. Treasuries (including strips) USTR 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 17529215.36 17040493.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 13383505.84 13023989.23 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 25041736.23 24267158.58 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 20914958.26 20917766.44 U.S. Treasuries (including strips) USTR 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 8630684.47 8455560.38 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.17 67.30 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 4507412.35 2602477.40 U.S. Treasuries (including strips) USTR 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 751.25 510.24 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 5358931.55 3497430.95 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 5530116.86 3505260.85 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 751352.25 379649.29 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 8782537.56 4036713.16 U.S. Treasuries (including strips) USTR 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 50.08 28.04 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 57646.08 35668.00 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 296193.66 298631.42 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 816.54 789.87 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 2407111.85 2414285.83 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 17451986.64 16659017.69 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 688998.33 629087.77 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 100.17 99.36 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 18807896.49 18102968.35 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 15826.38 15388.66 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 5118631.05 5019105.25 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 5986677.80 4288719.84 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 100.17 97.74 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 550.92 552.53 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 11519198.66 6890799.17 U.S. Treasuries (including strips) USTR 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 21178697.83 16551879.80 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 300550.92 280171.83 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 601.00 400.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 50.08 50.13 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 400.67 345.12 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 50.08 48.28 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 2201619.37 2090625.21 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 13554340.57 13505938.68 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 8536777.96 8245727.01 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 50.08 26.60 U.S. Treasuries (including strips) USTR 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 2504173.62 1849232.92 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 570450.75 403222.74 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 5237552.09 4703822.73 U.S. Treasuries (including strips) USTR BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 25550283.81 25542618.72 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 500.83 472.40 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 9630050.08 8091663.82 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 9875609.35 9826758.36 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 20211485.81 20419071.02 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 3466377.30 2805089.71 U.S. Treasuries (including strips) USTR 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 16945091.82 16754034.44 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 1106246.91 978374.29 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 2506277.13 1733898.91 U.S. Treasuries (including strips) USTR 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 19270267.11 13546002.43 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 1620150.25 1236161.50 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 59524945.73 40537565.28 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 4762888.15 2999287.17 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 751.25 539.49 U.S. Treasuries (including strips) USTR 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 502838.06 376625.38 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 933.37 740.52 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 2504173.62 2072872.50 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3004808.01 2262159.20 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 3505843.07 2724964.54 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 2704557.60 2017512.48 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 2629232.05 2535538.11 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 98163.61 97178.98 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 78080.13 77469.98 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 2504123.54 2563351.83 U.S. Treasuries (including strips) USTR BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 300.50 300.20 U.S. Treasuries (including strips) USTR BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 1774457.43 1747556.65 U.S. Treasuries (including strips) USTR BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 450.75 449.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 500.83 498.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 450.75 449.67 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 500.83 498.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 15582370.62 15427463.97 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 20155843.07 19791018.81 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 19028714.52 19249125.27 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 200.33 198.02 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 15895355.87 15499683.92 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 12627996.66 12588727.71 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 3508647.75 3476859.40 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 10223439.07 10278877.66 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 25840717.86 26313306.47 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 24490.82 24499.02 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 50.08 47.18 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 50.08 45.49 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 19591051.75 16840258.97 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 7823138.56 7832430.79 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 4360016.69 4092320.39 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 100.17 100.66 U.S. Treasuries (including strips) USTR 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 10647646.08 10464590.82 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 2552404.01 2374585.34 U.S. Treasuries (including strips) USTR 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 26147629.38 25818942.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 17648664.44 17317716.69 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 16928213.69 15957369.96 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 2335893.16 2175779.86 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 24841.40 22491.79 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 3455759.60 3032223.36 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 7530000.00 6965299.11 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 3554924.87 3049264.63 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 3279065.11 3173027.41 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 5008347.25 4721415.11 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 8337896.49 6412993.76 U.S. Treasuries (including strips) USTR 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 11646010.02 10340784.96 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 8410918.20 6826792.33 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 37766844.74 25724899.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 6183806.34 6138533.78 U.S. Treasuries (including strips) CASH N/A N/A 2026-09-01 0.00 0.00 36657459.18 36657459.18 Cash Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1500000000.00 1500000000.00 0.0455 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.670000% ARP1LFH80 MBNUM2BPBDO7JBLYG310 N/A 0000315030 ARP1LFH80_3.67_0901 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 DO5517 C 549300M8ZYFG0OCMTT87 3618V2DW4 2055-11-20 6.000000 0.00 821097.60 850076.60 Agency Mortgage-Backed Securities GNMA GNII SF DO5483 C 549300M8ZYFG0OCMTT87 3618V2CU9 2055-11-20 6.500000 0.00 798127.55 840474.34 Agency Mortgage-Backed Securities GNMA GNII SF DO5029 C 549300M8ZYFG0OCMTT87 3618V1SS9 2055-12-20 6.500000 0.00 201640.06 210881.35 Agency Mortgage-Backed Securities GNMA GNII SF DO4956 C 549300M8ZYFG0OCMTT87 3618V1QH5 2056-01-20 6.500000 0.00 776468.05 812349.16 Agency Mortgage-Backed Securities GNMA GNII ET DO1854 C 549300M8ZYFG0OCMTT87 3618NXBX5 2065-11-20 5.500000 0.00 78274.83 78239.87 Agency Mortgage-Backed Securities GNMA GNII RG CN9872 C 549300M8ZYFG0OCMTT87 3617F96H0 2042-07-20 3.500000 0.00 54986.24 48598.19 Agency Mortgage-Backed Securities GNMA GNII RG CN9860 C 549300M8ZYFG0OCMTT87 3617F95V0 2043-12-20 3.500000 0.00 1186907.39 1048996.67 Agency Mortgage-Backed Securities GNMA GNII RG CN5873 C 549300M8ZYFG0OCMTT87 3617F5Q29 2052-02-20 3.000000 0.00 21455.10 18649.61 Agency Mortgage-Backed Securities GNMA GNII RG CN5009 C 549300M8ZYFG0OCMTT87 3617F4R62 2051-07-20 3.000000 0.00 167881.65 145932.47 Agency Mortgage-Backed Securities GNMA GNII SF BD9085 C 549300M8ZYFG0OCMTT87 3617BRCW4 2047-12-20 4.000000 0.00 13032.52 11922.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9663 M 549300M8ZYFG0OCMTT87 36179YWY6 2054-04-20 3.000000 0.00 1059167.13 931673.06 Agency Mortgage-Backed Securities GNMA GNII JM MA9477 M 549300M8ZYFG0OCMTT87 36179YQ64 2054-02-20 6.500000 0.00 254489.94 260982.40 Agency Mortgage-Backed Securities GNMA GNII SF MA9365 M 549300M8ZYFG0OCMTT87 36179YMN1 2053-12-20 7.000000 0.00 844021.16 882128.99 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 2229573.43 2289080.75 Agency Mortgage-Backed Securities GNMA GNII SF MA8318 M 549300M8ZYFG0OCMTT87 36179XG34 2037-10-20 4.000000 0.00 51595.58 49630.48 Agency Mortgage-Backed Securities GNMA GNII SF MA8204 M 549300M8ZYFG0OCMTT87 36179XDH6 2052-08-20 6.000000 0.00 9613.36 9890.38 Agency Mortgage-Backed Securities GNMA GNII SF DS9403 C 549300M8ZYFG0OCMTT87 3618VWNU1 2056-07-20 5.500000 0.00 872751.73 876841.74 Agency Mortgage-Backed Securities GNMA GNII SF 004520 M 549300M8ZYFG0OCMTT87 36202FAV8 2039-08-20 5.000000 0.00 44862.43 44923.65 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M 549300M8ZYFG0OCMTT87 36202EZ51 2039-02-20 6.000000 0.00 16972.57 17082.38 Agency Mortgage-Backed Securities GNMA GNII JM 004311 M 549300M8ZYFG0OCMTT87 36202EYG8 2038-12-20 6.500000 0.00 116.49 116.69 Agency Mortgage-Backed Securities GNMA GNII JM 004262 M 549300M8ZYFG0OCMTT87 36202EWX3 2038-10-20 7.000000 0.00 2251.38 2312.39 Agency Mortgage-Backed Securities GNMA GNII SF MA3035 M 549300M8ZYFG0OCMTT87 36179RLQ0 2045-08-20 4.000000 0.00 6150409.55 5758987.23 Agency Mortgage-Backed Securities GNMA GNII SF 004245 M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6.000000 0.00 14143.56 14745.05 Agency Mortgage-Backed Securities GNMA GNII JM 004239 M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6.000000 0.00 2769.76 2810.43 Agency Mortgage-Backed Securities GNMA GNII JM 004187 M 549300M8ZYFG0OCMTT87 36202EUL1 2038-07-20 5.500000 0.00 12758.98 12761.65 Agency Mortgage-Backed Securities GNMA GNII SF 004427 M 549300M8ZYFG0OCMTT87 36202E4L0 2039-04-20 6.500000 0.00 613.37 650.40 Agency Mortgage-Backed Securities GNMA GNII SF 002658 M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.500000 0.00 2005.79 2082.91 Agency Mortgage-Backed Securities GNMA GNII SF MA0674 M 549300M8ZYFG0OCMTT87 36179MXB1 2028-01-20 2.500000 0.00 4286.21 4244.95 Agency Mortgage-Backed Securities GNMA GNII SF MA0601 M 549300M8ZYFG0OCMTT87 36179MU24 2027-12-20 2.500000 0.00 10273.62 10182.63 Agency Mortgage-Backed Securities GNMA GNII SF MA0463 M 549300M8ZYFG0OCMTT87 36179MQQ6 2042-10-20 4.000000 0.00 104478.67 99091.05 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M 549300M8ZYFG0OCMTT87 36179MNH9 2042-09-20 3.500000 0.00 267501.69 247711.03 Agency Mortgage-Backed Securities GNMA GNII SF MA0088 M 549300M8ZYFG0OCMTT87 36179MCZ1 2042-05-20 3.500000 0.00 685060.93 634738.86 Agency Mortgage-Backed Securities GNMA GNII SF MA0851 M 549300M8ZYFG0OCMTT87 36179M5L0 2043-03-20 3.000000 0.00 2996.95 2691.29 Agency Mortgage-Backed Securities GNMA GNMI SF AA5821 X 549300M8ZYFG0OCMTT87 36178DPE5 2042-11-15 3.000000 0.00 77999.41 70378.09 Agency Mortgage-Backed Securities GNMA GNMI SF 779240 X 549300M8ZYFG0OCMTT87 36176XPZ6 2042-05-15 3.500000 0.00 18693.79 17221.54 Agency Mortgage-Backed Securities GNMA GNMI SF 775156 X 549300M8ZYFG0OCMTT87 36176S5R7 2041-10-15 4.500000 0.00 18307.50 17875.24 Agency Mortgage-Backed Securities GNMA GNMI SF 765307 X 549300M8ZYFG0OCMTT87 36176GAG1 2041-05-15 5.000000 0.00 8030.00 8039.09 Agency Mortgage-Backed Securities GNMA GNII SF DS2549 C 549300M8ZYFG0OCMTT87 3618VNZN4 2056-06-20 5.500000 0.00 1013006.21 1023423.29 Agency Mortgage-Backed Securities GNMA GNII SF DS1992 C 549300M8ZYFG0OCMTT87 3618VNF97 2056-06-20 6.000000 0.00 445443.01 470110.75 Agency Mortgage-Backed Securities GNMA GNMI SF CL5121 X 549300M8ZYFG0OCMTT87 3617YCVN1 2052-03-15 4.500000 0.00 486761.35 470260.14 Agency Mortgage-Backed Securities GNMA GNII RG CL3183 C 549300M8ZYFG0OCMTT87 3617YARC4 2045-05-20 3.000000 0.00 3474.63 3055.26 Agency Mortgage-Backed Securities GNMA GNII SF DS9116 C 549300M8ZYFG0OCMTT87 3618VWDV0 2056-07-20 6.500000 0.00 263912.57 276201.31 Agency Mortgage-Backed Securities GNMA GNII ET DS7857 C 549300M8ZYFG0OCMTT87 3618VUWS0 2066-07-20 6.000000 0.00 385845.34 394255.61 Agency Mortgage-Backed Securities GNMA GNII SF DS7765 C 549300M8ZYFG0OCMTT87 3618VUTW5 2056-06-20 6.500000 0.00 247864.12 261153.02 Agency Mortgage-Backed Securities GNMA GNII SF DS8077 C 549300M8ZYFG0OCMTT87 3618VU6N0 2056-06-20 6.000000 0.00 245888.60 258586.53 Agency Mortgage-Backed Securities GNMA GNII SF DS7017 C 549300M8ZYFG0OCMTT87 3618VTYN2 2056-07-20 5.500000 0.00 806306.49 813594.15 Agency Mortgage-Backed Securities GNMA GNII SF DS6661 C 549300M8ZYFG0OCMTT87 3618VTMJ4 2056-08-20 6.000000 0.00 249822.53 260394.77 Agency Mortgage-Backed Securities GNMA GNII JM 004261 M 549300M8ZYFG0OCMTT87 36202EWW5 2038-10-20 6.500000 0.00 318.48 319.36 Agency Mortgage-Backed Securities GNMA GNII SF DF5211 C 549300M8ZYFG0OCMTT87 3618JNYG4 2054-10-20 8.000000 0.00 529186.71 582147.54 Agency Mortgage-Backed Securities GNMA GNII SF DS6527 C 549300M8ZYFG0OCMTT87 3618VTHC5 2056-07-20 6.000000 0.00 230044.60 240067.41 Agency Mortgage-Backed Securities GNMA GNII SF DS6453 C 549300M8ZYFG0OCMTT87 3618VTE20 2053-06-20 5.000000 0.00 537029.70 519717.83 Agency Mortgage-Backed Securities GNMA GNII ET DS5190 C 549300M8ZYFG0OCMTT87 3618VRXT4 2066-05-20 6.000000 0.00 4195046.55 4286481.78 Agency Mortgage-Backed Securities GNMA GNII SF DS4904 C 549300M8ZYFG0OCMTT87 3618VRNV0 2056-07-20 6.500000 0.00 1226910.86 1283608.45 Agency Mortgage-Backed Securities GNMA GNII SF DS0072 C 549300M8ZYFG0OCMTT87 3618VLCH6 2056-08-20 6.000000 0.00 259365.06 268928.63 Agency Mortgage-Backed Securities GNMA GNII SF DR9672 C 549300M8ZYFG0OCMTT87 3618VJW97 2056-07-20 6.000000 0.00 733941.51 760662.85 Agency Mortgage-Backed Securities GNMA GNII SF DR9561 C 549300M8ZYFG0OCMTT87 3618VJTS9 2056-05-20 6.000000 0.00 278311.39 288705.21 Agency Mortgage-Backed Securities GNMA GNII ET DR9533 C 549300M8ZYFG0OCMTT87 3618VJSW1 2066-04-20 6.000000 0.00 258388.50 264020.33 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 929324.94 913773.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7939 M 549300M8ZYFG0OCMTT87 36179WZC5 2052-03-20 4.000000 0.00 951272.65 877828.06 Agency Mortgage-Backed Securities GNMA GNII SF DT4875 C 549300M8ZYFG0OCMTT87 3618W4MY5 2056-07-20 5.000000 0.00 260347.90 256001.04 Agency Mortgage-Backed Securities GNMA GNII SF DU6071 C 549300M8ZYFG0OCMTT87 3618WHW82 2056-08-20 6.500000 0.00 380515.86 398863.07 Agency Mortgage-Backed Securities GNMA GNII ET DP1121 C 549300M8ZYFG0OCMTT87 3618MFG69 2066-01-20 5.500000 0.00 414119.26 413934.70 Agency Mortgage-Backed Securities GNMA GNII SF DT0548 C 549300M8ZYFG0OCMTT87 3618VYTD9 2056-08-20 5.000000 0.00 288174.71 283902.43 Agency Mortgage-Backed Securities GNMA GNII SF DM9961 C 549300M8ZYFG0OCMTT87 3618M1B65 2055-12-20 6.500000 0.00 251689.65 262108.77 Agency Mortgage-Backed Securities GNMA GNII SF DO3465 C 549300M8ZYFG0OCMTT87 3618NYZ66 2055-10-20 6.500000 0.00 362901.47 384098.06 Agency Mortgage-Backed Securities GNMA GNII SF DT5141 C 549300M8ZYFG0OCMTT87 3618W4WA6 2056-07-20 6.000000 0.00 260686.98 270177.81 Agency Mortgage-Backed Securities GNMA GNII SF DS7766 C 549300M8ZYFG0OCMTT87 3618VUTX3 2056-06-20 6.000000 0.00 296123.27 301709.34 Agency Mortgage-Backed Securities GNMA GNII SF DN5889 C 549300M8ZYFG0OCMTT87 3618M8RJ5 2055-11-20 6.000000 0.00 336059.44 348600.84 Agency Mortgage-Backed Securities GNMA GNII SF DS2525 C 549300M8ZYFG0OCMTT87 3618VNYW5 2056-07-20 6.000000 0.00 811882.50 852797.32 Agency Mortgage-Backed Securities GNMA GNII SF CK2585 C 549300M8ZYFG0OCMTT87 3617XW2S9 2052-04-20 3.500000 0.00 211342.31 183577.56 Agency Mortgage-Backed Securities GNMA GNMI SF CJ2165 X 549300M8ZYFG0OCMTT87 3617XJMN7 2052-04-15 3.500000 0.00 119327.79 108338.02 Agency Mortgage-Backed Securities GNMA GNII RG CI8163 C 549300M8ZYFG0OCMTT87 3617XDB85 2048-04-20 3.500000 0.00 230559.36 203749.15 Agency Mortgage-Backed Securities GNMA GNII RG CI7920 C 549300M8ZYFG0OCMTT87 3617XCYR0 2045-04-20 3.000000 0.00 3351.57 2947.03 Agency Mortgage-Backed Securities GNMA GNII RG CI4150 C 549300M8ZYFG0OCMTT87 3617X8TF1 2051-05-20 3.000000 0.00 3193.19 2782.03 Agency Mortgage-Backed Securities GNMA GNII SF DO6805 C 549300M8ZYFG0OCMTT87 3618V3R23 2056-05-20 6.000000 0.00 401753.72 413003.63 Agency Mortgage-Backed Securities GNMA GNPL PN DO6601 549300M8ZYFG0OCMTT87 3618V3KN4 2061-07-15 6.030000 0.00 4723325.06 4926073.79 Agency Mortgage-Backed Securities GNMA GNPL PN DO6593 549300M8ZYFG0OCMTT87 3618V3KE4 2061-07-15 6.030000 0.00 4208720.92 4389380.26 Agency Mortgage-Backed Securities GNMA GNPL PN DO6579 549300M8ZYFG0OCMTT87 3618V3JY2 2061-03-15 5.060000 0.00 210389.30 204925.00 Agency Mortgage-Backed Securities GNMA GNPL PN DO6584 549300M8ZYFG0OCMTT87 3618V3J55 2061-04-15 5.000000 0.00 1371872.14 1338835.63 Agency Mortgage-Backed Securities GNMA GNII SF DO5577 C 549300M8ZYFG0OCMTT87 3618V2FS1 2055-12-20 6.000000 0.00 534382.89 553242.86 Agency Mortgage-Backed Securities GNMA GNII JM MB0736 M 549300M8ZYFG0OCMTT87 3618N5ZA0 2055-11-20 7.000000 0.00 203999.44 208796.14 Agency Mortgage-Backed Securities GNMA GNMI SF AM0475 X 549300M8ZYFG0OCMTT87 36184KQ42 2045-04-15 3.500000 0.00 19477.18 17591.90 Agency Mortgage-Backed Securities GNMA GNII SF DT8280 C 549300M8ZYFG0OCMTT87 3618W8FV0 2056-08-20 6.000000 0.00 5376948.97 5636241.57 Agency Mortgage-Backed Securities GNMA GNII SF DU7082 C 549300M8ZYFG0OCMTT87 3618WJ2P3 2056-08-20 5.000000 0.00 1306188.51 1278692.80 Agency Mortgage-Backed Securities GNMA GNII SF DL3485 C 549300M8ZYFG0OCMTT87 3618LE2S0 2055-07-20 6.500000 0.00 27270.33 28642.18 Agency Mortgage-Backed Securities GNMA GNII SF DI6933 C 549300M8ZYFG0OCMTT87 3618NQV26 2055-03-20 7.000000 0.00 182657.29 191313.11 Agency Mortgage-Backed Securities GNMA GNII SF DP8742 C 549300M8ZYFG0OCMTT87 3618MPWB8 2056-01-20 6.500000 0.00 1194400.99 1252996.71 Agency Mortgage-Backed Securities GNMA GNII ET DP8295 C 549300M8ZYFG0OCMTT87 3618MPGC4 2063-11-20 5.500000 0.00 51861.58 51806.21 Agency Mortgage-Backed Securities GNMA GNII SF DP7776 C 549300M8ZYFG0OCMTT87 3618MNT92 2056-01-20 4.500000 0.00 385187.97 364759.91 Agency Mortgage-Backed Securities GNMA GNII SF DP7722 C 549300M8ZYFG0OCMTT87 3618MNSK8 2056-01-20 4.500000 0.00 411831.40 389991.16 Agency Mortgage-Backed Securities GNMA GNII SF DP5843 C 549300M8ZYFG0OCMTT87 3618MLP41 2055-12-20 6.500000 0.00 286537.38 303132.38 Agency Mortgage-Backed Securities GNMA GNII SF DP5565 C 549300M8ZYFG0OCMTT87 3618MLFE0 2056-08-20 6.000000 0.00 1285017.01 1319407.92 Agency Mortgage-Backed Securities GNMA GNII SF DP5224 C 549300M8ZYFG0OCMTT87 3618MKYV3 2056-06-20 6.000000 0.00 321108.00 332796.33 Agency Mortgage-Backed Securities GNMA GNII SF DP3243 C 549300M8ZYFG0OCMTT87 3618MHS88 2055-12-20 6.500000 0.00 654763.35 684803.68 Agency Mortgage-Backed Securities GNMA GNMI SF AL2604 X 549300M8ZYFG0OCMTT87 36183X3M0 2045-03-15 3.500000 0.00 82821.55 74758.26 Agency Mortgage-Backed Securities GNMA GNMI SF AF0707 X 549300M8ZYFG0OCMTT87 36181FYC9 2043-08-15 3.250000 0.00 123185.38 110243.32 Agency Mortgage-Backed Securities GNMA GNMI SF AD3523 X 549300M8ZYFG0OCMTT87 36180E4G7 2043-05-15 3.500000 0.00 103807.02 94200.17 Agency Mortgage-Backed Securities GNMA GNMI SF AD1797 X 549300M8ZYFG0OCMTT87 36180C7J2 2028-03-15 2.000000 0.00 5880.26 5790.90 Agency Mortgage-Backed Securities GNMA GNII RG CM8603 C 549300M8ZYFG0OCMTT87 3617YURY2 2047-04-20 3.000000 0.00 19705.22 17286.01 Agency Mortgage-Backed Securities GNMA GNII SF CM6540 C 549300M8ZYFG0OCMTT87 3617YSHR3 2056-06-20 6.000000 0.00 727998.20 747932.24 Agency Mortgage-Backed Securities GNMA GNII RG CM0740 C 549300M8ZYFG0OCMTT87 3617YKZD1 2047-10-20 3.000000 0.00 4376.65 3804.66 Agency Mortgage-Backed Securities GNMA GNII RG CL8745 C 549300M8ZYFG0OCMTT87 3617YGWE1 2047-12-20 3.000000 0.00 2959.19 2572.48 Agency Mortgage-Backed Securities GNMA GNMI SF 424991 X 549300M8ZYFG0OCMTT87 36206YC41 2033-10-15 6.000000 0.00 2885.33 2909.91 Agency Mortgage-Backed Securities GNMA GNPL RX 424916 549300M8ZYFG0OCMTT87 36206YAR2 2035-01-15 5.390000 0.00 105389.49 105815.76 Agency Mortgage-Backed Securities GNMA GNMI SF 612800 X 549300M8ZYFG0OCMTT87 36202XX51 2033-05-15 5.500000 0.00 32056.41 32292.07 Agency Mortgage-Backed Securities GNMA GNII SF 005115 M 549300M8ZYFG0OCMTT87 36202FVG8 2041-07-20 4.500000 0.00 190369.74 184842.92 Agency Mortgage-Backed Securities GNMA GNII JM 004879 M 549300M8ZYFG0OCMTT87 36202FM45 2040-12-20 4.000000 0.00 7251.84 6636.74 Agency Mortgage-Backed Securities GNMA GNMI BD 500680 X 549300M8ZYFG0OCMTT87 36210SFV5 2029-11-15 6.000000 0.00 279.39 280.81 Agency Mortgage-Backed Securities GNMA GNMI BD 500649 X 549300M8ZYFG0OCMTT87 36210SEW4 2029-08-15 6.000000 0.00 394.04 396.40 Agency Mortgage-Backed Securities GNMA GNMI BD 500582 X 549300M8ZYFG0OCMTT87 36210SCT3 2029-02-15 6.000000 0.00 1319.30 1328.16 Agency Mortgage-Backed Securities GNMA GNMI BD 500596 X 549300M8ZYFG0OCMTT87 36210SC97 2029-03-15 6.000000 0.00 1043.63 1050.27 Agency Mortgage-Backed Securities GNMA GNMI SF 748672 X 549300M8ZYFG0OCMTT87 3620C4W97 2030-10-15 4.000000 0.00 75329.98 74424.99 Agency Mortgage-Backed Securities GNMA GNII SF DL0466 C 549300M8ZYFG0OCMTT87 3618LBQT8 2055-08-20 6.500000 0.00 379229.76 393300.20 Agency Mortgage-Backed Securities GNMA GNII SF DL0159 C 549300M8ZYFG0OCMTT87 3618LBE87 2055-10-20 6.500000 0.00 241671.42 253159.19 Agency Mortgage-Backed Securities GNMA GNII SF DK6069 C 549300M8ZYFG0OCMTT87 3618L5W64 2055-07-20 6.500000 0.00 163717.53 172762.54 Agency Mortgage-Backed Securities GNMA GNII SF DK4280 C 549300M8ZYFG0OCMTT87 3618L3XH4 2055-06-20 6.500000 0.00 233638.15 244324.21 Agency Mortgage-Backed Securities GNMA GNII BD DK3591 C 549300M8ZYFG0OCMTT87 3618L27C6 2055-06-20 5.000000 0.00 262710.02 249269.16 Agency Mortgage-Backed Securities GNMA GNII SF DK0494 C 549300M8ZYFG0OCMTT87 3618KYRP6 2055-05-20 7.000000 0.00 189982.18 198774.61 Agency Mortgage-Backed Securities GNMA GNII ET DJ7237 C 549300M8ZYFG0OCMTT87 3618KUBE6 2065-04-20 5.000000 0.00 77245.43 75590.26 Agency Mortgage-Backed Securities GNMA GNII SF DJ5354 C 549300M8ZYFG0OCMTT87 3618KR5P5 2055-05-20 6.500000 0.00 14005.46 14646.31 Agency Mortgage-Backed Securities GNMA GNII SF DJ1399 C 549300M8ZYFG0OCMTT87 3618KMRU1 2055-09-20 6.500000 0.00 365441.42 394957.27 Agency Mortgage-Backed Securities GNMA GNII ET DP9911 C 549300M8ZYFG0OCMTT87 3618MRAL6 2066-01-20 7.000000 0.00 1167350.47 1219258.26 Agency Mortgage-Backed Securities GNMA GNCL CL DM8163 549300M8ZYFG0OCMTT87 3618LYB80 2068-05-15 4.940000 0.00 317855.17 302733.74 Agency Mortgage-Backed Securities GNMA GNII ET DQ6051 C 549300M8ZYFG0OCMTT87 3618MYWL7 2066-02-20 6.500000 0.00 34830.63 36202.70 Agency Mortgage-Backed Securities GNMA GNII RG DT8616 C 549300M8ZYFG0OCMTT87 3618W8SD6 2054-10-20 6.000000 0.00 561100.69 586023.10 Agency Mortgage-Backed Securities GNMA GNII SF DP0581 C 549300M8ZYFG0OCMTT87 3618MEUE9 2055-12-20 4.500000 0.00 509661.23 482725.63 Agency Mortgage-Backed Securities GNMA GNII SF DN6570 C 549300M8ZYFG0OCMTT87 3618M9JP8 2056-03-20 5.500000 0.00 5609461.79 5650401.51 Agency Mortgage-Backed Securities GNMA GNII SF DT1681 C 549300M8ZYFG0OCMTT87 3618W02N9 2056-08-20 6.500000 0.00 1220308.97 1291124.31 Agency Mortgage-Backed Securities GNMA GNII SF DS4269 C 549300M8ZYFG0OCMTT87 3618VQW67 2056-06-20 6.000000 0.00 235715.81 245174.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ6237 C 549300M8ZYFG0OCMTT87 3618MY4W4 2056-06-20 6.500000 0.00 259928.82 272155.01 Agency Mortgage-Backed Securities GNMA GNII SF DS9335 C 549300M8ZYFG0OCMTT87 3618VWLQ2 2056-06-20 5.000000 0.00 423261.79 416352.33 Agency Mortgage-Backed Securities GNMA GNII ET DR3136 C 549300M8ZYFG0OCMTT87 3618VBPV3 2066-05-20 6.500000 0.00 95153.24 98901.68 Agency Mortgage-Backed Securities GNMA GNII SF DM9253 C 549300M8ZYFG0OCMTT87 3618M0H61 2056-02-20 5.500000 0.00 58191.20 58717.15 Agency Mortgage-Backed Securities GNMA GNII SF DT5466 C 549300M8ZYFG0OCMTT87 3618W5CB3 2056-08-20 5.500000 0.00 1834743.91 1851328.77 Agency Mortgage-Backed Securities GNMA GNII RG DT0091 C 549300M8ZYFG0OCMTT87 3618VYC47 2055-04-20 6.000000 0.00 1689594.27 1764644.36 Agency Mortgage-Backed Securities GNMA GNII ET DS1190 C 549300M8ZYFG0OCMTT87 3618VMKB8 2066-02-20 5.500000 0.00 61436.94 61409.56 Agency Mortgage-Backed Securities GNMA GNII SF MB1119 M 549300M8ZYFG0OCMTT87 3618N6G50 2041-05-20 4.500000 0.00 1218352.84 1195860.82 Agency Mortgage-Backed Securities GNMA GNII SF MB1259 M 549300M8ZYFG0OCMTT87 3618N6MH7 2041-08-20 4.500000 0.00 955787.66 938612.16 Agency Mortgage-Backed Securities GNMA GNII ET DP9942 C 549300M8ZYFG0OCMTT87 3618MRBK7 2065-11-20 6.500000 0.00 37385.75 38858.48 Agency Mortgage-Backed Securities GNMA GNMI BD 518347 X 549300M8ZYFG0OCMTT87 36211NZL5 2029-12-15 6.000000 0.00 396.40 395.80 Agency Mortgage-Backed Securities GNMA GNII SF AE8491 C 549300M8ZYFG0OCMTT87 36181CNG9 2044-07-20 4.000000 0.00 25882.02 23965.18 Agency Mortgage-Backed Securities GNMA GNII SF DN8230 C 549300M8ZYFG0OCMTT87 3618MBEB9 2055-11-20 6.500000 0.00 322778.67 337563.76 Agency Mortgage-Backed Securities GNMA GNII SF DR9671 C 549300M8ZYFG0OCMTT87 3618VJW89 2056-06-20 6.000000 0.00 428002.37 443785.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ3336 C 549300M8ZYFG0OCMTT87 3618MVV59 2056-02-20 5.000000 0.00 528782.77 518752.64 Agency Mortgage-Backed Securities GNMA GNII SF DS4903 C 549300M8ZYFG0OCMTT87 3618VRNU2 2056-07-20 6.500000 0.00 837122.82 875807.66 Agency Mortgage-Backed Securities GNMA GNII SF DR1302 C 549300M8ZYFG0OCMTT87 3618V9NT5 2056-06-20 5.500000 0.00 388573.73 391905.88 Agency Mortgage-Backed Securities GNMA GNII SF DT5858 C 549300M8ZYFG0OCMTT87 3618W5QK8 2056-07-20 6.000000 0.00 504597.05 517628.27 Agency Mortgage-Backed Securities GNMA GNII SF DP5378 C 549300M8ZYFG0OCMTT87 3618MK6P7 2056-07-20 5.000000 0.00 1337688.94 1316194.51 Agency Mortgage-Backed Securities GNMA GNII ET DN5295 C 549300M8ZYFG0OCMTT87 3618M73C8 2065-11-20 7.000000 0.00 677360.16 705204.63 Agency Mortgage-Backed Securities GNMA GNII RG CI4462 C 549300M8ZYFG0OCMTT87 3617X85X8 2044-07-20 4.000000 0.00 464072.85 426969.91 Agency Mortgage-Backed Securities GNMA GNII RG CH2338 C 549300M8ZYFG0OCMTT87 3617WTS34 2047-02-20 3.000000 0.00 3685.98 3204.30 Agency Mortgage-Backed Securities GNMA GNPL PN CF6767 549300M8ZYFG0OCMTT87 3617W8QU2 2064-04-15 2.650000 0.00 112012.78 94923.25 Agency Mortgage-Backed Securities GNMA GNII RG CF4628 C 549300M8ZYFG0OCMTT87 3617W6D97 2039-02-20 6.000000 0.00 201930.47 209744.77 Agency Mortgage-Backed Securities GNMA GNPL PN CF1638 549300M8ZYFG0OCMTT87 3617W2ZB7 2064-03-15 2.290000 0.00 113309.34 92019.58 Agency Mortgage-Backed Securities GNMA GNII SF BZ8540 C 549300M8ZYFG0OCMTT87 3617U4PZ3 2051-01-20 3.500000 0.00 61086.98 54301.54 Agency Mortgage-Backed Securities GNMA GNII SF BY6419 C 549300M8ZYFG0OCMTT87 3617QPDY7 2050-10-20 3.500000 0.00 15709.28 13963.92 Agency Mortgage-Backed Securities GNMA GNII SF BX4940 C 549300M8ZYFG0OCMTT87 3617Q9PZ7 2050-08-20 3.500000 0.00 341321.48 300911.29 Agency Mortgage-Backed Securities GNMA GNII RG BU9000 C 549300M8ZYFG0OCMTT87 3617NA7M6 2050-05-20 3.000000 0.00 374792.21 325348.12 Agency Mortgage-Backed Securities GNMA GNII SF BS7608 C 549300M8ZYFG0OCMTT87 3617MJNZ1 2050-05-20 3.500000 0.00 106229.68 94486.70 Agency Mortgage-Backed Securities GNMA GNMI SF BQ8587 X 549300M8ZYFG0OCMTT87 3617LTRG8 2049-10-15 3.500000 0.00 49385.66 44373.40 Agency Mortgage-Backed Securities GNMA GNMI SF CO1904 X 549300M8ZYFG0OCMTT87 3617FDDH3 2052-08-15 5.000000 0.00 309316.02 315127.04 Agency Mortgage-Backed Securities GNMA GNII SF 002617 M 549300M8ZYFG0OCMTT87 36202C4A8 2028-07-20 7.500000 0.00 664.02 672.22 Agency Mortgage-Backed Securities GNMA GNPL PN 579853 549300M8ZYFG0OCMTT87 36201DE24 2044-02-15 5.750000 0.00 535710.33 537740.49 Agency Mortgage-Backed Securities GNMA GNMI SF 603589 X 549300M8ZYFG0OCMTT87 36200KRJ8 2033-04-15 6.000000 0.00 2148.09 2174.23 Agency Mortgage-Backed Securities GNMA GNMI SF 597325 X 549300M8ZYFG0OCMTT87 36200CSN6 2033-03-15 6.250000 0.00 124.31 125.66 Agency Mortgage-Backed Securities GNMA GNMI SF 595780 X 549300M8ZYFG0OCMTT87 36200A2M0 2035-07-15 5.500000 0.00 3313.08 3316.34 Agency Mortgage-Backed Securities GNMA GNMI SF AY2645 X 549300M8ZYFG0OCMTT87 36196R5E4 2047-02-15 4.500000 0.00 16018.61 15365.90 Agency Mortgage-Backed Securities GNMA GNHF RF AX6734 H 549300M8ZYFG0OCMTT87 36196JPT7 2066-12-20 4.603000 0.00 203.44 201.88 Agency Mortgage-Backed Securities GNMA GNHF RF AX6744 H 549300M8ZYFG0OCMTT87 36196JP59 2067-01-20 4.603000 0.00 264.70 262.68 Agency Mortgage-Backed Securities GNMA GNII SF DU9138 C 549300M8ZYFG0OCMTT87 3618WMEK4 2056-08-20 6.000000 0.00 380791.26 390982.76 Agency Mortgage-Backed Securities GNMA GNII SF DU9828 C 549300M8ZYFG0OCMTT87 3618WM4M1 2056-08-20 5.500000 0.00 569477.70 580432.93 Agency Mortgage-Backed Securities GNMA GNII SF DU9821 C 549300M8ZYFG0OCMTT87 3618WM4E9 2056-08-20 6.500000 0.00 243176.09 254413.42 Agency Mortgage-Backed Securities GNMA GNII SF DU5929 C 549300M8ZYFG0OCMTT87 3618WHSS3 2056-08-20 6.500000 0.00 230878.62 242200.14 Agency Mortgage-Backed Securities GNMA GNII SF DU5767 C 549300M8ZYFG0OCMTT87 3618WHMQ3 2056-08-20 5.500000 0.00 436815.17 440017.17 Agency Mortgage-Backed Securities GNMA GNII SF DU4328 C 549300M8ZYFG0OCMTT87 3618WFYZ4 2056-08-20 6.000000 0.00 384608.74 398252.34 Agency Mortgage-Backed Securities GNMA GNII SF DU4314 C 549300M8ZYFG0OCMTT87 3618WFYK7 2056-08-20 5.000000 0.00 274920.92 269133.74 Agency Mortgage-Backed Securities GNMA GNII SF DU3123 C 549300M8ZYFG0OCMTT87 3618WEPG9 2056-08-20 5.000000 0.00 1351676.32 1323221.73 Agency Mortgage-Backed Securities GNMA GNII SF DU2978 C 549300M8ZYFG0OCMTT87 3618WEJX9 2056-08-20 5.500000 0.00 1045508.05 1054620.00 Agency Mortgage-Backed Securities GNMA GNII SF DU2782 C 549300M8ZYFG0OCMTT87 3618WECT5 2056-07-20 6.500000 0.00 520146.21 544239.21 Agency Mortgage-Backed Securities GNMA GNII SF DU2773 C 549300M8ZYFG0OCMTT87 3618WECJ7 2056-07-20 6.000000 0.00 703853.17 730139.27 Agency Mortgage-Backed Securities GNMA GNII SF DU2194 C 549300M8ZYFG0OCMTT87 3618WDNK4 2056-08-20 6.000000 0.00 251197.70 257919.75 Agency Mortgage-Backed Securities GNMA GNII ET DR0517 C 549300M8ZYFG0OCMTT87 3618V8SE5 2066-04-20 6.000000 0.00 1325722.23 1354617.68 Agency Mortgage-Backed Securities GNMA GNII SF DR0332 C 549300M8ZYFG0OCMTT87 3618V8LM4 2056-05-20 6.500000 0.00 389664.17 413507.59 Agency Mortgage-Backed Securities GNMA GNII SF DO9076 C 549300M8ZYFG0OCMTT87 3618V6CM8 2056-05-20 5.500000 0.00 236839.98 242478.98 Agency Mortgage-Backed Securities GNMA GNII SF DO9896 C 549300M8ZYFG0OCMTT87 3618V67H5 2056-01-20 6.500000 0.00 845297.95 890812.74 Agency Mortgage-Backed Securities GNMA GNII SF DO7559 C 549300M8ZYFG0OCMTT87 3618V4MG5 2055-12-20 5.500000 0.00 3579764.26 3591510.66 Agency Mortgage-Backed Securities GNMA GNII SF DO7558 C 549300M8ZYFG0OCMTT87 3618V4MF7 2055-12-20 5.000000 0.00 3328884.29 3259532.53 Agency Mortgage-Backed Securities GNMA GNII ET DO7975 C 549300M8ZYFG0OCMTT87 3618V42G7 2065-12-20 6.500000 0.00 47100.47 48955.88 Agency Mortgage-Backed Securities GNMA GNII SF DO6858 C 549300M8ZYFG0OCMTT87 3618V3TP0 2056-06-20 6.000000 0.00 1352873.73 1402129.15 Agency Mortgage-Backed Securities GNMA GNII ET DO6811 C 549300M8ZYFG0OCMTT87 3618V3R80 2066-05-20 6.000000 0.00 472562.29 482862.25 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M 549300M8ZYFG0OCMTT87 36202FJR8 2040-08-20 5.000000 0.00 133676.33 133451.31 Agency Mortgage-Backed Securities GNMA GNII JM 004674 M 549300M8ZYFG0OCMTT87 36202FFP6 2040-04-20 5.000000 0.00 144.78 143.19 Agency Mortgage-Backed Securities GNMA GNII JM MB0986 M 549300M8ZYFG0OCMTT87 3618N6CY1 2056-03-20 6.000000 0.00 1392033.05 1403055.17 Agency Mortgage-Backed Securities GNMA GNII SF DR9099 C 549300M8ZYFG0OCMTT87 3618VJDC1 2056-06-20 7.500000 0.00 829428.07 905763.65 Agency Mortgage-Backed Securities GNMA GNII SF DR9123 C 549300M8ZYFG0OCMTT87 3618VJD49 2056-06-20 8.000000 0.00 263193.99 285714.62 Agency Mortgage-Backed Securities GNMA GNII SF DR6416 C 549300M8ZYFG0OCMTT87 3618VFDV7 2056-05-20 6.000000 0.00 499344.89 521714.04 Agency Mortgage-Backed Securities GNMA GNII ET DR4790 C 549300M8ZYFG0OCMTT87 3618VDKB8 2066-04-20 6.000000 0.00 5012971.88 5122234.61 Agency Mortgage-Backed Securities GNMA GNII SF DR3727 C 549300M8ZYFG0OCMTT87 3618VCD85 2056-03-20 5.500000 0.00 2217510.89 2232728.19 Agency Mortgage-Backed Securities GNMA GNII SF DR3687 C 549300M8ZYFG0OCMTT87 3618VCCY9 2056-03-20 5.500000 0.00 649851.50 655726.37 Agency Mortgage-Backed Securities GNMA GNII ET DR3128 C 549300M8ZYFG0OCMTT87 3618VBPM3 2066-05-20 6.500000 0.00 411205.23 427404.11 Agency Mortgage-Backed Securities GNMA GNII SF DR3551 C 549300M8ZYFG0OCMTT87 3618VB5L7 2056-04-20 6.000000 0.00 317668.80 323602.21 Agency Mortgage-Backed Securities GNMA GNII SF DR1920 C 549300M8ZYFG0OCMTT87 3618VADZ9 2056-08-20 5.000000 0.00 294360.00 288163.03 Agency Mortgage-Backed Securities GNMA GNII SF DR2625 C 549300M8ZYFG0OCMTT87 3618VA4J5 2056-05-20 5.500000 0.00 890318.54 899554.11 Agency Mortgage-Backed Securities GNMA GNII SF DR2589 C 549300M8ZYFG0OCMTT87 3618VA2W8 2056-05-20 6.500000 0.00 250524.11 263801.05 Agency Mortgage-Backed Securities GNMA GNMI SF AG5716 X 549300M8ZYFG0OCMTT87 36182AK59 2043-10-15 3.750000 0.00 23319.64 21560.64 Agency Mortgage-Backed Securities GNMA GNII SF CU6750 C 549300M8ZYFG0OCMTT87 3618BQQB5 2053-08-20 6.500000 0.00 1041034.42 1092925.48 Agency Mortgage-Backed Securities GNMA GNMI SF 690955 X 549300M8ZYFG0OCMTT87 36296GTL5 2038-06-15 5.000000 0.00 123.73 122.84 Agency Mortgage-Backed Securities GNMA GNII JM 004240 M 549300M8ZYFG0OCMTT87 36202EV97 2038-09-20 6.500000 0.00 3821.60 3940.59 Agency Mortgage-Backed Securities GNMA GNII ET DF4224 C 549300M8ZYFG0OCMTT87 3618JMVR5 2064-10-20 6.500000 0.00 589559.21 612343.12 Agency Mortgage-Backed Securities GNMA GNII ET DF3620 C 549300M8ZYFG0OCMTT87 3618JMAV9 2064-09-20 6.500000 0.00 723392.65 751436.17 Agency Mortgage-Backed Securities GNMA GNII SF DF0803 C 549300M8ZYFG0OCMTT87 3618JH3L0 2056-01-20 6.500000 0.00 282684.38 301190.79 Agency Mortgage-Backed Securities GNMA GNII SF DF0794 C 549300M8ZYFG0OCMTT87 3618JH3B2 2055-06-20 7.000000 0.00 232295.68 245033.23 Agency Mortgage-Backed Securities GNMA GNII SF DE6159 C 549300M8ZYFG0OCMTT87 3618JBZY0 2054-08-20 6.000000 0.00 391972.93 408150.83 Agency Mortgage-Backed Securities GNMA GNPL PN DE4036 549300M8ZYFG0OCMTT87 3618J9PV2 2064-09-15 5.980000 0.00 9654.73 10037.32 Agency Mortgage-Backed Securities GNMA GNII ET DE1643 C 549300M8ZYFG0OCMTT87 3618J6ZG0 2064-08-20 7.000000 0.00 244354.29 254363.12 Agency Mortgage-Backed Securities GNMA GNII SF DE1696 C 549300M8ZYFG0OCMTT87 3618J63D2 2054-09-20 6.500000 0.00 315315.38 329649.82 Agency Mortgage-Backed Securities GNMA GNII SF DD7546 C 549300M8ZYFG0OCMTT87 3618J1L35 2044-10-20 7.000000 0.00 60157.75 62544.83 Agency Mortgage-Backed Securities GNMA GNII SF DD6446 C 549300M8ZYFG0OCMTT87 3618J0ET8 2054-07-20 5.000000 0.00 297580.56 291378.89 Agency Mortgage-Backed Securities GNMA GNII SF DD2450 C 549300M8ZYFG0OCMTT87 3618HUWK3 2054-07-20 7.000000 0.00 307551.74 321941.27 Agency Mortgage-Backed Securities GNMA GNII SF DC7433 C 549300M8ZYFG0OCMTT87 3618HNHJ9 2054-08-20 6.500000 0.00 124078.31 131584.14 Agency Mortgage-Backed Securities GNMA GNII SF DC4788 C 549300M8ZYFG0OCMTT87 3618HKJ95 2047-07-20 7.000000 0.00 146704.07 156856.19 Agency Mortgage-Backed Securities GNMA GNII SF DC4705 C 549300M8ZYFG0OCMTT87 3618HKGN7 2054-05-20 7.000000 0.00 119313.17 127423.52 Agency Mortgage-Backed Securities GNMA GNII SF DC1840 C 549300M8ZYFG0OCMTT87 3618HGBH4 2054-09-20 7.000000 0.00 227476.34 239063.83 Agency Mortgage-Backed Securities GNMA GNII SF DC1640 C 549300M8ZYFG0OCMTT87 3618HFZD9 2054-06-20 7.000000 0.00 102010.20 108348.33 Agency Mortgage-Backed Securities GNMA GNII JM MB0541 M 549300M8ZYFG0OCMTT87 3618N5S75 2055-08-20 4.500000 0.00 258786.78 241642.42 Agency Mortgage-Backed Securities GNMA GNII JM MB0474 M 549300M8ZYFG0OCMTT87 3618N5Q44 2055-07-20 6.500000 0.00 255788.31 261284.35 Agency Mortgage-Backed Securities GNMA GNII SF MB0282 M 549300M8ZYFG0OCMTT87 3618N5J42 2040-04-20 5.000000 0.00 504839.58 504020.06 Agency Mortgage-Backed Securities GNMA GNII SF DF5139 C 549300M8ZYFG0OCMTT87 3618JNV85 2054-10-20 6.500000 0.00 5278505.13 5592563.87 Agency Mortgage-Backed Securities GNMA GNII JM 004260 M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6.000000 0.00 4851.28 4929.87 Agency Mortgage-Backed Securities GNMA GNII JM 004286 M 549300M8ZYFG0OCMTT87 36202EXP9 2038-11-20 6.500000 0.00 711.72 730.10 Agency Mortgage-Backed Securities GNMA GNMI MH 455985 X 549300M8ZYFG0OCMTT87 36208NRE5 2027-09-15 6.250000 0.00 2260.77 2276.26 Agency Mortgage-Backed Securities GNMA GNMI SF BC3797 X 549300M8ZYFG0OCMTT87 3617B7GE4 2047-10-15 3.500000 0.00 23743.76 21088.73 Agency Mortgage-Backed Securities GNMA GNII SF DD6695 C 549300M8ZYFG0OCMTT87 3618J0NL5 2054-07-20 7.000000 0.00 198421.73 209762.20 Agency Mortgage-Backed Securities GNMA GNII SP 786535 C 549300M8ZYFG0OCMTT87 3622ACEG1 2053-02-20 5.500000 0.00 59596.26 60268.41 Agency Mortgage-Backed Securities GNMA GNII SP 787248 C 549300M8ZYFG0OCMTT87 3622AC5H9 2052-06-20 4.000000 0.00 11323.71 10313.45 Agency Mortgage-Backed Securities GNMA GNII JM MB0858 M 549300M8ZYFG0OCMTT87 3618N55U9 2056-01-20 4.500000 0.00 495195.39 462388.70 Agency Mortgage-Backed Securities GNMA GNMI SF AB9203 X 549300M8ZYFG0OCMTT87 36178WGL7 2042-11-15 3.000000 0.00 210762.17 190170.70 Agency Mortgage-Backed Securities GNMA GNII SF CL5518 C 549300M8ZYFG0OCMTT87 3617YDDX7 2052-03-20 3.000000 0.00 933642.76 809758.63 Agency Mortgage-Backed Securities GNMA GNMI SF AJ3916 X 549300M8ZYFG0OCMTT87 36182YK57 2044-11-15 3.000000 0.00 13571.37 12061.51 Agency Mortgage-Backed Securities GNMA GNII RG CM1120 C 549300M8ZYFG0OCMTT87 3617YLG57 2046-12-20 3.000000 0.00 2805.22 2438.60 Agency Mortgage-Backed Securities GNMA GNII RG CI7921 C 549300M8ZYFG0OCMTT87 3617XCYS8 2047-11-20 3.000000 0.00 3176.63 2793.02 Agency Mortgage-Backed Securities GNMA GNII SF MA0759 M 549300M8ZYFG0OCMTT87 36179MZY9 2028-02-20 4.000000 0.00 1021.10 1019.65 Agency Mortgage-Backed Securities GNMA GNII SF MA9728 M 549300M8ZYFG0OCMTT87 36179YYZ1 2054-06-20 7.000000 0.00 122020.93 127293.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7991 M 549300M8ZYFG0OCMTT87 36179W2Y3 2052-04-20 4.500000 0.00 68503.66 65334.00 Agency Mortgage-Backed Securities GNMA GNII SF CY7196 C 549300M8ZYFG0OCMTT87 3618G67H2 2053-12-20 7.500000 0.00 200079.78 218337.86 Agency Mortgage-Backed Securities GNMA GNMI SF AE7454 X 549300M8ZYFG0OCMTT87 36181BH78 2043-05-15 3.000000 0.00 123125.01 110667.22 Agency Mortgage-Backed Securities GNMA GNII SF DE8954 C 549300M8ZYFG0OCMTT87 3618JE5P6 2054-09-20 8.000000 0.00 277175.74 305035.14 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C 549300M8ZYFG0OCMTT87 3622AAXL3 2051-01-20 2.500000 0.00 154104.75 129601.99 Agency Mortgage-Backed Securities GNMA GNII SF 002644 M 549300M8ZYFG0OCMTT87 36202C5D1 2028-09-20 6.500000 0.00 4283.33 4448.01 Agency Mortgage-Backed Securities GNMA GNII SF 002673 M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.500000 0.00 356.61 370.32 Agency Mortgage-Backed Securities GNMA GNMI SF 514855 X 549300M8ZYFG0OCMTT87 36211J5Q6 2030-06-15 8.000000 0.00 156.04 160.14 Agency Mortgage-Backed Securities GNMA GNMI SF 552232 X 549300M8ZYFG0OCMTT87 36213EPR1 2031-12-15 6.000000 0.00 5469.13 5543.94 Agency Mortgage-Backed Securities GNMA GNII SF DC1841 C 549300M8ZYFG0OCMTT87 3618HGBJ0 2054-09-20 7.000000 0.00 155988.49 163545.09 Agency Mortgage-Backed Securities GNMA GNII SF MA9011 M 549300M8ZYFG0OCMTT87 36179YAL8 2053-07-20 2.500000 0.00 73005.65 61446.69 Agency Mortgage-Backed Securities GNMA GNII SF DA2373 C 549300M8ZYFG0OCMTT87 3618GRT66 2054-03-20 6.000000 0.00 356654.23 373403.07 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M 549300M8ZYFG0OCMTT87 36179TEZ4 2047-08-20 3.500000 0.00 807104.00 728059.20 Agency Mortgage-Backed Securities GNMA GNII SF CR9741 C 549300M8ZYFG0OCMTT87 3618AQZE0 2054-06-20 7.000000 0.00 238237.96 251854.06 Agency Mortgage-Backed Securities GNMA GNII ET CZ8798 C 549300M8ZYFG0OCMTT87 3618GLX31 2064-02-20 7.000000 0.00 323506.34 336756.95 Agency Mortgage-Backed Securities GNMA GNII SF DD0330 C 549300M8ZYFG0OCMTT87 3618HSLK0 2054-07-20 6.000000 0.00 339068.22 350107.27 Agency Mortgage-Backed Securities GNMA GNII SF BX4946 C 549300M8ZYFG0OCMTT87 3617Q9P79 2050-09-20 3.000000 0.00 373483.69 326671.24 Agency Mortgage-Backed Securities GNMA GNII SF MA5195 M 549300M8ZYFG0OCMTT87 36179TXY6 2048-05-20 5.500000 0.00 16476.49 16824.53 Agency Mortgage-Backed Securities GNMA GNII SF MA3666 M 549300M8ZYFG0OCMTT87 36179SCB1 2046-05-20 5.000000 0.00 109227.40 109040.25 Agency Mortgage-Backed Securities GNMA GNII SP 787236 C 549300M8ZYFG0OCMTT87 3622AC4V9 2054-01-20 6.500000 0.00 892311.02 932854.66 Agency Mortgage-Backed Securities GNMA GNII SF DQ4204 C 549300M8ZYFG0OCMTT87 3618MWU58 2056-06-20 6.000000 0.00 411043.80 426134.86 Agency Mortgage-Backed Securities GNMA GNII SF DQ4461 C 549300M8ZYFG0OCMTT87 3618MW5W7 2056-03-20 6.500000 0.00 2307241.06 2469750.82 Agency Mortgage-Backed Securities GNMA GNII SF DQ4406 C 549300M8ZYFG0OCMTT87 3618MW3P4 2056-04-20 5.000000 0.00 516478.96 508899.97 Agency Mortgage-Backed Securities GNMA GNII SF DP1929 C 549300M8ZYFG0OCMTT87 3618MGEA0 2056-07-20 5.000000 0.00 513392.52 502584.93 Agency Mortgage-Backed Securities GNMA GNII SF DP1216 C 549300M8ZYFG0OCMTT87 3618MFK56 2055-12-20 7.500000 0.00 308127.35 334384.73 Agency Mortgage-Backed Securities GNMA GNII SF DP0868 C 549300M8ZYFG0OCMTT87 3618ME6D8 2056-01-20 6.000000 0.00 3151480.51 3294617.60 Agency Mortgage-Backed Securities GNMA GNII ET DP0836 C 549300M8ZYFG0OCMTT87 3618ME4V0 2066-01-20 6.000000 0.00 160636.74 164138.14 Agency Mortgage-Backed Securities GNMA GNII SF DP0793 C 549300M8ZYFG0OCMTT87 3618ME3A7 2056-01-20 6.500000 0.00 245996.97 257372.03 Agency Mortgage-Backed Securities GNMA GNII SF DN9461 C 549300M8ZYFG0OCMTT87 3618MCQN8 2055-11-20 6.000000 0.00 2108857.93 2164945.11 Agency Mortgage-Backed Securities GNMA GNII SF DN8231 C 549300M8ZYFG0OCMTT87 3618MBEC7 2055-11-20 6.500000 0.00 283092.75 296046.98 Agency Mortgage-Backed Securities GNMA GNII SF DN7609 C 549300M8ZYFG0OCMTT87 3618MAN21 2055-09-20 6.500000 0.00 703435.84 740855.58 Agency Mortgage-Backed Securities GNMA GNII SF DN7538 C 549300M8ZYFG0OCMTT87 3618MALT4 2055-11-20 6.500000 0.00 264643.34 277318.08 Agency Mortgage-Backed Securities GNMA GNII SF CW6202 C 549300M8ZYFG0OCMTT87 3618FE3K3 2053-10-20 7.000000 0.00 217335.74 228963.92 Agency Mortgage-Backed Securities GNMA GNII ET CV8315 C 549300M8ZYFG0OCMTT87 3618F5GY8 2063-12-20 7.500000 0.00 272809.51 285365.57 Agency Mortgage-Backed Securities GNMA GNII SF CV6060 C 549300M8ZYFG0OCMTT87 3618F2WV3 2053-07-20 6.500000 0.00 274583.24 291814.35 Agency Mortgage-Backed Securities GNMA GNPL PN CU1283 549300M8ZYFG0OCMTT87 3618BJM82 2065-08-15 5.000000 0.00 30112.51 29714.80 Agency Mortgage-Backed Securities GNMA GNII SF CU0862 C 549300M8ZYFG0OCMTT87 3618BH5X0 2053-05-20 6.500000 0.00 863363.85 914142.31 Agency Mortgage-Backed Securities GNMA GNII SF CQ6197 C 549300M8ZYFG0OCMTT87 3618A83E5 2052-11-20 5.000000 0.00 317406.53 316146.64 Agency Mortgage-Backed Securities GNMA GNMI SF AM8565 X 549300M8ZYFG0OCMTT87 36185BQS8 2045-05-15 3.500000 0.00 122731.85 110779.07 Agency Mortgage-Backed Securities GNMA GNII SF DM9679 C 549300M8ZYFG0OCMTT87 3618M0XG1 2055-11-20 3.500000 0.00 242373.34 210973.31 Agency Mortgage-Backed Securities GNMA GNII ET DM9703 C 549300M8ZYFG0OCMTT87 3618M0X89 2065-11-20 6.000000 0.00 1992740.66 2041991.24 Agency Mortgage-Backed Securities GNMA GNII SF DM9419 C 549300M8ZYFG0OCMTT87 3618M0PC9 2055-11-20 7.500000 0.00 428021.80 464412.21 Agency Mortgage-Backed Securities GNMA GNII SF DM8655 C 549300M8ZYFG0OCMTT87 3618LYTL2 2055-10-20 7.000000 0.00 386944.79 422639.02 Agency Mortgage-Backed Securities GNMA GNII SF DM8944 C 549300M8ZYFG0OCMTT87 3618LY5D6 2056-05-20 4.500000 0.00 331848.97 312596.75 Agency Mortgage-Backed Securities GNMA GNII SF DB6117 C 549300M8ZYFG0OCMTT87 3618H8YN4 2054-05-20 7.000000 0.00 80642.48 84292.87 Agency Mortgage-Backed Securities GNMA GNII SF DB0672 C 549300M8ZYFG0OCMTT87 3618H2W90 2054-04-20 6.000000 0.00 1022168.40 1060431.23 Agency Mortgage-Backed Securities GNMA GNII SF DB0346 C 549300M8ZYFG0OCMTT87 3618H2L35 2054-04-20 6.000000 0.00 224302.65 234339.29 Agency Mortgage-Backed Securities GNMA GNII SF DA9666 C 549300M8ZYFG0OCMTT87 3618H0W37 2054-03-20 6.000000 0.00 4484.15 4644.53 Agency Mortgage-Backed Securities GNMA GNII SF DA5596 C 549300M8ZYFG0OCMTT87 3618GVGD6 2054-04-20 7.000000 0.00 197077.94 206858.39 Agency Mortgage-Backed Securities GNMA GNII SF DA2168 C 549300M8ZYFG0OCMTT87 3618GRMR7 2054-02-20 6.000000 0.00 368360.85 380363.89 Agency Mortgage-Backed Securities GNMA GNII SF DA2095 C 549300M8ZYFG0OCMTT87 3618GRKG3 2054-03-20 6.000000 0.00 757407.45 781377.88 Agency Mortgage-Backed Securities GNMA GNII SF DA1994 C 549300M8ZYFG0OCMTT87 3618GRGB9 2054-02-20 8.000000 0.00 807428.08 887950.19 Agency Mortgage-Backed Securities GNMA GNII ET CZ8996 C 549300M8ZYFG0OCMTT87 3618GL7H9 2064-04-20 7.500000 0.00 33359.95 34813.31 Agency Mortgage-Backed Securities GNMA GNII ET CZ5828 C 549300M8ZYFG0OCMTT87 3618GHPM7 2063-11-20 7.000000 0.00 26872.59 27973.33 Agency Mortgage-Backed Securities GNMA GNII SF CZ1470 C 549300M8ZYFG0OCMTT87 3618GCT36 2054-08-20 7.500000 0.00 814906.28 892330.53 Agency Mortgage-Backed Securities GNMA GNII SF CZ1261 C 549300M8ZYFG0OCMTT87 3618GCMJ8 2054-03-20 7.500000 0.00 1269561.61 1345433.15 Agency Mortgage-Backed Securities GNMA GNII SF DA5388 C 549300M8ZYFG0OCMTT87 3618GU6Z0 2054-07-20 6.500000 0.00 240154.00 251573.00 Agency Mortgage-Backed Securities GNMA GNII SF DH9304 C 549300M8ZYFG0OCMTT87 3618KJKR2 2055-02-20 6.000000 0.00 1018371.94 1035079.35 Agency Mortgage-Backed Securities GNMA GNII SF DJ2501 C 549300M8ZYFG0OCMTT87 3618KNX65 2055-05-20 6.500000 0.00 376282.83 393488.99 Agency Mortgage-Backed Securities GNMA GNII SF DT7877 C 549300M8ZYFG0OCMTT87 3618W7XE0 2056-08-20 5.500000 0.00 328171.03 330321.32 Agency Mortgage-Backed Securities GNMA GNII JM MB1057 M 549300M8ZYFG0OCMTT87 3618N6E78 2056-04-20 4.500000 0.00 2271225.03 2120749.56 Agency Mortgage-Backed Securities GNMA GNII SP 785324 C 549300M8ZYFG0OCMTT87 3622AAYV0 2050-06-20 5.500000 0.00 122898.92 125708.30 Agency Mortgage-Backed Securities GNMA GNPL PN CF9497 549300M8ZYFG0OCMTT87 3617WBRS9 2064-02-15 2.400000 0.00 112230.20 89585.74 Agency Mortgage-Backed Securities GNMA GNII SF DM3464 C 549300M8ZYFG0OCMTT87 3618LSZ53 2055-09-20 7.000000 0.00 205636.36 215627.27 Agency Mortgage-Backed Securities GNMA GNII SF DI5721 C 549300M8ZYFG0OCMTT87 3618NPLA1 2055-03-20 7.000000 0.00 749718.24 801531.52 Agency Mortgage-Backed Securities GNMA GNII SF DS3272 C 549300M8ZYFG0OCMTT87 3618VPT55 2056-06-20 5.500000 0.00 259487.51 266676.17 Agency Mortgage-Backed Securities GNMA GNII SF DU6952 C 549300M8ZYFG0OCMTT87 3618WJWM7 2056-08-20 6.500000 0.00 3216763.22 3335441.41 Agency Mortgage-Backed Securities GNMA GNII RG CO9678 C 549300M8ZYFG0OCMTT87 3617FMXF5 2050-01-20 5.000000 0.00 576364.66 563293.67 Agency Mortgage-Backed Securities GNMA GNII SF DM2782 C 549300M8ZYFG0OCMTT87 3618LSCT6 2055-10-20 6.500000 0.00 467368.13 488856.16 Agency Mortgage-Backed Securities GNMA GNII SF DJ2983 C 549300M8ZYFG0OCMTT87 3618KPJ41 2055-07-20 5.500000 0.00 1130802.93 1143091.74 Agency Mortgage-Backed Securities GNMA GNII SF DT4809 C 549300M8ZYFG0OCMTT87 3618W4KW1 2056-08-20 6.000000 0.00 737371.03 780047.12 Agency Mortgage-Backed Securities GNMA GNII SF DR9566 C 549300M8ZYFG0OCMTT87 3618VJTX8 2056-05-20 6.000000 0.00 726554.09 745998.13 Agency Mortgage-Backed Securities GNMA GNII SF DS2005 C 549300M8ZYFG0OCMTT87 3618VNGN5 2056-07-20 6.000000 0.00 470082.09 491578.94 Agency Mortgage-Backed Securities GNMA GNII ET DI2695 C 549300M8ZYFG0OCMTT87 3618NK7G5 2063-12-20 7.500000 0.00 32429.37 33953.84 Agency Mortgage-Backed Securities GNMA GNII SF DS4586 C 549300M8ZYFG0OCMTT87 3618VRCX8 2056-07-20 5.000000 0.00 438556.75 429324.99 Agency Mortgage-Backed Securities GNMA GNII SF DS8884 C 549300M8ZYFG0OCMTT87 3618VV2R3 2056-07-20 6.500000 0.00 527117.05 552163.37 Agency Mortgage-Backed Securities GNMA GNII SF DS7075 C 549300M8ZYFG0OCMTT87 3618VT2G2 2056-07-20 6.500000 0.00 474869.48 496819.22 Agency Mortgage-Backed Securities GNMA GNII SF DT4807 C 549300M8ZYFG0OCMTT87 3618W4KU5 2056-08-20 6.000000 0.00 2203163.22 2316934.57 Agency Mortgage-Backed Securities GNMA GNII SF DK4306 C 549300M8ZYFG0OCMTT87 3618L3YB6 2055-07-20 5.500000 0.00 279200.81 281672.67 Agency Mortgage-Backed Securities GNMA GNII SF DG8745 C 549300M8ZYFG0OCMTT87 3618K5WE8 2055-01-20 6.000000 0.00 185730.19 192935.41 Agency Mortgage-Backed Securities GNMA GNII ET DQ1013 C 549300M8ZYFG0OCMTT87 3618MTDS4 2066-04-20 6.000000 0.00 513699.49 524896.60 Agency Mortgage-Backed Securities GNMA GNII SF DO5203 C 549300M8ZYFG0OCMTT87 3618V1X87 2056-01-20 6.500000 0.00 209899.61 222410.61 Agency Mortgage-Backed Securities GNMA GNII SF DP6488 C 549300M8ZYFG0OCMTT87 3618MMF57 2056-01-20 6.500000 0.00 252135.27 267605.45 Agency Mortgage-Backed Securities GNMA GNII SF BG7951 C 549300M8ZYFG0OCMTT87 3617GSZQ5 2048-06-20 4.500000 0.00 18504.67 17312.97 Agency Mortgage-Backed Securities GNMA GNCL CL DF6561 549300M8ZYFG0OCMTT87 3618JQJE9 2068-02-15 5.940000 0.00 1798622.53 1846510.85 Agency Mortgage-Backed Securities GNMA GNII JM MB0545 M 549300M8ZYFG0OCMTT87 3618N5TB5 2055-08-20 6.500000 0.00 484310.26 495254.05 Agency Mortgage-Backed Securities GNMA GNII SF DQ8111 C 549300M8ZYFG0OCMTT87 3618N2AL0 2056-03-20 5.500000 0.00 517415.26 522705.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0689 M 549300M8ZYFG0OCMTT87 3618N5XT1 2055-10-20 7.000000 0.00 2617.14 2717.56 Agency Mortgage-Backed Securities GNMA GNII JM MB0675 M 549300M8ZYFG0OCMTT87 3618N5XD6 2055-10-20 6.500000 0.00 133988.81 136564.43 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 3988581.51 3892882.14 Agency Mortgage-Backed Securities GNMA GNII SF MA6664 M 549300M8ZYFG0OCMTT87 36179VMM9 2039-01-20 7.000000 0.00 7195.21 7489.17 Agency Mortgage-Backed Securities GNMA GNII SF MA6658 M 549300M8ZYFG0OCMTT87 36179VMF4 2050-05-20 4.000000 0.00 875822.17 812165.96 Agency Mortgage-Backed Securities GNMA GNII SF MA6157 M 549300M8ZYFG0OCMTT87 36179UZW5 2049-09-20 5.000000 0.00 175991.11 174938.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5653 M 549300M8ZYFG0OCMTT87 36179UH62 2048-12-20 5.000000 0.00 2956573.17 2935207.99 Agency Mortgage-Backed Securities GNMA GNII SF MA5135 M 549300M8ZYFG0OCMTT87 36179TV44 2048-04-20 3.000000 0.00 306624.24 268969.25 Agency Mortgage-Backed Securities GNMA GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 1859041.63 1676951.60 Agency Mortgage-Backed Securities GNMA GNII SF MA4962 M 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 3.500000 0.00 1158406.28 1049790.25 Agency Mortgage-Backed Securities GNMA GNII SF MA4838 M 549300M8ZYFG0OCMTT87 36179TLT0 2047-11-20 4.000000 0.00 839060.81 779179.84 Agency Mortgage-Backed Securities GNMA GNII JM MA4827 M 549300M8ZYFG0OCMTT87 36179TLG8 2047-11-20 3.000000 0.00 7148.30 6195.50 Agency Mortgage-Backed Securities GNMA GNII SF MA4775 M 549300M8ZYFG0OCMTT87 36179TJU0 2045-05-20 2.000000 0.00 4940.55 4063.38 Agency Mortgage-Backed Securities GNMA GNII JM MA4768 M 549300M8ZYFG0OCMTT87 36179TJM8 2047-10-20 3.000000 0.00 42172.42 36551.55 Agency Mortgage-Backed Securities GNMA GNII SF MA4358 M 549300M8ZYFG0OCMTT87 36179SZX8 2032-04-20 4.000000 0.00 6569.12 6458.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4264 M 549300M8ZYFG0OCMTT87 36179SWZ6 2047-02-20 4.500000 0.00 28723.63 27679.78 Agency Mortgage-Backed Securities GNMA GNII SF MA4263 M 549300M8ZYFG0OCMTT87 36179SWY9 2047-02-20 4.000000 0.00 241723.30 226308.45 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M 549300M8ZYFG0OCMTT87 36179SUV7 2047-01-20 3.500000 0.00 3060933.73 2775173.12 Agency Mortgage-Backed Securities GNMA GNII SF MA4384 M 549300M8ZYFG0OCMTT87 36179S2R7 2047-04-20 4.500000 0.00 87177.87 84009.40 Agency Mortgage-Backed Securities GNMA GNII SF MA3244 M 549300M8ZYFG0OCMTT87 36179RS91 2045-11-20 3.500000 0.00 700119.84 640159.25 Agency Mortgage-Backed Securities GNMA GNII SF MA2449 M 549300M8ZYFG0OCMTT87 36179QWJ6 2044-12-20 5.500000 0.00 48096.89 49211.74 Agency Mortgage-Backed Securities GNMA GNII JM MA2294 M 549300M8ZYFG0OCMTT87 36179QRP8 2044-10-20 4.000000 0.00 183.04 167.49 Agency Mortgage-Backed Securities GNMA GNII SF DT6189 C 549300M8ZYFG0OCMTT87 3618W52W8 2056-07-20 6.000000 0.00 2103222.51 2155586.44 Agency Mortgage-Backed Securities GNMA GNII SF DT5109 C 549300M8ZYFG0OCMTT87 3618W4VA7 2056-07-20 6.000000 0.00 628107.07 649800.00 Agency Mortgage-Backed Securities GNMA GNII SF DT5105 C 549300M8ZYFG0OCMTT87 3618W4U67 2056-07-20 6.000000 0.00 544308.60 564634.17 Agency Mortgage-Backed Securities GNMA GNII SF DT4808 C 549300M8ZYFG0OCMTT87 3618W4KV3 2056-08-20 6.000000 0.00 1427823.45 1508666.81 Agency Mortgage-Backed Securities GNMA GNII SF DT4804 C 549300M8ZYFG0OCMTT87 3618W4KR2 2056-08-20 6.000000 0.00 1401725.06 1458853.76 Agency Mortgage-Backed Securities GNMA GNII SF DT5360 C 549300M8ZYFG0OCMTT87 3618W45V0 2056-06-20 5.500000 0.00 390790.03 401613.87 Agency Mortgage-Backed Securities GNMA GNII SF DT4164 C 549300M8ZYFG0OCMTT87 3618W3TV6 2056-08-20 6.000000 0.00 1086131.49 1113643.20 Agency Mortgage-Backed Securities GNMA GNII SF DT2328 C 549300M8ZYFG0OCMTT87 3618W1SR0 2056-07-20 5.500000 0.00 534785.59 542032.11 Agency Mortgage-Backed Securities GNMA GNII SF DT2327 C 549300M8ZYFG0OCMTT87 3618W1SQ2 2056-07-20 5.000000 0.00 230198.06 225352.09 Agency Mortgage-Backed Securities GNMA GNII SF DT2325 C 549300M8ZYFG0OCMTT87 3618W1SN9 2056-07-20 5.000000 0.00 232960.93 228636.40 Agency Mortgage-Backed Securities GNMA GNII SF DT1991 C 549300M8ZYFG0OCMTT87 3618W1F86 2056-08-20 6.000000 0.00 428624.37 445426.44 Agency Mortgage-Backed Securities GNMA GNII SF DT1613 C 549300M8ZYFG0OCMTT87 3618W0YJ3 2056-07-20 5.000000 0.00 378703.89 370734.70 Agency Mortgage-Backed Securities GNMA GNII SF DT1632 C 549300M8ZYFG0OCMTT87 3618W0Y53 2056-07-20 7.000000 0.00 540853.35 578931.22 Agency Mortgage-Backed Securities GNMA GNII SF DT1023 C 549300M8ZYFG0OCMTT87 3618W0D49 2056-07-20 5.000000 0.00 1034760.97 1012977.87 Agency Mortgage-Backed Securities GNMA GNII SF DT1691 C 549300M8ZYFG0OCMTT87 3618W02Y5 2056-08-20 7.000000 0.00 6278723.68 6719730.76 Agency Mortgage-Backed Securities GNMA GNII SF DT1689 C 549300M8ZYFG0OCMTT87 3618W02W9 2056-08-20 7.000000 0.00 1119862.07 1198612.26 Agency Mortgage-Backed Securities GNMA GNII SF DT1679 C 549300M8ZYFG0OCMTT87 3618W02L3 2056-08-20 6.500000 0.00 1009690.11 1068316.43 Agency Mortgage-Backed Securities GNMA GNII SF DT0428 C 549300M8ZYFG0OCMTT87 3618VYPM3 2056-08-20 5.500000 0.00 742778.85 749493.08 Agency Mortgage-Backed Securities GNMA GNII SF 004345 M 549300M8ZYFG0OCMTT87 36202EZJ1 2039-01-20 6.500000 0.00 317.64 338.47 Agency Mortgage-Backed Securities GNMA GNMI SF 704506 X 549300M8ZYFG0OCMTT87 36296XU77 2039-05-15 5.000000 0.00 20200.06 20308.38 Agency Mortgage-Backed Securities GNMA GNII FS 004459 M 549300M8ZYFG0OCMTT87 36202E5U9 2039-06-20 5.000000 0.00 558.33 559.52 Agency Mortgage-Backed Securities GNMA GNMI SF 713743 X 549300M8ZYFG0OCMTT87 36297J5C4 2039-08-15 4.500000 0.00 59027.38 57633.92 Agency Mortgage-Backed Securities GNMA GNMI SF 737377 X 549300M8ZYFG0OCMTT87 3620ARFS5 2040-03-15 5.000000 0.00 30386.77 30203.44 Agency Mortgage-Backed Securities GNMA GNII JM MA6530 M 549300M8ZYFG0OCMTT87 36179VHF0 2050-03-20 2.500000 0.00 6533.18 5424.69 Agency Mortgage-Backed Securities GNMA GNII SF DB8310 C 549300M8ZYFG0OCMTT87 3618HBGT4 2054-06-20 6.000000 0.00 314046.21 328793.51 Agency Mortgage-Backed Securities GNMA GNII SF DL8677 C 549300M8ZYFG0OCMTT87 3618LLUA2 2055-08-20 7.000000 0.00 299113.06 317333.03 Agency Mortgage-Backed Securities GNMA GNII SF DL8662 C 549300M8ZYFG0OCMTT87 3618LLTT3 2055-09-20 6.500000 0.00 234850.17 246664.70 Agency Mortgage-Backed Securities GNMA GNII SF DL8641 C 549300M8ZYFG0OCMTT87 3618LLS64 2055-09-20 7.500000 0.00 238184.94 258377.31 Agency Mortgage-Backed Securities GNMA GNII SF DL8266 C 549300M8ZYFG0OCMTT87 3618LLFF8 2055-09-20 7.000000 0.00 1511509.62 1646658.74 Agency Mortgage-Backed Securities GNMA GNII SF DL7643 C 549300M8ZYFG0OCMTT87 3618LKP44 2055-09-20 7.000000 0.00 2034448.11 2175051.54 Agency Mortgage-Backed Securities GNMA GNII SF DL7596 C 549300M8ZYFG0OCMTT87 3618LKNM6 2055-07-20 7.000000 0.00 2338850.16 2510464.07 Agency Mortgage-Backed Securities GNMA GNII SF DL3831 C 549300M8ZYFG0OCMTT87 3618LFHG7 2055-10-20 6.500000 0.00 265578.84 277718.36 Agency Mortgage-Backed Securities GNMA GNII SF DQ0957 C 549300M8ZYFG0OCMTT87 3618MTB23 2056-02-20 5.500000 0.00 319277.58 322163.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ0554 C 549300M8ZYFG0OCMTT87 3618MSTK6 2056-03-20 5.000000 0.00 324885.62 318099.30 Agency Mortgage-Backed Securities GNMA GNII ET DQ0366 C 549300M8ZYFG0OCMTT87 3618MSMP2 2066-03-20 6.500000 0.00 458353.19 476409.40 Agency Mortgage-Backed Securities GNMA GNII ET DQ0360 C 549300M8ZYFG0OCMTT87 3618MSMH0 2066-03-20 6.500000 0.00 285892.16 297154.21 Agency Mortgage-Backed Securities GNMA GNII SF DE0400 C 549300M8ZYFG0OCMTT87 3618J5NR1 2054-08-20 6.500000 0.00 873905.50 925822.19 Agency Mortgage-Backed Securities GNMA GNII SF MA6476 M 549300M8ZYFG0OCMTT87 36179VFR6 2050-02-20 4.000000 0.00 3630734.39 3368425.93 Agency Mortgage-Backed Securities GNMA GNII SF CW7161 C 549300M8ZYFG0OCMTT87 3618FF5W2 2053-09-20 6.000000 0.00 8190.61 8515.08 Agency Mortgage-Backed Securities GNMA GNII SF CW5583 C 549300M8ZYFG0OCMTT87 3618FEFY0 2053-10-20 6.000000 0.00 163806.92 171471.77 Agency Mortgage-Backed Securities GNMA GNII ET DQ7786 C 549300M8ZYFG0OCMTT87 3618N1UK2 2066-03-20 6.000000 0.00 82567.25 84366.96 Agency Mortgage-Backed Securities GNMA GNII SF BT0812 C 549300M8ZYFG0OCMTT87 3617MN3V3 2050-03-20 3.000000 0.00 20054.82 17321.29 Agency Mortgage-Backed Securities GNMA GNII SF DI0991 C 549300M8ZYFG0OCMTT87 3618NJC49 2055-04-20 6.000000 0.00 241005.96 247868.37 Agency Mortgage-Backed Securities GNMA GNII SF CV2651 C 549300M8ZYFG0OCMTT87 3618BX5L1 2056-03-20 7.500000 0.00 563062.49 613837.22 Agency Mortgage-Backed Securities GNMA GNII SF DO7174 C 549300M8ZYFG0OCMTT87 3618V36K6 2055-12-20 6.500000 0.00 503406.19 526432.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ1130 C 549300M8ZYFG0OCMTT87 3618MTHF8 2056-01-20 6.000000 0.00 802592.56 828813.26 Agency Mortgage-Backed Securities GNMA GNII SF DQ7272 C 549300M8ZYFG0OCMTT87 3618N1CH9 2056-06-20 6.000000 0.00 779009.09 812938.06 Agency Mortgage-Backed Securities GNMA GNII SF DT5469 C 549300M8ZYFG0OCMTT87 3618W5CE7 2056-08-20 5.500000 0.00 1289947.59 1314762.74 Agency Mortgage-Backed Securities GNMA GNII SF CX9295 C 549300M8ZYFG0OCMTT87 3618FWKG3 2053-12-20 7.000000 0.00 227903.85 239480.30 Agency Mortgage-Backed Securities GNMA GNII SF CY6047 C 549300M8ZYFG0OCMTT87 3618G5WG8 2053-11-20 7.500000 0.00 2251544.11 2435947.82 Agency Mortgage-Backed Securities GNMA GNII SF CY5502 C 549300M8ZYFG0OCMTT87 3618G5DF1 2054-01-20 7.000000 0.00 253378.24 267858.89 Agency Mortgage-Backed Securities GNMA GNII ET CY4691 C 549300M8ZYFG0OCMTT87 3618G4F88 2063-11-20 7.500000 0.00 39569.43 41404.93 Agency Mortgage-Backed Securities GNMA GNII SF CY3633 C 549300M8ZYFG0OCMTT87 3618G3BA9 2053-12-20 7.000000 0.00 288104.57 301828.52 Agency Mortgage-Backed Securities GNMA GNII SF DQ2002 C 549300M8ZYFG0OCMTT87 3618MUGK5 2056-02-20 6.500000 0.00 870587.30 910816.85 Agency Mortgage-Backed Securities GNMA GNII SF DQ2629 C 549300M8ZYFG0OCMTT87 3618MU4N2 2056-04-20 7.500000 0.00 794811.22 867957.70 Agency Mortgage-Backed Securities GNMA GNII SF DQ1126 C 549300M8ZYFG0OCMTT87 3618MTHB7 2056-01-20 6.000000 0.00 466490.13 483691.96 Agency Mortgage-Backed Securities GNMA GNII SF DM6455 C 549300M8ZYFG0OCMTT87 3618LWE40 2055-10-20 7.500000 0.00 258281.02 269944.73 Agency Mortgage-Backed Securities GNMA GNII SF DM6211 C 549300M8ZYFG0OCMTT87 3618LV3U6 2055-09-20 5.500000 0.00 1210976.50 1244180.66 Agency Mortgage-Backed Securities GNMA GNII BD DM3796 C 549300M8ZYFG0OCMTT87 3618LTGD5 2056-05-20 3.000000 0.00 337293.29 279181.03 Agency Mortgage-Backed Securities GNMA GNII SF DL9080 C 549300M8ZYFG0OCMTT87 3618LMCR3 2055-10-20 6.500000 0.00 72973.51 75882.43 Agency Mortgage-Backed Securities GNMA GNII SF DL8821 C 549300M8ZYFG0OCMTT87 3618LLYS9 2055-09-20 6.000000 0.00 819843.95 856834.49 Agency Mortgage-Backed Securities GNMA GNII SF DT6207 C 549300M8ZYFG0OCMTT87 3618W53Q0 2056-08-20 6.000000 0.00 2144264.83 2197650.59 Agency Mortgage-Backed Securities GNMA GNII SF DI9116 C 549300M8ZYFG0OCMTT87 3618NTDV6 2055-10-20 6.500000 0.00 232260.30 242914.23 Agency Mortgage-Backed Securities GNMA GNII ET DI7167 C 549300M8ZYFG0OCMTT87 3618NQ6C2 2065-04-20 6.500000 0.00 211854.94 220108.52 Agency Mortgage-Backed Securities GNMA GNII SF DI5118 C 549300M8ZYFG0OCMTT87 3618NNVK3 2055-06-20 6.500000 0.00 286043.48 300556.08 Agency Mortgage-Backed Securities GNMA GNII SF DI5375 C 549300M8ZYFG0OCMTT87 3618NN6L9 2055-04-20 6.500000 0.00 586098.39 618116.75 Agency Mortgage-Backed Securities GNMA GNII SF DI5373 C 549300M8ZYFG0OCMTT87 3618NN6J4 2055-04-20 6.500000 0.00 1555377.59 1636059.17 Agency Mortgage-Backed Securities GNMA GNII SF DI5369 C 549300M8ZYFG0OCMTT87 3618NN6E5 2055-04-20 7.000000 0.00 3679907.78 3931165.75 Agency Mortgage-Backed Securities GNMA GNII SF DI3629 C 549300M8ZYFG0OCMTT87 3618NMA69 2055-04-20 6.500000 0.00 272800.53 285808.66 Agency Mortgage-Backed Securities GNMA GNII SF DI3165 C 549300M8ZYFG0OCMTT87 3618NLQS6 2055-03-20 7.000000 0.00 208024.63 216106.66 Agency Mortgage-Backed Securities GNMA GNII SF DI3056 C 549300M8ZYFG0OCMTT87 3618NLMD3 2055-07-20 6.500000 0.00 973534.03 1018129.35 Agency Mortgage-Backed Securities GNMA GNII SF DI2724 C 549300M8ZYFG0OCMTT87 3618NLAZ7 2055-12-20 7.000000 0.00 236380.36 250125.72 Agency Mortgage-Backed Securities GNMA GNII SF DU1162 C 549300M8ZYFG0OCMTT87 3618WCJF2 2056-07-20 5.000000 0.00 288153.03 282088.18 Agency Mortgage-Backed Securities GNMA GNII SF DI2050 C 549300M8ZYFG0OCMTT87 3618NKH33 2055-05-20 7.000000 0.00 172861.47 181294.23 Agency Mortgage-Backed Securities GNMA GNII JM MB1370 M 549300M8ZYFG0OCMTT87 3618N6QY6 2056-05-20 4.000000 0.00 595329.22 535850.08 Agency Mortgage-Backed Securities GNMA GNII SF MB1146 M 549300M8ZYFG0OCMTT87 3618N6HY6 2056-05-20 7.000000 0.00 3625190.14 3803583.32 Agency Mortgage-Backed Securities GNMA GNII JM MB1060 M 549300M8ZYFG0OCMTT87 3618N6FA0 2056-04-20 6.000000 0.00 1750115.08 1763972.50 Agency Mortgage-Backed Securities GNMA GNII FS 004649 M 549300M8ZYFG0OCMTT87 36202FEW2 2040-03-20 4.500000 0.00 1166.59 1106.57 Agency Mortgage-Backed Securities GNMA GNII JM 004613 M 549300M8ZYFG0OCMTT87 36202FDS2 2040-01-20 5.500000 0.00 714.09 706.76 Agency Mortgage-Backed Securities GNMA GNII SF DM0865 C 549300M8ZYFG0OCMTT87 3618LP6A0 2055-09-20 5.000000 0.00 776897.53 760592.52 Agency Mortgage-Backed Securities GNMA GNII SF DP7718 C 549300M8ZYFG0OCMTT87 3618MNSF9 2055-12-20 6.000000 0.00 2631222.31 2737642.10 Agency Mortgage-Backed Securities GNMA GNII SF DU3129 C 549300M8ZYFG0OCMTT87 3618WEPN4 2056-08-20 5.000000 0.00 1145947.59 1121821.57 Agency Mortgage-Backed Securities GNMA GNII AP 784449 M 549300M8ZYFG0OCMTT87 3622A25J7 2044-09-20 4.500000 0.00 1614.85 1542.23 Agency Mortgage-Backed Securities GNMA GNII SF DL2018 C 549300M8ZYFG0OCMTT87 3618LDG32 2055-06-20 7.500000 0.00 247935.83 267619.71 Agency Mortgage-Backed Securities GNMA GNII SF DS5014 C 549300M8ZYFG0OCMTT87 3618VRSB9 2056-07-20 6.000000 0.00 335617.97 349081.96 Agency Mortgage-Backed Securities GNMA GNII SF DH6704 C 549300M8ZYFG0OCMTT87 3618KFNV8 2056-04-20 5.000000 0.00 1087790.33 1068477.34 Agency Mortgage-Backed Securities GNMA GNII SF DF4808 C 549300M8ZYFG0OCMTT87 3618JNKV6 2054-11-20 6.000000 0.00 302310.46 312488.34 Agency Mortgage-Backed Securities GNMA GNCL CL DL3194 549300M8ZYFG0OCMTT87 3618LERP9 2068-07-15 5.340000 0.00 2125693.79 2106292.59 Agency Mortgage-Backed Securities GNMA GNII ET DE2342 C 549300M8ZYFG0OCMTT87 3618J7S76 2064-09-20 7.500000 0.00 22220.35 23247.73 Agency Mortgage-Backed Securities GNMA GNII SP 788172 C 549300M8ZYFG0OCMTT87 3622AD6H6 2055-09-20 6.500000 0.00 2981.59 3050.87 Agency Mortgage-Backed Securities GNMA GNII SF DT8293 C 549300M8ZYFG0OCMTT87 3618W8GA5 2056-08-20 6.000000 0.00 1495417.01 1561828.48 Agency Mortgage-Backed Securities GNMA GNII ET DO1968 C 549300M8ZYFG0OCMTT87 3618NXFH6 2065-10-20 6.500000 0.00 88209.97 91646.25 Agency Mortgage-Backed Securities GNMA GNII ET DL6720 C 549300M8ZYFG0OCMTT87 3618LJPD7 2065-05-20 6.500000 0.00 70214.98 72950.60 Agency Mortgage-Backed Securities GNMA GNII SF DQ4418 C 549300M8ZYFG0OCMTT87 3618MW4B4 2056-05-20 7.500000 0.00 1703048.53 1859785.19 Agency Mortgage-Backed Securities GNMA GNII RG DT8649 C 549300M8ZYFG0OCMTT87 3618W8TE3 2055-05-20 6.000000 0.00 614288.74 641576.06 Agency Mortgage-Backed Securities GNMA GNII SF DS4880 C 549300M8ZYFG0OCMTT87 3618VRM58 2056-08-20 7.500000 0.00 512279.54 558476.40 Agency Mortgage-Backed Securities GNMA GNPL PN CZ2399 549300M8ZYFG0OCMTT87 3618GDUY4 2066-03-15 5.740000 0.00 192349.84 198251.00 Agency Mortgage-Backed Securities GNMA GNII SF DS2680 C 549300M8ZYFG0OCMTT87 3618VN6R7 2056-06-20 6.000000 0.00 276705.48 282180.93 Agency Mortgage-Backed Securities GNMA GNII SF DQ1208 C 549300M8ZYFG0OCMTT87 3618MTKV9 2056-01-20 7.000000 0.00 44908.22 47122.88 Agency Mortgage-Backed Securities GNMA GNII SF DR2604 C 549300M8ZYFG0OCMTT87 3618VA3M9 2056-05-20 6.500000 0.00 329810.48 350046.55 Agency Mortgage-Backed Securities GNMA GNII JM 004738 M 549300M8ZYFG0OCMTT87 36202FHP4 2040-07-20 5.000000 0.00 2646.51 2597.99 Agency Mortgage-Backed Securities GNMA GNMI SF 745239 X 549300M8ZYFG0OCMTT87 3620C04Y1 2040-07-15 4.500000 0.00 2941.54 2836.38 Agency Mortgage-Backed Securities GNMA GNMI SF 747741 X 549300M8ZYFG0OCMTT87 3620C3WA6 2040-09-15 4.750000 0.00 9827.71 9707.78 Agency Mortgage-Backed Securities GNMA GNMI SF 759183 X 549300M8ZYFG0OCMTT87 36230UFY0 2041-02-15 3.500000 0.00 36977.64 34252.64 Agency Mortgage-Backed Securities GNMA GNII SF CX1344 C 549300M8ZYFG0OCMTT87 3618FMP54 2053-09-20 6.000000 0.00 228579.61 235790.83 Agency Mortgage-Backed Securities GNMA GNII JM 005051 M 549300M8ZYFG0OCMTT87 36202FTG1 2041-05-20 4.000000 0.00 163237.38 149385.76 Agency Mortgage-Backed Securities GNMA GNII JM 005121 M 549300M8ZYFG0OCMTT87 36202FVN3 2041-07-20 4.000000 0.00 5673.38 5192.35 Agency Mortgage-Backed Securities GNMA GNMI SF 767556 X 549300M8ZYFG0OCMTT87 36176JQH6 2041-08-15 4.500000 0.00 21856.45 21295.51 Agency Mortgage-Backed Securities GNMA GNMI SF 792344 X 549300M8ZYFG0OCMTT87 36177LTA2 2041-11-15 4.250000 0.00 70758.44 67095.33 Agency Mortgage-Backed Securities GNMA GNII SF MA6413 M 549300M8ZYFG0OCMTT87 36179VDS6 2050-01-20 5.000000 0.00 103204.06 102586.56 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M 549300M8ZYFG0OCMTT87 36202F4T0 2042-03-20 5.000000 0.00 3767.47 3772.61 Agency Mortgage-Backed Securities GNMA GNII SF 796727 C 549300M8ZYFG0OCMTT87 36177RPM7 2038-12-20 6.500000 0.00 21770.78 23007.59 Agency Mortgage-Backed Securities GNMA GNMI SF AB9108 X 549300M8ZYFG0OCMTT87 36178WDM8 2042-10-15 3.000000 0.00 18510.22 16701.77 Agency Mortgage-Backed Securities GNMA GNII SF DQ9807 C 549300M8ZYFG0OCMTT87 3618N33Q5 2056-05-20 7.000000 0.00 531606.25 569005.46 Agency Mortgage-Backed Securities GNMA GNII SF DQ8974 C 549300M8ZYFG0OCMTT87 3618N26K7 2056-03-20 6.500000 0.00 424548.43 451436.21 Agency Mortgage-Backed Securities GNMA GNII SF DQ7792 C 549300M8ZYFG0OCMTT87 3618N1UR7 2056-04-20 5.000000 0.00 342634.85 335423.99 Agency Mortgage-Backed Securities GNMA GNII SF DQ7262 C 549300M8ZYFG0OCMTT87 3618N1B72 2056-05-20 6.000000 0.00 358313.84 377709.73 Agency Mortgage-Backed Securities GNMA GNII SF DQ6835 C 549300M8ZYFG0OCMTT87 3618N0SY7 2056-06-20 6.000000 0.00 261949.08 273033.98 Agency Mortgage-Backed Securities GNMA GNII SF DQ6162 C 549300M8ZYFG0OCMTT87 3618MYZ34 2056-05-20 6.000000 0.00 183087.38 192314.99 Agency Mortgage-Backed Securities GNMA GNII SF DQ5887 C 549300M8ZYFG0OCMTT87 3618MYRG4 2056-04-20 5.000000 0.00 992579.16 973382.35 Agency Mortgage-Backed Securities GNMA GNII SF DQ5520 C 549300M8ZYFG0OCMTT87 3618MYDZ7 2056-08-20 5.500000 0.00 3506137.01 3531725.97 Agency Mortgage-Backed Securities GNMA GNII SF DQ5456 C 549300M8ZYFG0OCMTT87 3618MYBZ9 2056-07-20 5.500000 0.00 3643976.02 3670002.51 Agency Mortgage-Backed Securities GNMA GNII SF DQ6238 C 549300M8ZYFG0OCMTT87 3618MY4X2 2056-06-20 6.500000 0.00 308237.44 322587.95 Agency Mortgage-Backed Securities GNMA GNII SF DQ4566 C 549300M8ZYFG0OCMTT87 3618MXCB3 2056-03-20 5.000000 0.00 260720.54 256571.09 Agency Mortgage-Backed Securities GNMA GNMI SF 710692 X 549300M8ZYFG0OCMTT87 36297FRM6 2039-07-15 5.000000 0.00 1537.97 1532.50 Agency Mortgage-Backed Securities GNMA GNMI SF 698342 X 549300M8ZYFG0OCMTT87 36296QZF9 2039-05-15 5.000000 0.00 101396.44 101281.02 Agency Mortgage-Backed Securities GNMA GNMI SF 685813 X 549300M8ZYFG0OCMTT87 36296A3W2 2041-01-15 3.500000 0.00 8829.63 8164.99 Agency Mortgage-Backed Securities GNMA GNMI SF 617611 X 549300M8ZYFG0OCMTT87 36290UDQ6 2037-07-15 6.000000 0.00 1260.45 1331.91 Agency Mortgage-Backed Securities GNMA GNII SP 782378 M 549300M8ZYFG0OCMTT87 36241KUB2 2035-09-20 5.000000 0.00 41078.76 41085.16 Agency Mortgage-Backed Securities GNMA GNMI SP 782126 X 549300M8ZYFG0OCMTT87 36241KLF3 2036-11-15 6.000000 0.00 4516.44 4772.26 Agency Mortgage-Backed Securities GNMA GNMI SP 781802 X 549300M8ZYFG0OCMTT87 36241KAB4 2033-12-15 4.500000 0.00 82316.53 80889.74 Agency Mortgage-Backed Securities GNMA GNII SP 788067 C 549300M8ZYFG0OCMTT87 3622ADZ84 2055-06-20 7.000000 0.00 5747492.69 6123685.24 Agency Mortgage-Backed Securities GNMA GNII SP 786795 C 549300M8ZYFG0OCMTT87 3622ACNL0 2053-07-20 6.000000 0.00 496660.74 518850.05 Agency Mortgage-Backed Securities GNMA GNII SP 786429 C 549300M8ZYFG0OCMTT87 3622ACA67 2052-06-20 4.000000 0.00 65894.76 60629.86 Agency Mortgage-Backed Securities GNMA GNII SF DN6663 C 549300M8ZYFG0OCMTT87 3618M9ML3 2056-03-20 5.000000 0.00 247808.56 242360.41 Agency Mortgage-Backed Securities GNMA GNII SF DN6547 C 549300M8ZYFG0OCMTT87 3618M9HY1 2056-03-20 5.000000 0.00 250379.27 245537.10 Agency Mortgage-Backed Securities GNMA GNII SF DN6111 C 549300M8ZYFG0OCMTT87 3618M8YG3 2055-11-20 7.500000 0.00 326643.71 357236.50 Agency Mortgage-Backed Securities GNMA GNII SF DN6281 C 549300M8ZYFG0OCMTT87 3618M86S8 2056-01-20 5.500000 0.00 1612591.22 1624360.45 Agency Mortgage-Backed Securities GNMA GNII ET DN5165 C 549300M8ZYFG0OCMTT87 3618M7W28 2065-11-20 6.500000 0.00 718527.51 746079.93 Agency Mortgage-Backed Securities GNMA GNII SF DN4868 C 549300M8ZYFG0OCMTT87 3618M7MR4 2055-12-20 6.000000 0.00 1586342.77 1625576.20 Agency Mortgage-Backed Securities GNMA GNII SF DN4700 C 549300M8ZYFG0OCMTT87 3618M7GH3 2056-01-20 6.500000 0.00 553729.58 574169.77 Agency Mortgage-Backed Securities GNMA GNII SF DN5306 C 549300M8ZYFG0OCMTT87 3618M73P9 2055-11-20 6.500000 0.00 605274.83 628212.12 Agency Mortgage-Backed Securities GNMA GNII RG DN3863 C 549300M8ZYFG0OCMTT87 3618M6JG4 2054-04-20 6.500000 0.00 1042346.24 1104878.33 Agency Mortgage-Backed Securities GNMA GNII SF DN2371 C 549300M8ZYFG0OCMTT87 3618M4T45 2055-10-20 7.000000 0.00 591070.17 635206.16 Agency Mortgage-Backed Securities GNMA GNMI SF 743362 X 549300M8ZYFG0OCMTT87 3620AXZ35 2040-06-15 4.750000 0.00 15698.77 15425.03 Agency Mortgage-Backed Securities GNMA GNMI SF 741262 X 549300M8ZYFG0OCMTT87 3620AVQP0 2040-06-15 4.500000 0.00 4151.57 3998.80 Agency Mortgage-Backed Securities GNMA GNMI SF 717787 X 549300M8ZYFG0OCMTT87 3620A3NC4 2039-06-15 4.500000 0.00 36692.10 35368.14 Agency Mortgage-Backed Securities GNMA GNII SF CX2744 C 549300M8ZYFG0OCMTT87 3618FPBM5 2053-12-20 7.000000 0.00 216643.87 228074.94 Agency Mortgage-Backed Securities GNMA GNII SF MA9174 M 549300M8ZYFG0OCMTT87 36179YFP4 2053-09-20 7.000000 0.00 971239.50 1014050.11 Agency Mortgage-Backed Securities GNMA GNII SF BZ8532 C 549300M8ZYFG0OCMTT87 3617U4PR1 2041-01-20 2.500000 0.00 2146.35 1916.10 Agency Mortgage-Backed Securities GNMA GNMI SF 626978 X 549300M8ZYFG0OCMTT87 36291FQ76 2040-03-15 3.500000 0.00 50834.83 47094.89 Agency Mortgage-Backed Securities GNMA GNII SF BF2605 C 549300M8ZYFG0OCMTT87 3617G83N1 2048-05-20 5.500000 0.00 86356.29 89097.53 Agency Mortgage-Backed Securities GNMA GNII ET CX1913 C 549300M8ZYFG0OCMTT87 3618FNDS5 2063-10-20 7.000000 0.00 668468.27 695780.10 Agency Mortgage-Backed Securities GNMA GNII JM MA9294 M 549300M8ZYFG0OCMTT87 36179YKF0 2053-11-20 6.500000 0.00 194319.04 200035.26 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M 549300M8ZYFG0OCMTT87 36179YSZ8 2054-03-20 3.000000 0.00 1841685.07 1618859.60 Agency Mortgage-Backed Securities GNMA GNII SF DA2478 C 549300M8ZYFG0OCMTT87 3618GRXF1 2054-02-20 7.000000 0.00 79732.88 83599.79 Agency Mortgage-Backed Securities GNMA GNII SP 786082 C 549300M8ZYFG0OCMTT87 3622ABUF7 2051-11-20 3.000000 0.00 43488.71 37614.12 Agency Mortgage-Backed Securities GNMA GNII SF CY3477 C 549300M8ZYFG0OCMTT87 3618G22J2 2053-12-20 7.000000 0.00 242379.39 256087.47 Agency Mortgage-Backed Securities GNMA GNII SF MA8949 M 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 1053563.46 1082163.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4840 M 549300M8ZYFG0OCMTT87 36179TLV5 2047-11-20 5.000000 0.00 101339.73 101166.10 Agency Mortgage-Backed Securities GNMA GNII SF CN1896 C 549300M8ZYFG0OCMTT87 3617F0C90 2052-06-20 4.500000 0.00 252461.00 238250.47 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M 549300M8ZYFG0OCMTT87 36179SGK7 2046-07-20 3.000000 0.00 658415.27 582414.40 Agency Mortgage-Backed Securities GNMA GNII SF DF4681 C 549300M8ZYFG0OCMTT87 3618JNFW0 2054-10-20 5.000000 0.00 597274.57 583538.85 Agency Mortgage-Backed Securities GNMA GNII SF DE1533 C 549300M8ZYFG0OCMTT87 3618J6V25 2054-08-20 7.500000 0.00 642112.78 695733.70 Agency Mortgage-Backed Securities GNMA GNII ET DG9604 C 549300M8ZYFG0OCMTT87 3618K6U57 2065-08-20 6.500000 0.00 414073.51 436514.09 Agency Mortgage-Backed Securities GNMA GNII ET DH8956 C 549300M8ZYFG0OCMTT87 3618KH5R3 2065-03-20 7.000000 0.00 1325130.88 1379602.15 Agency Mortgage-Backed Securities GNMA GNII SF DI2083 C 549300M8ZYFG0OCMTT87 3618NKJ49 2055-04-20 6.500000 0.00 621474.90 649871.12 Agency Mortgage-Backed Securities GNMA GNII ET DM9262 C 549300M8ZYFG0OCMTT87 3618M0JF9 2066-02-20 6.500000 0.00 65701.05 68289.26 Agency Mortgage-Backed Securities GNMA GNII SF DL8678 C 549300M8ZYFG0OCMTT87 3618LLUB0 2055-08-20 7.000000 0.00 194727.85 207085.92 Agency Mortgage-Backed Securities GNMA GNII SF DK2818 C 549300M8ZYFG0OCMTT87 3618L2DX3 2055-05-20 6.500000 0.00 16359.00 17151.54 Agency Mortgage-Backed Securities GNMA GNII SF AV9452 C 549300M8ZYFG0OCMTT87 36195LQD7 2046-12-20 3.000000 0.00 516288.27 444181.90 Agency Mortgage-Backed Securities GNMA GNII SF DO5605 C 549300M8ZYFG0OCMTT87 3618V2GN1 2056-01-20 6.000000 0.00 341480.18 350619.21 Agency Mortgage-Backed Securities GNMA GNII SF DP6073 C 549300M8ZYFG0OCMTT87 3618MLXA8 2056-02-20 5.500000 0.00 2260555.88 2262713.21 Agency Mortgage-Backed Securities GNMA GNII JM MB1206 M 549300M8ZYFG0OCMTT87 3618N6KU0 2056-06-20 6.000000 0.00 3490951.00 3514410.19 Agency Mortgage-Backed Securities GNMA GNII SF DT5847 C 549300M8ZYFG0OCMTT87 3618W5P86 2056-07-20 5.500000 0.00 1789909.25 1805809.61 Agency Mortgage-Backed Securities GNMA GNII ET DQ1791 C 549300M8ZYFG0OCMTT87 3618MT7C6 2065-12-20 6.500000 0.00 1120191.48 1164318.81 Agency Mortgage-Backed Securities GNMA GNII ET CY1125 C 549300M8ZYFG0OCMTT87 3618G0HA9 2063-09-20 7.000000 0.00 49574.61 51600.10 Agency Mortgage-Backed Securities GNMA GNII SF CX7260 C 549300M8ZYFG0OCMTT87 3618FUB51 2054-01-20 7.000000 0.00 77412.15 81249.73 Agency Mortgage-Backed Securities GNMA GNII SP 787214 C 549300M8ZYFG0OCMTT87 3622AC3X6 2054-01-20 6.500000 0.00 1026451.82 1066664.78 Agency Mortgage-Backed Securities GNMA GNII SP 785791 C 549300M8ZYFG0OCMTT87 3622ABKC5 2051-12-20 2.500000 0.00 387185.60 323854.94 Agency Mortgage-Backed Securities GNMA GNMI SP 785335 X 549300M8ZYFG0OCMTT87 3622AAY81 2047-03-15 5.000000 0.00 477019.44 475148.42 Agency Mortgage-Backed Securities GNMA GNII SP 784985 M 549300M8ZYFG0OCMTT87 3622AANA8 2048-09-20 3.500000 0.00 240652.69 217162.98 Agency Mortgage-Backed Securities GNMA GNMI SP 784839 X 549300M8ZYFG0OCMTT87 3622AAHQ0 2049-06-15 3.500000 0.00 1483183.60 1329296.88 Agency Mortgage-Backed Securities GNMA GNII SP 784825 C 549300M8ZYFG0OCMTT87 3622AAHA5 2049-10-20 3.500000 0.00 59296.96 52211.73 Agency Mortgage-Backed Securities GNMA GNMI SP 781429 X 549300M8ZYFG0OCMTT87 36225BSS8 2032-03-15 8.000000 0.00 1311.07 1365.99 Agency Mortgage-Backed Securities GNMA GNMI SF 546215 X 549300M8ZYFG0OCMTT87 36212WYL5 2040-04-15 4.500000 0.00 2387.43 2308.54 Agency Mortgage-Backed Securities GNMA GNMI BD 531521 X 549300M8ZYFG0OCMTT87 36212EPE1 2031-01-15 6.500000 0.00 1210.11 1214.70 Agency Mortgage-Backed Securities GNMA GNII SF DH9118 C 549300M8ZYFG0OCMTT87 3618KJDX7 2055-01-20 7.000000 0.00 139722.44 147762.67 Agency Mortgage-Backed Securities GNMA GNII SF DH7979 C 549300M8ZYFG0OCMTT87 3618KG2L1 2055-01-20 7.000000 0.00 1043556.68 1120760.40 Agency Mortgage-Backed Securities GNMA GNII SF DH1407 C 549300M8ZYFG0OCMTT87 3618K9R48 2056-06-20 5.000000 0.00 731629.29 713500.73 Agency Mortgage-Backed Securities GNMA GNII SF DG7433 C 549300M8ZYFG0OCMTT87 3618K4HJ7 2055-03-20 7.000000 0.00 838852.81 901037.25 Agency Mortgage-Backed Securities GNMA GNII ET DG6418 C 549300M8ZYFG0OCMTT87 3618K3DX2 2065-03-20 6.500000 0.00 625124.59 649477.98 Agency Mortgage-Backed Securities GNMA GNII ET DG6428 C 549300M8ZYFG0OCMTT87 3618K3D95 2065-07-20 7.000000 0.00 162939.85 169637.71 Agency Mortgage-Backed Securities GNMA GNII SF DG4146 C 549300M8ZYFG0OCMTT87 3618K0TB9 2054-12-20 7.000000 0.00 1930574.89 2072223.75 Agency Mortgage-Backed Securities GNMA GNCL CL DG0402 549300M8ZYFG0OCMTT87 3618JVNT0 2067-10-15 6.000000 0.00 1123643.22 1165634.89 Agency Mortgage-Backed Securities GNMA GNII SF DS4541 C 549300M8ZYFG0OCMTT87 3618VRBJ0 2056-07-20 5.000000 0.00 1180585.79 1158670.19 Agency Mortgage-Backed Securities GNMA GNII SF DS4315 C 549300M8ZYFG0OCMTT87 3618VQYL2 2056-07-20 5.500000 0.00 602839.76 615694.91 Agency Mortgage-Backed Securities GNMA GNII SF DS4277 C 549300M8ZYFG0OCMTT87 3618VQXE9 2056-06-20 6.000000 0.00 350851.89 366089.04 Agency Mortgage-Backed Securities GNMA GNII SF DS4302 C 549300M8ZYFG0OCMTT87 3618VQX74 2056-06-20 5.500000 0.00 262053.80 266467.92 Agency Mortgage-Backed Securities GNMA GNII SF DS4267 C 549300M8ZYFG0OCMTT87 3618VQW42 2056-06-20 6.000000 0.00 299077.92 312962.02 Agency Mortgage-Backed Securities GNMA GNII SF DS3793 C 549300M8ZYFG0OCMTT87 3618VQGA6 2056-05-20 5.000000 0.00 530373.40 521849.06 Agency Mortgage-Backed Securities GNMA GNII SF DS3225 C 549300M8ZYFG0OCMTT87 3618VPSN7 2056-05-20 6.000000 0.00 247102.11 253714.56 Agency Mortgage-Backed Securities GNMA GNII RG CK5781 C 549300M8ZYFG0OCMTT87 3617Y1M62 2045-07-20 3.000000 0.00 2674.40 2351.47 Agency Mortgage-Backed Securities GNMA GNII SF DU1275 C 549300M8ZYFG0OCMTT87 3618WCMY7 2056-08-20 6.000000 0.00 740973.79 760804.48 Agency Mortgage-Backed Securities GNMA GNII SF DP1930 C 549300M8ZYFG0OCMTT87 3618MGEB8 2056-07-20 5.000000 0.00 716576.82 699931.94 Agency Mortgage-Backed Securities GNMA GNII SF DR0092 C 549300M8ZYFG0OCMTT87 3618V8C51 2056-04-20 5.500000 0.00 2027327.44 2043003.41 Agency Mortgage-Backed Securities GNMA GNII SF DU8677 C 549300M8ZYFG0OCMTT87 3618WLUA0 2056-08-20 5.500000 0.00 1379310.34 1389978.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ6228 C 549300M8ZYFG0OCMTT87 3618MY4M6 2056-06-20 6.000000 0.00 195558.47 202313.06 Agency Mortgage-Backed Securities GNMA GNII SF DR9681 C 549300M8ZYFG0OCMTT87 3618VJXJ4 2056-06-20 6.000000 0.00 296885.49 304831.04 Agency Mortgage-Backed Securities GNMA GNII SF DQ9119 C 549300M8ZYFG0OCMTT87 3618N3DY7 2056-04-20 6.500000 0.00 357850.25 380168.54 Agency Mortgage-Backed Securities GNMA GNII SF DS1322 C 549300M8ZYFG0OCMTT87 3618VMPF4 2056-06-20 5.500000 0.00 1206396.75 1232309.34 Agency Mortgage-Backed Securities GNMA GNII SF DN5304 C 549300M8ZYFG0OCMTT87 3618M73M6 2055-11-20 6.500000 0.00 746276.73 773159.61 Agency Mortgage-Backed Securities GNMA GNII SF DS3190 C 549300M8ZYFG0OCMTT87 3618VPRK4 2056-05-20 5.000000 0.00 263283.01 258395.34 Agency Mortgage-Backed Securities GNMA GNII SF MA7886 M 549300M8ZYFG0OCMTT87 36179WXP8 2052-02-20 5.000000 0.00 15024.07 14768.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7706 M 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3.000000 0.00 430627.06 376820.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7595 M 549300M8ZYFG0OCMTT87 36179WNL8 2051-08-20 5.500000 0.00 140488.49 143718.22 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M 549300M8ZYFG0OCMTT87 36179WFG8 2051-05-20 2.500000 0.00 33077.35 27796.27 Agency Mortgage-Backed Securities GNMA GNII SF MA7994 M 549300M8ZYFG0OCMTT87 36179W3B2 2052-04-20 6.000000 0.00 6739.10 6981.69 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M 549300M8ZYFG0OCMTT87 36179W2L1 2052-04-20 3.000000 0.00 839999.84 719594.26 Agency Mortgage-Backed Securities GNMA GNII ET DU1908 C 549300M8ZYFG0OCMTT87 3618WDDM1 2066-07-20 6.000000 0.00 393733.55 402315.76 Agency Mortgage-Backed Securities GNMA GNII SF DU1901 C 549300M8ZYFG0OCMTT87 3618WDDE9 2056-08-20 6.000000 0.00 304621.15 312774.03 Agency Mortgage-Backed Securities GNMA GNII SF DU0306 C 549300M8ZYFG0OCMTT87 3618WBKT2 2056-08-20 5.500000 0.00 248427.13 250672.74 Agency Mortgage-Backed Securities GNMA GNII SF DU0305 C 549300M8ZYFG0OCMTT87 3618WBKS4 2056-08-20 6.000000 0.00 353789.43 368982.91 Agency Mortgage-Backed Securities GNMA GNII SF DU0297 C 549300M8ZYFG0OCMTT87 3618WBKJ4 2056-07-20 5.500000 0.00 350415.63 353583.16 Agency Mortgage-Backed Securities GNMA GNII SF DT8178 C 549300M8ZYFG0OCMTT87 3618W8CP6 2056-08-20 6.500000 0.00 821422.99 875747.52 Agency Mortgage-Backed Securities GNMA GNII SF DT8174 C 549300M8ZYFG0OCMTT87 3618W8CK7 2056-07-20 6.500000 0.00 244442.76 260582.01 Agency Mortgage-Backed Securities GNMA GNII SF DT7891 C 549300M8ZYFG0OCMTT87 3618W7XU4 2056-07-20 6.000000 0.00 462062.07 478277.21 Agency Mortgage-Backed Securities GNMA GNII SF DT7880 C 549300M8ZYFG0OCMTT87 3618W7XH3 2056-08-20 5.500000 0.00 794481.84 798205.05 Agency Mortgage-Backed Securities GNMA GNII SF DT7845 C 549300M8ZYFG0OCMTT87 3618W7WE1 2056-07-20 5.000000 0.00 797058.21 779686.06 Agency Mortgage-Backed Securities GNMA GNII SF DT5482 C 549300M8ZYFG0OCMTT87 3618W5CT4 2056-08-20 6.500000 0.00 302828.51 316809.69 Agency Mortgage-Backed Securities GNMA GNII SF DT5480 C 549300M8ZYFG0OCMTT87 3618W5CR8 2056-08-20 6.500000 0.00 277416.09 290246.77 Agency Mortgage-Backed Securities GNMA GNII SF DT5448 C 549300M8ZYFG0OCMTT87 3618W5BR9 2056-08-20 5.500000 0.00 667319.54 673351.66 Agency Mortgage-Backed Securities GNMA GNII SF DT5446 C 549300M8ZYFG0OCMTT87 3618W5BP3 2056-08-20 5.500000 0.00 583492.41 588766.80 Agency Mortgage-Backed Securities GNMA GNII SF DT5461 C 549300M8ZYFG0OCMTT87 3618W5B65 2056-08-20 5.500000 0.00 765057.47 772925.58 Agency Mortgage-Backed Securities GNMA GNII SF DT5427 C 549300M8ZYFG0OCMTT87 3618W5A41 2056-07-20 5.500000 0.00 801172.24 808288.52 Agency Mortgage-Backed Securities GNMA GNII SF DQ0335 C 549300M8ZYFG0OCMTT87 3618MSLQ1 2056-03-20 5.500000 0.00 2152985.28 2191860.29 Agency Mortgage-Backed Securities GNMA GNII ET DP9893 C 549300M8ZYFG0OCMTT87 3618MQ7E8 2065-11-20 6.500000 0.00 1008378.76 1048101.49 Agency Mortgage-Backed Securities GNMA GNII SF DL8645 C 549300M8ZYFG0OCMTT87 3618LLTA4 2055-09-20 7.000000 0.00 1083942.84 1159928.68 Agency Mortgage-Backed Securities GNMA GNII SF DP7775 C 549300M8ZYFG0OCMTT87 3618MNT84 2056-01-20 4.500000 0.00 278497.88 263728.31 Agency Mortgage-Backed Securities GNMA GNII SF DS1670 C 549300M8ZYFG0OCMTT87 3618VM2B8 2056-04-20 5.500000 0.00 406031.29 409700.73 Agency Mortgage-Backed Securities GNMA GNII SF DU1969 C 549300M8ZYFG0OCMTT87 3618WDFJ6 2056-07-20 6.500000 0.00 2722809.27 2848629.37 Agency Mortgage-Backed Securities GNMA GNII SF DU2805 C 549300M8ZYFG0OCMTT87 3618WEDJ6 2056-07-20 6.500000 0.00 353045.52 369355.40 Agency Mortgage-Backed Securities GNMA GNII SF DR0378 C 549300M8ZYFG0OCMTT87 3618V8M35 2056-05-20 6.000000 0.00 984991.85 1019621.21 Agency Mortgage-Backed Securities GNMA GNII SF DL8242 C 549300M8ZYFG0OCMTT87 3618LLEP7 2055-09-20 7.000000 0.00 1254301.04 1384703.61 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 94708229.89 94480440.12 U.S. Treasuries (including strips) USTR TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 34438113.40 24599178.84 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 29763310.34 28778799.57 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 26168472.77 25826764.71 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 59712275.86 59506708.24 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 157620229.89 159792469.21 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 6975264.37 6960466.65 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 14257241.38 13263980.29 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 17032321.84 11601571.94 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 49554666.67 42937504.91 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 7132919.54 6849333.73 U.S. Treasuries (including strips) USTR TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 59952492.87 50148701.52 U.S. Treasuries (including strips) USTR TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 22337471.26 20281619.76 U.S. Treasuries (including strips) USTR TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 16053554.02 10202402.81 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 7438528.74 7371771.38 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 328141241.38 325397891.43 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 231795402.30 225214224.17 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 31806530.46 30796469.39 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 21460252.87 20807087.92 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 561241.38 550358.22 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1500000000.00 1500000000.00 0.0455 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.670000% ARP1LFHN7 L3I9ZG2KFGXZ61BMYR72 N/A 0001041839 ARP1LFHN7_3.67_0901 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 CLBY7322 B1V7KEBTPIMZEU4LTD58 3140NQD47 2053-09-01 5.500000 0.00 679715.87 684666.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 B1V7KEBTPIMZEU4LTD58 3140MA4S0 2052-04-01 3.500000 0.00 10906.55 9798.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6557 B1V7KEBTPIMZEU4LTD58 3140KEJB5 2050-08-01 2.500000 0.00 1087333.64 914657.81 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA4539 S6XOOCT0IEG5ABCC6L87 3133KLBG1 2051-02-01 1.500000 0.00 1120778.79 839452.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH2149 S6XOOCT0IEG5ABCC6L87 3133CEL67 2053-10-01 6.500000 0.00 827854.69 870943.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3470 S6XOOCT0IEG5ABCC6L87 3131XW2B8 2047-06-01 3.500000 0.00 38952.49 35614.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2551 S6XOOCT0IEG5ABCC6L87 31427PZR8 2055-09-01 6.500000 0.00 779965.95 815356.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0033 S6XOOCT0IEG5ABCC6L87 31427MBB6 2052-06-01 3.000000 0.00 320556.22 284031.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9448 S6XOOCT0IEG5ABCC6L87 31426UQA5 2055-07-01 6.500000 0.00 892665.71 932030.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7240 B1V7KEBTPIMZEU4LTD58 3140XPBJ7 2052-03-01 2.500000 0.00 1314754.31 1087095.83 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA6332 B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7.000000 0.00 12005609.90 12665898.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1291 B1V7KEBTPIMZEU4LTD58 3140W1NH2 2055-04-01 5.000000 0.00 2878252.67 2817134.90 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8889 B1V7KEBTPIMZEU4LTD58 3140QU2X3 2054-07-01 7.000000 0.00 626143.17 669128.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6590 B1V7KEBTPIMZEU4LTD58 3140QEKC5 2050-08-01 2.500000 0.00 1095830.48 922046.38 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 S6XOOCT0IEG5ABCC6L87 3132DSUY6 2052-03-01 2.500000 0.00 2765286.16 2298916.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7428 S6XOOCT0IEG5ABCC6L87 31426SHE2 2055-07-01 6.000000 0.00 1321477.93 1351852.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6441 B1V7KEBTPIMZEU4LTD58 3140KEEP9 2050-07-01 2.500000 0.00 1132242.31 949952.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5365 S6XOOCT0IEG5ABCC6L87 3133KY6A2 2045-08-01 6.000000 0.00 680250.49 694855.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2318 S6XOOCT0IEG5ABCC6L87 3142GSSG4 2054-09-01 6.500000 0.00 791619.89 830276.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6437 S6XOOCT0IEG5ABCC6L87 3142GXEK9 2056-04-01 5.500000 0.00 63.88 63.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4066 B1V7KEBTPIMZEU4LTD58 3140BUQU9 2055-11-01 5.500000 0.00 113294.10 113105.27 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1434650.40 858209.68 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 5364241.20 4038450.21 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 34000000.00 34000000.00 0.0010 N Y Y N RBC Dominion Securities Inc. Rbc Dominion Securities Inc:0. Repo - 01sep26 3.670000% ARP1LFKS2 549300QJJX6CVVUXLE15 N/A ARP1LFKS2_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNRA CL077FA R26F077 B1V7KEBTPIMZEU4LTD58 3136G7JC1 2056-09-25 4.680100 0.00 78713952.00 78649329.68 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 YF 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.838800 0.00 501.87 506.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-202 FB 549300M8ZYFG0OCMTT87 38385AHQ8 2054-12-20 4.698800 0.00 2095633.33 2108476.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.838800 0.00 49132081.11 49099188.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-171 FA 549300M8ZYFG0OCMTT87 38384XQD8 2054-10-20 4.788800 0.00 4304.45 4294.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-110 FL 549300M8ZYFG0OCMTT87 38384QWZ7 2054-07-20 4.938800 0.00 36463808.00 36741483.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FH 549300M8ZYFG0OCMTT87 38384Q3C0 2054-07-20 4.938800 0.00 25191152.39 25374848.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-068 FA 549300M8ZYFG0OCMTT87 38384AJR5 2053-05-20 4.638800 0.00 1515.35 1516.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 TF 549300M8ZYFG0OCMTT87 38383VBA5 2053-01-20 4.638800 0.00 34744641.50 34552657.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-022 LF 549300M8ZYFG0OCMTT87 38383MPN2 2052-02-20 3.000000 0.00 653.50 561.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FA 549300M8ZYFG0OCMTT87 38383GLA7 2052-01-20 3.500000 0.00 35129929.50 30687660.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-223 FA 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 137145.13 112259.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-024 FA 549300M8ZYFG0OCMTT87 38383F3M3 2052-02-20 3.000000 0.00 188662822.64 162211666.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-175 BF 549300M8ZYFG0OCMTT87 38383CB41 2051-10-20 3.500000 0.00 7653248.05 6696955.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-174 YF 549300M8ZYFG0OCMTT87 38383BN65 2055-09-20 4.638800 0.00 13838457.71 13887341.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 AF 549300M8ZYFG0OCMTT87 38381QNW7 2055-08-20 4.888800 0.00 45177728.02 45499972.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-139 FX 549300M8ZYFG0OCMTT87 38381QB59 2055-08-20 4.688800 0.00 42710936.00 42969666.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-115 FC 549300M8ZYFG0OCMTT87 38381PAL7 2055-07-20 4.738800 0.00 851.15 857.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-169 FC 549300M8ZYFG0OCMTT87 38385HLF2 2055-10-20 4.638800 0.00 2159.21 2168.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-083 KF 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.838800 0.00 1334.90 1351.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-080 FD 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.038800 0.00 534.39 540.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-062 FE 549300M8ZYFG0OCMTT87 38385FPM7 2055-04-20 4.688800 0.00 1156.16 1162.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-053 AF 549300M8ZYFG0OCMTT87 38383XYP3 2053-04-20 4.538800 0.00 319.78 319.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 148635095.19 134104115.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-196 FN 549300M8ZYFG0OCMTT87 38385JCW1 2055-11-20 5.038800 0.00 784.16 769.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-058 AF 549300M8ZYFG0OCMTT87 38384NEM3 2054-04-20 4.688800 0.00 14360390.81 14358778.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-193 FE 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.088800 0.00 736756.73 722496.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-022 TF 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 1062.36 926.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-214 FA 549300M8ZYFG0OCMTT87 38383FBN2 2051-12-20 2.500000 0.00 71553104.65 58438915.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-149 FA 549300M8ZYFG0OCMTT87 38384WXA8 2054-09-20 4.748800 0.00 51525841.04 51901002.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-019 FA 549300M8ZYFG0OCMTT87 38383GMN8 2052-01-20 2.500000 0.00 87304274.76 71354297.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.688800 0.00 1869.09 1880.20 Agency Collateralized Mortgage Obligation FNMA FNMS 04.500 CLMA5943 B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.500000 0.00 2759693.77 2607662.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.500000 0.00 151338.82 147200.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2833 B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 1172890.01 1033558.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 56157.59 58327.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9845 B1V7KEBTPIMZEU4LTD58 3140XD5F9 2036-11-01 2.000000 0.00 8673688.57 7908180.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6111 B1V7KEBTPIMZEU4LTD58 3140W6YH9 2055-09-01 6.000000 0.00 972.32 993.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5333 B1V7KEBTPIMZEU4LTD58 3140W54T8 2053-12-01 3.500000 0.00 1381884.50 1235068.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA1000 B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 487.07 512.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2563 B1V7KEBTPIMZEU4LTD58 3140UVZ51 2056-08-01 5.500000 0.00 1003.00 1003.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5767 B1V7KEBTPIMZEU4LTD58 3140BWMR6 2055-12-01 5.000000 0.00 991.24 966.66 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 9100429.56 7182665.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 16889819.52 14681813.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLTC2984 S6XOOCT0IEG5ABCC6L87 3130G2F21 2056-08-01 3.500000 0.00 1000.00 892.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2934 S6XOOCT0IEG5ABCC6L87 3130G2EG1 2056-08-01 6.000000 0.00 2169087.00 2223964.90 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08578 G S6XOOCT0IEG5ABCC6L87 3128MJUC2 2044-03-01 4.500000 0.00 53.81 52.01 Agency Mortgage-Backed Securities GNMA GNII SF DT1205 C 549300M8ZYFG0OCMTT87 3618W0KS8 2056-08-20 6.000000 0.00 143111.00 150322.79 Agency Mortgage-Backed Securities GNMA GNII SF DS7072 C 549300M8ZYFG0OCMTT87 3618VT2D9 2056-07-20 6.000000 0.00 999.10 1022.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 689.27 689.95 Agency Mortgage-Backed Securities GNMA GNPL PN DF4301 549300M8ZYFG0OCMTT87 3618JMX69 2061-07-15 5.350000 0.00 395753.36 396477.72 Agency Mortgage-Backed Securities GNMA GNII SF MA9173 M 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 2229243.06 2323193.77 Agency Mortgage-Backed Securities GNMA GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 844.33 802.19 Agency Mortgage-Backed Securities GNMA GNII SF MA9849 M 549300M8ZYFG0OCMTT87 36179Y5J9 2054-08-20 4.500000 0.00 1043.58 988.97 Agency Mortgage-Backed Securities GNMA GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 697.95 685.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1353.09 1330.45 Agency Mortgage-Backed Securities GNMA GNII SF MA7828 M 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 651.21 569.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 698.36 643.94 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 168.46 161.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4129 S6XOOCT0IEG5ABCC6L87 3142GUST1 2055-05-01 5.500000 0.00 2644798.00 2646108.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 S6XOOCT0IEG5ABCC6L87 3142GRVW7 2054-05-01 6.000000 0.00 650.65 661.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1266 S6XOOCT0IEG5ABCC6L87 3142GRMQ0 2054-04-01 5.500000 0.00 37728326.56 37631000.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6123 S6XOOCT0IEG5ABCC6L87 31427TYV2 2056-08-01 5.500000 0.00 780689.55 778859.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5590 S6XOOCT0IEG5ABCC6L87 31427TF84 2056-06-01 5.500000 0.00 13511656.13 13543818.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3028 S6XOOCT0IEG5ABCC6L87 31427QLJ9 2055-10-01 5.500000 0.00 12379762.90 12436503.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 S6XOOCT0IEG5ABCC6L87 31427NS75 2054-01-01 5.500000 0.00 829.88 832.55 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 5935.12 5806.90 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 932.04 698.12 Agency Mortgage-Backed Securities GNMA GNCL CL DF5006 549300M8ZYFG0OCMTT87 3618JNR31 2068-08-15 5.040000 0.00 503670.00 492052.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX1347 S6XOOCT0IEG5ABCC6L87 31425VP98 2054-12-01 4.500000 0.00 1517438.01 1452711.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9643 B1V7KEBTPIMZEU4LTD58 3140QVWD2 2054-12-01 5.000000 0.00 871.22 853.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5716 S6XOOCT0IEG5ABCC6L87 31427TK62 2053-11-01 6.000000 0.00 100339.42 102492.20 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 96.02 89.22 Agency Mortgage-Backed Securities GNMA GNPL PN DO5673 549300M8ZYFG0OCMTT87 3618V2JS7 2061-03-15 5.200000 0.00 637430.27 628877.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3209 B1V7KEBTPIMZEU4LTD58 3140Y9R71 2056-08-01 5.000000 0.00 60500.00 58860.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 861.56 839.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6027 B1V7KEBTPIMZEU4LTD58 3140W6VV1 2056-06-01 5.000000 0.00 1930183.34 1876270.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3335 S6XOOCT0IEG5ABCC6L87 3130G2SZ4 2056-08-01 5.000000 0.00 1000.00 973.61 Agency Mortgage-Backed Securities GNMA GNII SF DR8350 C 549300M8ZYFG0OCMTT87 3618VHH31 2056-06-20 5.500000 0.00 4978.29 5012.14 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 1299500.00 1287726.53 U.S. Treasuries (including strips) USTR 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 89000.00 85679.96 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 306100.00 308342.88 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1685100.00 1585089.13 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 15100.00 15281.51 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 3419400.00 3298026.92 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 26500.00 24982.33 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 3000.00 2617.38 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1529500.00 1468695.19 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 200.00 186.29 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 7001300.00 6476248.16 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 67.19 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 25924.10 12791.67 U.S. Treasuries (including strips) USTR 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 67.92 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 84.93 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 659233.37 614983.54 U.S. Treasuries (including strips) USTR BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 18500.00 18481.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 88200.00 87824.27 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 19939900.00 19845960.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 223200.00 216296.10 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 3803600.00 3793838.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 99300.00 97958.31 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 672000.00 672041.88 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 461100.00 458639.87 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 130600.00 129816.63 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 5000000.00 5006544.26 U.S. Treasuries (including strips) USTR 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 287100.00 280094.64 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 282600.00 282994.35 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 567200.00 561510.71 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 7381600.00 7364536.27 U.S. Treasuries (including strips) USTR 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 6800.00 6723.33 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 93.15 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 29000.00 29315.11 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 836349.30 825428.25 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 2376200.00 2334807.22 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 75000.00 75368.48 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 300.00 288.76 U.S. Treasuries (including strips) USTR 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 93900.00 68054.15 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1000000000.00 1000000000.00 0.0303 N Y Y N Edward Jones Money Market Fund 2026-09-08 Aaron J. Masek Aaron J. Masek Treasurer