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5747339.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0961 N/A 3133W5B65 2056-08-01 5 2785756.89 2718750.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4820 N/A 3140HJLA7 2048-09-01 4 4158551.00 3859024.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 5658799.24 5417119.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP2136 N/A 3138M5LS6 2042-08-01 4 4932072.13 4719417.62 Agency Mortgage-Backed Securities USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 809640.00 770849.17 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 726552.00 637506.14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 2176776.00 2179625.08 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 295560.00 294703.01 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 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CLAS5007 N/A 3138WER50 2045-05-01 3.5 2878410.09 2638329.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4970 N/A 3138WEQY8 2045-05-01 3 4320985.78 3854414.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4975 N/A 3138WEQ51 2045-05-01 3 3864972.95 3469879.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAB8756 N/A 31417FWS3 2043-03-01 3 4935126.60 4418463.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7983 N/A 31417E2R1 2043-02-01 3.5 3948915.65 3662053.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2903 N/A 3138YUGM7 2045-09-01 3.5 2429161.76 2228240.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK0592 N/A 3138E4US8 2042-01-01 3.5 2310082.36 2155183.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ8408 N/A 3138E1KW6 2042-01-01 3.5 2991669.96 2789841.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ5566 N/A 3138AXFG1 2042-01-01 3.5 4289717.50 4002763.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ3096 N/A 3138AUNN3 2041-12-01 3.5 2387230.18 2227869.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH0936 N/A 3138A2BE8 2040-12-01 3.5 2523960.16 2356883.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 3660762.37 3344401.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2048 N/A 3138YTH23 2045-09-01 3.5 3156043.93 2883408.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ0827 N/A 3138YR4M7 2045-07-01 3.5 4446783.00 4068600.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY6953 N/A 3138YLWP2 2045-04-01 3.5 3745217.48 3421621.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY4271 N/A 3138YHW97 2045-06-01 3 2833184.28 2504302.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY3432 N/A 3138YGY63 2045-05-01 3.5 4208167.19 3850269.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY3374 N/A 3138YGXC1 2045-04-01 3.5 4857930.28 4451149.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY1309 N/A 3138YEN37 2045-03-01 3.5 3883798.23 3565838.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY1308 N/A 3138YEN29 2045-03-01 3.5 4825606.57 4428076.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAX9600 N/A 3138YBU27 2045-03-01 3 3323972.93 2952499.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX9898 N/A 3138YB7L1 2045-04-01 3.5 3942967.66 3606217.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX2526 N/A 3138Y3YY1 2044-11-01 3.5 2494112.79 2296837.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX2154 N/A 3138Y3MC2 2044-11-01 3.5 4596699.82 4202742.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW8620 N/A 3138XYSJ4 2044-09-01 3.5 3387424.79 3119491.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4890 N/A 3138WENG0 2045-05-01 3.5 3170505.35 2897698.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4719 N/A 3138WEG52 2045-04-01 3.5 3602377.23 3294812.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4573 N/A 3138WECK3 2045-03-01 3.5 3049089.06 2794867.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4476 N/A 3138WD6N6 2045-02-01 3.5 3606971.83 3305020.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQAS1727 N/A 3138WA4M6 2044-02-01 4 3199946.72 3019518.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAS0585 N/A 3138W9UK4 2043-09-01 4.5 3417484.01 3309908.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR8641 N/A 3138W6S72 2043-03-01 3 3798425.07 3417617.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8588 N/A 3138W6RJ7 2043-06-01 3.5 3972328.87 3704914.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8587 N/A 3138W6RH1 2043-06-01 3.5 3121842.62 2914385.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8219 N/A 3138W6DZ6 2043-04-01 3.5 2656085.13 2466607.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR7531 N/A 3138W5LM8 2043-03-01 3.5 4716230.72 4396218.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR7497 N/A 3138W5KK3 2043-03-01 3.5 3211196.79 2971784.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR6380 N/A 3138W4CS8 2043-02-01 3 2903303.94 2625878.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR5369 N/A 3138W26F7 2043-02-01 3.5 3862602.05 3599835.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAR3869 N/A 3138W1JP3 2043-04-01 3.5 3497364.22 3235032.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR3320 N/A 3138W0VN6 2043-02-01 3.5 2989778.70 2786472.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR3319 N/A 3138W0VM8 2043-02-01 3.5 2691046.77 2510245.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2589 N/A 3138NY2X2 2043-02-01 3 4605659.22 4153613.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW8151 N/A 3138XYBV5 2042-01-01 3.5 2448598.86 2286336.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW8156 N/A 3138XYB29 2042-01-01 3.5 4505530.28 4206343.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW5050 N/A 3138XUTG7 2044-07-01 3.5 3041420.12 2800854.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU3741 N/A 3138X3EP3 2043-08-01 3.5 2762707.96 2565551.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAU4415 N/A 3138X33Z3 2043-10-01 4.5 2515647.00 2445787.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1330 N/A 3138X0PQ5 2043-07-01 3.5 3873376.48 3586927.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT9652 N/A 3138WXWN3 2043-07-01 3.5 3392365.86 3143714.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8396 N/A 3138WWKJ7 2043-06-01 3.5 4723094.11 4379992.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT7607 N/A 3138WVNZ0 2043-06-01 3.5 3010948.11 2794110.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT6317 N/A 3138WUAT0 2043-06-01 3.5 4286732.89 3967151.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT7138 N/A 3138WU4Y6 2043-06-01 3.5 2562504.84 2328575.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT5920 N/A 3138WTSJ6 2043-06-01 3.5 4512324.32 4187430.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT4162 N/A 3138WRTU4 2043-05-01 3 2572901.71 2304360.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT3984 N/A 3138WRNA4 2043-05-01 3.5 3816774.87 3544316.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2943 N/A 3138WQHV7 2043-05-01 3 4872912.76 4390406.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2687 N/A 3138WP6Z2 2043-05-01 3 4369025.68 3923996.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2682 N/A 3138WP6U3 2043-05-01 3.5 3311333.61 3064386.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ8778 N/A 3138MQXG3 2042-12-01 3.5 3874180.08 3615472.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ8664 N/A 3138MQTW3 2042-12-01 3.5 3418874.19 3188218.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ6748 N/A 3138MNQA1 2042-12-01 3.5 2351819.61 2191598.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAQ4803 N/A 3138MLKR4 2042-11-01 3 3504494.98 3169184.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ4545 N/A 3138MLBP8 2042-12-01 3.5 4737535.92 4384336.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0761 N/A 3138MFZ34 2042-11-01 3.5 4609013.00 4303503.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAQ0534 N/A 3138MFSY4 2042-11-01 3 4120375.50 3721152.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0805 N/A 3138MF3P0 2042-12-01 3.5 4594297.24 4287428.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAP6375 N/A 3138MACM8 2042-09-01 3 4493173.51 4058297.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP6331 N/A 3138MAA99 2042-09-01 3.5 4079365.46 3804129.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2082 N/A 3138M5J42 2042-08-01 3.5 3842657.03 3582976.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO9104 N/A 3138M1DJ4 2042-07-01 3.5 4192078.18 3908650.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO9096 N/A 3138M1DA3 2042-07-01 3.5 3400668.35 3171237.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO8663 N/A 3138M0TV2 2042-07-01 3.5 4062449.66 3787834.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO7689 N/A 3138LYRK5 2042-07-01 3.5 2974386.27 2771683.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO8013 N/A 3138LY3X3 2042-07-01 3.5 3689997.12 3426736.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO5512 N/A 3138LWDS7 2042-07-01 3.5 2498613.04 2330050.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO4117 N/A 3138LUSF3 2042-06-01 3.5 3089502.72 2882838.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO2947 N/A 3138LTHZ4 2042-05-01 3.5 3436999.71 3207565.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQMA1665 N/A 31418AZ76 2043-11-01 4.5 3656878.73 3541785.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1711 N/A 31418A3V8 2043-12-01 4.5 4491999.88 4367284.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAV6142 N/A 3138XHZG9 2044-01-01 4.5 3068923.79 2983696.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQMA1995 N/A 31418BGD2 2044-08-01 4.5 2432820.23 2356225.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW8525 N/A 3138XYPK4 2044-08-01 3.5 3280650.34 3009326.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5454 N/A 3138WFBY1 2045-07-01 3.5 4321578.50 3951083.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7907 N/A 3138WHYD8 2046-09-01 3 3824823.43 3368636.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8125 N/A 3138YNA31 2045-06-01 3.5 3517750.19 3220671.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5009 N/A 3138WER76 2045-05-01 3.5 3856249.05 3530876.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ7709 N/A 3138E0R76 2041-12-01 3.5 3290022.36 3070333.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ6212 N/A 3138AX3W9 2042-01-01 3.5 2612670.15 2436110.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA0975 N/A 31418ACM8 2042-02-01 3.5 2930765.76 2735939.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8086 N/A 3138YM6Y0 2045-05-01 3.5 2708296.06 2506416.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6328 N/A 3138WGA61 2045-12-01 3.5 2468683.24 2267590.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO9372 N/A 3138M1MW5 2042-07-01 3.5 2482210.44 2314729.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO9775 N/A 3138M12H0 2042-08-01 3.5 2976537.03 2753358.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP6591 N/A 3138MAKD9 2042-09-01 3.5 3067176.81 2859396.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP4792 N/A 3138M8KE2 2042-09-01 3.5 3517100.50 3283307.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ1004 N/A 3138MGDJ1 2042-11-01 3.5 2372436.83 2206223.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL6537 N/A 3138EPHP2 2044-06-01 3.5 4132954.56 3852445.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ5141 N/A 3138MLWB6 2042-11-01 3.5 3070820.56 2859577.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0821 N/A 3138MF4F1 2042-12-01 3.5 2369058.34 2211228.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ8685 N/A 3138MQUK7 2042-12-01 3.5 4520257.56 4191890.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL2860 N/A 3138EKFA8 2042-12-01 3 4729562.20 4269224.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8179 N/A 3138W6CR5 2043-03-01 3.5 2614550.48 2438574.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR6911 N/A 3138W4VD0 2043-03-01 3 3574048.70 3210010.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR7578 N/A 3138W5M47 2043-03-01 3.5 4526929.61 4195140.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAX9897 N/A 3138YB7K3 2045-04-01 3 3871586.04 3420770.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2886 N/A 3138WQF49 2043-04-01 3.5 3791783.52 3518758.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2982 N/A 3138WQJ45 2043-05-01 3.5 3403394.45 3151838.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT4146 N/A 3138WRTC4 2043-05-01 3.5 2402543.28 2221818.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT7604 N/A 3138WVNW7 2043-06-01 3.5 3432852.61 3172428.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8393 N/A 3138WWKF5 2043-06-01 3.5 2934586.09 2732691.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8585 N/A 3138W6RF5 2043-06-01 3.5 3526563.15 3290165.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8589 N/A 3138W6RK4 2043-06-01 3.5 3397430.57 3169645.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT5856 N/A 3138WTQJ8 2043-06-01 3.5 2617868.55 2427692.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAT7716 N/A 3138WVSE2 2043-06-01 3 4007781.08 3588150.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3832 N/A 3138ELHJ5 2043-07-01 3.5 3204929.92 2976225.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT7905 N/A 3138WVYB1 2043-07-01 3 2286188.53 2047734.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAS0720 N/A 3138W9YS3 2043-10-01 4.5 2294791.24 2231055.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1629 N/A 31418AY36 2043-10-01 4.5 2738484.95 2662437.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5370 N/A 3138WE6G9 2045-07-01 3.5 4352639.81 3976600.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7144 N/A 3138EP5E0 2045-08-01 3.5 4640118.01 4248439.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9032 N/A 3138ERBA7 2046-08-01 3 3719107.38 3331330.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5196 N/A 3138WEX20 2045-06-01 3.5 3491906.42 3207999.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2414 N/A 31418BVG8 2045-10-01 3.5 4284949.81 3914801.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2049 N/A 3138YTH31 2045-09-01 3.5 2740541.34 2511052.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAZ2109 N/A 3138YTKX1 2045-10-01 4 4756395.96 4492526.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9912 N/A 3138WLAN3 2047-07-01 3.5 4688302.61 4278416.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8033 N/A 3138WH4T6 2046-08-01 3 2701036.98 2377212.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY2700 N/A 3138YGAA0 2045-02-01 3.5 4559144.78 4163167.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL5941 N/A 3138ENS75 2043-11-01 3.5 4375047.27 4062886.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA2401 N/A 31418BU38 2045-09-01 4 4682681.71 4418523.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5184 N/A 3138WEXN4 2045-06-01 3.5 3851622.54 3524075.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY4264 N/A 3138YHW22 2045-06-01 3.5 2587197.92 2371479.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAZ2077 N/A 3138YTJX3 2045-09-01 4 3083742.31 2916521.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4634 N/A 3138WEEG0 2045-03-01 3.5 2366927.33 2167219.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6787 N/A 3138WGRH9 2046-03-01 3.5 2887543.45 2637824.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5130 N/A 3138WEVY2 2045-06-01 3.5 3227159.75 2954796.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA2337 N/A 31418BS31 2045-07-01 4 2842347.07 2682033.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4795 N/A 3138WEKH1 2045-04-01 3.5 3884823.59 3556931.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7945 N/A 3138EQZK1 2046-01-01 3.5 4890852.38 4481325.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8028 N/A 3138EQ4N9 2046-02-01 3.5 4198038.32 3844322.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY7550 N/A 3138YML80 2045-05-01 3 2919616.57 2587101.44 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0373 593080000.00 593080000.00 .0033 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.670%, 9/1/2026 3.670 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2024-180 FH N/A 38384YU41 2054-11-20 5.3188 74733891.00 75083436.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-147 FB N/A 38384WX34 2054-09-20 4.7388 70272562.00 70786042.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 FW N/A 38385NTC8 2056-03-20 5.1388 7722329.46 7543281.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-030 VF N/A 38385MGV2 2056-02-20 4.4888 65440166.53 65112611.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-130 FB N/A 38384VKZ9 2054-08-20 4.6888 49653603.00 49908708.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-096 GP N/A 38382UF55 2051-06-20 1 477.21 360.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-031 CA N/A 38381SJL2 2065-10-16 3 106758828.66 94378861.37 Agency Mortgage-Backed Securities GNMA GNRA 2026-091 HE N/A 38381SH83 2065-10-16 3.5 54465559.46 50934484.64 Agency Mortgage-Backed Securities GNMA GNRM 2026-128 D N/A 38381S4A2 2056-07-16 4.5 107907188.83 104762233.81 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2021-KF1 N/A 35709WAC3 2031-05-25 10.0198 22859298.89 22599136.27 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB2 N/A 30300KAJ8 2037-02-25 11.548 1938756.49 1765078.53 Agency Mortgage-Backed Securities FMAC FREM MTG TR 2018-KF43 N/A 30296DAK7 2028-02-25 12.4842 10841124.96 10588003.18 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 302952AF3 2037-04-25 11.5199 3073854.18 3118916.70 Agency Mortgage-Backed Securities FMAC FRESB MORTGAGE 2023-S N/A 30333MAF3 2043-07-27 7.5 6562798.82 5816536.40 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB4 N/A 30306BAD5 2037-10-25 11.2342 773675.99 718538.69 Agency Mortgage-Backed Securities FMAC FRESB 2022-SB100 MORT N/A 30327XAL4 2042-05-25 7.5 3665170.95 3441522.22 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0372 550000000.00 550000000.00 .0031 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.670%, 9/1/2026 3.670 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 5.625 FNSM A 07/37 N/A 31398AFD9 2037-07-15 5.625 18571.43 19854.35 Agency Debentures and Agency Strips FNMA 6.625 FNPR BB 11/30 N/A 31358DDS0 2030-11-15 0 73652285.71 60404522.73 Agency Debentures and Agency Strips FMAC 4.00 FMNT 26-28 W3 N/A 3134HCYW3 2028-03-13 4 285.71 289.15 Agency Debentures and Agency Strips FMAC 6.25 FMNT GB 32 A N/A 3134A4KX1 2032-07-15 6.25 314571.43 344019.44 Agency Debentures and Agency Strips FHLB 5.50 FHLB 36 G677 N/A 3133XGAY0 2036-07-15 5.5 275714.29 292353.03 Agency Debentures and 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US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N .0408 723396261.22 723396261.22 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0424 685621510.18 685621510.18 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0423 685599859.65 685599859.65 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0417 669440200.11 669440200.11 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0415 678412306.38 678412306.38 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0381 679672576.48 679672576.48 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0422 687909478.00 687909478.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0419 681670449.36 681670449.36 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0381 704670793.15 704670793.15 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0381 704670793.15 704670793.15 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 12/14/2026 3.690 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-14 2026-12-14 N N N .0363 624496983.67 624496983.67 .0035 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/26/2027 3.700 3130BBD77 2549001DPIFGXC1TOL40 US3130BBD775 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-26 2027-01-26 N N N .0368 499997600.00 499997600.00 .0028 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/27/2027 3.700 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-27 2027-01-27 N N N .0368 58999860.17 58999860.17 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 2/9/2027 3.705 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-09 2027-02-09 N N N .0369 302848794.66 302848794.66 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N .0377 174998411.00 174998411.00 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 10/13/2026 3.685 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-13 2026-10-13 N N N .0358 210997301.31 210997301.31 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/12/2027 3.700 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-12 2027-01-12 N N N .0367 178998063.22 178998063.22 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 3/9/2027 3.710 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-09 2027-03-09 N N N .0369 174000950.04 174000950.04 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/13/2028 3.775 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-13 2028-07-13 N N N .0376 190913002.20 190913002.20 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/17/2027 3.700 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N .0369 324875971.38 324875971.38 .0018 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/16/2027 3.705 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-16 2027-03-16 N N N .0368 120000668.40 120000668.40 .0007 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.695%, 1/22/2027 3.695 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-22 2027-01-22 N N N .0366 355012400.15 355012400.15 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 11/17/2026 3.685 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-17 2026-11-17 N N N .0366 76901603.37 76901603.37 .0004 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 12/22/2026 3.690 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-22 2026-12-22 N N N .0366 174999928.25 174999928.25 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/19/2027 3.705 3130BBLA1 2549001DPIFGXC1TOL40 US3130BBLA14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-19 2027-03-19 N N N .0369 200000180.00 200000180.00 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/24/2027 3.700 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-24 2027-02-24 N N N .0370 354801809.48 354801809.48 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0428 694510409.42 694510409.42 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/25/2027 3.705 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-25 2027-03-25 N N N .0368 340879964.12 340879964.12 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 4/28/2027 3.710 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-28 2027-04-28 N N N .0370 170998170.30 170998170.30 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.750%, 3/17/2028 3.750 3130BBV36 2549001DPIFGXC1TOL40 US3130BBV363 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-17 2028-03-17 N N N .0375 189873893.03 189873893.03 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.750%, 3/21/2028 3.750 3130BBV69 2549001DPIFGXC1TOL40 US3130BBV694 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-21 2028-03-21 N N N .0374 127025793.70 127025793.70 .0007 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 3/24/2027 3.700 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N .0370 329675000.00 329675000.00 .0018 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 3/23/2027 3.700 3130BBXA8 2549001DPIFGXC1TOL40 US3130BBXA85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-23 2027-03-23 N N N .0370 464999818.65 464999818.65 .0026 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/2/2027 3.800 313384CN7 2549001DPIFGXC1TOL40 US313384CN79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-02 2027-03-02 2027-03-02 N N N .0403 245043750.00 245043750.00 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/5/2027 3.800 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 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 .0403 443578095.00 443578095.00 .0025 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0390 300943532.32 300943532.32 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0391 296266897.50 296266897.50 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/11/2027 3.740 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0371 182892215.78 182892215.78 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0374 139893954.84 139893954.84 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 9/8/2026 3.775 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-08 2026-09-08 N N N .0270 46001751.68 46001751.68 .0003 N N Y N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 9/9/2026 3.790 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-09 2026-09-09 N N N .0290 85001869.15 85001869.15 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.785%, 9/16/2026 3.785 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-16 2026-09-16 N N N .0331 192904662.39 192904662.39 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 11/4/2026 3.790 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-04 2026-11-04 N N N .0368 106011720.42 106011720.42 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 12/2/2027 3.755 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-02 2027-12-02 N N N .0374 304982279.50 304982279.50 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/19/2027 3.695 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-19 2027-04-19 N N N .0375 64872222.15 64872222.15 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 11/23/2027 3.730 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-23 2027-11-23 N N N .0371 82913545.86 82913545.86 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 1/6/2028 3.735 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-06 2028-01-06 N N N .0373 357836552.00 357836552.00 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/12/2028 3.730 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-12 2028-01-12 N N N .0365 301127859.04 301127859.04 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/8/2027 3.695 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-08 2027-04-08 N N N .0368 188997701.76 188997701.76 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0370 113935490.25 113935490.25 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/1/2027 3.800 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-01 2027-10-01 N N N .0376 264986370.65 264986370.65 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 4/9/2027 3.730 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-09 2027-04-09 N N N .0370 445812504.69 445812504.69 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/14/2027 3.800 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-14 2027-10-14 N N N .0376 310087912.90 310087912.90 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 4/22/2027 3.760 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-22 2027-04-22 N N N .0374 424829328.97 424829328.97 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 5/27/2027 3.765 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-27 2027-05-27 N N N .0376 193908653.76 193908653.76 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 6/4/2027 3.755 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-04 2027-06-04 N N N .0374 559718900.29 559718900.29 .0031 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 6/17/2027 3.745 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-17 2027-06-17 N N N .0371 214769664.66 214769664.66 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/29/2027 3.780 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-29 2027-07-29 N N N .0375 464886824.64 464886824.64 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 9/4/2026 3.710 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N .0191 164999660.10 164999660.10 .0009 N N Y N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 3/11/2027 3.760 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0372 387852350.37 387852350.37 .0022 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 9/10/2027 3.800 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-10 2027-09-10 N N N .0378 269999619.30 269999619.30 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/10/2027 3.780 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-10 2027-09-10 N N N .0371 45024840.45 45024840.45 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 11/26/2027 3.765 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-26 2027-11-26 N N N .0375 231937523.74 231937523.74 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/1/2028 3.780 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2028-09-01 2028-09-01 N N N .0378 172930000.00 172930000.00 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/20/2028 3.730 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-20 2028-01-20 N N N .0373 155980368.96 155980368.96 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 1/26/2028 3.745 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-26 2028-01-26 N N N .0375 484695157.15 484695157.15 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 1/28/2028 3.750 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-28 2028-01-28 N N N .0374 244897078.34 244897078.34 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/2/2028 3.740 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N .0376 150880647.67 150880647.67 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/9/2028 3.740 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-09 2028-02-09 N N N .0373 85008371.65 85008371.65 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/11/2028 3.745 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-11 2028-02-11 N N N .0374 304895871.65 304895871.65 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/17/2028 3.740 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N .0373 94959723.83 94959723.83 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/25/2028 3.745 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-25 2028-02-25 N N N .0377 252788213.14 252788213.14 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/9/2028 3.740 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-09 2028-03-09 N N N .0373 274900918.17 274900918.17 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 4/10/2028 3.735 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-10 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System Floating Rate Notes, 3.700%, 1/29/2027 3.700 3133EWUN8 254900C5LP6DN9OP9V83 US3133EWUN82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-29 2027-01-29 N N N .0368 274997439.75 274997439.75 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N .0375 297933564.80 297933564.80 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/24/2028 3.780 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-24 2028-07-24 N N N .0378 577744892.69 577744892.69 .0032 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 8/3/2028 3.790 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-03 2028-08-03 N N N .0377 268103064.76 268103064.76 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 8/7/2028 3.775 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-07 2028-08-07 N N N .0377 492794584.13 492794584.13 .0028 N N N N Federal Home Loan Mortgage Corp. 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311.12 313.98 Agency Collateralized Mortgage Obligation FMAC FGRM 2414LG 02/15/32 N/A 31339DP85 2032-02-15 6.5 98.32 101.63 Agency Collateralized Mortgage Obligation FNMA MNRA CL01SA1 R22M01S N/A 3136BNES1 2032-04-25 2.1513 279830.86 265903.34 Agency Mortgage-Backed Securities USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 11243480.63 11102145.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 7588925.71 7446618.18 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 7279131.89 6861669.08 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 1004434.06 935585.34 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 10681.80 9671.47 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 1485976.63 1303856.04 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 3237900.00 2995078.62 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 1528617.70 1311183.79 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 1409998.00 1364401.79 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 2153589.32 2030208.50 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 3585295.49 2757587.32 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 5007784.31 4446537.53 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 3616694.82 2935520.70 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 16239743.24 11061706.76 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 2659036.73 2639569.53 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 8182347.25 8277123.87 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 86.14 85.15 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 6835003.02 6664864.09 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 5430038.56 5413152.91 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 1508718.53 1495049.54 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 4396078.80 4419917.39 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 11111508.68 11314721.78 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 10531.05 10534.58 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 21.54 20.29 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 21.54 19.56 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 8424152.25 7241311.36 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 3363949.58 3367945.24 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 1874807.18 1759697.77 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 43.07 43.28 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 4578487.81 4499774.05 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 1097533.72 1021071.70 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 43.07 28.94 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 1938187.31 1119065.28 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 323.04 219.40 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 2304340.57 1503895.31 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 2377950.25 1507262.16 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 323081.47 163249.20 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 3776491.15 1735786.66 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 21.54 12.06 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 24787.81 15337.24 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 127363.27 128411.51 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 351.11 339.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 1035058.10 1038142.91 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 7504354.26 7163377.61 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 296269.28 270507.74 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 43.07 42.72 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 8087395.49 7784276.39 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 6805.34 6617.12 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 2201011.35 2158215.26 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 2574271.45 1844149.53 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 43.07 42.03 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 236.89 237.59 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 4953255.43 2963043.64 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 9106840.07 7117308.31 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 129236.89 120473.89 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 258.43 172.28 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 21.54 21.56 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 172.29 148.40 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 21.54 20.76 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 946696.33 898968.84 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 5828366.44 5807553.63 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 3670814.52 3545662.62 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 21.54 11.44 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 1076794.66 795170.16 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 245293.82 173385.78 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 2252147.40 2022643.78 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 10986622.04 10983326.05 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 215.36 203.13 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 4140921.54 3479415.44 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 4246512.02 4225506.10 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 8690938.90 8780200.54 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 1490542.24 1206188.58 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 7286389.48 7204234.81 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 475686.17 420700.95 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 1077699.17 745576.53 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 8286214.86 5824781.05 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 696664.61 531549.45 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 25595726.66 17431153.07 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 2048041.90 1289693.48 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 323.04 231.98 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 216220.37 161948.92 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 401.35 318.43 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 1076794.66 891335.18 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 1292067.45 972728.45 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 1507512.52 1171734.75 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 1162959.77 867530.37 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 1130569.78 1090281.39 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 42210.35 41786.96 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 33574.46 33312.09 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 1076773.12 1102241.29 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 129.22 129.08 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 763016.69 751449.36 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 193.82 193.21 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 215.36 214.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 193.82 193.36 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 818.69 818.76 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 107.68 107.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 21535850.08 21355804.53 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 452.25 446.16 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 150.75 147.88 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 7537562.60 7327412.08 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 5754907.51 5600315.37 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 10767946.58 10434878.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 8993432.05 8994639.57 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 3711194.32 3635890.96 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 215.36 214.21 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 6700419.37 6633809.51 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 8667012.52 8510138.09 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-09-01 2026-09-01 2026-09-01 N N N .0372 645000000.00 645000000.00 .0036 N Y Y N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.660%, 9/1/2026 3.660 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 26545250.00 26384384.35 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 53.24 51.92 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 11234650.00 11412230.74 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 12500000.00 12033701.63 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 13586195.66 13142539.18 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 4748200.00 4899402.43 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 95598932.14 90838689.83 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 300.00 298.62 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 1243550.00 1233321.02 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 3833350.00 3806966.73 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 6350.00 6328.81 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 200.00 171.92 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 9259450.00 8733752.03 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 3200400.00 3204201.40 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 8500000.00 7978117.00 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 124100.00 116612.97 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 9065000.00 8019542.81 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 754150.00 719504.35 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 6915050.00 6595629.94 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 50.00 43.31 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 50.00 47.96 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 44996650.00 45217720.02 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 50.00 49.16 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 43151225.00 29263040.47 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 3234567.99 3028266.11 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 30950713.00 29893798.80 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 300.00 300.22 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 34125521.89 30180905.33 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 9549900.00 9601686.20 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 25471850.00 25117536.57 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 1000000.00 1000790.57 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 1539700.00 1343327.03 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 5859150.00 5826845.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 25000000.00 25021763.32 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 50.00 49.55 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 3432500.00 3419867.28 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-09-01 2026-09-01 2026-09-01 N N N .0371 400000000.00 400000000.00 .0022 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.670%, 9/1/2026 3.670 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 30420923.08 30556437.48 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 124276.92 121011.79 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 11911200.00 11365655.13 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 1723.08 1593.06 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 29810707.69 28625651.70 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 128318479.87 126520601.98 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 18436984.62 14871039.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 38343230.77 38041996.35 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 251447702.54 255410581.57 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 8079630.77 4485435.83 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 500000000.00 500000000.00 .0028 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 9/10/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 792906384.00 791002887.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 422552493.00 418637006.78 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 803312016.00 812101267.86 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 573201648.00 558815827.70 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 23812512.00 20443049.32 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-08 2026-09-10 Y J.P. Morgan Securities LLC 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0371 2550000000.00 2550000000.00 .0143 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 9/10/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 568358152.00 571154644.93 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 636701824.00 599493723.76 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 507149632.00 505897787.17 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 667487232.00 669453867.04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-08 2026-09-10 Y J.P. Morgan Securities LLC 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0371 2300000000.00 2300000000.00 .0129 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 9/1/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 380654531.71 358241973.54 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 342911047.94 323657076.04 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 94995585.36 94407671.10 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0371 761085000.00 761085000.00 .0043 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.690%, 9/1/2026 3.690 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLQG6718 N/A 3133C7PB7 2053-07-01 5.5 508344.83 511831.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE8440 N/A 3133BJLV2 2052-08-01 4.5 2022114.05 1926023.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5356 N/A 3133BE5R0 2052-07-01 5 5049385.02 4946431.42 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE0805 N/A 3133B93N2 2052-04-01 2.5 96967.85 80981.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3846 N/A 3132E0HX3 2053-09-01 6 304516.39 310533.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 135918.95 107373.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 3033.30 2867.07 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5557 N/A 3140A6E77 2053-11-01 7 446730.00 471408.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1686 N/A 3140XG2U2 2052-05-01 4 128711.57 119297.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3637 N/A 31418DBF8 2049-04-01 3.5 141754.35 128063.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7411 N/A 3140XBGV6 2051-05-01 2 27247.56 21365.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5162 N/A 3133KYWX3 2042-06-01 3 52840.63 48375.07 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 1804734.73 1669004.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1173 N/A 3140XGJT7 2052-03-01 3.5 34237.58 30818.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB2616 N/A 3133A83Z8 2050-08-01 2 485175.66 384354.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS7769 N/A 3140XPT33 2033-03-01 2 162619.32 152730.06 Agency Mortgage-Backed Securities FNMA FNRA RC042FH R26F042 N/A 3136G6MW5 2056-06-25 4.9432 104213886.55 104150406.22 Agency Collateralized Mortgage Obligation FMAC FERA 5646FN 04/25/56 N/A 3137HRD30 2056-04-25 4.8932 47100052.36 46921238.48 Agency Collateralized Mortgage Obligation FMAC FERA 5653FA 05/25/55 N/A 3137HRQG7 2055-05-25 4.7432 125416600.91 125635770.31 Agency Collateralized Mortgage Obligation FMAC FGRM 2827PG 07/15/34 N/A 31395CXH9 2034-07-15 6 551326.41 565548.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-077 DY N/A 38376UTX7 2047-05-20 3.5 201762.54 179636.79 Agency Collateralized Mortgage Obligation FNMA FNRA CL102FB R25F102 N/A 3136BYCQ3 2055-12-25 4.8432 59868944.51 59813038.77 Agency Collateralized Mortgage Obligation FNMA FNRM CL042NY R21F042 N/A 3136BGAM3 2051-07-25 2.5 545454.55 352909.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-60 CE N/A 38374BKJ1 2033-07-16 5 521864.84 520388.83 Agency Collateralized Mortgage Obligation FMAC FGRM 3110HE 02/15/36 N/A 31396HMW6 2036-02-15 5.5 59054.83 59922.71 Agency Collateralized Mortgage Obligation FMAC FGRM 2882AB 11/15/34 N/A 31395JE85 2034-11-15 6 385821.79 394780.96 Agency Collateralized Mortgage Obligation FMAC FERA 5653UF 12/25/55 N/A 3137HRQV4 2055-12-25 4.7432 68156736.11 68319053.56 Agency Collateralized Mortgage Obligation FMAC FERA 5664FG 12/25/55 N/A 3137GCBF9 2055-12-25 4.9432 61589285.67 61548566.84 Agency Collateralized Mortgage Obligation FNMA FNRA RC085CF R25F085 N/A 3136BXTB0 2055-09-25 4.8432 51190186.91 51430483.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL106PY R17F106 N/A 3136B0JV9 2048-01-25 3 252269.45 213250.18 Agency Collateralized Mortgage Obligation FNMA FNRM RC067KC R12F067 N/A 3136A7JQ6 2042-07-25 3.5 491514.36 456155.14 Agency Collateralized Mortgage Obligation FNMA FNMS 02.500 CLCB2287 N/A 3140QMRH9 2051-12-01 2.5 180424.81 150514.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 804943.23 805831.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 3529.74 3546.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6006 N/A 31418FU88 2041-03-01 6 5614.87 5771.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3162 N/A 3140W3QQ5 2055-10-01 5 5228.70 5104.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5711 N/A 3140W6KZ4 2056-05-01 5 24543176.66 23996395.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4368 N/A 31418D2A9 2031-06-01 2 182453.27 173683.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7334 N/A 3132DVEF8 2055-01-01 5.5 893117.20 894629.55 Agency Mortgage-Backed Securities FNMA MNMS 02.625 MLBS1658 N/A 3140LBZY2 2051-06-01 2.625 3016596.36 2198819.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU8922 N/A 3140MA4G6 2052-04-01 2.5 75682.92 63380.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2300 N/A 3140W2RW3 2054-07-01 6.5 10135.25 10527.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0690 N/A 3140Y6XU9 2055-07-01 5 5162.68 5042.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6380 N/A 3142K8CS4 2056-06-01 5.5 4226042.27 4222705.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 4815.06 4931.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6061 N/A 31418FWX1 2041-05-01 5 6760.12 6760.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5013 N/A 31418ESB7 2038-05-01 4.5 68611.69 67557.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 3547.07 3607.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3652 N/A 31418DBW1 2049-03-01 4.5 73942.73 67610.05 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 115187.05 86272.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2835 N/A 31418CEH3 2046-12-01 4 134021.79 125475.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 3706.43 3723.16 Agency Mortgage-Backed Securities REFC 8.625 RFBD 30 A N/A 761157AB2 2030-01-15 8.625 510000.00 576998.61 Agency Debentures and Agency Strips FNMA FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 3062.50 3092.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFS8493 N/A 3140XQNK9 2038-07-01 6 21697.91 22323.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7622 N/A 3140XPPG8 2054-04-01 5.5 1423052.15 1432875.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6076 N/A 3140XMXE1 2052-04-01 3.5 10018.55 9001.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS5843 N/A 3140XMP59 2052-10-01 4 288662.37 265970.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 N/A 3140XKH78 2052-05-01 3.5 138335.85 123738.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4454 N/A 3140XK5Q9 2053-04-01 6 30769.03 31416.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 135276.80 113322.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1626 N/A 3140XGYY9 2052-04-01 2.5 117918.63 98751.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS0854 N/A 3140XF5Q0 2036-10-01 2 185901.87 168880.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9813 N/A 3140XD3X2 2051-11-01 2 19940.31 15733.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8803 N/A 3140XCX94 2051-09-01 2.5 207377.41 174968.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8448 N/A 3140XCL63 2051-07-01 2 115569.06 92402.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6964 N/A 3140XAW24 2051-05-01 2 68484.09 55191.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6555 N/A 3140XAH96 2051-04-01 2 230479.44 183496.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3783 N/A 3140X7FZ7 2050-03-01 4 168260.55 156358.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 27093695.70 27756407.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2434 N/A 3140W2V40 2055-07-01 5.5 2926870.60 2931027.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 342530.07 344771.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFA0741 N/A 3140W0ZF5 2038-09-01 6 3028.05 3113.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 70342.53 58777.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3596 N/A 3140QN7J5 2052-05-01 3.5 9415.80 8556.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBV3102 N/A 3140MGNU1 2052-03-01 2 76704.74 60522.85 Agency Mortgage-Backed Securities FNMA MNMS 02.495 MLBS2542 N/A 3140LCZG9 2051-08-01 2.495 3871026.65 2826078.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH5389 N/A 3140GT7B0 2047-08-01 3.5 444446.39 403550.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8549 N/A 3140BMQB9 2055-09-01 5.5 921920.69 924442.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC0374 N/A 3140AMMY4 2054-08-01 6 540970.46 550289.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 7881.96 7246.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8368 N/A 3132DWJM6 2053-10-01 6 3047401.94 3101889.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 8997.41 9015.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7575 N/A 3132DVMY8 2055-01-01 5.5 1475017.94 1487339.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0412 N/A 3132DMN50 2050-08-01 2.5 459297.68 385722.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 37082.73 36540.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2944 N/A 3130G2ES5 2056-08-01 5.5 1718120.73 1725175.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAQ6240 N/A 3138MM5A6 2042-12-01 4 2957569.29 2809156.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI8334 N/A 3133WFHK6 2054-06-01 6.5 1066636.02 1118070.98 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5121 N/A 3133KYVN6 2041-08-01 2 35135.08 30229.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0746 N/A 3133CQZK4 2054-08-01 6.5 1020729.63 1073145.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0652 N/A 3133CQWM3 2054-08-01 6.5 568991.36 596720.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8281 N/A 3133CMFW9 2054-01-01 6 886387.98 907177.33 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0374 600000000.00 600000000.00 .0034 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.680%, 9/1/2026 3.680 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLRJ6001 N/A 3142GWU31 2056-03-01 5 16983283.27 16588365.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 52433687.20 45716827.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 N/A 3140W0NE1 2053-03-01 4.5 4405643.97 4192816.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8218 N/A 3133KQDX1 2052-11-01 6 30527644.33 31221354.52 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ4696 N/A 3133CVGD0 2054-09-01 7 2592314.66 2760305.29 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0351 N/A 3133CQL86 2054-07-01 7 3612928.56 3862579.52 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH9049 N/A 3133CNBS0 2054-02-01 7.5 1375079.55 1468084.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5349 N/A 3132DS5J7 2054-05-01 5 24713222.12 24156103.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3389 N/A 3132DQXS0 2053-07-01 6 4049849.05 4190399.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9455 N/A 31426UQH0 2055-08-01 6 3067452.52 3140678.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1800 N/A 3140Y8AA4 2056-01-01 5.5 13719536.47 13741121.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2643 N/A 3140QM5D2 2052-01-01 2.5 2376149.15 1961364.60 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 150000000.00 150000000.00 .0008 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.680%, 9/1/2026 3.680 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF DU2823 C N/A 3618WED49 2056-08-20 6 380485.50 397767.15 Agency Mortgage-Backed Securities GNMA GNII SF DT8811 C N/A 3618W8YG2 2056-07-20 6 395047.59 414960.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4609 N/A 31418EDP2 2032-05-01 2 391613.40 368901.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 1888.00 1881.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4112 N/A 31418DSA1 2035-08-01 3 56606.30 53299.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CJMA1604 N/A 31418AYA0 2028-07-01 2 17682.04 17332.41 Agency Mortgage-Backed Securities GNMA GNII SF DT0525 C N/A 3618VYSN8 2056-07-20 7 104156.00 109096.36 Agency Mortgage-Backed Securities GNMA GNII SF DS8659 C N/A 3618VVTQ6 2056-07-20 6.5 119040.14 124991.75 Agency Mortgage-Backed Securities GNMA GNII SF DS0927 C N/A 3618VMA45 2056-08-20 6.5 1176250.00 1230587.66 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 1119808.00 1054836.75 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 3943374.29 3846302.87 Agency Mortgage-Backed Securities GNMA GNII SF MB0145 M N/A 3618N5ET2 2055-01-20 4.5 296169.87 279036.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ8388 C N/A 3618N2J98 2056-04-20 6.5 109071.22 114145.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ6141 C N/A 3618MYZE0 2056-05-20 5 2981.07 2907.20 Agency Mortgage-Backed Securities GNMA GNII SF DQ6163 C N/A 3618MYZ42 2056-05-20 6 116738.03 122621.63 Agency Mortgage-Backed Securities GNMA GNII SF DQ5391 C N/A 3618MX7C7 2056-07-20 6.5 2176293.12 2296597.88 Agency Mortgage-Backed Securities GNMA GNII SF DQ2634 C N/A 3618MU4T9 2056-04-20 6.5 516987.80 542339.67 Agency Mortgage-Backed Securities GNMA GNII SF DM7018 C N/A 3618LWYP1 2055-09-20 6.5 1189585.98 1251910.37 Agency Mortgage-Backed Securities GNMA GNII SF DM4060 C N/A 3618LTQM4 2055-09-20 6.5 2132850.94 2230554.00 Agency Mortgage-Backed Securities GNMA GNII SF DM4390 C N/A 3618LT2X6 2055-09-20 6 1253388.21 1306955.52 Agency Mortgage-Backed Securities GNMA GNII SF DM1867 C N/A 3618LRCC5 2055-08-20 6 10512486.55 10775834.86 Agency Mortgage-Backed Securities GNMA GNII SF DM1230 C N/A 3618LQLK9 2055-09-20 6 4489124.99 4638630.82 Agency Mortgage-Backed Securities GNMA GNII SF DJ3186 C N/A 3618KPRF7 2055-08-20 6 6214811.64 6411212.12 Agency Mortgage-Backed Securities GNMA GNMI SF CU0290 X N/A 3618BHKB1 2053-07-15 6 1098848.70 1123314.57 Agency Mortgage-Backed Securities GNMA GNMI SF CU0276 X N/A 3618BHJV9 2053-09-15 6.5 2621719.87 2725195.66 Agency Mortgage-Backed Securities GNMA GNMI SF CU0257 X N/A 3618BHJA5 2053-07-15 7 3930077.48 4160070.85 Agency Mortgage-Backed Securities GNMA GNMI SF CR3826 X N/A 3618AJHB2 2053-03-15 6.5 3638433.85 3782030.71 Agency Mortgage-Backed Securities GNMA GNMI SF CR3825 X N/A 3618AJHA4 2053-03-15 7 1380925.98 1461736.85 Agency Mortgage-Backed Securities GNMA GNMI SF CR3820 X N/A 3618AJG56 2053-04-15 6.5 3743375.99 3891122.05 Agency Mortgage-Backed Securities GNMA GNPL PN CQ7221 N/A 3618AAAW2 2057-04-15 3.93 3788.56 3583.35 Agency Mortgage-Backed Securities GNMA GNII SF CP1414 C N/A 3617FQSB1 2056-07-20 6 621591.25 634361.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7138 M N/A 36179V4X5 2051-01-20 3.5 8918066.53 8023198.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5599 N/A 31427TGH3 2056-06-01 5 36564246.11 35542884.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 166279.53 157132.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6402 N/A 3140AUDG5 2054-11-01 5 91892.47 89319.82 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI7258 N/A 3133WEB33 2054-06-01 7 408931.65 439610.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9928 N/A 3133D2A56 2054-12-01 5 2699.77 2634.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2930 N/A 3133CTHF9 2054-08-01 6.5 541697.87 567162.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2386 N/A 3133BPUK2 2052-10-01 5 116527.78 113624.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 48917.13 44946.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8369 N/A 3132DWJN4 2053-10-01 6.5 97078.02 100656.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 5336.67 4763.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4209 N/A 31329MVA5 2043-04-01 3 164793.26 148479.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL890125 N/A 31410K4J0 2039-04-01 5.5 888934.84 903740.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 2888.42 2895.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1676 N/A 3140Y72J6 2055-12-01 5 2602.46 2546.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CICC0491 N/A 3140Y6RM4 2040-05-01 6.5 1184469.49 1231974.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0374 N/A 3140Y6MY3 2055-05-01 6 2645.68 2713.61 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTFS6691 N/A 3140XNNH3 2042-03-01 1.5 122333.18 101327.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4520 N/A 3140XLAW8 2052-04-01 3 30463.57 26678.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 39154.97 35465.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5713 N/A 3140X9K38 2051-02-01 2.5 28864.89 23839.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3783 N/A 3140X7FZ7 2050-03-01 4 2096240.44 1947959.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1402 N/A 3140X4RY4 2048-05-01 3.5 113965.92 103837.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6634 N/A 3140W7LQ1 2050-07-01 3 8223680.00 7265062.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6005 N/A 3140W6U75 2052-09-01 3 60147810.35 52626326.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9612 N/A 3140QVVE1 2054-12-01 5.5 58437.89 58419.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9207 N/A 3140QVGR9 2054-09-01 5 38897.66 37803.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9004 N/A 3140QVAE4 2054-08-01 6 5126.28 5307.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU9528 N/A 3140MBSS2 2051-12-01 3.5 169098.51 151967.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3395 N/A 3140XJXZ1 2052-12-01 5 3936.45 3853.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8815 N/A 3140XCYM4 2051-09-01 3.5 6064.61 5527.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF9871 N/A 3133BX6G1 2053-03-01 5 20762.34 20286.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0721 N/A 3140NGYT1 2053-05-01 5 731526.94 726747.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA9564 N/A 3140QHTW5 2052-06-01 3.5 583050.74 524752.47 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 183367.91 160448.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5161 N/A 3133C5WW7 2053-06-01 5 18702.42 18210.49 Agency Mortgage-Backed Securities GNMA GNII SF DA6326 C N/A 3618GWA32 2054-03-20 7 2233977.40 2382365.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7469 N/A 3140A8JP8 2054-01-01 7 459224.78 492333.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5973 N/A 3140AFT71 2054-06-01 6 31446.05 31987.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9294 N/A 3140XRKG9 2054-10-01 5.5 3627.88 3627.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3627 N/A 3140U7A51 2056-05-01 5.5 776409.52 775096.87 Agency Mortgage-Backed Securities GNMA GNII SF DF7250 C N/A 3618JRBT2 2055-02-20 6.5 487489.32 509763.04 Agency Mortgage-Backed Securities GNMA GNII SF DM1079 C N/A 3618LQFU4 2055-08-20 6.5 460401.00 482551.20 Agency Mortgage-Backed Securities GNMA GNII SF DS1730 C N/A 3618VM4P5 2056-05-20 5.5 3995.15 4051.29 Agency Mortgage-Backed Securities GNMA GNII SF DT1043 C N/A 3618W0EQ9 2056-07-20 6 121280.56 127498.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5826 N/A 31418FPL5 2040-09-01 3.5 22814.75 21536.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6422 N/A 3140AUD42 2054-11-01 5 524902.85 520449.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 23153.27 22558.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0874 N/A 3140Y66L9 2055-08-01 6 2651.55 2711.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7849 N/A 3140XPWK1 2052-05-01 2.5 81120.57 67715.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 N/A 3142K55C3 2056-05-01 7 147820.92 156749.36 Agency Mortgage-Backed Securities GNMA GNII SF DQ8414 C N/A 3618N2K39 2056-05-20 6.5 111578.07 117085.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3829 N/A 3140W4HF7 2049-08-01 3.5 23273.34 20962.81 Agency Mortgage-Backed Securities GNMA GNII SF DR8795 C N/A 3618VHXY5 2056-06-20 6.5 145104.72 151991.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3050 N/A 3140Y9L85 2056-07-01 5.5 30216437.18 30409590.71 Agency Mortgage-Backed Securities GNMA GNII SF DS7399 C N/A 3618VUGG4 2056-07-20 6.5 138994.58 146802.28 Agency Mortgage-Backed Securities GNMA GNII SF DS0928 C N/A 3618VMA52 2056-08-20 6.5 914136.00 956349.58 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 200000000.00 200000000.00 .0011 N Y Y N Fixed Income Clearing Corporation ("FICC") - MIZUHO Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO, 3.670%, 9/1/2026 3.670 65999B002 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION MIZUHO Y GNMA GNMI SF 681638 X N/A 36295VHP7 2038-12-15 6 52.81 55.57 Agency Mortgage-Backed Securities GNMA GNMI SF 677019 X N/A 36295QDY3 2038-05-15 6.5 8.07 8.47 Agency Mortgage-Backed Securities GNMA GNII SF 673979 C N/A 36295LXG1 2046-09-20 3 275.84 241.68 Agency Mortgage-Backed Securities GNMA GNMI SF 673009 X N/A 36295KVA8 2038-08-15 6 7.25 7.66 Agency Mortgage-Backed Securities GNMA GNMI SF 662584 X N/A 36294XCV6 2037-09-15 6.5 7.96 8.32 Agency Mortgage-Backed Securities GNMA GNCL CL DF8955 N/A 3618JS5Q3 2067-09-15 5.55 1810092.00 1841909.80 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL253113 N/A 31371JDS0 2030-03-01 7.5 408.74 421.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL251569 N/A 31371GMS6 2028-03-01 7 1.29 1.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0049 N/A 3142J6BT9 2055-09-01 5.5 487337.85 485633.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6366 N/A 31427UCC5 2056-08-01 5.5 642944.00 640697.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6355 N/A 31427UBZ5 2056-08-01 5 15568653.00 15116347.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6353 N/A 31427UBX0 2056-08-01 5 17116239.00 16662447.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6351 N/A 31427UBV4 2056-07-01 5 319232.00 311649.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6348 N/A 31427UBS1 2056-08-01 5 20770478.00 20459059.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL6346 N/A 31427UBQ5 2056-08-01 4.5 20414011.00 19312838.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5979 N/A 31427TUD6 2056-07-01 5 13359385.38 13065728.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5473 N/A 31427TCK0 2056-05-01 4.5 1008.34 960.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5050 N/A 31427STG3 2056-03-01 6.5 201898.03 209369.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5044 N/A 31427STA6 2056-04-01 6 951.72 982.49 Agency Mortgage-Backed Securities FMAC FKAR 05.150 WNWN0215 N/A 3132XEGZ8 2046-03-01 5.15 1652526.00 1599879.28 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 18936.02 17539.61 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99084 G N/A 3132H7CW2 2044-02-01 4.5 161069.63 156802.90 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 48236.80 47328.93 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99094 G N/A 3132H7C85 2044-03-01 3.5 23960.50 22193.34 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U79018 G N/A 3132G5AU3 2028-07-01 3 1702.00 1687.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8490 N/A 3132DWNF6 2055-01-01 4.5 888.21 839.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 156783.11 157441.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 1319.70 1321.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 14598843.31 12102051.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3417 N/A 3132DQYN0 2053-07-01 2.5 99432.65 82028.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2667 N/A 3132DP6C7 2053-03-01 5.5 93778.11 93900.15 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 4537.92 4304.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3218 N/A 31329LSF0 2046-09-01 4 55190.57 50594.05 Agency Mortgage-Backed Securities GNMA GNMI SF CK1545 X N/A 3617XVWE9 2051-12-15 3.5 806.14 718.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8266 M N/A 36179XFF8 2052-09-20 3.5 3069876.13 2754666.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1065 N/A 3142GRFF2 2054-03-01 5.5 138968.05 138737.82 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 173.12 160.63 Agency Mortgage-Backed Securities GNMA GNII SF MA8874 M N/A 36179X2F2 2053-05-20 3 2093.98 1841.92 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 52371.56 44010.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3505 N/A 3132DQ3N4 2053-06-01 6 76611.06 78413.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 774.08 755.78 Agency Mortgage-Backed Securities GNMA GNII SP 787259 C N/A 3622AC5U0 2051-02-20 2 854.07 682.56 Agency Mortgage-Backed Securities GNMA GNII SF BZ4040 C N/A 3617QYPZ2 2050-11-20 2 1141.61 909.21 Agency Mortgage-Backed Securities GNMA GNII JM MA5976 M N/A 36179UT93 2049-06-20 3.5 44.80 39.36 Agency Mortgage-Backed Securities GNMA GNII SP 787276 C N/A 3622AC6M7 2054-02-20 6 751.20 779.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI7346 N/A 3131WLET1 2038-04-01 5.5 48110.43 48894.17 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 174016.71 178095.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5605 N/A 3133KMGN9 2051-07-01 2.5 1299947.14 1074092.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA9290 N/A 3133A4KB1 2050-05-01 2.5 504.13 416.75 Agency Mortgage-Backed Securities GNMA GNII FS MA5425 M N/A 36179UA28 2041-08-20 4.5 1311.60 1244.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5594 N/A 3140AFGC4 2054-06-01 6.5 4405031.37 4580790.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 705.76 650.83 Agency Mortgage-Backed Securities GNMA GNII SF MA6287 M N/A 36179U6Y3 2049-11-20 5 119.62 118.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 10369.14 9448.02 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U49055 G N/A 3132LKA83 2030-06-01 3 1328.45 1303.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 666.35 561.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3167 N/A 3140UJQV1 2056-08-01 6 2162524.00 2229622.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7743 N/A 3140UBS95 2056-05-01 5 875196.82 863727.07 Agency Mortgage-Backed Securities GNMA GNMI SF 661590 X N/A 36294V7B0 2037-01-15 6 5.85 6.07 Agency Mortgage-Backed Securities GNMA GNMI SF 660070 X N/A 36294UJP8 2037-01-15 6.5 26.47 28.02 Agency Mortgage-Backed Securities GNMA GNMI SF 651861 X N/A 36292LFA7 2036-06-15 6 11.14 11.77 Agency Mortgage-Backed Securities GNMA GNMI SP 783292 X N/A 36241LUR5 2040-12-15 6 43.74 46.23 Agency Mortgage-Backed Securities GNMA GNMI SP 782964 X N/A 36241LJH0 2040-01-15 6 22.15 23.41 Agency Mortgage-Backed Securities GNMA GNMI SP 782962 X N/A 36241LJF4 2040-05-15 5 66.78 67.13 Agency Mortgage-Backed Securities GNMA GNMI SP 782561 X N/A 36241KZ27 2038-10-15 6.5 29.78 31.89 Agency Mortgage-Backed Securities GNMA GNMI SP 782365 X N/A 36241KTW8 2038-07-15 6 6.09 6.44 Agency Mortgage-Backed Securities GNMA GNMI SP 781969 X N/A 36241KFJ2 2035-08-15 5 31.80 31.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2227 N/A 3140BSPM3 2055-10-01 6 851.66 871.41 Agency Mortgage-Backed Securities GNMA GNII SF MA5194 M N/A 36179TXX8 2048-05-20 5 68.15 67.75 Agency Mortgage-Backed Securities GNMA GNII JM MA4645 M N/A 36179TES0 2047-08-20 4.5 61.62 58.46 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 31579.74 30273.19 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 134.93 119.75 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 256.49 227.24 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M N/A 36179SB89 2046-05-20 3.5 103.34 94.16 Agency Mortgage-Backed Securities GNMA GNII SF MA3603 M N/A 36179SAC1 2039-10-20 6.5 58.42 61.96 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 289.20 264.13 Agency Mortgage-Backed Securities GNMA GNII SF MA2892 M N/A 36179RF95 2045-06-20 3.5 168.89 154.77 Agency Mortgage-Backed Securities GNMA GNII SF MA0934 M N/A 36179NBB3 2043-04-20 3.5 87.03 80.50 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 83.28 77.12 Agency Mortgage-Backed Securities GNMA GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 97.03 87.45 Agency Mortgage-Backed Securities GNMA GNII SF AB9233 C N/A 36178WHJ1 2042-11-20 4 118.18 109.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9377 N/A 3142KBM31 2056-07-01 6 1323704.01 1353384.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5113 N/A 3142K6VF5 2056-06-01 5.5 6151253.15 6129756.57 Agency Mortgage-Backed Securities GNMA GNMI SF 662065 X N/A 36294WQS0 2036-12-15 6.5 15.43 16.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4792 N/A 3142K6KE0 2056-06-01 6.5 997.99 1035.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4735 N/A 3132A5HL2 2047-09-01 3.5 31880.19 28748.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4697 N/A 3132A5GE9 2047-01-01 3 4423.28 3871.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4722 N/A 3132A5G74 2047-06-01 3.5 204.49 186.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3224 N/A 31329LSM5 2046-11-01 4 287.92 267.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1107 N/A 3140UGGR7 2041-05-01 5 2680943.23 2688786.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDH1102 N/A 3140UGGL0 2041-05-01 4.5 1966.90 1934.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1119 N/A 3140UGG55 2041-05-01 6 1047947.27 1079996.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0562 N/A 3140UFTU8 2056-05-01 5.5 1919429.15 1922149.62 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0513 N/A 3140UFSB1 2056-06-01 4.666 9213868.41 9104143.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0388 N/A 3140UFNE0 2041-05-01 5 1652993.23 1663120.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0290 N/A 3140UFKC7 2041-05-01 5 1061634.71 1069271.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0067 N/A 3140UFCD4 2056-05-01 5 1274532.98 1246279.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9673 N/A 3140UDXB0 2056-02-01 6.5 995.45 1036.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG9443 N/A 3140UDP52 2041-05-01 5 1262288.49 1270472.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9229 N/A 3140UDHF9 2056-05-01 6 2992.40 3071.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9141 N/A 3140UDEP0 2056-05-01 5.5 1507299.39 1506624.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9119 N/A 3140UDDZ9 2056-05-01 5.5 1553783.11 1548353.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9120 N/A 3140UDD22 2056-05-01 5.5 997.29 993.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8599 N/A 3140UCRV5 2056-05-01 5.5 5142883.22 5182212.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8948 N/A 3140UC5J6 2056-03-01 6 1778346.66 1828259.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8947 N/A 3140UC5H0 2056-05-01 5.5 1595504.35 1595930.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8906 N/A 3140UC3Q2 2056-05-01 5.5 1575778.68 1576885.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7893 N/A 3140UBXX6 2056-04-01 5 993.76 964.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7741 N/A 3140UBS79 2056-05-01 5 1987.97 1955.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7326 N/A 3140UBD83 2056-06-01 5 3684570.55 3577536.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1195 N/A 3140UGKH4 2041-05-01 5 354680.74 356854.10 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5638 N/A 3133WQHP1 2041-05-01 4.5 1226169.93 1209823.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5567 N/A 3133WQFG3 2041-05-01 5 1322511.69 1325236.94 Agency Mortgage-Backed Securities GNMA GNCL CL DC7252 N/A 3618HNBV8 2067-10-15 5.3 864731.00 851641.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0093 N/A 3142J6C76 2056-02-01 4.5 323546.72 305654.59 Agency Mortgage-Backed Securities GNMA GNII SF BO3334 C N/A 3617KJV35 2049-06-20 4.5 102.61 96.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1441 N/A 3130G0P32 2056-08-01 6.5 1000088.00 1052049.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5301 N/A 3133LP3J4 2036-06-01 5 966.84 968.85 Agency Mortgage-Backed Securities GNMA GNII JM MA5517 M N/A 36179UDW9 2048-10-20 3.5 28.26 24.69 Agency Mortgage-Backed Securities GNMA GNII SF MB0553 M N/A 3618N5TK5 2055-08-20 4 206418.11 187755.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5880 N/A 3140W6RA2 2056-06-01 5.5 33829336.72 33767507.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0720 N/A 3140UFYS7 2056-06-01 5.5 3812541.75 3806099.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6349 N/A 31427UBT9 2056-08-01 5 763517.00 749687.16 Agency Mortgage-Backed Securities GNMA GNII SF DQ4915 C N/A 3618MXN88 2056-03-20 5.5 689214.03 701436.10 Agency Mortgage-Backed Securities GNMA GNII SF DO1805 C N/A 3618NXAE8 2055-11-20 5.5 1979.96 1997.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0135 N/A 3142J6EH2 2056-07-01 4.5 238794.71 225589.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7296 N/A 3140UBDA8 2056-05-01 5.5 996.94 1001.79 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8576 N/A 3140UCQ61 2056-04-01 4.665 4932969.62 4857734.43 Agency Mortgage-Backed Securities GNMA GNII SF CE9948 C N/A 3617W0BR2 2051-09-20 3 1611.73 1409.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9671 N/A 3140XRW92 2054-11-01 5.5 1642887.59 1650146.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6915 N/A 3140BKVH4 2055-12-01 6.5 2974.57 3120.41 Agency Mortgage-Backed Securities GNMA GNII SF DS5504 C N/A 3618VSDH0 2056-05-20 5.5 996.87 1005.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 4PZL0908 N/A 3131XGAH1 2034-02-01 5 163.07 162.41 Agency Mortgage-Backed Securities GNMA GNII SF DQ5058 C N/A 3618MXTP4 2056-05-20 5.5 1020.68 1037.90 Agency Mortgage-Backed Securities GNMA GNPL PN DJ4693 N/A 3618KRGA6 2060-06-15 4.86 980.43 957.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7731 N/A 3140BYSV7 2055-12-01 5.5 2305469.82 2313560.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5607 N/A 3133WQGQ0 2041-06-01 5 1626011.82 1630768.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5596 N/A 3133WQGD9 2041-05-01 5 1307131.49 1313061.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5572 N/A 3133WQFM0 2041-05-01 5 986028.96 988913.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5562 N/A 3133WQFB4 2041-05-01 5 1283357.02 1292589.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5550 N/A 3133WQEX7 2041-05-01 5 1117368.98 1125406.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5540 N/A 3133WQEM1 2041-05-01 4.5 1009172.02 995717.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5557 N/A 3133WQE66 2041-05-01 4.5 982294.85 968165.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0920 N/A 3133W5AV1 2056-08-01 5.5 9416920.86 9427772.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0918 N/A 3133W5AT6 2056-08-01 5.5 6274277.10 6285215.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0915 N/A 3133W5AQ2 2056-08-01 5.5 9571419.81 9605076.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7905 N/A 3133KPYA0 2052-10-01 4.5 63019.31 60187.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 2469.30 2427.01 Agency Mortgage-Backed Securities GNMA GNII SF MA9366 M N/A 36179YMP6 2053-12-20 7.5 140.43 146.69 Agency Mortgage-Backed Securities GNMA GNII SF MA9360 M N/A 36179YMH4 2053-12-20 4.5 213586.41 202336.81 Agency Mortgage-Backed Securities GNMA GNII SF AI4167 C N/A 36198QTY4 2044-08-20 4 150.61 139.58 Agency Mortgage-Backed Securities GNMA GNII SF AW1521 C N/A 36195PVN0 2046-10-20 3 272711.91 239023.81 Agency Mortgage-Backed Securities GNMA GNII SF AU5555 C N/A 36194TE44 2046-08-20 3 243618.67 213523.96 Agency Mortgage-Backed Securities GNMA GNII SF AU0334 C N/A 36194MLP4 2046-07-20 3 93.46 81.83 Agency Mortgage-Backed Securities GNMA GNII SF DS7368 C N/A 3618VUFH3 2056-07-20 5.5 688584.52 696092.39 Agency Mortgage-Backed Securities GNMA GNII SF DS5715 C N/A 3618VSK41 2056-05-20 5.5 996.68 1020.56 Agency Mortgage-Backed Securities GNMA GNII SF DR9301 C N/A 3618VJKN9 2056-05-20 5.5 1993.97 2011.99 Agency Mortgage-Backed Securities GNMA GNII SF DR3987 C N/A 3618VCNC5 2056-05-20 5.5 1004.72 1014.90 Agency Mortgage-Backed Securities GNMA GNII SF DR2524 C N/A 3618VAYV5 2056-05-20 6 802.26 823.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6385 N/A 3140W7CX6 2056-06-01 6 1023.04 1041.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6380 N/A 3140W7CS7 2056-07-01 6 1353610.56 1385819.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5868 N/A 3140W6QW5 2052-04-01 3.5 14874113.75 13533222.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5862 N/A 3140W6QQ8 2056-05-01 5 38917496.31 38123877.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5860 N/A 3140W6QN5 2056-04-01 4.5 38174985.95 36457951.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5874 N/A 3140W6Q47 2056-05-01 5.5 9237450.00 9311574.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5448 N/A 3140W6BS0 2056-04-01 6.5 21261550.31 22091509.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5445 N/A 3140W6BP6 2056-04-01 6 22788903.94 23442854.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5437 N/A 3140W6BF8 2056-04-01 5 28648632.89 27858809.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4762 N/A 3140W5JG0 2055-05-01 6.5 10300486.52 10685721.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4622 N/A 3140W5D43 2052-01-01 3.5 4769479.47 4337315.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4620 N/A 3140W5D27 2052-04-01 2.5 38898932.98 32740739.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3694 N/A 3140W4C88 2054-11-01 6.5 16167938.04 16765030.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4404 N/A 3140W43N5 2056-01-01 6.5 31123231.41 32302667.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3270 N/A 3140W3T41 2051-12-01 3 932.61 807.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2595 N/A 3140W23D1 2048-08-01 5 3002707.65 2966902.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2594 N/A 3140W23C3 2049-08-01 5 2412694.66 2402912.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8109 N/A 3140BMAK6 2055-08-01 6 5160975.60 5289292.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE6940 N/A 3140BKWA8 2056-01-01 5 1430899.41 1413389.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1873 N/A 3140APCK8 2054-09-01 6 2676380.55 2737121.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836527 N/A 31407PLG1 2035-10-01 6 12.44 12.75 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB701043 N/A 31400XZG6 2033-04-01 5.761 1794.07 1829.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7102 N/A 3138XJ3L9 2044-03-01 4 153.29 146.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV6103 N/A 3138XHX97 2044-01-01 4 119294.49 113407.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT0987 N/A 3138WNCZ0 2043-04-01 3 2852981.68 2547287.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7237 N/A 3140UBBF9 2056-03-01 4.5 994.66 942.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7200 N/A 3140UBAA1 2056-05-01 4.5 102127.35 97518.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7017 N/A 3140UAYP4 2056-08-01 5.5 1008408.00 1017677.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6640 N/A 3140UALW3 2056-05-01 6 3273772.37 3366809.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6645 N/A 3140UAL37 2056-05-01 6 2851479.41 2915141.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6058 N/A 3140U9WU8 2056-04-01 5 3281666.80 3193031.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5666 N/A 3140U9JL3 2056-04-01 6 995.84 1013.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5413 N/A 3140U9AP3 2056-03-01 6.5 2954.28 3103.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3622 N/A 3140U7AY8 2056-05-01 5 6270760.02 6131471.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3351 N/A 3140U6WM2 2056-03-01 5.5 1430957.60 1442767.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0250 N/A 3140U3H46 2056-04-01 6 1578784.98 1614643.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0065 N/A 3140U3CB5 2056-01-01 6.5 993.26 1053.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6870 N/A 3140QST43 2053-08-01 5.5 2552663.32 2559050.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 4324063.28 4490516.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0370 N/A 3140W0MU6 2055-01-01 5.5 1304954.18 1307242.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4645 N/A 3140UYET6 2056-09-01 5.5 5137332.00 5153870.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4004 N/A 3140UXNW1 2056-09-01 5.5 1254436.00 1255550.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2617 N/A 3140UV4B2 2056-09-01 5.5 4101107.00 4125218.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6354 N/A 31427UBY8 2056-08-01 5 1000.00 972.43 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16550 G N/A 3128MFQB7 2033-05-01 3 836.89 806.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2484 N/A 3140UHXN5 2056-05-01 4.5 996.65 946.84 Agency Mortgage-Backed Securities GNMA GNII JM MA6465 M N/A 36179VFE5 2050-02-20 3.5 90.75 79.60 Agency Mortgage-Backed Securities GNMA GNII SF DM6589 C N/A 3618LWKA9 2055-10-20 6.5 926.37 976.28 Agency Mortgage-Backed Securities GNMA GNII SF DM3664 C N/A 3618LTB99 2055-10-20 6.5 1713.87 1792.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1714 N/A 3130G0YL2 2056-08-01 6 1594997.00 1643596.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5226 N/A 3140ULYY1 2056-07-01 5 996.15 978.70 Agency Mortgage-Backed Securities GNMA GNII SF AW1520 C N/A 36195PVM2 2046-09-20 3 177415.23 155429.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 16668.34 15418.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 426109.93 351830.17 Agency Mortgage-Backed Securities GNMA GNMI SP 788306 X N/A 3622AEDK9 2033-01-15 5.5 861.00 875.64 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WNWN5403 N/A 3132XLAD7 2031-03-01 4.2 29990650.00 29409161.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2076 N/A 3131XVJV8 2046-11-01 3.5 11813.80 10776.95 Agency Mortgage-Backed Securities GNMA GNPL PN DC7236 N/A 3618HNBD8 2055-03-15 5.84 982.67 1017.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8658 N/A 3142KATQ5 2056-07-01 5.5 1082243.52 1098966.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4846 N/A 3140U8L40 2056-05-01 5.5 9057799.02 9127067.02 Agency Mortgage-Backed Securities GNMA GNII SP 787898 C N/A 3622ADUX4 2052-01-20 2.5 873.08 728.46 Agency Mortgage-Backed Securities GNMA GNII SF DR9289 C N/A 3618VJKA7 2056-05-20 5.5 996.97 1005.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0576 N/A 3140UFUA0 2056-05-01 6 997.11 1019.29 Agency Mortgage-Backed Securities GNMA GNII SF DN1387 C N/A 3618M3RG2 2055-10-20 6.5 984.96 1041.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6032 N/A 3140UMV22 2056-08-01 6 1009165.00 1031942.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0696 N/A 3140UFX25 2056-05-01 6 3989.82 4094.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2727 N/A 3140U6A53 2056-02-01 5.5 2603710.14 2602544.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6371 N/A 31427UCH4 2054-10-01 6 1930048.00 1974535.61 Agency Mortgage-Backed Securities GNMA GNII SF DP3228 C N/A 3618MHSR6 2056-01-20 5.5 4896.67 4940.93 Agency Mortgage-Backed Securities GNMA GNII SF DR2387 C N/A 3618VAUL1 2056-04-20 5.5 2006.00 2024.13 Agency Mortgage-Backed Securities GNMA GNII SF DO7576 C N/A 3618V4MZ3 2055-12-20 5.5 961.05 969.71 Agency Mortgage-Backed Securities GNMA GNII SF DO7570 C N/A 3618V4MT7 2055-12-20 5.5 964.14 970.29 Agency Mortgage-Backed Securities GNMA GNII SF MB1118 M N/A 3618N6G43 2041-05-20 4 534099.64 512951.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0205 N/A 31427MGP0 2055-02-01 6 1661538.85 1698102.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE7585 N/A 31419JNB0 2040-11-01 5 61.58 60.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 28244917.84 27720889.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6083 N/A 31418FXM4 2041-06-01 3 409280.25 383061.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5820 N/A 31418FPE1 2055-09-01 4.5 5708663.46 5394207.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7531 N/A 3138WHLM2 2046-07-01 3 5151162.10 4594723.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2491 N/A 3138WBXV2 2044-05-01 4 262512.12 250310.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAP3106 N/A 3138M6NY9 2042-09-01 3 689006.78 618604.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 3790235.21 3481041.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL3649 N/A 3138ELBT9 2042-12-01 4 190.69 182.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH6567 N/A 3138A8JM9 2041-02-01 3.5 214448.30 200282.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555781 N/A 31385XM61 2033-08-01 5.5 89.41 91.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555677 N/A 31385XJW8 2033-07-01 5.5 429.11 432.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555591 N/A 31385XF85 2033-07-01 5.5 1369.78 1382.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4254 N/A 3142K5WQ2 2056-05-01 6.5 1013634.21 1070073.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4028 N/A 3142K5PN7 2056-04-01 4.5 2882412.99 2743607.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2756 N/A 3142K4B21 2056-05-01 6.5 1006172.50 1052125.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6461 N/A 3140XNFB5 2053-10-01 6 1930202.54 1981428.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2613 N/A 3140UV3X5 2056-08-01 5 1565932.00 1534158.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0307 N/A 3140UTKV5 2056-09-01 5.5 1266150.00 1267983.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9916 N/A 3140USAS5 2056-08-01 5.5 6286534.20 6264564.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH7805 N/A 3140UPU75 2056-08-01 6.5 1000.00 1051.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7293 N/A 3140UPC75 2056-08-01 5.5 2898815.57 2896158.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH6613 N/A 3140UNK30 2041-08-01 5.5 1000.00 1024.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5923 N/A 3140UMSM2 2056-08-01 6.5 1000.00 1040.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5244 N/A 3140ULZJ3 2056-06-01 6.5 996.04 1070.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5287 N/A 3140UL2V2 2056-07-01 5.5 1134985.00 1133136.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4006 N/A 3140UKNY5 2056-07-01 6 1215174.49 1243786.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3983 N/A 3140UKM91 2056-07-01 5.5 998.85 997.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2319 N/A 3140UHSH4 2056-04-01 6.5 997.50 1034.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1594 N/A 3140UGXY3 2056-05-01 5.5 1188828.43 1190827.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1534 N/A 3140UGV41 2056-05-01 5.5 994.00 995.62 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U99126 G N/A 3132H7D84 2043-11-01 3 255948.77 229462.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4257 N/A 3142K5WT6 2056-05-01 6.5 1140358.82 1200283.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6639 N/A 3140W7LV0 2056-08-01 5.5 645248.00 644759.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6089 N/A 31418FXT9 2041-06-01 6 5093268.56 5232620.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2622 N/A 3140UV4G1 2056-09-01 6 2425160.00 2502243.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4706 N/A 3140U8GQ7 2056-05-01 6 1251023.30 1276252.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1118 N/A 3140UGG48 2041-05-01 6 1547340.32 1594873.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4788 N/A 3142K6KA8 2056-05-01 4.5 996.57 947.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5439 N/A 3140W6BH4 2056-04-01 5 3692829.87 3597165.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDI1088 N/A 3140UUF63 2041-08-01 5.5 1908170.07 1943807.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6713 N/A 3140W7N71 2056-08-01 5 13035776.00 12696724.16 Agency Mortgage-Backed Securities FMAC FMAR 8C1507 G N/A 3142BBU81 2056-07-01 4.803 1997.44 1976.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0164 N/A 3140UTFE9 2056-08-01 5.5 840547.00 839624.36 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 7661525.13 7471723.62 Agency Mortgage-Backed Securities GNMA GNII SF DR8280 C N/A 3618VHFV1 2056-05-20 5.5 6319285.62 6376401.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5858 N/A 3140W6QL9 2053-02-01 4 38797633.27 36077039.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7141 N/A 3140Q25B0 2036-05-01 4.51 14774000.00 14315183.58 Agency Mortgage-Backed Securities GNMA GNII SF DR7394 C N/A 3618VGGB6 2056-05-20 5.5 2021500.23 2040658.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9830 N/A 3142KB4Q0 2056-07-01 4.5 998.87 950.78 Agency Mortgage-Backed Securities GNMA GNII SF DN5560 C N/A 3618M8E91 2055-12-20 4.5 1032.61 964.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1901 N/A 3140UHDF4 2056-06-01 6 4902549.85 4999404.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2722 N/A 3140BTAY1 2056-02-01 5.5 2834874.83 2845945.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6717 N/A 3140W7PB0 2056-08-01 5.5 1396412.00 1413669.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1108 N/A 3140UGGS5 2041-05-01 5 2347731.63 2352567.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9722 N/A 3140UDYU7 2056-05-01 5 2658329.96 2590323.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ6955 N/A 3140Q2WR5 2031-07-01 4.18 24326560.00 24330290.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 13854.58 14170.34 Agency Mortgage-Backed Securities GNMA GNMI SF 658701 X N/A 36294SX69 2037-05-15 6 11.04 11.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4555 N/A 3138EMBZ3 2038-10-01 6.5 283080.63 293516.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL5119 N/A 3138EMVM0 2034-04-01 4 33244.24 32509.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL5243 N/A 3138EMZH7 2040-01-01 7 119357.14 125612.93 Agency Mortgage-Backed Securities GNMA GNII SF MA3310 M N/A 36179RVB2 2045-12-20 3.5 1703571.20 1554741.54 Agency Mortgage-Backed Securities GNMA GNMI SF 677527 X N/A 36295QVU1 2037-11-15 6 7.72 8.01 Agency Mortgage-Backed Securities GNMA GNMI SF 687726 X N/A 36296DA32 2038-07-15 6 5.88 6.15 Agency Mortgage-Backed Securities GNMA GNMI SF 677202 X N/A 36295QKP4 2038-08-15 6.5 22.89 24.36 Agency Mortgage-Backed Securities GNMA GNMI SF 699306 X N/A 36296R3P0 2038-10-15 6 2.43 2.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT257500 N/A 31371N7M1 2028-11-01 6 13052.95 13277.80 Agency Mortgage-Backed Securities GNMA GNMI SF 704098 X N/A 36296XGF5 2038-12-15 6 3.34 3.51 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 1128521.48 948343.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6847 N/A 3140XNTD6 2053-11-01 6 1413697.40 1443044.35 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M N/A 36179RNV7 2045-09-20 3 65366.99 58117.66 Agency Mortgage-Backed Securities GNMA GNMI SF 654021 X N/A 36292NSJ0 2039-02-15 6.5 48.81 49.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH9124 N/A 3140URD62 2056-08-01 5 1000.00 977.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9064 N/A 3140UDCA5 2056-05-01 5 1614020.79 1567822.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5861 N/A 3140W6QP0 2056-05-01 4.5 18552613.69 17618304.06 Agency Mortgage-Backed Securities GNMA GNII SF DQ8213 C N/A 3618N2DS2 2056-04-20 5 995.17 974.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0093 N/A 3142JCC73 2041-05-01 6 245953.41 252683.18 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG0964 N/A 3140U4CA5 2056-01-01 5.324 995.94 1004.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5052 N/A 31427STJ7 2056-02-01 6.5 2161769.54 2241557.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3277 N/A 3140W3UB3 2055-10-01 6.5 20764122.17 21529626.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6639 N/A 3140UALV5 2056-05-01 6 996.30 1026.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6352 N/A 31427UBW2 2056-08-01 5 35166784.00 34263900.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4621 N/A 3142K6D32 2056-06-01 5 1994.39 1940.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7942 N/A 3140BYZG2 2056-05-01 5.5 3937301.90 3942882.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6438 N/A 3140BXEL6 2055-12-01 5.5 5628214.64 5635336.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3695 N/A 3140W4C96 2055-05-01 6.5 17786022.19 18533153.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1909 N/A 3140UHDP2 2056-05-01 5 978.96 953.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6709 N/A 3140W7N30 2052-06-01 4 1008.00 930.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6726 N/A 3140W7PL8 2056-07-01 6 11805143.00 12180074.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5532 N/A 3133WQED1 2041-05-01 4.5 1048615.85 1034633.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4302 N/A 3140U7X80 2056-04-01 4.5 1987.28 1885.97 Agency Mortgage-Backed Securities GNMA GNII JM 004461 M N/A 36202E5W5 2039-06-20 4.5 9.49 9.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 1618.48 1491.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 10301.28 9202.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 309480.11 285508.19 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4601 N/A 31418EDF4 2037-05-01 1.5 641.84 569.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 62886.62 57119.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5583 N/A 31417CFZ3 2042-07-01 3.5 88.62 82.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995113 N/A 31416BN61 2036-09-01 5.5 24.69 24.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL975312 N/A 31414TAM3 2038-05-01 6 67.22 69.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL899499 N/A 31410WKL1 2037-05-01 6 7.30 7.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8809 N/A 3140XQYF8 2054-08-01 6 742.82 761.74 Agency Mortgage-Backed Securities GNMA GNII SF MB1074 M N/A 3618N6FQ5 2056-04-20 7 1942.61 2024.13 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 805895.91 733029.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 660.32 673.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 14449252.40 14140712.70 Agency Mortgage-Backed Securities GNMA GNII SF DQ8623 C N/A 3618N2SL1 2056-05-20 5.5 996.22 1005.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3213 N/A 31329LSA1 2046-07-01 3.5 279.39 252.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3208 N/A 31329LR53 2046-04-01 3.5 612.43 554.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PZA3168 N/A 31329LQV7 2044-07-01 4.5 22.29 20.94 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZA0674 N/A 31329HXB2 2030-04-01 8 4.39 4.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA0543 N/A 31329HS85 2028-07-01 6 10.49 10.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN2103 N/A 3131Y8KQ7 2048-12-01 4.5 4227.10 4045.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0628 N/A 3131Y6VV8 2043-02-01 3.5 13958.49 12912.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0614 N/A 3131Y6VF3 2043-02-01 3.5 20388.05 18859.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0480 N/A 3131Y6Q93 2042-10-01 3.5 85527.16 79113.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZN0398 N/A 3131Y6NP0 2033-08-01 3.5 359.48 344.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6177 N/A 31418F2K2 2056-09-01 6 10497199.00 10678695.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6458 N/A 3140XNE83 2053-11-01 6 5225186.00 5385964.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6206 N/A 3140XM3Q7 2053-10-01 5.5 1993732.05 2006837.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 594.30 618.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4161 N/A 3140XKTT7 2052-07-01 4 3397827.26 3146790.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 639.55 580.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2853 N/A 3140XJE33 2052-09-01 4.5 4414375.37 4242479.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1918 N/A 3140XHDY0 2050-02-01 3 3879076.05 3419638.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 4416794.68 4117112.22 Agency Mortgage-Backed Securities GNMA GNII SF CT7507 C N/A 3618BDKU8 2053-05-20 7 72.08 74.93 Agency Mortgage-Backed Securities GNMA GNMI SF AM7539 X N/A 36184YLU9 2045-05-15 3 171.54 151.01 Agency Mortgage-Backed Securities GNMA GNII SF CL5555 C N/A 3617YDE40 2052-05-20 3 1816.01 1587.44 Agency Mortgage-Backed Securities GNMA GNII SF CJ9458 C N/A 3617XSQK9 2052-01-20 2.5 109677.20 91062.06 Agency Mortgage-Backed Securities GNMA GNMI SF CF8177 X N/A 3617WACN8 2051-08-15 3.5 900.03 798.86 Agency Mortgage-Backed Securities GNMA GNII SF CD7215 C N/A 3617VJAQ5 2051-05-20 2.5 431473.54 356912.03 Agency Mortgage-Backed Securities GNMA GNII SF CC3963 C N/A 3617V2ML0 2051-09-20 2 681.79 526.77 Agency Mortgage-Backed Securities GNMA GNII SF CC2989 C N/A 3617V1KA8 2051-01-20 2 486.17 387.03 Agency Mortgage-Backed Securities GNMA GNMI SF BU5340 X N/A 3617N64Z9 2050-04-15 3 164.28 143.75 Agency Mortgage-Backed Securities GNMA GNMI SF BR6606 X N/A 3617M5KT8 2050-02-15 3 185.78 162.57 Agency Mortgage-Backed Securities GNMA GNMI SF BP6229 X N/A 3617LC4N5 2049-11-15 3 174.17 152.18 Agency Mortgage-Backed Securities GNMA GNMI SF BO1489 X N/A 3617KGUN8 2049-06-15 4 97.85 89.63 Agency Mortgage-Backed Securities GNMA GNMI SF BK0829 X N/A 3617J04N4 2048-12-15 5.5 34.14 34.25 Agency Mortgage-Backed Securities GNMA GNMI SF BJ2873 X N/A 3617HQFN7 2048-11-15 5.5 115.18 116.34 Agency Mortgage-Backed Securities GNMA GNMI SF CO6356 X N/A 3617FJBZ2 2052-07-15 5 1296.13 1266.65 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 192.16 197.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 57507.39 58538.12 Agency Mortgage-Backed Securities GNMA GNII SF 737730 C N/A 3620ARST9 2040-12-20 4 236.62 218.94 Agency Mortgage-Backed Securities GNMA GNII SF 004494 M N/A 36202E7F0 2039-07-20 4 36.56 34.68 Agency Mortgage-Backed Securities GNMA GNII SF MA5263 M N/A 36179TZ40 2048-06-20 3.5 116.75 105.34 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91295 G N/A 3128P7NL3 2030-04-01 4.5 14333.40 14307.12 Agency Mortgage-Backed Securities GNMA GNMI SP 782939 X N/A 36241LHQ2 2036-09-15 5 26.00 25.97 Agency Mortgage-Backed Securities GNMA GNII SF 004697 M N/A 36202FGE0 2040-05-20 5 30.20 30.23 Agency Mortgage-Backed Securities GNMA GNII SP 783050 M N/A 36241LL79 2040-07-20 5 58.75 58.18 Agency Mortgage-Backed Securities GNMA GNII SF 004802 M N/A 36202FKP0 2040-09-20 5 34.99 35.03 Agency Mortgage-Backed Securities GNMA GNII SF 004871 M N/A 36202FMU7 2040-11-20 6 22.12 22.88 Agency Mortgage-Backed Securities GNMA GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 36.20 35.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8687 N/A 3140XQUM7 2048-08-01 5.5 4256191.86 4333915.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0743 N/A 3140QKZH4 2036-06-01 2 3783072.69 3433799.25 Agency Mortgage-Backed Securities GNMA GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 145.09 128.68 Agency Mortgage-Backed Securities GNMA GNII SP 783311 M N/A 36241LVC7 2041-05-20 5.5 33.05 33.82 Agency Mortgage-Backed Securities GNMA GNMI SF 479607 X N/A 36209RYC1 2041-10-15 4 74.63 69.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ1873 N/A 3138ATCK4 2041-10-01 4 126556.33 121214.43 Agency Mortgage-Backed Securities GNMA GNII SF 005259 M N/A 36202FZY5 2041-12-20 4 48.12 45.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2971 N/A 3140X6JR3 2045-08-01 4 293.57 280.13 Agency Mortgage-Backed Securities GNMA GNII SP 787438 C N/A 3622ADEK0 2052-04-20 3.5 2490.24 2229.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM6152 N/A 3131Y0ZR6 2048-04-01 3.5 41771.99 37870.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1512 N/A 3138NXVE4 2043-01-01 3.5 5939.28 5537.77 Agency Mortgage-Backed Securities GNMA GNII SP 785359 C N/A 3622AAZY3 2051-03-20 2 1202.83 966.03 Agency Mortgage-Backed Securities GNMA GNMI SF 758872 X N/A 36230T2D3 2033-03-15 3 202.53 191.35 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 1098929.04 983098.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1543 N/A 3140XGWD7 2052-04-01 2.5 616.92 523.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 608.39 502.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZM9304 N/A 3131Y4KR4 2042-07-01 3.5 722.13 655.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2269 N/A 3131XVQW8 2046-12-01 3 27113.71 23980.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 2126.62 2177.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS8924 N/A 3140XQ4J3 2038-11-01 5.5 4580.72 4690.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 65994.29 69635.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6480 N/A 3140XNFW9 2051-11-01 2.5 3139533.86 2625128.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2278 N/A 3131XVQ73 2046-12-01 3 9318.73 8363.01 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 15862.20 14148.57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 N/A 3131XVQ57 2046-12-01 3 12962.27 11610.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZJ9240 N/A 3131X1HR5 2028-03-01 5 13209.31 13247.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZJ0375 N/A 3131WQMY0 2040-08-01 5 653073.85 650726.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI9164 N/A 3131WNFD1 2039-09-01 5.5 10707.24 10901.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI7350 N/A 3131WLEX2 2038-04-01 4.5 16.45 16.09 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 143.69 145.81 Agency Mortgage-Backed Securities GNMA GNMI SF 726214 X N/A 3620ACYK4 2042-04-15 3 91.41 82.48 Agency Mortgage-Backed Securities GNMA GNMI SF 724247 X N/A 3620AATC2 2039-08-15 5 42.76 42.81 Agency Mortgage-Backed Securities GNMA GNMI SF 721987 X N/A 3620A8CY7 2043-05-15 2.5 448.00 381.14 Agency Mortgage-Backed Securities GNMA GNMI SP 781904 X N/A 36241KDH8 2035-04-15 5 51027.06 51278.96 Agency Mortgage-Backed Securities GNMA GNII SP 787823 M N/A 3622ADSL3 2043-05-20 6.5 1513.62 1613.61 Agency Mortgage-Backed Securities GNMA GNII SP 787356 C N/A 3622ADBZ0 2052-03-20 2.5 802.84 675.64 Agency Mortgage-Backed Securities GNMA GNII SP 787097 C N/A 3622ACX21 2053-08-20 5 659.45 648.84 Agency Mortgage-Backed Securities GNMA GNII SP 787004 C N/A 3622ACU57 2053-10-20 6.5 1090.85 1135.04 Agency Mortgage-Backed Securities GNMA GNII SP 786726 C N/A 3622ACLF5 2051-03-20 2 758.01 607.65 Agency Mortgage-Backed Securities GNMA GNII SP 785587 M N/A 3622ABCY6 2044-12-20 3.5 974.24 889.34 Agency Mortgage-Backed Securities GNMA GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 1267.49 1065.54 Agency Mortgage-Backed Securities GNMA GNMI SP 786285 X N/A 3622AB2S0 2041-03-15 5 307.05 310.00 Agency Mortgage-Backed Securities GNMA GNII SP 785360 C N/A 3622AAZZ0 2051-03-20 2 679.70 539.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2175 N/A 3142K3MZ8 2056-04-01 5.5 2441277.16 2432745.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2168 N/A 3142K3MS4 2056-05-01 5 5192111.52 5050593.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB1647 N/A 3142K2ZM5 2056-04-01 6.5 1045.69 1103.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0456 N/A 3142K1QJ4 2056-05-01 5 989.86 961.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0096 N/A 3142JCDA5 2041-06-01 6 10219854.09 10499469.30 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0149 N/A 3142J6EX7 2056-08-01 7 346912.79 365563.98 Agency Mortgage-Backed Securities GNMA GNMI SF 717242 X N/A 3620A2ZF6 2039-04-15 5 46.31 46.14 Agency Mortgage-Backed Securities GNMA GNMI SF 717145 X N/A 3620A2WE2 2039-05-15 4.5 100897.23 98032.35 Agency Mortgage-Backed Securities GNMA GNMI SF 430355 X N/A 36207FBY6 2041-08-15 5 178.70 176.95 Agency Mortgage-Backed Securities GNMA GNMI SF 609025 X N/A 36202TSN7 2036-08-15 6.5 7.08 7.51 Agency Mortgage-Backed Securities GNMA GNII SF 005238 M N/A 36202FZB5 2041-11-20 5.5 28.47 29.13 Agency Mortgage-Backed Securities GNMA GNII SF 005056 M N/A 36202FTM8 2041-05-20 5 30.65 30.66 Agency Mortgage-Backed Securities GNMA GNII SF 004922 M N/A 36202FPF7 2041-01-20 4 94.54 89.67 Agency Mortgage-Backed Securities GNMA GNII SF MA5878 M N/A 36179UQ70 2049-04-20 5 70.22 69.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4900 N/A 3140QQNS0 2052-10-01 5 2221656.75 2170282.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 7704.20 7525.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8163 N/A 3140QUB96 2054-03-01 6 2413069.63 2470932.63 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 506.31 425.81 Agency Mortgage-Backed Securities GNMA GNII SF BR2330 C N/A 3617LYST8 2049-11-20 2.5 101.23 84.05 Agency Mortgage-Backed Securities GNMA GNMI SF 561485 X N/A 36213QXN4 2031-06-15 6.5 31.56 32.40 Agency Mortgage-Backed Securities GNMA GNII SP 785043 M N/A 3622AAP40 2049-04-20 3 213.49 188.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8377 N/A 3140MNJX5 2052-05-01 4.5 1984258.84 1897407.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 3263484.60 3006721.25 Agency Mortgage-Backed Securities GNMA GNII SP 785349 C N/A 3622AAZN7 2051-03-20 2.5 161103.78 137950.48 Agency Mortgage-Backed Securities GNMA GNPL PN CU4637 N/A 3618BNEJ8 2058-11-15 5.74 974.83 1006.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3026 N/A 3140XJLG6 2051-11-01 2.5 715.37 598.90 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4785 N/A 31329NJ66 2046-12-01 3 51693.34 46108.44 Agency Mortgage-Backed Securities GNMA GNII SF BG0317 C N/A 3617GJK65 2048-02-20 3 49.95 47.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7371 N/A 3140N0FM2 2053-02-01 5.5 28713388.71 28894895.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8677 N/A 3140XCUB2 2050-07-01 3.5 2377756.06 2161705.22 Agency Mortgage-Backed Securities GNMA GNII JM MA6590 M N/A 36179VKB5 2050-04-20 3.5 93.37 81.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 216.55 206.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3000 N/A 3131XWKM4 2047-04-01 4 30563.52 28618.86 Agency Mortgage-Backed Securities GNMA GNII SP 786238 C N/A 3622ABZB1 2052-03-20 3 1367.32 1189.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3211 N/A 31329LR87 2046-05-01 3.5 82.20 74.42 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16785 G N/A 3128MFXN3 2034-03-01 4 3006.05 2957.01 Agency Mortgage-Backed Securities GNMA GNII SF MA7827 M N/A 36179WVU9 2052-01-20 2.5 695.52 584.45 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 1038.17 872.42 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 3214.69 2890.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 122434.84 110143.20 Agency Mortgage-Backed Securities GNMA GNII SF MA8042 M N/A 36179W5B0 2052-05-20 2.5 714.31 600.25 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M N/A 36179W2L1 2052-04-20 3 730.80 626.05 Agency Mortgage-Backed Securities GNMA GNMI SF 710853 X N/A 36297FWN8 2039-09-15 5 54.05 54.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5202 N/A 3140QQX83 2052-11-01 6.5 1528994.49 1601514.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5298 N/A 3140QQ3G8 2052-12-01 5.5 1431776.41 1433771.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4020 N/A 3140QPPE1 2052-07-01 4 3454.14 3184.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2784 N/A 3140QNCW0 2052-01-01 2 435787.30 344151.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1189 N/A 3140Q8KB0 2048-02-01 3.5 125167.26 113366.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6407 N/A 3140Q2DM7 2031-02-01 3.85 1000.00 969.62 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7142 N/A 3140Q25C8 2036-05-01 4.51 1000.00 968.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6507 N/A 3140MLGR5 2055-11-01 5.5 2183389.95 2188519.46 Agency Mortgage-Backed Securities GNMA GNII SF MA6997 M N/A 36179VX21 2050-11-20 3.5 310.08 278.24 Agency Mortgage-Backed Securities GNMA GNII JM MA6923 M N/A 36179VVQ0 2050-10-20 3 467.46 403.38 Agency Mortgage-Backed Securities GNMA GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 975.83 788.44 Agency Mortgage-Backed Securities GNMA GNII JM MA6531 M N/A 36179VHG8 2050-03-20 3 176.16 152.02 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 2372.01 2076.08 Agency Mortgage-Backed Securities GNMA GNII JM MA6330 M N/A 36179VA75 2049-12-20 3.5 331.61 288.38 Agency Mortgage-Backed Securities GNMA GNII JM MA6080 M N/A 36179UXH0 2049-08-20 3 53.97 46.58 Agency Mortgage-Backed Securities GNMA GNII JM MA6030 M N/A 36179UVX7 2049-07-20 3.5 104.75 91.53 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 18250.80 17485.54 Agency Mortgage-Backed Securities GNMA GNII SF MA5762 M N/A 36179UMK5 2049-02-20 3.5 807786.56 728572.32 Agency Mortgage-Backed Securities GNMA GNII SF MA5594 M N/A 36179UGB2 2048-11-20 3.5 122.10 110.04 Agency Mortgage-Backed Securities GNMA GNII SF MA5531 M N/A 36179UEC2 2048-10-20 5.5 68.67 69.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 675.71 540.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 571.69 493.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4847 N/A 3140X8L54 2050-11-01 2 5919953.07 4713239.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 657.50 571.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6730 N/A 3140W7PQ7 2056-08-01 6.5 1000.00 1047.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6727 N/A 3140W7PM6 2056-09-01 6 820928.00 842034.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6725 N/A 3140W7PK0 2056-06-01 5.5 8339776.00 8310631.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6718 N/A 3140W7PC8 2056-08-01 5.5 36169920.00 36313852.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6716 N/A 3140W7PA2 2056-08-01 5 29537504.00 28679370.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6715 N/A 3140W7N97 2056-08-01 5 30652384.00 29761830.08 Agency Mortgage-Backed Securities GNMA GNII SF DQ2481 C N/A 3618MUXJ9 2056-04-20 5.5 2006.99 2031.82 Agency Mortgage-Backed Securities GNMA GNII SF DP5451 C N/A 3618MLBU8 2056-05-20 5.5 14302906.90 14432181.34 Agency Mortgage-Backed Securities GNMA GNII SF DP3046 C N/A 3618MHL36 2056-01-20 5.5 1000.17 1009.21 Agency Mortgage-Backed Securities GNMA GNII SF DN7026 C N/A 3618M9YX4 2055-11-20 4.5 987.55 922.80 Agency Mortgage-Backed Securities GNMA GNII SF DN5665 C N/A 3618M8JJ4 2055-10-20 6 766.69 783.53 Agency Mortgage-Backed Securities GNMA GNII SF DN4840 C N/A 3618M7LV6 2055-10-20 6 932.18 967.40 Agency Mortgage-Backed Securities GNMA GNCL CL DN3159 N/A 3618M5QL7 2068-07-15 5.7 37757.00 38619.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4195 N/A 3140MHUV9 2052-03-01 3 2976282.43 2595214.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5269 N/A 3140M62B8 2054-12-01 4.5 2419506.23 2326110.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 300.40 265.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9555 N/A 3140F5TM5 2046-11-01 3 1933224.63 1711232.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDF7666 N/A 3140BYQU1 2040-12-01 5.5 1446322.26 1473094.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5841 N/A 3140BWP36 2055-11-01 4.5 3322305.30 3168718.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3382 N/A 3140BTXL4 2055-10-01 5.5 5517809.10 5559823.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3210 N/A 3140BTR80 2055-10-01 6 1973.66 2018.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2912 N/A 3140BTGW9 2055-11-01 6.5 903.54 947.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2796 N/A 3140BTDA0 2056-04-01 4.5 2609991.55 2491307.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6712 N/A 3140W7N63 2056-08-01 5 61094406.00 59643271.32 Agency Mortgage-Backed Securities GNMA GNII SF DN1388 C N/A 3618M3RH0 2055-10-20 6.5 989.27 1043.39 Agency Mortgage-Backed Securities GNMA GNII SF DN1386 C N/A 3618M3RF4 2055-10-20 6.5 1812.05 1921.14 Agency Mortgage-Backed Securities GNMA GNII SF DM6587 C N/A 3618LWJ86 2055-09-20 5.5 1967.11 2025.64 Agency Mortgage-Backed Securities GNMA GNII SF DL2771 C N/A 3618LECG5 2055-07-20 6 890.66 913.71 Agency Mortgage-Backed Securities GNMA GNPL PN DK8579 N/A 3618L8Q81 2060-09-15 5.45 991.53 1001.85 Agency Mortgage-Backed Securities GNMA GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 15.41 16.12 Agency Mortgage-Backed Securities GNMA GNII SF 004833 M N/A 36202FLN4 2040-10-20 4 44.52 42.23 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M N/A 36202FJR8 2040-08-20 5 34.62 34.56 Agency Mortgage-Backed Securities GNMA GNII SF 004696 M N/A 36202FGD2 2040-05-20 4.5 31.48 30.62 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M N/A 36202F4T0 2042-03-20 5 41.70 41.76 Agency Mortgage-Backed Securities GNMA GNII SF 005283 M N/A 36202F2Q8 2042-01-20 6 24.01 25.12 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 24.98 25.15 Agency Mortgage-Backed Securities GNMA GNII SF 004195 M N/A 36202EUU1 2038-07-20 6 9.63 10.08 Agency Mortgage-Backed Securities GNMA GNII SF 004040 M N/A 36202EPZ6 2037-10-20 6.5 8.72 9.23 Agency Mortgage-Backed Securities GNMA GNII SF 004495 M N/A 36202E7G8 2039-07-20 4.5 29.89 29.08 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 14881.86 13814.28 Agency Mortgage-Backed Securities GNMA GNII SP 785140 C N/A 3622AAS54 2050-02-20 4.5 160.07 149.63 Agency Mortgage-Backed Securities GNMA GNII SP 784680 C N/A 3622AACR3 2046-09-20 3 332.93 295.34 Agency Mortgage-Backed Securities GNMA GNMI SP 784599 X N/A 3622A3DC1 2048-03-15 5 132836.40 129791.48 Agency Mortgage-Backed Securities GNMA GNII SP 784101 M N/A 3622A2RW4 2044-08-20 3.5 97.46 89.56 Agency Mortgage-Backed Securities GNMA GNMI SP 783748 X N/A 3622A2EV0 2043-04-15 3.5 123.38 112.57 Agency Mortgage-Backed Securities GNMA GNMI SP 783710 X N/A 3622A2DP4 2041-06-15 6 40.09 42.23 Agency Mortgage-Backed Securities GNMA GNII SP 784433 C N/A 3622A24S8 2048-02-20 3.5 295733.11 266192.82 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL554449 N/A 31385V5J6 2030-10-01 8 818.72 829.40 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL535428 N/A 31384VYZ9 2030-08-01 8 .17 .17 Agency Mortgage-Backed Securities FNMA FNMS 05.750 CL524571 N/A 31384HW82 2029-11-01 5.75 1532.09 1537.89 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL516195 N/A 31383XNL9 2029-09-01 7.5 12.67 12.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310233 N/A 31374CSW7 2044-03-01 3.5 769723.89 711880.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL256436 N/A 31371MY92 2036-10-01 6 1102.83 1131.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL255900 N/A 31371MGH4 2035-10-01 6 111.07 115.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2253973 N/A 31371KCJ8 2031-08-01 6.5 13501.12 13679.61 Agency Mortgage-Backed Securities GNMA GNCL CL DF4994 N/A 3618JNRP2 2067-04-15 6.24 4339013.00 4484942.69 Agency Mortgage-Backed Securities GNMA GNCL CL DF4992 N/A 3618JNRM9 2067-01-15 5.85 2805768.00 2898288.20 Agency Mortgage-Backed Securities GNMA GNPL PN DE5570 N/A 3618JBFK2 2055-02-15 5.71 981.16 1014.96 Agency Mortgage-Backed Securities GNMA GNPL PN DC1792 N/A 3618HF7D0 2059-10-15 5.3 982.03 989.80 Agency Mortgage-Backed Securities GNMA GNII SF DB5978 C N/A 3618H8UB4 2044-04-20 6.5 612.57 635.53 Agency Mortgage-Backed Securities GNMA GNPL PN DB4202 N/A 3618H6U36 2060-01-15 5.38 984.86 994.78 Agency Mortgage-Backed Securities GNMA GNCL CL CW0775 N/A 3618F82G6 2066-12-15 5.81 1171089.00 1179018.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3891 N/A 3130G3F94 2056-09-01 5.5 5006272.00 5028927.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2048 N/A 3130G1EW8 2056-08-01 5 2306509.00 2249260.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1734 N/A 3130G0Y81 2056-08-01 5.5 3384331.00 3390599.91 Agency Mortgage-Backed Securities FMAC FMAR 1B7562 G N/A 3128QPYJ5 2037-11-01 5.7 1257.61 1273.26 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91385 G N/A 3128P7RE5 2031-08-01 4 568.81 561.66 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91288 G N/A 3128P7ND1 2030-02-01 4.5 35708.77 35706.92 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91309 G N/A 3128P7N25 2030-07-01 4.5 6990.48 6974.79 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05394 G N/A 3128M7KF2 2035-05-01 7 1065.45 1122.48 Agency Mortgage-Backed Securities FMAC 04.000 FGPC D98784 G N/A 3128E5XM6 2031-09-01 4 2408.48 2393.48 Agency Mortgage-Backed Securities GNMA GNMI SF 697656 X N/A 36296QBZ1 2038-10-15 6.5 3.19 3.37 Agency Mortgage-Backed Securities GNMA GNMI SF 698465 X N/A 36296Q6A2 2039-08-15 6 20.35 20.96 Agency Mortgage-Backed Securities GNMA GNMI SF 688160 X N/A 36296DQM3 2038-12-15 6.5 3.80 4.04 Agency Mortgage-Backed Securities GNMA GNMI SF 683944 X N/A 36295XZH1 2038-02-15 5.5 5.93 6.03 Agency Mortgage-Backed Securities USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 2921000.00 2782941.86 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 100.00 95.48 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 383100.00 384247.91 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 401810700.00 404602941.84 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 1000.00 979.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 19945900.00 19716259.91 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 54520000.00 53753643.18 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 998600.00 992056.94 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 100.00 101.03 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 20690000.00 20614727.08 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 437800.00 439824.38 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 100.00 100.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 456600.00 461394.14 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 200.00 194.98 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 73102400.00 72111633.24 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 8874400.00 8937688.99 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 56996000.00 56656741.22 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 2366000.00 2391403.39 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 111709000.00 110827344.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 368700.00 372888.99 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 900.00 890.24 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 2406300.00 2408607.29 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 600.00 543.37 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 8378700.00 6094827.21 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 1000.00 984.62 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 392800.00 388279.02 U.S. Treasuries (including strips) USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 19677600.00 19472363.81 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 100.00 91.73 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 15499400.00 14700294.06 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 800.00 797.83 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 117305100.00 115221741.02 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 5270000.00 5237384.71 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 1000.00 977.13 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 200.00 152.53 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 666000.00 642084.76 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 800.00 480.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 328000.00 328580.78 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 180300.00 179789.39 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 11001300.00 10775876.43 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 11875500.00 11485435.26 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 183100.00 182989.38 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 28795500.00 28360752.15 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 5262400.00 5186784.57 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 902500.00 892533.27 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 350000000.00 347469303.01 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 258300.00 251786.07 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 445900.00 412062.66 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 9999900.00 9991541.99 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 700.00 666.18 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 5780800.00 5002010.25 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 999200.00 925218.10 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 73800.00 73827.08 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 1000.00 971.55 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 400.00 406.31 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 300.00 277.23 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 100.00 93.61 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 100.00 85.09 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 59472400.00 45843739.72 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 200.00 100.14 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 4300.00 2001.52 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 2292500.00 1359870.33 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 13558900.00 9456347.67 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 200.00 151.50 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 600.00 424.60 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 24690600.00 18298738.27 U.S. Treasuries (including strips) USTR 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 100.00 104.97 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 119966000.00 119655627.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 31900.00 31604.41 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 23516400.00 23386045.13 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 159400.00 160110.07 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 236000.00 236778.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 449200.00 453417.88 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 2800000000.00 2800000000.00 .0157 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNP Fixed Income Clearing Corporation ("FICC") - BNP, REPO, 3.670%, 9/1/2026 3.670 69999A006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNP Y USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 11873600.00 7284573.63 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 2787600.00 1912885.97 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 5551800.00 3871977.15 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 22569200.00 15822958.00 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 7216000.00 5249056.92 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 10282600.00 7253102.83 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 11200000.00 7588735.30 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 80635700.00 59956380.24 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 2523000.00 2063029.57 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 435600.00 367587.78 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 94999900.00 71057027.70 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 281000.00 216979.40 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 230500000.00 170828540.83 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 22535000.00 21036103.09 U.S. Treasuries (including strips) USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 85400.00 84447.88 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.9096 551600.00 554176.28 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 200000.00 199305.01 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 400000.00 401167.57 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 876300000.00 857175743.10 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 21860000.00 21863111.17 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 96260800.00 64962329.11 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 783890000.00 767714293.52 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 32008300.00 31798574.14 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 26137500.00 26276235.86 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 10000.00 9914.33 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 400000.00 405630.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 47185200.00 47403920.58 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 81500.00 82784.89 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 200.00 202.12 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 2081400.00 2095071.19 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 1100000.00 1116393.71 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 42656100.00 42851017.98 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 400000.00 410605.66 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 31339800.00 30745689.37 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 129717100.00 121961021.32 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 13722000.00 13570461.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 9600.00 9543.89 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 26000.00 25667.93 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 4690700.00 4560886.46 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 1932300.00 1655069.98 U.S. Treasuries (including strips) USTR TRFR BF 07/31/28 N/A 91282CRD5 2028-07-31 3.8006 20000.00 20063.33 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 344711000.00 324492898.02 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 11929000.00 6827542.40 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 800.00 799.33 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 556581000.00 550173000.83 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 2730500.00 2569559.88 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 206962800.00 137881204.40 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 1197300.00 1084286.70 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 162434600.00 129786576.66 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 1350000.00 1110295.47 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 25000000.00 25775903.94 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 600000000.00 592930888.52 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 69691400.00 41339702.22 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 3699000.00 3688980.01 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 73800000.00 71881094.11 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 73022500.00 68354479.54 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 304577000.00 303510326.41 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 443080000.00 447927856.92 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 4318100.00 3833495.97 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 99303000.00 61321353.26 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 1905000.00 1823118.88 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 7011200.00 6780908.91 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 28600.00 27894.55 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 150000000.00 150055050.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 786200.00 784312.60 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 4415800.00 4374882.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 150000.00 147896.15 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.8536 8965400.00 9002717.02 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 2000000.00 1995380.79 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 5127100.00 4974556.29 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.8496 393000.00 394665.10 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 78017000.00 76433033.99 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 8000000.00 8055593.18 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 116559700.00 114122409.92 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 6007800.00 5241338.20 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 8590400.00 7793641.89 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 53000000.00 49645331.59 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 43603000.00 41706206.94 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 171000.00 149081.30 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 69226900.00 58902388.09 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 343567500.00 262020409.48 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 1952500.00 1614075.38 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 5630000.00 3802064.82 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 41005100.00 21584580.99 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 54261000.00 29369013.96 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 3569600.00 1886298.78 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 141776300.00 70984560.97 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 6000000000.00 6000000000.00 .0336 N Y Y N Fixed Income Clearing Corporation ("FICC") - ING Fixed Income Clearing Corporation ("FICC") - ING, REPO, 3.660%, 9/1/2026 3.660 76599M009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 14999400.00 14946726.92 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 182750000.00 186493553.30 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 321265000.00 291293112.61 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 89997900.00 84891040.09 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 393347200.00 336913078.64 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 95500000.00 94127760.50 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 13199800.00 11438512.81 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0371 1000000000.00 1000000000.00 .0056 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.670%, 9/1/2026 3.670 795991009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 1155635200.00 1142334287.21 U.S. Treasuries (including strips) USTR TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 3.9406 229921000.00 231127454.01 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 923732800.00 920488946.60 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 253388900.00 256049396.22 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 2500000000.00 2500000000.00 .0140 N Y Y N Societe Generale SA Societe Generale SA, REPO, 3.670%, 9/3/2026 3.670 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 17600000.00 17109304.34 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 22800000.00 22356680.64 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 30400000.00 29810506.62 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 28000000.00 27493195.13 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 151851571.72 150931342.97 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 96000000.00 92418828.52 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 19189600.00 17427719.39 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 31999440.00 27601620.62 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 115715280.00 107633105.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 60000000.00 57916200.00 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 86247840.00 79188682.57 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 235103840.00 186528759.62 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-09-03 2026-09-03 2026-09-03 Y Societe Generale SA 1.0000 3 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0372 800000000.00 800000000.00 .0045 N N Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.670%, 9/1/2026 3.670 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 828610500.00 829405015.22 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 900000000.00 869315400.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 868322200.00 886565267.17 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 888000000.00 882714334.43 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 3400000000.00 3400000000.00 .0191 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.670%, 9/1/2026 3.670 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 486846582.03 461602613.06 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6999 N/A 3140Q2X52 2036-05-01 4.615 170000000.00 165992221.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5008 N/A 3140W5R63 2056-03-01 4.5 93854005.73 88879649.57 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 700000000.00 700000000.00 .0039 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.680%, 9/1/2026 3.680 85748R009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB Y FMAC FEPC 03.000 CLQD6216 N/A 3133B33Z8 2052-02-01 3 63690.80 55217.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 14464328.66 15013563.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 785.53 790.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 815.16 773.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7032 N/A 3132DUY50 2054-05-01 6 744.39 763.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 2849.56 2933.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0310 N/A 31425UKY0 2054-11-01 5.5 589696.05 587635.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0428 N/A 3140Y6PN4 2055-05-01 5.5 891.15 890.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0546 N/A 3140W0TC9 2054-12-01 5.5 735.36 737.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6536 N/A 3140B7HN6 2055-05-01 5.5 1613.53 1607.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1008 N/A 3140Y7DN5 2055-09-01 5.5 954.63 961.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9587 N/A 3140AXUM7 2055-01-01 5.5 4219341.51 4226823.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 978.84 987.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2603 N/A 3130G1X98 2056-08-01 5 1000.00 973.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 705.46 702.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 7378293.11 7562942.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 978.50 978.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1915 N/A 3140Y8DV5 2056-02-01 5 5095173.61 4966162.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 1312.99 1149.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I5BF0494 N/A 3140FXRQ7 2049-04-01 3.5 246.00 224.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 619.68 635.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5167 N/A 31418EW55 2053-10-01 6.5 472.14 489.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 2610549.52 2561321.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0384 N/A 3140Y6NA4 2055-05-01 5 960.19 939.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 922.61 923.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 899.87 880.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 918.08 922.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1760 N/A 31425V5W9 2054-12-01 5 213874.56 208943.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8003 N/A 3140BL3M2 2055-09-01 6 2843752.15 2911641.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1550 N/A 3140Y7WL8 2055-11-01 6.5 38550166.63 40347478.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 342915.10 332982.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1847 N/A 3130G05H3 2056-08-01 5 1000.00 972.96 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46715 G N/A 3132WLN93 2047-03-01 4 2454657.10 2309577.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 55563176.03 55562138.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8673 N/A 3140QUT71 2054-06-01 5 13077745.48 12766830.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0399 N/A 3133B9NQ3 2052-04-01 3 687.93 595.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 542948.26 503553.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 10187633.56 10408705.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 23264104.75 22716320.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6052 N/A 31418FWN3 2056-05-01 4.5 3303.27 3120.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8565 N/A 3140UCQT1 2056-04-01 5.5 1752694.16 1756506.85 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5043 N/A 3132DSS86 2054-02-01 7 623.88 670.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1797 N/A 3130G03F9 2056-07-01 6.5 1998.00 2100.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4027 N/A 3140QPPM3 2052-07-01 4.5 1412.71 1352.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6116 N/A 3140NAYN7 2053-01-01 6 9937679.38 10184123.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3816 N/A 3140XKG20 2052-12-01 3.5 1537.43 1373.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 5203008.77 4958873.19 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4632 N/A 3132A5ED3 2045-10-01 3 142.08 125.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7423 N/A 3140XPG94 2054-03-01 5.5 797.20 801.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4184 N/A 31418DUJ9 2050-11-01 3 42829.37 36961.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3505 N/A 3140X63P4 2050-06-01 2.5 129743.93 108066.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 26331.98 25750.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 347.91 330.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 172.93 165.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 802578.50 744593.27 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 657.19 550.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 N/A 3142GSRZ3 2054-09-01 5.5 884.78 885.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 28912.42 26756.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 28764.97 28885.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 211478.57 177280.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 11039199.78 11264255.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1356 N/A 3140W1QJ5 2052-09-01 3.5 22704992.28 20527031.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 30933967.76 31296431.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0904 N/A 3140W1AE3 2055-01-01 5.5 928.63 936.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 13381814.72 13420853.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0563 N/A 3140UTTV6 2056-08-01 5.5 10500880.00 10501398.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0887 N/A 3140UT6Z2 2056-07-01 6 552333.26 571120.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0783 N/A 3140UT2R4 2056-08-01 5.5 3751948.00 3766593.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9899 N/A 3140UR7M4 2056-07-01 4.5 4361834.03 4132344.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6841 N/A 3140UNS73 2056-06-01 6.5 880374.44 920833.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6554 N/A 3140UNH83 2056-07-01 5 1180101.33 1152913.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3861 N/A 3140UKJF1 2056-08-01 5.5 1090524.00 1090364.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2376 N/A 3140UHUA6 2056-06-01 5 129700.44 125932.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1858 N/A 3130G05U4 2056-08-01 5.5 1000.00 1003.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 8135.86 7265.62 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 135002.67 118328.22 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08693 G N/A 3128MJXX3 2046-03-01 3.5 223407.04 204369.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU3612 N/A 3140M5AN5 2051-11-01 4 1622710.58 1496022.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBT3901 N/A 3140LSKP0 2038-10-01 6 64848.26 66718.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1299235.71 1085628.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 125087.48 99589.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5462 N/A 3140KDB82 2050-06-01 2.5 172216.35 144159.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP4416 N/A 3140KB4A9 2050-05-01 2.5 359586.63 297656.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2942 N/A 3130G2EQ9 2056-08-01 5.5 5377056.00 5383252.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3292 N/A 31427QUS9 2055-11-01 5.5 35796217.29 35957777.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5611 N/A 3142GWGV5 2055-12-01 5.5 953.49 957.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 2002.39 1951.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5837 N/A 3142GWPX1 2056-01-01 5.5 2692.51 2683.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 978.99 978.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 1096.01 1072.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5866 N/A 3140BWQU5 2055-12-01 5 1974.19 1929.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3656 N/A 3140W4B22 2050-08-01 3.5 929.68 845.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 2046.34 1933.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 1013.31 983.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4512 N/A 3133WPAM7 2040-11-01 6 882231.54 909021.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5793 N/A 3142GWNK1 2056-01-01 4.5 6953314.16 6584705.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5146 N/A 31427SWG9 2056-05-01 5 1082.33 1052.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0554 N/A 3140UTTL8 2056-08-01 5.5 10413091.00 10376679.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6042 N/A 31418FWC7 2046-04-01 5 119768.82 117781.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6432 N/A 3142GXEE3 2056-04-01 5.5 26648895.79 26555713.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6486 N/A 3140W7F47 2050-11-01 3 6405540.63 5542355.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7247 N/A 31427HBR2 2055-11-01 5.5 875.13 879.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 912.44 891.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4787 N/A 31427SJ90 2056-01-01 6 11307811.97 11538378.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1544 N/A 3140U4WE5 2056-02-01 5 36208.60 35156.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3888 N/A 3140UKKA0 2056-08-01 5.5 1254464.00 1255909.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 1047.47 1025.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6143 N/A 31418FZH3 2056-08-01 4.5 3468594.28 3276781.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 25243664.40 25390616.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1763 N/A 3142GR5Z9 2054-06-01 5 4577952.27 4474626.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0670 N/A 3142GQW81 2054-01-01 6.5 2858574.65 2985657.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 N/A 3142GQJK9 2053-11-01 6.5 435.71 458.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 28709851.37 28175953.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 3905038.91 3923831.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6067 N/A 31427TW51 2056-06-01 6 12248944.92 12559002.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2476 N/A 3140Y8XE1 2056-04-01 6.5 17450483.82 18299095.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 4658.80 4749.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3494 N/A 31427Q3C4 2052-09-01 3.5 1940.69 1745.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2522 N/A 3140MTYU1 2056-02-01 5.5 2010160.14 2003135.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5775 N/A 3140W6MZ2 2054-10-01 4.5 53657.42 50881.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 2010.60 2074.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4247 N/A 3140W4WH6 2054-01-01 2 981.99 779.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0990 N/A 3140UGC42 2056-05-01 6 996.89 1028.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO5414 N/A 3140K1AQ9 2049-10-01 3 1915173.20 1681694.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 3980628.39 3727441.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1331 N/A 3140QLPR1 2051-08-01 2.5 1208447.09 1005525.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5626 N/A 3140XMHC3 2053-08-01 5 6043.50 5898.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 31419.52 28068.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 239274.63 251184.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 4703325.56 4210090.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0913 N/A 3138EHAP7 2041-07-01 6 580868.00 604863.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 81545.29 75968.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1788 N/A 31418A7A0 2044-02-01 4 3012930.02 2843074.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 27051.15 27005.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 699.75 700.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 1496180.17 1495728.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9434 N/A 3133KRPT5 2053-07-01 5.5 3683555.86 3698217.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9433 N/A 3133KRPS7 2053-07-01 5.5 869.44 877.62 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 4670285.69 3686100.82 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8177 N/A 3132DWCN1 2051-11-01 2 762.19 601.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8175 N/A 3132DWCL5 2051-10-01 3.5 522.11 469.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8140 N/A 3132DWBH5 2051-04-01 2 58959989.20 46762739.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 865.66 871.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 5109730.25 5257452.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 42552.72 40884.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 2767352.47 2802224.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 701282.42 651338.72 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 1453.59 1353.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 412825.25 361837.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1474.50 1233.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 9594947.16 8680804.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1804 N/A 3140UHAE0 2056-06-01 5 1031.38 1005.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1046 N/A 3140UGEU2 2056-05-01 5.5 868989.92 865953.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0987 N/A 3140UGCZ3 2056-04-01 5.5 1491517.09 1486304.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0096 N/A 31417YDA2 2029-06-01 4.5 11.48 11.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAB8287 N/A 31417FF52 2042-04-01 4 987351.38 940277.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAB3546 N/A 31416Y5G9 2031-09-01 4 34.35 33.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6228 N/A 3140U94N5 2056-04-01 5.5 992.92 1000.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3946 N/A 3140U7L42 2056-03-01 5.5 2684572.13 2682911.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 929662.20 928562.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4437 N/A 3140U74X7 2056-05-01 5 995.04 973.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2350 N/A 3140U5TG1 2056-04-01 5 870.89 852.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0782 N/A 3140U32Q3 2056-01-01 6.5 883.52 920.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4359 N/A 31427RZZ6 2056-03-01 5.5 1006.63 1004.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 5073510.33 4812478.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 36667.35 31510.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 612.05 490.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9194 N/A 3142KBGC8 2056-07-01 5.5 1051.71 1053.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1090 N/A 3142K2F88 2056-04-01 4.5 995.63 943.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA3592 N/A 3142JR7E1 2056-01-01 4.5 951.22 898.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 348378.39 275261.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 1397.34 1108.42 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4302 N/A 31418DX80 2036-04-01 1.5 115414.82 102462.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 60034.64 47586.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 293508.61 266936.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 31898.73 29621.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6065 N/A 31427TW36 2054-06-01 5.5 1434003.81 1430310.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5901 N/A 31427TRX6 2056-07-01 6 374092.40 380560.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 984.63 818.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4921 N/A 31427SPF9 2056-04-01 5 1035.25 1012.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4693 N/A 31427SGB8 2055-01-01 5 375497.60 364590.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 47450491.98 46278496.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5327 N/A 31427S4M7 2056-05-01 5.5 1042.26 1046.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4199 N/A 31427RUZ1 2056-01-01 5 976.10 954.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4062 N/A 31427RQQ6 2056-02-01 5 11683.51 11344.09 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4036 N/A 31427RPW4 2053-10-01 2.5 11433.07 9409.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 1009.22 982.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 1963.94 1969.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 1007.14 985.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 119788.79 116510.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 69553698.13 69335322.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 4643190.07 4523008.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3415 N/A 31427QYM8 2055-09-01 5 973.40 945.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3303 N/A 31427QU59 2055-11-01 6 31887570.92 32699045.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3257 N/A 31427QTP7 2055-11-01 5 1972.57 1925.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3073 N/A 31427QMX7 2055-01-01 5.5 597326.73 599174.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2929 N/A 31427QHF2 2055-10-01 5.5 978.54 978.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2951 N/A 31427QH54 2052-05-01 2.5 948.70 794.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 6191.27 6037.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 29185.39 27881.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 1891.87 1940.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 36253543.74 36293906.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 146749.70 117592.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9086 N/A 3140U1CY9 2056-01-01 6 993.21 1022.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 830.55 839.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 1719637.51 1772621.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9743 N/A 3140QVZH0 2055-01-01 6.5 9153059.22 9567030.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9740 N/A 3140QVZE7 2055-01-01 5.5 941.09 942.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4524 N/A 3140J9A27 2048-07-01 4 14022216.05 13091594.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4350 N/A 3140J8ZQ9 2047-03-01 3 1968117.95 1763126.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 2489561.02 2265815.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 1312745.45 1098820.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 4091247.81 3826966.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ7199 N/A 3140H87M1 2048-09-01 3.5 636178.29 579929.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 77537.14 74372.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0561 N/A 3140FXTT9 2061-09-01 3 700.06 588.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 291.48 272.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 332637.18 314315.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 1775418.63 1569480.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 1081142.40 1098346.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0092 N/A 3140FXC67 2056-06-01 3.5 1872177.25 1673589.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0044 N/A 3140FXBN1 2055-08-01 4.5 316.85 306.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 198.19 191.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 777.02 741.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 348244.47 344770.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 776.56 701.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 699.71 707.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4343 N/A 3140XKZH6 2052-06-01 3.5 725.40 653.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS4269 N/A 3140XKW71 2051-10-01 2 768.88 617.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4114 N/A 3140XKSC5 2053-03-01 4.5 1494.54 1419.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4095 N/A 3140XKRR3 2053-02-01 5 2511906.39 2462765.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 734.18 678.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2440 N/A 3140Y8WA0 2056-04-01 5 991.19 969.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 9239546.56 9638248.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2361 N/A 3140Y8TT3 2056-04-01 5 8871684.87 8706579.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2357 N/A 3140Y8TP1 2056-04-01 6 12949751.27 13455218.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2341 N/A 3140Y8S72 2056-04-01 5 3754751.64 3665514.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2208 N/A 3140Y8N28 2056-03-01 5 1003.45 975.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 973.63 976.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2626 N/A 3140Y84L7 2056-05-01 5 44976389.69 43809597.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1513 N/A 3140Y7VF2 2055-11-01 5.5 37677305.02 38044935.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1459 N/A 3140Y7TR9 2055-11-01 6 970.15 1004.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1426 N/A 3140Y7SQ2 2055-11-01 4.5 988.94 934.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFS0995 N/A 3140XGC98 2042-03-01 2.5 660.77 584.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 619.54 525.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0146 N/A 3140XFEU1 2043-09-01 3.5 1134.59 1058.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9540 N/A 3140XDS64 2051-11-01 2 717.07 570.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 54069967.75 52499054.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0063 N/A 3142J6B93 2055-11-01 5 68666007.01 66677073.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6597 N/A 3142GXKK2 2056-05-01 6 13882602.72 14375740.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6567 N/A 3142GXJM0 2056-05-01 5 8596741.27 8379060.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 1363.96 1332.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6501 N/A 3142GXGK7 2056-05-01 5 1085.53 1057.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6442 N/A 3142GXEQ6 2056-04-01 5 2293.92 2242.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 2993.43 2996.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6435 N/A 3142GXEH6 2056-04-01 5 1462266.06 1422967.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6423 N/A 3142GXD53 2056-04-01 5.5 26296090.99 26343432.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 192124.85 172314.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 142.06 132.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 89.99 82.98 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 112691.79 84403.90 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4417 N/A 31418D4B5 2036-09-01 1.5 12586008.86 11174563.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4383 N/A 31418D2R2 2036-07-01 2 127574.76 115810.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3384 N/A 31418CXN9 2048-06-01 4 80.80 75.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 91244.14 85164.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 128.64 116.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 33263.05 31053.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 94.43 87.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 108.56 98.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 114647.88 103326.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1045 N/A 3140X4ET9 2039-06-01 4.5 50936.63 50078.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 4341.67 3909.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1675 N/A 3140X42H8 2049-10-01 3 113454.73 98577.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6487 N/A 3140W7F54 2054-06-01 5 5575003.59 5435509.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5822 N/A 3140W6PG1 2055-03-01 4.5 1003.14 951.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5717 N/A 3140W6K76 2056-05-01 5 1098.28 1068.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5154 N/A 3140W5WQ3 2052-03-01 3.5 13750083.53 12349550.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5127 N/A 3140W5VV3 2056-04-01 5.5 976.46 978.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5081 N/A 3140W5UF9 2054-12-01 5 1000.17 973.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 952.61 976.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4797 N/A 3140W5KK9 2051-08-01 3 971.03 847.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4816 N/A 3140W5K60 2056-03-01 5 16117447.71 15734395.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 1717.01 1713.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1240 N/A 3140Y7LW6 2055-10-01 6 7481066.50 7693147.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1232 N/A 3140Y7LN6 2055-10-01 5.5 974.27 981.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1190 N/A 3140Y7KC1 2055-10-01 4.5 1008.54 953.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 959.89 964.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 873.41 877.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 854.29 860.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 774.06 692.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3395 N/A 3140XJXZ1 2052-12-01 5 784.84 768.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 758.08 650.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3068 N/A 3140XJMS9 2052-10-01 5 749.77 734.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 703.82 694.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 645.34 579.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2185 N/A 3140XHNB9 2052-06-01 4 731.38 678.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 993738.90 1022583.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 760.88 804.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9861 N/A 3133KR5W0 2053-09-01 6.5 607.56 639.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9848 N/A 3133KR5H3 2053-09-01 5.5 753.84 754.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 59233064.10 59381284.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 4607264.79 4625603.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8393 N/A 3133KQKE5 2053-02-01 4.5 822.89 783.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 18888314.54 19359502.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 N/A 3140N2LZ2 2052-10-01 5 6758632.24 6620301.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9861 N/A 3140N25X5 2052-09-01 5.5 144437.50 145438.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 N/A 3140MY4Z2 2052-07-01 5 640.61 625.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6197 N/A 3140MX3F9 2052-08-01 5 1910848.97 1895873.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 2680347.46 2554799.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4426 N/A 3140MV4L9 2056-07-01 5 1435281.61 1404355.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2293 N/A 3140MTRP0 2052-08-01 5 923.83 901.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 35892.69 34176.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4532 N/A 3140MJBA2 2052-03-01 3.5 493.29 443.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV4119 N/A 3140MHSH3 2052-03-01 2.5 757.30 625.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 40700.19 39189.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CICB8080 N/A 3140QT6S3 2039-02-01 6.5 1945267.34 2042049.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 1535645.27 1569321.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 2301541.25 2378578.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 1635.64 1605.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 778.01 780.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6517 N/A 3140QSG39 2053-06-01 5 41774882.25 41034074.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6348 N/A 3140QSBS9 2053-05-01 4.5 19662065.74 18690563.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6312 N/A 3140QSAN1 2053-05-01 5 766.65 751.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 8827.61 9040.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2194 N/A 3133KHNK8 2050-02-01 3 388.35 342.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA1374 N/A 3133KGQ35 2049-09-01 3.5 131645.82 118670.36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 679.29 586.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3048 N/A 3133CTL56 2054-09-01 5.5 845.68 857.80 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0070 N/A 3133CQCF0 2054-07-01 7 315967.20 334938.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8672 N/A 3133CMT53 2054-01-01 6 2486485.81 2546691.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8914 N/A 3133CM3X0 2054-02-01 6 2241611.99 2295108.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 137579.49 130420.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4904 N/A 3133CHNV3 2053-11-01 5.5 696.34 695.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4128 N/A 3133CGSR9 2053-11-01 7 6239207.65 6655851.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9483 N/A 3133CARC6 2053-08-01 6 9107858.76 9312011.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6303 N/A 3133C7AC1 2053-06-01 6 716.34 730.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5549 N/A 3133C6EW5 2053-06-01 5 753.16 735.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 671.13 687.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4323 N/A 3133C4YU2 2053-06-01 6 194150.92 197872.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 N/A 3133BWMK6 2053-03-01 5.5 575.21 576.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 728.52 734.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2547 N/A 31427PZM9 2055-09-01 5 41174915.90 40220302.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2515 N/A 31427PYM0 2055-04-01 5.5 5052405.08 5100000.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2351 N/A 31427PTH7 2055-07-01 5 909.76 887.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 10735.13 10446.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1020 N/A 31427ND22 2052-06-01 3 1109.71 969.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 13414.88 13552.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0675 N/A 31427MXD8 2055-01-01 6.5 727.47 763.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 877.69 881.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 15183771.66 15249097.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 7810781.99 7609987.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 874.36 877.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3046 N/A 3142GTL46 2054-12-01 6 32250.22 33444.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 45607510.35 44469040.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 19437066.24 18959432.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 64258613.26 64656266.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 54747205.57 53287353.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 839.16 819.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2742 N/A 3142GTBL9 2054-11-01 5.5 1844.26 1852.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 8935.02 9153.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 1507.25 1540.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 620.83 649.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2422 N/A 3142GSVQ8 2054-09-01 5.5 179144.16 178920.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 58286286.39 58786926.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 11560.71 11721.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 1652563.16 1732493.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 673.55 696.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 N/A 3140A13H8 2053-10-01 6.5 1346.09 1404.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 23279.28 23209.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K0762521 N/A 31404AD27 2033-11-01 4.5 638978.20 630428.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 748.45 762.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL725027 N/A 31402CPL0 2033-11-01 5 30083.60 30240.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAW4229 N/A 3138XTVX0 2029-07-01 3 110.17 108.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 382629.91 359772.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9823 N/A 3138WK4H5 2047-06-01 3.5 712.24 649.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7687 N/A 3138WHRH7 2046-08-01 3.5 14708880.31 13469328.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 N/A 3138WHKK7 2046-07-01 3.5 268.31 244.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS0285 N/A 3138W9J76 2028-08-01 2 37975.50 37224.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7444 N/A 3138MBHW9 2042-10-01 3.5 167.95 155.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO6762 N/A 3138LXQQ5 2042-06-01 4 628636.15 597093.29 Agency Mortgage-Backed Securities FNMA FNMS 03.420 MTAN0245 N/A 3138LCHX6 2035-11-01 3.42 581.72 549.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8417 N/A 3132DWK69 2054-03-01 4.5 67799.59 64233.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2795 N/A 3140QNC91 2052-02-01 3 511712.84 439973.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 796776.43 780535.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 N/A 31418FB48 2054-06-01 3.5 961.29 857.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8057 N/A 3132D55S7 2035-08-01 2 319.59 290.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 806.61 787.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0206 N/A 3132D9GP3 2041-11-01 2 619.25 532.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0593 N/A 3132DMUS2 2051-05-01 3 547.93 479.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0549 N/A 3140XFTF8 2052-02-01 2.5 1878351.66 1574825.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5265 N/A 3140X8Z75 2051-01-01 2 615.59 490.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 692.02 571.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL9188 N/A 3138ERF62 2046-09-01 4 210.26 197.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 705.73 674.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 734.45 717.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 719.49 644.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 450.91 395.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8202 N/A 3133KQDF0 2052-11-01 5.5 695.21 697.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 649.29 686.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 1512064.34 1555589.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 1370.67 1375.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 2019.55 2061.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 714.83 642.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2417 N/A 3142GSVK1 2054-09-01 5.5 929.87 932.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 28600688.81 29997365.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 N/A 31427TNC6 2056-07-01 5 1024.79 996.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5811 N/A 31427TN51 2056-07-01 5.5 8931404.82 8949609.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5752 N/A 31427TMA1 2055-10-01 6 2055.67 2093.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL5557 N/A 31427TE77 2052-08-01 3 1394.07 1211.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 1000.37 950.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6299 N/A 31427T7M2 2056-06-01 5.5 1020.00 1034.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6212 N/A 31427T3W4 2056-08-01 5 321164.00 312235.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5099 N/A 31427SUZ9 2055-08-01 6 997.52 1014.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5021 N/A 31427SSK5 2056-04-01 5.5 6061011.95 6094094.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 689.25 704.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 189030.18 197300.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 17147209.51 17180875.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 814.53 834.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 N/A 3142GRVW7 2054-05-01 6 650.65 661.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 857.39 833.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 21633245.24 22553408.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 6805346.67 6869326.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1344 N/A 3142GRP61 2054-04-01 6 24026932.24 24670397.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 1754.36 1749.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 870.56 877.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 6012.73 6207.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 868.08 865.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 593.90 604.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 24745525.47 25342585.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7274 N/A 3133BVCK9 2053-02-01 6 2801105.66 2898304.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 8077001.05 8074604.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6975 N/A 3132DUXC6 2054-11-01 4.5 10597.07 10067.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6961 N/A 3132DUWW3 2053-11-01 5 99661.72 98343.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6960 N/A 3132DUWV5 2054-11-01 5.5 159454.95 161596.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6624 N/A 3132DULD7 2054-10-01 5.5 1738027.39 1745348.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 7115.57 6350.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 34854477.14 36086164.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6433 N/A 3132DUEE3 2054-04-01 5.5 882.71 888.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6151 N/A 3132DTZQ6 2054-01-01 6 1961703.75 2003821.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6008 N/A 3132DTU99 2054-08-01 5.5 702.19 700.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6331 N/A 3142GXA98 2056-03-01 4.5 988.24 933.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 11708307.09 11430055.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 2045.34 2087.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 1492.27 1514.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7714 N/A 3133BVSB2 2053-02-01 5.5 4117276.03 4122992.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3744 N/A 3140QPES2 2052-03-01 2.5 36198.93 29811.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7336 N/A 3140QTEJ4 2053-10-01 5.5 93131.14 93135.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 830.68 850.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2875 N/A 3140W3FR5 2055-09-01 6 828918.70 843210.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0595 N/A 3140Y6UV0 2055-06-01 6.5 835.85 877.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5819 N/A 31418FPD3 2055-09-01 4 50541.76 46427.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4400 N/A 3142K53J0 2056-06-01 5.5 1033.56 1029.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 1030.24 990.82 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PRE6051 N/A 3133N3WL4 2050-07-01 2.5 288.71 234.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8336 N/A 3132DWHM8 2053-04-01 3.5 1565.52 1398.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 594.00 487.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1511 N/A 3142GRVD9 2054-05-01 5.5 18205922.78 18312615.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 471866.08 430932.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 696.49 741.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6942 N/A 3133CKWB0 2054-01-01 6.5 3523955.33 3701283.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 894880.70 895268.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 898.62 806.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5691 N/A 31426QKD4 2055-06-01 6 18573080.40 18972717.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2906 N/A 3142GTGQ3 2054-11-01 5.5 1907.77 1924.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1404 N/A 3140W1R21 2052-09-01 3 29919.10 25668.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 1622.25 1672.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0305 N/A 31427MKT7 2055-02-01 6 99539.78 101729.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1706 N/A 3140Y73Q9 2055-12-01 5.5 977.32 975.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9686 N/A 31427KXQ3 2055-10-01 6.5 818.47 857.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 N/A 31427TW85 2054-02-01 6.5 1116.97 1158.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5273 N/A 3140AE2F5 2054-06-01 5.5 684.98 688.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 12994972.35 10679935.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8275 N/A 3132DWFQ1 2052-12-01 4.5 755.39 717.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 6122914.70 6113003.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4410 N/A 3133KK3T4 2051-01-01 2.5 538.96 445.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 8598.21 8568.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL6144 N/A 3138ENZJ1 2030-01-01 3 208805.31 204693.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 114993.62 110907.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 696.41 549.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2068 N/A 3140W2JN2 2055-06-01 6.5 825.96 864.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 4857826.76 4881238.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY1806 N/A 31426LAG9 2055-04-01 5.5 1018744.78 1018804.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3242 N/A 31425XS83 2055-01-01 5.5 962.55 963.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 1196.30 1171.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 1058.48 1031.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 5890.57 5577.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8480 N/A 3140XCM62 2050-11-01 3 466.19 403.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM8427 N/A 3140XCLH9 2046-07-01 4.5 56896.85 55155.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 416727.74 344067.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8944 N/A 3140XC5E4 2051-09-01 3.5 283568.65 254810.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7929 N/A 3140XBY38 2050-08-01 3.5 182422.29 165396.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 427.85 385.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3213 N/A 3132DQSA5 2053-07-01 5.5 709.83 714.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 627.52 662.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2704 N/A 3132DQAD8 2053-04-01 5 752.01 740.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3519 N/A 3132DQ4C7 2053-05-01 4.5 34510377.78 32893773.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 69004.62 68996.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2473 N/A 3132DPXA1 2053-02-01 5 1838908.16 1794488.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 614.67 638.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2357 N/A 3132DPTN8 2053-02-01 6 617.51 638.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2190 N/A 3132DPNF1 2052-10-01 4.5 716.43 681.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2040 N/A 3132DPHR2 2052-12-01 6 23955.50 24677.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 91096.91 81391.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 20026.14 19245.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 1134644.71 1101679.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2605 N/A 3132DP3N6 2053-04-01 5.5 140204.54 140857.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 62080.53 65060.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6226 N/A 3132DT4K3 2054-08-01 6 18112438.36 18493107.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5143 N/A 3132DSWC2 2054-04-01 6 67685.15 69419.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5100 N/A 3132DSUZ3 2052-10-01 4 805.39 743.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4949 N/A 3132DSQA3 2052-04-01 2.5 846.52 707.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 20713016.76 21339171.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2045 N/A 31427PHX5 2055-08-01 5 1008.93 990.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 941.51 945.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 1657.67 1692.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1891 N/A 31427PC51 2055-08-01 6.5 21243031.97 22201659.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 884.42 864.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 805.09 840.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 732.56 748.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 6427.71 6448.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1134 N/A 31427NHL6 2055-05-01 5.5 943.58 946.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 10337570.92 10331361.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1079 N/A 31427NFV6 2054-12-01 5.5 3911392.47 3957689.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1657 N/A 3140W1ZX4 2050-11-01 4 853.86 797.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6193 N/A 3142GW3B3 2056-03-01 5 1079.03 1051.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9324 N/A 3140QVLE2 2054-10-01 5.5 843.69 845.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8911 N/A 3140XC3V8 2051-02-01 3.5 444.23 399.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 977.64 950.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8369 N/A 3132D6JN1 2040-03-01 4 56408.88 54317.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 68060472.62 66682565.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 2748161.02 2738551.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 1791.07 1833.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 4474877.73 4345682.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2421 N/A 3140W2VP3 2055-07-01 5.5 6278198.54 6273554.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5840 N/A 3140UMP29 2056-07-01 5.5 5193947.31 5221819.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 51780867.15 51791913.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 702.38 723.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5478 N/A 31418FCQ8 2039-09-01 6.5 348.87 363.23 Agency Mortgage-Backed Securities FMAC FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 57873.00 59700.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 1366513.85 1322249.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 186.24 168.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5787 N/A 3142GWND7 2056-01-01 6 17292334.62 17607245.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5613 N/A 3142GWGX1 2055-12-01 5.5 35087565.00 35245926.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 1229.94 1231.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 1922.17 1872.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 11307953.75 11345058.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 2046.98 2056.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 1968.47 1924.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 901.88 925.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 904.33 947.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 48964597.26 49124972.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 2769.62 2772.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 41162953.36 41176592.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 19803432.71 19843818.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5049 N/A 3142GVTF8 2055-11-01 5 194633.46 189719.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4836 N/A 3142GVLS8 2055-09-01 5.5 957.08 961.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 25599542.05 26285788.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 876.85 917.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 1800.03 1839.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6578 N/A 3140XAJY9 2036-01-01 2 48899.72 44514.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 675.71 540.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6147 N/A 3140X9ZM0 2036-02-01 2 33324.45 30311.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5837 N/A 3140X9PX7 2050-05-01 4.5 29053.67 27652.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 824.69 825.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 21094766.89 21196429.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8521 N/A 31427JPF9 2055-11-01 6 680.54 703.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7320 N/A 31427HD25 2055-11-01 5.5 642092.30 642800.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 2910.22 2910.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 957.39 956.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6882 N/A 31427GUG7 2055-11-01 5.5 9817293.31 9850655.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 11038877.28 11054898.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 1006.35 978.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1476 N/A 3132DNT94 2052-08-01 4.5 722.17 690.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0964 N/A 3132DNB93 2046-12-01 3.5 113738.99 101652.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 N/A 3132DNB44 2052-04-01 3.5 10325.62 9316.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 736.19 665.82 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 1684767.62 1406634.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 1777.16 1793.88 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 1022309.86 854152.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0235 N/A 3132DMHL2 2050-01-01 3.5 429.79 391.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 758.62 755.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 N/A 31426KEM4 2055-04-01 5 1880.26 1827.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0741 N/A 31426JZF9 2055-04-01 6.5 991311.87 1051838.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0157 N/A 31426JE70 2055-04-01 6.5 3578528.91 3736229.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 5893.86 5873.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 1879.52 1885.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9254 N/A 31426GH81 2055-03-01 5.5 248512.01 247643.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 N/A 31426DMG4 2055-03-01 5 977.59 953.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6434 N/A 31426CEG5 2055-02-01 5.5 1722.29 1716.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7144 N/A 31426C5E0 2055-02-01 5.5 886.55 883.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 748.51 765.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 7515.72 7535.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1582 N/A 31425VXL2 2054-11-01 5 1194603.70 1164673.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 1816879.08 1764092.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 2032.38 1919.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 18856905.91 18309049.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5980 N/A 31418FUE5 2041-02-01 6 839.84 863.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 21273397.35 21275241.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 928.36 956.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2926 N/A 3140W3HC6 2053-04-01 4.5 952.83 906.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4689 N/A 3142GVF71 2055-08-01 5 1878.47 1824.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 21313213.43 22301500.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 697255.37 703647.34 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 50.66 45.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5620 N/A 3133BTG53 2052-12-01 5 5075.80 4975.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 35258.23 35490.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 5302.37 5047.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 690.64 656.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 55350.67 52691.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 25500980.81 24212212.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-01 4 713.74 661.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 702.67 608.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6531 N/A 3133KNHG1 2052-01-01 3.5 256693.43 230815.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 1378.18 1089.65 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5052 N/A 3133KLTH0 2051-04-01 2 677.55 535.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4175 N/A 3133KKT82 2050-12-01 2.5 574.52 480.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 1479543.90 1179295.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6739 N/A 3140QEPZ9 2050-08-01 3 468.30 402.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4920 N/A 3133BSPD8 2052-12-01 6.5 36013.80 37681.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5371 N/A 3133BS6G2 2053-01-01 5 6942165.17 6853483.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 6349131.51 6360123.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0701 N/A 3133BMX67 2052-10-01 5 4585626.42 4499502.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9306 N/A 3133BKKT5 2052-09-01 5 1895847.96 1855894.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9085 N/A 3133BKCW7 2052-08-01 5 635.50 622.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE8277 N/A 3133BJFS6 2052-07-01 3.5 926.13 827.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8087 N/A 3133BH6Y7 2052-06-01 4 4349183.96 4017342.67 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1248 N/A 3133BAL58 2052-05-01 4 1155.98 1064.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQE0622 N/A 3133B9VP6 2052-04-01 2 734.16 588.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0777 N/A 3133B92J2 2052-04-01 3.5 11810551.93 10550633.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9325 N/A 3140QVLF9 2054-10-01 5.5 751.09 751.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9207 N/A 3140QVGR9 2054-09-01 5 777.95 756.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9141 N/A 3140QVEP5 2054-09-01 5.5 852.32 857.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 709.87 749.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 781.56 811.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9843 N/A 3140QV5D2 2055-01-01 6.5 2827864.37 3027697.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9802 N/A 3140QV3L6 2055-01-01 5.5 1748956.34 1751989.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 858.72 868.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9776 N/A 3140QV2J2 2055-01-01 5 993.21 973.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8756 N/A 3140QUWS1 2054-06-01 6 742.16 754.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 960.27 962.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1067 N/A 3140Y7FH6 2055-09-01 6.5 16859083.82 17564765.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1015 N/A 3140Y7DV7 2055-09-01 5.5 995.31 993.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 7078091.87 7147077.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4591 N/A 3142GVC58 2055-08-01 6 875.90 894.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 43832354.57 43975920.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 1745.85 1744.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4904 N/A 3140X8NW3 2050-11-01 2.5 1321352.70 1100691.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4899 N/A 3140X8NR4 2050-11-01 2.5 122305.14 101827.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4616 N/A 3140X8DW4 2049-05-01 3.5 47051900.84 42738966.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 19793.24 18037.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM4081 N/A 3140X7RB7 2050-07-01 3 560261.13 495487.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3628 N/A 3140X7A66 2035-04-01 3.5 38968.55 37606.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4495 N/A 3140X77H6 2050-10-01 2 1478103.41 1182123.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3447 N/A 3140X6ZM6 2049-11-01 4 250.12 233.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 903797.61 837115.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 30604.45 28107.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 5991029.95 5698687.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 185398.41 162171.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 38155.69 34319.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 28151.97 26249.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 2479.91 2482.06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8346 N/A 3132D6HX1 2039-12-01 4 765.31 737.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8107 N/A 3132D6AG5 2036-06-01 2 501.15 455.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4920 N/A 31418EPE4 2053-02-01 6 496.37 506.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5409 N/A 31418FAK3 2044-06-01 5 620.70 623.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5403 N/A 31418FAD9 2034-06-01 5 238008.28 239195.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 745.41 745.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 19303.83 18789.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 95391.07 95164.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 28571.84 29100.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 199566.18 205175.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5163 N/A 31418EWZ9 2053-10-01 4.5 835.57 792.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5169 N/A 31418EW71 2038-10-01 5.5 5808.18 5906.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 6823306.20 6960925.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 24608218.32 25083895.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 724.76 750.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4537 N/A 3132DSBE1 2053-12-01 6 756.90 782.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5318 N/A 3132DS4B5 2054-04-01 6.5 16422986.78 17395534.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 12810.96 12492.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0953 N/A 3142JPBX8 2055-12-01 5.5 7993982.74 7966030.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 996.84 967.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0117 N/A 3142J6DX8 2056-05-01 4.5 5901009.62 5574683.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2661 N/A 3140XH5X1 2052-07-01 4.5 26908.96 25603.61 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 93000.00 93088.05 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 57100.00 55554.67 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 100.00 95.70 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 1100.00 1082.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 100000.00 101136.15 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 440000.00 422615.66 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 11035200.00 10756909.29 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 100.00 66.62 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 189600.00 155033.85 U.S. Treasuries (including strips) FNMA FNMS 04.000 CLBE1585 N/A 3140FLXP8 2047-05-01 4 2063097.63 1929225.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 34593.59 30472.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0167 N/A 3140EUFH7 2046-01-01 3.5 78943.42 72149.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7399 N/A 3140BYGH1 2055-12-01 5 2966.17 2890.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7288 N/A 3140BYC28 2056-04-01 5 995.02 974.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4881 N/A 3140BVM72 2055-11-01 6.5 991.07 1034.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4353 N/A 3140BUZT2 2055-11-01 5.5 18249929.93 18235737.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1264 N/A 3140BRMN6 2055-10-01 5 1931975.18 1892850.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9913 N/A 3140BPAP8 2055-11-01 5.5 5868890.06 5848368.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE7459 N/A 3140BLJD5 2055-09-01 5 11040067.74 10723733.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3566 N/A 3140BF6C4 2055-08-01 6 906.81 927.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9902 N/A 3140BBAC8 2055-07-01 5.5 406436.79 405015.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5168 N/A 3140M6W66 2054-11-01 5 940.88 914.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 1068.62 1064.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 47587.52 46248.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 8867.87 8381.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 375081.52 374923.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 3358524.31 3346780.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 555.78 565.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 903.14 830.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8368 N/A 3132DWJM6 2053-10-01 6 570.17 580.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8513 N/A 3132DWN66 2055-03-01 4.5 3894138.01 3680194.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2435 N/A 3140W2V57 2055-08-01 5.5 6467.59 6487.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 896.67 902.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2747 N/A 3131XWBQ5 2047-03-01 3.5 48700.64 44542.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 1918.87 1858.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3321 N/A 3131XJVN9 2042-07-01 3.5 120.77 112.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 652.28 607.41 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2747 N/A 3131XJBQ4 2042-02-01 4 137.62 131.78 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 180.69 178.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3019 N/A 3130G2G53 2056-08-01 6 4496512.00 4594455.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTC2986 N/A 3130G2F47 2056-08-01 4 1000.00 918.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2868 N/A 3130G2CE8 2056-08-01 6 4608632.00 4721437.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3593 N/A 3130G23B4 2056-09-01 6 1001.00 1030.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2271 N/A 3130G1MV1 2056-08-01 5 2004888.00 1950737.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2265 N/A 3130G1MP4 2056-08-01 5.5 1000.00 1000.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2158 N/A 3130G1JC7 2056-08-01 5 3603100.00 3525459.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1421 N/A 3140MESK3 2055-04-01 5.5 6831903.93 6846888.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 781396.50 745931.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 720.18 721.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2614 N/A 3140XH3Y1 2052-08-01 5 676.68 669.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 677.22 669.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1563 N/A 3140XGWZ8 2036-07-01 2.5 531.81 493.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1454 N/A 3140XGTL3 2052-04-01 3.5 71531.57 64395.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1206 N/A 3140XGKU2 2052-04-01 3.5 1151887.20 1036966.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 681.21 586.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 34256.68 31496.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5833 N/A 31418FPT8 2045-09-01 5 304266.27 301117.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 911.61 885.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5758 N/A 31418FMG9 2055-07-01 4.5 2801.99 2647.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 1943.60 1936.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 11422795.63 11382853.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 17888.33 17370.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 2475.80 2467.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 75038.24 68943.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 77654.57 77383.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 862.10 839.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 1433.41 1428.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 17086.72 15765.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 N/A 31419ACY1 2048-11-01 6 29.70 29.99 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD0020 N/A 31418MAW2 2037-12-01 7 45.18 47.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 1055.02 1024.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 72643.63 68623.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0674 N/A 3132CWXB5 2035-12-01 3.5 40535.66 39054.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0308 N/A 3132CWKV5 2035-01-01 2.5 268.70 251.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 99176.03 96315.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 2081318.61 2007535.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 223.98 216.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 178.74 163.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4789 N/A 3132A5KA2 2048-09-01 3.5 123295.63 111393.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4692 N/A 3132A5F91 2046-12-01 2.5 273.13 230.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4655 N/A 3132A5E43 2046-03-01 3.5 77840.44 71112.44 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 82.52 74.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4917 N/A 31418EPB0 2053-02-01 4.5 528603.81 503646.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 39788.66 39926.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 909.72 838.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 10270.50 9174.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 2437.55 2381.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 25634.45 24348.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 16884.77 15083.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 823.46 801.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3410 N/A 3140QNYG1 2052-03-01 3 751.38 645.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 744.07 665.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3124 N/A 3140QNPJ5 2052-03-01 3.5 697.65 631.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 142298.76 120028.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4377 N/A 3140QP2K2 2052-08-01 4 146847.62 135718.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 2285685.61 2406974.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 1729.12 1544.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 173.94 165.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 1661.28 1364.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 38.59 38.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7289 N/A 3140QTC31 2053-10-01 5 698.15 687.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 12968876.24 13008980.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLSI2056 N/A 3133USH95 2050-12-01 3.5 725.43 658.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 77140.54 66930.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3283 N/A 3140XJUH4 2052-09-01 5.5 776.91 778.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 3777781.89 3442075.60 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 204726.68 214335.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8278 N/A 3140XQFU6 2054-06-01 6 749.59 776.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7460 N/A 3140XBJE1 2051-03-01 4 38300.14 35578.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0564 N/A 3140FXTW2 2061-09-01 4 651.35 590.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 545.86 567.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 4064443.46 3965753.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9555 N/A 3140JSTM1 2049-07-01 3.5 2228447.10 2023857.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5701 N/A 3140JAKP2 2048-12-01 4.5 2831325.24 2741535.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8368 N/A 3140XCJN9 2051-08-01 2 706.32 564.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 2117.27 1984.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5957 N/A 3132DTTN0 2054-08-01 5.5 780.33 784.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1054 N/A 3142GRE48 2054-03-01 5 1697.04 1655.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 1136.75 1161.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU8252 N/A 3140MAE26 2052-02-01 2 1773868.31 1423328.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5955 N/A 3133WCTL8 2054-05-01 6 614.12 627.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 48827020.63 49385764.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 82076.11 75903.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 208760.35 201264.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9250 N/A 3133KRH31 2053-06-01 4.5 342578.64 326659.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2211 N/A 3140QMN59 2051-11-01 2.5 755.12 623.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 837.93 817.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 787.34 791.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 7851.34 7455.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 31225.55 28902.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 765.86 727.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 38339.90 35321.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 15031.18 12421.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4537 N/A 31418EBF6 2037-02-01 2.5 126930.30 117460.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 51220.31 40377.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 387779.51 320515.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 1572.33 1641.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 1853.15 1918.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 857.78 906.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 1040.26 1012.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4129 N/A 3142GUST1 2055-05-01 5.5 931.28 931.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 1066.17 1076.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 N/A 3142GUD75 2055-03-01 6 871.56 899.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 9631592.88 9678010.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3661 N/A 3142GUB77 2055-03-01 6.5 711.92 742.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 7498947.95 7779706.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 904.97 933.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 1216.10 1221.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 1050.84 1074.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 1607.46 1443.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 20815001.94 20879368.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 816.00 775.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 3288.92 3211.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4958 N/A 31418EQL7 2053-03-01 4.5 1293958.01 1230243.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 644723.86 631208.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4511 N/A 31418EAM2 2052-01-01 2 809.58 638.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 875.18 804.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3223 N/A 31427ASM0 2055-08-01 6.5 1404396.59 1465769.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3214 N/A 31427ASC2 2055-09-01 6 992.08 1018.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 9779481.09 9525661.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 7817716.10 7420654.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 92924.44 73253.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5291 N/A 3133CV2Y9 2054-10-01 6 625.16 637.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 35852.82 32347.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 836.80 770.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS6623 N/A 3140XNLD4 2038-03-01 2 2970780.94 2698647.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM8471 N/A 3140XCMV7 2036-09-01 2.5 3877.26 3594.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4668 N/A 31426AFJ2 2055-02-01 5 1421757.77 1391173.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 939.76 938.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 N/A 31426SMZ9 2055-07-01 6 5869315.04 6039407.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 7021.03 7141.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 899.85 927.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 17319.16 17515.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 2082723.13 2024335.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5598 N/A 3142GWGG8 2055-12-01 5 943.47 920.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA5746 N/A 3133KML37 2051-08-01 3.5 601.65 543.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1601 N/A 3132DNX65 2052-09-01 4.5 115412.52 109768.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 37152.72 36554.57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4693 N/A 3132A5GA7 2046-12-01 3 28643.46 25077.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2308 N/A 31427PR63 2055-08-01 5 19172449.17 18634118.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 56368496.72 57790279.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5635 N/A 31418FHM2 2055-02-01 3.5 191541.63 170957.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1082 N/A 31427NFY0 2054-10-01 6.5 858.09 896.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 4761486.11 4915820.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2932 N/A 31427QHJ4 2055-09-01 5.5 21291740.66 21275608.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 434255.77 445175.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1504 N/A 3140Y7U63 2055-11-01 5 50234583.52 48925302.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2886 N/A 3130G2CY4 2056-08-01 5 3986128.00 3893433.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 771765.67 754674.66 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 373167.63 294580.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 11298.69 11326.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4468 N/A 3140J86E8 2048-09-01 4.5 254.74 247.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1782 N/A 3140QL6U5 2051-10-01 2 1569606.63 1239685.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 54740.43 46999.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 871.63 871.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2887 N/A 3140BFF59 2055-06-01 6 4307037.25 4385640.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0393 N/A 3140Y6NK2 2055-05-01 5.5 1838.18 1853.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4290 N/A 31427BXU4 2055-10-01 5.5 604069.29 606122.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3075 N/A 3142GTMZ6 2054-12-01 5.5 1810.34 1819.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 2095.12 2052.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2632 N/A 31426Y4S2 2055-09-01 5.5 879152.80 881762.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1313 N/A 31426XN79 2055-07-01 5.5 223801.25 225982.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 914.26 947.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 2903225.02 2898386.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 36323.61 35305.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9132 N/A 31426UEE0 2055-08-01 5.5 950.63 953.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 962.86 942.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7296 N/A 31426SDA4 2055-06-01 6 720.53 732.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7211 N/A 31426SAM1 2055-07-01 6 1091025.91 1115827.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 892.39 892.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY5669 N/A 31426QJP9 2055-06-01 5 977.53 953.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5410 N/A 31426QAL7 2055-06-01 6.5 850.17 885.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0620 N/A 31427MVN8 2055-03-01 5.5 967105.36 968259.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 3781473.94 3775727.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 729.71 742.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0496 N/A 31427MRS2 2055-02-01 5.5 34514123.95 34538088.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 880.04 859.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 N/A 31427MK26 2055-01-01 6 49771691.02 51058637.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8348 N/A 3132DWHZ9 2053-08-01 5 774.77 758.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 19024.68 19396.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 768.54 751.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 40132.28 38124.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 20735.46 19104.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 560.23 571.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 9011799.81 8800614.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 15869.30 13619.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 3398450.80 3326521.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8265 N/A 3132DWFE8 2052-11-01 4 776.32 715.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 40977.64 36605.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 10765.89 9964.95 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 2399.03 1890.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 784.03 648.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 208352.97 164075.19 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 2307.07 1818.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 921.54 926.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2686 N/A 3140W26Y2 2054-07-01 6 867.58 891.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2579 N/A 3140W22M2 2055-08-01 6 11462797.89 11715048.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 35103.21 34243.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 15923923.06 16792498.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 12026922.90 10734457.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2157 N/A 3130G1JB9 2056-08-01 5 2000.00 1955.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 1889.23 1883.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 1062.15 1034.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 776.43 757.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 168360.79 139136.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6372 N/A 3140B7CJ0 2055-03-01 5.5 31027.44 31038.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 13328857.53 13762538.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7033 N/A 3140AUY72 2054-11-01 6.5 586602.84 613533.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 958.15 961.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5029 N/A 3142GVST9 2055-10-01 5 601102.12 584020.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8383 N/A 3132DWJ46 2053-12-01 5.5 170022.15 170185.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 14723.24 13710.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH2159 N/A 3133CEMG4 2053-10-01 6 864.46 888.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 917.04 918.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 40770338.18 39872031.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2556 N/A 31427PZW7 2055-09-01 5 2388720.97 2335819.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9660 N/A 3140XRWW1 2054-10-01 5.5 668077.56 666970.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2926 N/A 31427QHC9 2055-09-01 5.5 7391528.42 7399498.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4716 N/A 3140W5G24 2053-04-01 4.5 51197.87 48981.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2135 N/A 3130G1HM7 2056-08-01 5.5 1008.00 1011.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2130 N/A 3130G1HG0 2056-07-01 5.5 1000.00 998.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1002 N/A 3140Y7DG0 2055-09-01 5 997.33 976.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 967.57 989.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 1910.06 1959.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 9651099.15 9694667.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 5373122.04 5402375.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 978.26 952.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 268670.37 262572.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2120 N/A 3130G1G63 2056-08-01 6 1000.00 1018.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2721 N/A 3130G14F6 2056-07-01 6 1013.00 1055.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1725 N/A 3130G0YX6 2056-08-01 5.5 1996.00 1995.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1375 N/A 3130G0MZ4 2056-08-01 5.5 1000.00 1003.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1370 N/A 3130G0MU5 2056-08-01 5.5 3258500.00 3260078.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2121 N/A 3130G1G71 2056-08-01 6 1000.00 1020.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7736 N/A 3140QTS26 2054-01-01 6 51690.77 52688.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 2834607.07 2902779.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 818.59 826.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0687 N/A 3140Y6XR6 2055-07-01 5 10216.51 10009.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0392 N/A 3140Y6NJ5 2055-05-01 5.5 876.12 884.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0385 N/A 3140Y6NB2 2055-05-01 5 647716.21 633401.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 348765.06 358462.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7656 N/A 3140XPQJ1 2054-04-01 5.5 851.49 850.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 811.40 791.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 779.09 746.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 654.87 668.39 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 565.78 532.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6897 N/A 3140XNUX0 2052-03-01 2.5 813.69 672.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6892 N/A 3140XNUS1 2052-04-01 2 302182.32 236945.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6833 N/A 3140XNSX3 2053-01-01 5 763.00 745.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 111187.09 99324.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 689.94 731.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7082 N/A 3140XN2Q6 2052-09-01 3.5 493403.94 440651.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5811 N/A 3140XMN51 2053-08-01 5.5 27103201.61 27357980.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 697.11 582.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3596 N/A 3140QN7J5 2052-05-01 3.5 1327.72 1206.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 15987642.40 14840902.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2403 N/A 3140QMU51 2051-12-01 2.5 864236.81 712056.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 666.33 577.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 794.03 651.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 137100.94 114042.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 696159.56 553503.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 814385.55 698734.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9800 N/A 3140XR3J2 2054-11-01 5.5 830.05 832.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI2444 N/A 3138AFWE6 2041-05-01 5 196.32 195.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 781.41 801.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6306 N/A 3133WDAF9 2054-06-01 6 664.75 679.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0362 N/A 3133W4MK5 2056-07-01 5.5 1008.06 1008.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0338 N/A 3133W4LT7 2056-07-01 5.5 118832.09 118416.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0008 N/A 3133W4AH5 2056-08-01 5.5 2371033.01 2381762.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5659 N/A 3140XMJD9 2053-08-01 5 155782.02 152022.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VSF5009 N/A 3133SSR63 2046-02-01 4 398.00 368.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PSE9004 N/A 3133SKAD3 2049-10-01 3 109868.78 93743.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5408 N/A 3133L0AH5 2046-07-01 4.5 1011.16 969.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 5172652.30 5206736.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB1720 N/A 3140QL4E3 2036-09-01 2 7915344.11 7190351.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 635.78 535.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 2765010.49 2424845.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0235 N/A 3140QKHM3 2051-04-01 2 151414.28 120485.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA8645 N/A 3140QGTB3 2051-01-01 4 21519.62 19902.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 4577789.10 4023592.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0213 N/A 3140Y6GX2 2055-04-01 5 1005615.69 980018.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 923.68 926.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0090 N/A 3140Y6C40 2055-03-01 5 29598986.56 28805931.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2156 N/A 3130G1JA1 2056-08-01 5 1000.00 975.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0867 N/A 3140Y66D7 2055-08-01 6 916.23 945.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 29732.60 29881.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7794 N/A 3133KPUT3 2052-08-01 5 816.54 799.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB5679 N/A 31417CJZ9 2042-07-01 4 47094.39 45044.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5859 N/A 3140QRQM8 2053-03-01 6 589.44 606.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8977 N/A 3140QU6P6 2054-08-01 5 1289408.87 1256724.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 87894.09 88158.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 672374.05 689894.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 877.95 885.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1765 N/A 3142GR6B1 2054-06-01 5.5 194502.96 196342.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 12989486.73 13595987.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 49738.18 41807.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 1393998.91 1374561.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 2098818.41 1941418.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 N/A 3138NY4J1 2043-02-01 3.5 6962228.20 6440037.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 6954049.54 6366756.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 146404.57 136789.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9449 N/A 3133KRQA5 2053-07-01 6 767.40 787.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5952 N/A 3132DTTH3 2054-08-01 6 28386.66 29269.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 294.02 267.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 248215.94 225333.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9208 N/A 3133BKGR4 2052-09-01 4.5 769.11 731.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 36498867.91 34720168.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4473 N/A 3132E06J6 2053-12-01 6.5 607.38 639.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8710 N/A 3140QUVC7 2054-06-01 6 693.58 711.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8869 N/A 3140QU2B1 2054-07-01 6.5 673.88 708.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 2198228.22 2060970.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0480 N/A 3133C0Q96 2053-04-01 5.5 839.07 844.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 24.83 24.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 1945015.12 1909337.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 835.63 836.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1146 N/A 3140QLHY5 2051-07-01 3 571.92 496.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 677.13 608.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8373 N/A 3132DWJS3 2053-11-01 6 562.76 572.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4528 N/A 31418EA67 2051-12-01 4 62544.18 57817.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 807.22 785.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 43632.69 36299.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 47720.39 39213.20 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 595.69 474.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8026 N/A 3140QF4L0 2050-12-01 2.5 631.85 519.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVMA1449 N/A 31418ATF5 2028-05-01 3 35121.44 34751.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 178.97 165.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1328 N/A 31418APN2 2043-01-01 3.5 141.36 130.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 118.40 109.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1107 N/A 31418AGR3 2032-07-01 3.5 50703.28 49242.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT985938 N/A 31415QHP4 2028-05-01 5.5 34880.27 35116.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL983077 N/A 31415LCN5 2038-05-01 5 199691.61 199159.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP952263 N/A 31413QML9 2037-09-01 6 77.70 77.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0938452 N/A 31412YBV3 2037-05-01 6 35592.32 35299.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GL932168 N/A 31412QTZ2 2039-09-01 4 93671.05 89964.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 39303.71 38716.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 21716.45 22952.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 1071.95 1072.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 33923374.84 34063421.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2878 N/A 3140Y9FU3 2056-06-01 4.5 996.39 941.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 N/A 3140Y9BB9 2056-05-01 5 1009.07 985.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0935 N/A 3140JHBD4 2048-12-01 4 353885.13 331112.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 665.09 627.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 244.30 235.94 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8097 N/A 3132DV7J8 2050-08-01 2 53598.67 42399.43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 389.87 322.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 307492.61 264067.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8029 N/A 3132DV4N2 2049-12-01 2.5 541.77 448.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 19678.68 17777.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 12681655.71 12699693.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9183 N/A 3140UDFZ7 2056-04-01 5.5 1468705.62 1483067.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9841 N/A 3140UD5B1 2056-05-01 5 986.44 963.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8327 N/A 3140UCHD6 2056-04-01 6 995.95 1032.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8960 N/A 3140UC5W7 2056-06-01 5 1975701.71 1930190.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7958 N/A 3140UBZY2 2056-04-01 5 826.13 806.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 N/A 3133AXT69 2051-11-01 2.5 2458290.26 2071941.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC2692 N/A 3133AL7D4 2051-06-01 3 502.27 432.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5570 N/A 3133A0FK5 2049-12-01 3.5 246.63 224.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 8691035.72 7635335.61 Agency Mortgage-Backed Securities FMAC 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-01 5.875 702.87 708.77 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60988 G N/A 31335BCZ7 2047-05-01 3 112025.97 99219.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1588 N/A 3140Q8XS9 2038-04-01 4 2650056.74 2544686.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 18716.93 16719.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 80913.49 82307.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6158 N/A 3140XMZY5 2052-07-01 4 72526.87 67022.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2079 N/A 3140Q9JZ7 2038-07-01 4.5 1993235.92 1972167.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 68278.69 57127.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB5744 N/A 3140QRL27 2038-02-01 4.5 521.79 514.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0454 N/A 3140QKQG6 2051-05-01 2.5 654.30 544.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 1056.70 980.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 711.26 720.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1265 N/A 3140NHMP0 2053-05-01 5 81854.78 79889.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 3423.60 2954.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 181.71 175.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 16740.00 13825.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 2251924.37 2011659.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3208 N/A 31418CR63 2037-10-01 4.5 73408.74 71664.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 920.09 919.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 31411.15 28854.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2147 N/A 31426YL53 2055-09-01 5.5 985.07 987.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 978.85 975.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 15658.89 15734.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 1341.36 1360.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 26840275.25 27845112.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 1772.41 1780.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6014 N/A 31426BVG8 2055-02-01 6 996761.80 1017312.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 204771.87 204055.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9335 N/A 31426ULR3 2055-08-01 6.5 3169634.06 3306060.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1226 N/A 31427NLG2 2055-05-01 5.5 913.61 920.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFA5205 N/A 3140W5YB4 2037-03-01 3 708542.74 671241.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0094 N/A 3142J6C84 2056-02-01 5 8115466.82 7879685.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 1512.45 1252.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1301.74 1077.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 14316847.24 14515755.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8583 N/A 31426TRD1 2055-07-01 6 1463769.60 1509232.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0289 N/A 3140W0KB0 2055-01-01 5 1724964.14 1675538.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 123032.76 123875.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 768.91 766.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 10264827.85 10800402.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2716 N/A 31427QAS1 2055-09-01 5.5 986.26 985.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 N/A 31427TQG4 2056-07-01 5.5 2102.48 2097.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 N/A 3140QE7H9 2050-09-01 2 562.84 449.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA5461 N/A 3140QDB78 2035-03-01 2.5 205681.75 191781.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 30974.51 28849.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 56035.65 48918.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 120394.80 108671.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1878 N/A 3140Q9CQ4 2048-06-01 4 9347724.78 8770160.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2626 N/A 3140Q94L4 2048-11-01 4 78199.92 72996.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 557420.30 520791.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 353009.97 321410.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 1460821.87 1370965.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8504 N/A 3140NRNW2 2053-08-01 5.5 176110.26 175990.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5413 N/A 3140NNAP0 2053-07-01 5.5 770.26 776.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 10472466.79 10745442.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 1784406.84 1817250.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX3446 N/A 3140N7ZL7 2052-11-01 5 852.03 834.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3585 N/A 3140N76X3 2052-12-01 6 619353.04 639500.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0445 N/A 3140N4P76 2052-11-01 5.5 77380.50 77337.42 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 125.70 131.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 832.64 840.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 26230971.55 26308728.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7782 N/A 3140B8UG4 2055-04-01 6.5 884.64 924.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8697 N/A 3140QUUX2 2054-06-01 6 768.91 794.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 14814033.32 15142045.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 769.53 796.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8316 N/A 3140QUG26 2054-04-01 5 201786.87 198080.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 688.50 726.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8141 N/A 3140QUBK1 2054-03-01 5.5 26011322.35 26148436.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 2685.74 2677.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3071 N/A 3140B3MV1 2055-03-01 6.5 617281.03 643955.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9269 N/A 3140AXJP3 2054-12-01 4.5 1290341.64 1226895.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7426 N/A 3140AVHC8 2054-11-01 5 8769660.34 8544636.71 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 2417769.23 2322999.92 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49036 G N/A 3132WPBE6 2047-07-01 4 2635413.28 2474358.78 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 62.70 60.98 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 1307841.15 1276987.87 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 856.10 671.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 45060.47 37219.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4462 N/A 3132E05X6 2053-11-01 6 671.32 691.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD4386 N/A 3132E02T8 2052-08-01 3 823.67 712.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 3281071.01 3269598.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3713 N/A 3142GUDT7 2055-03-01 5 10499.16 10276.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 20717.38 20115.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 134592.85 137398.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 2869451.21 2808571.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 885.82 883.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 858.72 862.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 14439855.39 14801718.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7388 N/A 3132DVF59 2055-01-01 6 737.05 757.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6055 N/A 31426QWR0 2055-06-01 6.5 679.31 710.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 11001285.24 11240893.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1717 N/A 3140UG4B5 2056-07-01 4.5 910002.80 865957.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6468 N/A 3140BXFJ0 2056-04-01 5 992.18 970.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2408 N/A 3140Y8VA1 2056-04-01 6.5 3405573.96 3599465.77 Agency Mortgage-Backed Securities FNMA FNMS 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2129951482.40 2129951482.40 .0119 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0413 469088153.00 469088153.00 .0026 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0417 398637500.00 398637500.00 .0022 N Y Y N United States Treasury United States Treasury Notes, 3.856%, 7/31/2028 3.856 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N .0385 1917892016.60 1917892016.60 .0108 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.670%, 9/1/2026 3.670 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLBY7322 N/A 3140NQD47 2053-09-01 5.5 5832601.87 5875082.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 93588.43 84081.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6557 N/A 3140KEJB5 2050-08-01 2.5 9330346.02 7848624.87 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA4539 N/A 3133KLBG1 2051-02-01 1.5 9617336.91 7203289.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH2149 N/A 3133CEL67 2053-10-01 6.5 7103772.40 7473514.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3470 N/A 3131XW2B8 2047-06-01 3.5 334249.02 305610.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2551 N/A 31427PZR8 2055-09-01 6.5 6692841.90 6996527.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0033 N/A 31427MBB6 2052-06-01 3 2750674.09 2437256.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9448 N/A 31426UQA5 2055-07-01 6.5 7659911.93 7997696.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7240 N/A 3140XPBJ7 2052-03-01 2.5 11281829.39 9328305.41 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA6332 N/A 3140W7BA7 2056-07-01 7 103019432.35 108685329.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1291 N/A 3140W1NH2 2055-04-01 5 24698116.86 24173668.82 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8889 N/A 3140QU2X3 2054-07-01 7 5372897.72 5741748.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6590 N/A 3140QEKC5 2050-08-01 2.5 9403256.92 7912025.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 N/A 3132DSUY6 2052-03-01 2.5 23728757.86 19726863.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7428 N/A 31426SHE2 2055-07-01 6 11339524.34 11600163.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6441 N/A 3140KEEP9 2050-07-01 2.5 9715704.70 8151489.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5365 N/A 3133KY6A2 2045-08-01 6 5837189.45 5962513.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2318 N/A 3142GSSG4 2054-09-01 6.5 6792843.73 7124556.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6437 N/A 3142GXEK9 2056-04-01 5.5 548.13 548.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4066 N/A 3140BUQU9 2055-11-01 5.5 972169.98 970549.70 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 12310650.69 7364246.76 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 46030238.19 34653703.72 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0372 291752000.00 291752000.00 .0016 N Y Y N Fixed Income Clearing Corporation ("FICC") - NATIXIS Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO, 3.670%, 9/1/2026 3.670 922URB006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION NATIXIS N UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 52858016.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 52858016.30 U.S. Treasuries (including strips) UST - 4.2500 - 12/31/2026 N/A 91282CME8 2026-12-31 4.25 50000000.00 50414656.30 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 0.8750 - 09/30/2026 N/A 91282CCZ2 2026-09-30 0.875 50000000.00 50065699.34 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 4.6250 - 04/30/2029 N/A 91282CKP5 2029-04-30 4.625 50000000.00 51052222.99 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48645211.85 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 3.8750 - 07/15/2028 N/A 91282CNM9 2028-07-15 3.875 50000000.00 49819717.45 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49417102.38 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 0.6250 - 08/15/2030 N/A 91282CAE1 2030-08-15 0.625 50000000.00 43126866.96 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 49838486.30 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2031 N/A 91282CLM1 2031-09-30 3.625 50000000.00 48779169.43 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 2.7500 - 08/15/2032 N/A 91282CFF3 2032-08-15 2.75 50000000.00 45401577.61 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 4.1250 - 04/30/2033 N/A 91282CQN4 2033-04-30 4.125 50000000.00 49386633.21 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 49296875.00 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 49296875.00 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 49296875.00 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 49296875.00 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 49296875.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 48983441.52 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 48983441.52 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 48983441.52 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 48983441.52 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 48983441.52 U.S. Treasuries (including strips) UST - 1.8750 - 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BMO Capital Markets Corp., REPO, 3.680%, 9/1/2026 3.680 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-136 CF N/A 38385WZF4 2066-08-20 4.5235 15151595.71 15180522.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-136 GB N/A 38385WYY4 2056-08-20 5 3950415.57 3670784.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-136 PH N/A 38385WYS7 2056-08-20 5 4540053.00 4441900.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 EF N/A 38385WWE0 2066-08-20 4.4681 9954099.00 9963667.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 FM N/A 38385WBT0 2056-07-20 4.4588 7659486.19 7650412.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-100 AV N/A 38385THC8 2039-02-20 5 4047284.44 4027795.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-088 NF N/A 38385SNZ2 2056-05-20 4.5388 5866191.33 5846268.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-067 GB N/A 38385RMH5 2056-04-20 5 2857142.86 2640216.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-067 HF N/A 38385RGL3 2056-04-20 5.3888 3537884.54 3435631.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 FY N/A 38385MQ33 2056-02-20 4.4388 3505489.71 3489821.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 EP N/A 38385M2Z8 2055-02-20 4.5 4519315.92 4365984.57 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-210 FE N/A 38385KCH1 2055-12-20 5.0888 14167281.94 13893073.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-197 VF N/A 38385BEW6 2054-12-20 4.6388 4222517.65 4229191.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 NF N/A 38384MWF0 2054-04-20 4.8388 419204.76 420602.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-197 LF N/A 38383LFS4 2052-11-20 4.3388 7342466.97 7299071.20 Agency Collateralized Mortgage Obligation FMAC FGRM 4139JC 12/15/42 N/A 3137AWXS9 2042-12-15 2.5 21428.57 15800.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-19O FE N/A 38385QNZ6 2076-06-20 4.2215 3908178.43 3896418.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 FM N/A 38385WUC6 2056-08-20 4.3365 19285714.29 19303014.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-211 DB N/A 38385KRE2 2055-12-20 5 6122793.71 5675068.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-192 NL N/A 38385JP80 2055-11-20 5 3691889.14 3426108.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-154 FC N/A 38383YWM0 2052-09-20 4.1888 2638726.37 2590316.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-100 FB N/A 38385TGV7 2056-06-20 5.5 3482499.54 3361244.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-152 VC N/A 38381S7K7 2041-02-16 4.5 3228571.43 3147647.29 Agency Mortgage-Backed Securities GNMA GNRA 2026-152 B N/A 38381S6Y8 2069-04-16 4.5 2657142.86 2272641.00 Agency Mortgage-Backed Securities GNMA GNRM 2026-152 A N/A 38381S6U6 2058-11-16 4.5 11142857.14 10843103.14 Agency Mortgage-Backed Securities GNMA GNRA 2026-132 AB N/A 38381S5D5 2059-04-16 4.5 2554019.01 2483336.53 Agency Mortgage-Backed Securities GNMA GNRM 2025-088 LA N/A 38381MQS2 2067-02-16 5 2857142.86 2637519.05 Agency Mortgage-Backed Securities GNMA GNRA 2021-141 FA N/A 38381DA75 2063-06-16 3.9865 4850404.05 4308633.53 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 150000000.00 150000000.00 .0008 N Y Y N BMO Bank, N.A. BMO Bank, N.A., REPO, 3.680%, 9/1/2026 3.680 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 02.000 CISB8039 N/A 3132D54Y5 2035-04-01 2 2279592.54 2086959.37 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G15898 G N/A 3128MEX30 2031-08-01 2 8587211.91 8162296.63 Agency Mortgage-Backed Securities GNMA GNII JP 786156 M N/A 3622ABWR9 2037-03-20 1.5 45466097.09 40678517.07 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M N/A 36179NVP0 2043-12-20 4 30959739.82 29321143.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4453 N/A 31418D5P3 2051-09-01 2 62709569.45 48258504.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1059 N/A 31418AE95 2032-05-01 3.5 1546968.25 1504435.39 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL9630 N/A 3140J2VY9 2028-01-01 1.08 973442.80 930362.12 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL8467 N/A 3140J1MR6 2027-10-01 0.93 2383424.00 2292150.78 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 35580891.35 31133279.94 Agency Mortgage-Backed Securities FNMA FNRM RC081AB R20F081 N/A 3136BCKX7 2035-11-25 1 88106266.00 77126580.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-117 MD N/A 38382WEV5 2042-05-20 1.25 2371760.30 1992408.31 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-032 MA N/A 38382DQB8 2048-11-16 2 22433373.31 19194771.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-42 AC N/A 38376MSP3 2041-08-20 3 37440119.88 34188445.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL099KC R20F099 N/A 3136BDFA1 2035-11-25 1 55421781.08 48715597.81 Agency Collateralized Mortgage Obligation FNMA MNRM CL013PT R20M013 N/A 3136B9NR4 2031-06-25 2.24 125065747.68 117234839.30 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0373 450000000.00 450000000.00 .0025 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 9/1/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.000 CIRR0113 N/A 3142JCDT4 2041-09-01 4 5434213.60 5227948.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0142 N/A 3142J6EQ2 2056-08-01 3.5 5959655.83 5319205.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3396 N/A 3140UWX28 2056-09-01 5.5 6463822.00 6456390.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3176 N/A 3140UWQ67 2056-08-01 6 5217916.80 5363084.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8040 N/A 3140UP5A6 2056-09-01 5.5 5651766.40 5653277.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2242 N/A 3140U5P42 2056-03-01 5 6034489.09 5862817.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4841 N/A 3140QQLX1 2052-10-01 5.5 7602943.26 7644784.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4566 N/A 3140QQCC7 2052-09-01 5 7761679.63 7602593.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3354 N/A 3140QNWQ1 2052-04-01 2.5 8208233.60 6739725.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9910 N/A 3140N3AL3 2052-10-01 4.5 6317730.50 6013525.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9932 N/A 3140AYBA2 2055-02-01 5.5 5442709.80 5423678.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5734 N/A 3140ATLQ7 2054-11-01 5 5653824.84 5492134.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8670 N/A 3133WFT31 2054-06-01 6 6175790.40 6306655.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0929 N/A 3133W5A66 2056-08-01 5.5 5593634.27 5585206.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0056 N/A 3133W4BZ4 2056-08-01 6 5063687.24 5217106.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8098 N/A 3133KP7K8 2052-10-01 5.5 7762275.56 7818888.42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA2001 N/A 3133KHGJ9 2050-01-01 4 6481055.75 6004129.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 N/A 3133D07J4 2054-11-01 5 4935530.53 4792852.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5544 N/A 3132DTER7 2053-04-01 4 6882919.89 6392920.23 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0739 N/A 3132D9ZC1 2042-03-01 1.5 9051016.47 7469984.91 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1998 N/A 3132CYGF1 2031-05-01 2.5 5523062.00 5342708.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB1995 N/A 3132CYGC8 2041-05-01 4 5474049.60 5266289.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4724 N/A 3130G4D60 2056-09-01 5.5 5471046.40 5459225.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3853 N/A 3130G3E38 2056-09-01 5.5 5922785.20 5924368.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC4503 N/A 3130G33M8 2056-09-01 5 6026396.80 5870419.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1628 N/A 3130G0VW1 2056-08-01 5.5 5040237.60 5031716.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0155 N/A 3142J6E58 2056-09-01 5.5 7343540.80 7317862.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 6753444.38 6729829.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7079 N/A 3142GX2M8 2056-07-01 6.5 5224241.15 5424270.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5605 N/A 31427TGP5 2056-04-01 5.5 7425255.82 7434948.25 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL3785 N/A 31427RF39 2052-04-01 2 8382646.34 6677562.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3297 N/A 31427QUX8 2055-11-01 5.5 4974686.30 4990378.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3491 N/A 31427Q2Z4 2055-12-01 5 2436553.56 2367498.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2158 N/A 31427PMG6 2055-08-01 6.5 5255469.39 5518840.23 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2621 N/A 31427P4F8 2052-07-01 2.5 9456378.54 7764815.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9831 N/A 31426U4R2 2055-08-01 6.5 7217559.06 7503696.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3995 N/A 31425YNM5 2055-01-01 5.5 7053764.36 7029113.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 5604199.85 5500225.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA6178 N/A 31418F2L0 2056-09-01 6.5 7048506.80 7308643.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS9491 N/A 3140XRRM9 2037-05-01 2.5 6267962.67 5796601.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6786 N/A 3140XNRG1 2054-02-01 5.5 5596863.88 5590099.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7174 N/A 3140XN6L3 2048-08-01 3 5684129.28 4988050.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1169 N/A 3140W1JP9 2055-03-01 6 5014956.87 5110742.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3917 N/A 3140UXK79 2056-09-01 6 5120802.00 5210692.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5034 N/A 3140QQSY2 2052-10-01 5.5 7866335.46 7904348.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 6372712.49 5239410.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6551 N/A 3140QSH53 2053-06-01 6.5 4979412.07 5289119.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1803 N/A 3133ALAC2 2051-05-01 2 6401489.71 5124115.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4842 N/A 3140QQLY9 2052-10-01 5.5 7548221.97 7602330.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7380 N/A 31426SFW4 2055-06-01 6.5 6522916.90 6796922.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0925 N/A 3133W5A25 2056-08-01 5.5 5274835.77 5271572.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9057 N/A 3133D1B24 2054-11-01 5 6204189.17 6033956.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4114 N/A 31427RSC5 2053-03-01 3.5 8277554.65 7469662.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 8283054.63 6807439.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6235 N/A 3133KM4U6 2051-11-01 2 9897426.10 7827247.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3755 N/A 3140ADE56 2054-05-01 6 5693609.51 5813630.80 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS9859 N/A 3140XR5V3 2032-07-01 1.5 5735882.09 5379569.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6520 N/A 3140W7G61 2052-02-01 2.5 6736196.71 5636238.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4499 N/A 3130G33H9 2056-09-01 5.5 4999945.20 4993666.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6018 N/A 3140W6VL3 2053-08-01 3.5 5646043.82 5061721.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5611 N/A 31427TGV2 2055-11-01 6.5 7230091.16 7539218.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4870 N/A 3133WPMT9 2041-01-01 5 7028324.08 7038941.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7462 N/A 3142JWJG2 2056-03-01 5.5 5535393.33 5516048.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRC3694 N/A 3133LAC73 2041-07-01 5.5 5574539.29 5703023.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3724 N/A 3130G3A24 2056-09-01 5.5 5444185.20 5465446.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6085 N/A 31418FXP7 2041-06-01 4 7530985.86 7245134.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4575 N/A 3140W5CM4 2053-05-01 4 8331414.09 7737428.69 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0373 400000000.00 400000000.00 .0022 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 10/5/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, 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CLAL8687 N/A 3138ETUM6 2045-03-01 4.5 9708960.31 9375457.52 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 N/A 3138ERC32 2028-09-01 2.698 426225.60 413950.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL7547 N/A 3138EQL59 2027-03-01 3.213 5197747.74 5184701.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2386 N/A 3140Y8UL8 2056-04-01 5.5 7590416.97 7601175.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2384 N/A 3140Y8UJ3 2056-04-01 5.5 8169011.25 8200913.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0890 N/A 3140Y67C8 2055-08-01 6.5 7506445.37 7864567.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9693 N/A 3140XDXX9 2051-12-01 2.5 9242321.25 7587579.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1199 N/A 3140X4KM7 2048-11-01 3 8854515.80 7762444.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6071 N/A 3140W6W99 2052-06-01 2.5 9242324.99 7637037.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6009 N/A 3140W6VB5 2051-05-01 2 9752203.77 7730773.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3912 N/A 3140W4K22 2052-03-01 2 9843305.55 7871914.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 11543763.64 9090559.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 8902212.05 7802699.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5587 N/A 3132DTF47 2054-04-01 7 7161035.38 7538703.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4738 N/A 3130G4EL6 2056-09-01 6 8369237.59 8536865.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4737 N/A 3130G4EK8 2056-09-01 6 9231962.64 9421753.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4723 N/A 3130G4D52 2056-09-01 5.5 754684.62 753185.31 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 N/A 3142ACDU0 2039-06-01 3.1 477954.31 399363.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2157 N/A 31427PMF8 2055-08-01 6.5 8538327.22 8972669.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 N/A 31427MAV3 2055-01-01 5.5 8487421.64 8457743.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4501 N/A 3130G33K2 2056-09-01 5.5 9047560.70 9051227.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1747 N/A 3130G0ZM9 2056-08-01 6 8631732.46 8861189.81 Agency Mortgage-Backed Securities FMAC FMAR 841649 G N/A 31288QZN3 2049-01-01 6.021 27075.02 28210.48 Agency Mortgage-Backed Securities FMAC FMAR 841386 G N/A 31288QRF9 2049-05-01 6.021 29891.61 31142.80 Agency Mortgage-Backed Securities FMAC FMAR 841375 G N/A 31288QQ45 2046-01-01 5.987 25060.35 26058.18 Agency Mortgage-Backed Securities FMAC FMAR 841337 G N/A 31288QPW4 2051-08-01 1.85 1242255.25 1200711.33 Agency Mortgage-Backed Securities FMAC FMAR 841319 G N/A 31288QPC8 2046-05-01 5.994 30474.69 31690.11 Agency Mortgage-Backed Securities FMAC FMAR 841315 G N/A 31288QN89 2046-05-01 5.997 29287.77 30456.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8413 N/A 3133KQK21 2053-01-01 5.5 8927508.04 8956820.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1552 N/A 3140X4WN2 2047-12-01 3 8745340.09 7696555.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 9903305.96 9166433.96 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 N/A 3140HRYU1 2039-01-01 4.69 1118857.88 1082864.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7529 N/A 3140QFLK3 2050-10-01 2.5 9242322.58 7588874.15 Agency Mortgage-Backed Securities FMAC FMAR 841318 G N/A 31288QPB0 2046-05-01 5.997 24406.48 25380.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1925 N/A 3140NWD77 2029-09-01 4.08 57770.27 56787.71 Agency Mortgage-Backed Securities FNMA FNRM RC057AL R26F057 N/A 3136G6ZE1 2056-07-25 5 7081101.53 6375920.59 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.5 216651.42 187957.89 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 N/A 3136BSS48 2054-09-25 4.8932 33811561.33 33895634.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 FG N/A 38385WCA0 2066-07-20 4.6388 115336867.99 115454214.49 Agency Collateralized Mortgage Obligation FNMA FNRA CL065FC R24F065 N/A 3136BSH99 2054-09-25 4.8432 22393365.47 22381434.23 Agency Collateralized Mortgage Obligation FMAC FERA 5666FC 06/25/56 N/A 3137GCDB6 2056-06-25 4.5032 39332351.58 38934722.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 HF N/A 38385WJH8 2066-07-20 4.6388 115278569.70 115396663.71 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FA R26F021 N/A 3136G5FS4 2056-04-25 4.7932 3297664.44 3284971.29 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 N/A 3136G6EZ7 2056-06-25 5 2598703.18 2346947.74 Agency Collateralized Mortgage Obligation FMAC FERM 5691CB 08/25/56 N/A 3137GBLC7 2056-08-25 5.25 7592773.58 7235852.48 Agency Collateralized Mortgage Obligation FMAC FEPC 02.500 CLSD0853 N/A 3132DM5N1 2052-01-01 2.5 10782713.18 8853721.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL4051 N/A 3138ELQD8 2033-08-01 3.5 8182966.22 7910904.42 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0082 N/A 3140NUCU1 2029-01-01 5.28 500675.68 508569.83 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 N/A 3140JCGA6 2049-04-01 5.996 28382.77 29588.08 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 8408664.06 7774846.99 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8048 N/A 3138LL5J0 2028-01-01 3.08 76280.51 75657.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 N/A 31385HJE3 2036-12-01 4.673 1422.70 1445.34 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6188 N/A 3140LG2W1 2032-07-01 4.34 152227.00 149207.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC0416 N/A 3133AJN90 2051-04-01 2.5 9242322.15 7587847.90 Agency Mortgage-Backed Securities FMAC FMAR 840357 G N/A 31347AME1 2046-07-01 6.007 21719.33 22611.17 Agency Mortgage-Backed Securities FMAC FMAR 841485 G N/A 31288QUJ7 2052-09-01 4.175 756520.69 748175.64 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1749 N/A 3138LD5K5 2028-07-01 2.69 4529986.69 4386257.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 9198265.63 7612312.93 Agency Mortgage-Backed Securities FMAC FMAR 841680 G N/A 31288Q2M1 2049-12-01 5.829 29150.62 30329.81 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 N/A 3138LCA47 2035-11-01 3.48 160481.03 146183.45 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 N/A 3138LEXZ9 2028-09-01 2.55 143275.35 138077.89 Agency Mortgage-Backed Securities FMAC FKAR 05.250 WAWA4853 N/A 3142ACE39 2055-05-01 5.25 4807233.91 4569073.93 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 N/A 3140JCZU1 2056-02-01 4.124 13317290.08 12952527.28 Agency Mortgage-Backed Securities FMAC FMAR 841475 G N/A 31288QT83 2052-08-01 3.414 1398401.31 1360479.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9206 N/A 3140AXGQ4 2054-12-01 5 9158221.06 8957973.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7133 N/A 3140Q24T2 2033-05-01 4.18 3282289.80 3167991.72 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 N/A 3142ACEM7 2054-01-01 4 1500454.80 1235428.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2913 N/A 3140Y9GX6 2056-06-01 4.5 10032414.12 9477621.62 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 N/A 3140HR5A7 2039-02-01 4.7 1070289.64 1037469.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 N/A 3133D07J4 2054-11-01 5 361173.72 350732.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2114 N/A 3140NWK46 2034-10-01 4.34 15771283.78 15242703.96 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3537 N/A 3140NX4X8 2035-04-01 4.97 20378649.42 20458975.27 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4450 N/A 3140NY5L1 2035-08-01 4.57 475133.51 465248.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3114 N/A 31427QN81 2053-11-01 5.5 8820904.86 8801695.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6358 N/A 3140L5B47 2051-03-01 2 9961840.30 7889046.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 8367736.81 8436798.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4729 N/A 3130G4EB8 2056-09-01 5.5 8138584.78 8144675.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0268 N/A 31427MJN2 2054-07-01 6.5 8580590.29 8984166.92 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7374 N/A 3140Q3FQ4 2033-07-01 4.4 13850229.73 13524980.17 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2516 N/A 3140NWYN9 2034-12-01 4.6 7404608.11 7278510.10 Agency Mortgage-Backed Securities FMAC FKAR WV2003 N/A 3132VAGL9 2036-04-01 4.178 40874908.59 40787259.17 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6519 N/A 3140W7G53 2053-12-01 2 12054838.39 9511323.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4109 N/A 3140NYR78 2032-07-01 4.52 15405405.41 15198444.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2246 N/A 3130G1L42 2056-08-01 5.5 8892975.16 8861897.18 Agency Mortgage-Backed Securities FMAC FMAR 8C1583 G N/A 3142BBXL9 2056-08-01 5.053 2439380.47 2431095.93 Agency Mortgage-Backed Securities FMAC FERM 5691CY 08/25/56 N/A 3137GBLX1 2056-08-25 5.25 10530394.14 9892820.89 Agency Collateralized Mortgage Obligation FNMA FNRM RC096BD R25F096 N/A 3136BXU51 2055-11-25 4.5 756198.70 725767.75 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5 1110384.65 988226.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-106 DV N/A 38385TZU8 2037-06-20 5 38071533.59 37990542.76 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 N/A 3136G6GF9 2056-05-25 5.5 120184236.62 120048228.08 Agency Collateralized Mortgage Obligation FMAC FTRM 5700GB 09/15/33 N/A 3137GCJ87 2033-09-15 4.75 49842812.72 49289275.06 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.5 793989.20 661270.73 Agency Collateralized Mortgage Obligation FMAC FERM 5700HL 09/25/56 N/A 3137GCQS5 2056-09-25 5.25 894985.50 819225.88 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GB 05/15/33 N/A 3137GBD44 2033-05-15 4.75 1517800.05 1497477.22 Agency Collateralized Mortgage Obligation FMAC FERM 5700EL 09/25/56 N/A 3137GCHU0 2056-09-25 5 4073228.47 3773404.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 F N/A 38385WWJ9 2056-08-20 4.3301 38513513.51 38587270.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 FH N/A 38385WVC5 2066-08-20 4.6358 92432432.43 92522600.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 JF N/A 38385WJG0 2066-07-20 4.5888 96065474.75 96025429.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-137 EA N/A 38385WJ54 2053-03-20 5 26189189.19 25997370.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-137 KP N/A 38385WG65 2056-06-20 5 32351351.35 31964483.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-106 LB N/A 38385TA76 2056-06-20 5 38513513.51 35817593.26 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET N/A 38385EJT2 2055-03-20 4.5 26720928.10 25581173.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-096 DB N/A 38384B2C4 2053-07-20 6 3081081.08 3122681.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K N/A 38381PDR1 2055-07-20 4.5 6549951.87 6245464.26 Agency Collateralized Mortgage Obligation FNMA FNRA CL058F R22F058 N/A 3136BN4X1 2052-09-25 4.3432 43113890.31 42494725.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DL R26F057 N/A 3136G6ZL5 2056-07-25 5 2269206.20 2042119.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 N/A 3136G6YQ5 2056-07-25 5 1487391.89 1327620.22 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 N/A 3136G6XY9 2056-07-25 5 850302.89 753550.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 N/A 3136G6XU7 2056-07-25 5.25 658112.76 602308.09 Agency Collateralized Mortgage Obligation FNMA FNRM CL065AY R26F065 N/A 3136G6U63 2056-08-25 5 3345283.78 3019020.49 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DB R26F044 N/A 3136G6FU7 2056-05-25 4.5 260676.41 216453.43 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 N/A 3136G6EJ3 2056-06-25 5 1394513.47 1240239.38 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 N/A 3136G6EE4 2056-01-25 5 516797.70 510463.65 Agency Collateralized Mortgage Obligation FNMA FNRA CL044FN R26F044 N/A 3136G6DE5 2056-05-25 4.4432 3010272.51 2996679.72 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5 1274852.76 1180256.98 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 N/A 3136BXRR7 2055-10-25 4.5 644904.55 618685.31 Agency Collateralized Mortgage Obligation FNMA FNRM RC091AB R25F091 N/A 3136BXLZ5 2055-05-25 4.75 478397.44 462558.82 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.25 7624.72 7483.95 Agency Collateralized Mortgage Obligation FNMA FNRM RC074AY R25F074 N/A 3136BXGM0 2055-09-25 5 1064333.27 981776.84 Agency Collateralized Mortgage Obligation FNMA FNRM RC104BT R25F104 N/A 3136BX3W2 2055-12-25 3.5 886378.19 788876.29 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.1 17088603.83 16535252.04 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 N/A 3137HPMM2 2056-01-25 4.5 1377051.45 1177960.11 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 N/A 3137HPKW2 2033-01-15 4.05 92435963.38 89367828.89 Agency Collateralized Mortgage Obligation FNMA FNMS 05.000 CLFA5102 N/A 3140W5U44 2055-02-01 5 7732001.40 7543299.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5370 N/A 31427S6G8 2056-06-01 6.5 7876053.81 8358916.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 N/A 3140U0AB3 2055-12-01 3.02 775532.53 704854.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 N/A 3142JWT71 2056-03-01 5 9295507.11 9025469.54 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2395 N/A 3140U5UV6 2056-05-01 4.531 16960840.55 16721248.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1162 N/A 3140UUJG7 2056-08-01 6.5 7282197.93 7587348.72 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8577 N/A 3140UCQ79 2056-05-01 4.54 8692681.12 8572568.55 Agency Mortgage-Backed Securities FMAC FMAR 842122 G N/A 31288RLB2 2055-12-01 5.307 14174517.49 14252697.04 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2764 N/A 3132XHCA0 2033-03-01 4.4 11168918.92 10912309.29 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 N/A 3142KDAX4 2030-11-01 3.75 14621270.27 14103998.97 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ7730 N/A 3140Q3SU1 2033-08-01 4.24 14900108.11 14904225.50 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 N/A 3142KDB62 2033-04-01 4.3 37704729.73 36535556.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9001 N/A 3140URAB4 2056-07-01 6 7756077.04 7928626.49 Agency Mortgage-Backed Securities FMAC FMAR 842120 G N/A 31288RK98 2056-03-01 4.885 998414.75 992212.43 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7118 N/A 3140Q24C9 2041-07-01 5.16 2692864.86 2683275.57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0860 N/A 3142GQ5W8 2054-02-01 7 7424485.65 7950832.18 Agency Mortgage-Backed Securities FMAC FMAR 8B0616 G N/A 3142AWVH5 2056-05-01 4.5 6084440.92 6004533.95 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 N/A 3142KDCC8 2033-03-01 4.4 16714864.86 16355289.12 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0055 N/A 3142KDBZ8 2031-01-01 4.2 19499391.89 19135065.25 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 N/A 3142KDBH8 2030-12-01 4 13916472.97 13551378.94 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0059 N/A 3142KDB54 2033-01-01 4.2 61005405.41 58885833.60 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 N/A 3142KDAW6 2032-10-01 4.2 25920364.86 25146719.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4383 N/A 3142K52R3 2056-06-01 5.5 9141937.61 9118738.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3664 N/A 3142JSCA1 2056-01-01 5 8805250.95 8564662.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1512 N/A 3142JPVE8 2055-12-01 5 9080409.91 8831748.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0083 N/A 3142JCCV0 2041-05-01 4.5 7949048.90 7801570.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3487 N/A 3142GT2V7 2055-02-01 5.5 7706868.37 7708589.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 N/A 31376JEV7 2036-06-01 4.44 2282.58 2249.24 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 N/A 31373UED5 2029-03-01 4.38 43.91 43.79 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 N/A 31373KHS1 2032-10-01 4.603 26922.01 26800.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 N/A 31373CSE8 2034-04-01 3.988 37247.13 36586.27 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 N/A 3136195D6 2027-09-01 4.18 98.34 98.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5904 N/A 3133WQRZ8 2041-07-01 4.5 8143829.20 7992736.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8447 N/A 3133WFL47 2054-06-01 6 7866366.61 8033345.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5395 N/A 3133KY7G8 2046-04-01 5.5 8222002.75 8270211.09 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6333 N/A 3133KNBA0 2051-11-01 2 9645488.39 7590147.34 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3575 N/A 3133KJ6L1 2050-09-01 2 9791066.61 7795320.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB8797 N/A 3133AFX22 2051-02-01 2.5 9242324.32 7587840.44 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN5437 N/A 3132XLBF1 2030-07-01 4.4 27474000.00 27256094.55 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 N/A 3132XKSV0 2029-07-01 3.81 153952.53 150812.06 Agency Mortgage-Backed Securities FMAC FTRM 5607KT 11/15/32 N/A 3137HP2L6 2032-11-15 4.25 16788300.18 16350237.47 Agency Collateralized Mortgage Obligation FMAC FERM 5700JA 09/25/56 N/A 3137GCR39 2056-09-25 5.25 14302624.86 14165119.43 Agency Collateralized Mortgage Obligation FMAC FERM 5700CY 09/25/56 N/A 3137GCQ55 2056-09-25 5.25 1532582.11 1455857.98 Agency Collateralized Mortgage Obligation FMAC FERM 5700CL 09/25/56 N/A 3137GCQ30 2056-09-25 5.25 11654863.95 11011492.14 Agency Collateralized Mortgage Obligation FMAC FERM 5700ET 09/25/56 N/A 3137GCHZ9 2056-09-25 5 24811906.66 24029405.29 Agency Collateralized Mortgage Obligation FMAC FERM 5666PL 06/25/56 N/A 3137GCE41 2056-06-25 4.75 312417.77 268260.43 Agency Collateralized Mortgage Obligation FMAC FERM 5666KB 06/25/56 N/A 3137GCDS9 2056-06-25 5 2932056.12 2658174.71 Agency Collateralized Mortgage Obligation FMAC FTRM 5666GB 05/15/33 N/A 3137GCDJ9 2033-05-15 4.5 79457682.71 77819424.21 Agency Collateralized Mortgage Obligation FMAC FERM 5691CN 04/25/55 N/A 3137GBLP8 2055-04-25 5.25 183668.64 177085.95 Agency Collateralized Mortgage Obligation FMAC FERM 5691CL 08/25/56 N/A 3137GBLM5 2056-08-25 5.25 2619388.78 2413502.20 Agency Collateralized Mortgage Obligation FMAC FERM 5691BT 08/25/56 N/A 3137GBL78 2056-08-25 4.5 15601943.68 14810535.08 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 N/A 3137GBCP8 2056-07-25 5 6109430.23 5500568.48 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 N/A 3137FGT39 2048-08-15 3.5 1478110.32 1387312.47 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.25 22402.77 21723.45 Agency Collateralized Mortgage Obligation FMAC FKAR 02.460 WNWN0046 N/A 3132XEBQ3 2036-10-01 2.46 73488405.41 60494332.54 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 N/A 3132WWXY3 2037-07-01 3.9 150436.81 138334.02 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 N/A 3132WWX31 2037-07-01 3.9 151504.30 138395.55 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 N/A 3132WVBS2 2035-04-01 4.5 758584.54 743144.31 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 154851.56 139089.48 Agency Mortgage-Backed Securities FMAC FKAR WV0368 N/A 3132V8MR4 2036-04-01 4.199 32736486.49 32703591.79 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA2416 N/A 3140W2VJ7 2055-06-01 7 7854678.79 8328232.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1418 N/A 3140W1SG9 2054-08-01 6 7410423.37 7555341.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1314 N/A 3140W1N82 2052-11-01 5.5 7936029.84 8099840.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0996 N/A 3140W1DA8 2052-03-01 2 9535819.50 7590099.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1669 N/A 3140W12B8 2048-07-01 3.5 9528142.09 8768774.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3945 N/A 3140UXL37 2056-09-01 5.5 8342664.81 8334650.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9770 N/A 3140UR2C1 2056-09-01 5.5 8255847.65 8265361.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5861 N/A 3140UMQP7 2056-07-01 5.5 8055225.96 8062381.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4511 N/A 3140ULAM3 2056-07-01 6 8909514.62 9107724.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8570 N/A 3140UCQY0 2056-04-01 4.54 9049334.45 8950944.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8568 N/A 3140UCQW4 2056-05-01 4.094 5529420.05 5418498.04 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7288 N/A 3140Q3C20 2033-06-01 4.68 5461986.49 5419049.81 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7181 N/A 3140Q26T0 2033-06-01 4.37 6778378.38 6602267.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5511 N/A 3140Q1DR8 2032-11-01 4.32 11515540.54 11223299.15 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5402 N/A 3140Q1AC4 2035-12-01 4.36 77027.03 74055.96 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5249 N/A 3140Q0ZP0 2035-10-01 4.51 26189189.19 25470723.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5119 N/A 3140Q0VM1 2035-11-01 4.435 61871959.46 59779068.23 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4263 N/A 3140NYWZ0 2030-07-01 4.45 38821621.62 38615608.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4142 N/A 3140NYS85 2032-07-01 4.49 23108108.11 22796025.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 N/A 3140NYEQ0 2035-05-01 4.32 10414054.05 10011946.60 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4440 N/A 3140NY5A5 2030-07-01 4.45 21371918.92 21258505.26 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2295 N/A 3140NWRR8 2034-10-01 4.35 77027.03 74589.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3021 N/A 3140U6LB8 2056-02-01 5.5 8311301.00 8282255.77 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 N/A 3140U05M5 2056-02-01 4.454 7512382.87 7438428.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8493 N/A 3140QUNK8 2054-05-01 6 7964442.52 8147656.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7523 N/A 3140QTLD9 2053-11-01 6.5 7833616.10 8162664.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ7657 N/A 3140Q3QK5 2033-08-01 4.24 10049716.22 10052493.29 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7577 N/A 3140Q3M37 2031-08-01 4.22 24435283.78 23906862.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7392 N/A 3140Q3GA8 2033-07-01 4.67 15220540.54 15108040.46 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7264 N/A 3140Q3CA2 2033-06-01 4.49 12709459.46 12468331.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1440 N/A 3140NVS65 2034-07-01 4.485 37301108.11 36377029.11 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 N/A 3140NUFE4 2041-06-01 2.8 18733.72 14740.78 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0143 N/A 3140NUER6 2038-12-01 5.67 17047966.70 17899597.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU9879 N/A 3140MB6R8 2052-01-01 2.5 9283777.30 7774368.18 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 N/A 3140LHQV5 2032-10-01 4.27 144949.20 141346.97 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 N/A 3140LG3F7 2038-07-01 4.24 298530.39 278637.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3144 N/A 3140LDP60 2036-09-01 1.93 23821484.76 18924105.11 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 N/A 31381JN24 2036-04-01 5.692 57869.98 57852.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR2692 N/A 3140L07E1 2051-02-01 2 9463420.79 7602606.28 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 N/A 3140JCY81 2056-02-01 4.726 15105067.76 15002889.53 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 N/A 3140JCDL5 2050-04-01 6.075 34562.95 36041.84 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7091 N/A 3140JB2Z8 2052-10-01 3.895 804354.45 793083.97 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 N/A 3140J9TY7 2036-11-01 6.338 1097554.79 1147289.94 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 N/A 3140J96M8 2036-08-01 5.966 911702.65 941951.73 Agency Mortgage-Backed Securities FMAC FMAR 8B0574 G N/A 3142AWT70 2056-03-01 4.613 4807337.70 4766990.52 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 N/A 3142ACFV6 2040-12-01 4.5 3528435.25 3304788.91 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 N/A 3142ACF20 2041-03-01 4.85 5542915.20 5374447.53 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4852 N/A 3142ACE21 2042-04-01 4.5 3058446.81 2833106.57 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4 22521315.60 21881424.98 Agency Mortgage-Backed Securities GNMA GNRM 2026-151 AL N/A 38384T6T4 2056-07-16 4.25 27729729.73 26823096.97 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 N/A 3136BYH70 2036-01-25 4.3 79216292.27 75345889.82 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7641 3125495.94 2900873.12 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-08 2026-10-05 Y Bank of Montreal 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 2850000000.00 2850000000.00 .0160 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/8/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII ET DU3303 C N/A 3618WEU40 2066-08-20 6.5 2064834.87 2146178.36 Agency Mortgage-Backed Securities GNMA GNII ET DU3595 C N/A 3618WE7G9 2066-08-20 6.5 1106176.69 1149753.05 Agency Mortgage-Backed Securities GNMA GNII ET DU3594 C N/A 3618WE7F1 2066-08-20 6 7698741.41 7866550.87 Agency Mortgage-Backed Securities GNMA GNII ET DU1889 C N/A 3618WDC26 2066-08-20 6.5 1538319.83 1598921.43 Agency Mortgage-Backed Securities GNMA GNII ET DT8858 C N/A 3618W8ZX4 2066-08-20 6 5241541.42 5355136.10 Agency Mortgage-Backed Securities GNMA GNCL CL CN7575 N/A 3617F7MY9 2067-02-15 5.45 5150868.00 5215283.05 Agency Mortgage-Backed Securities GNMA GNPL PN CL6602 N/A 3617YEKP4 2064-02-15 3.11 1196020.88 1044721.45 Agency Mortgage-Backed Securities GNMA GNCL CL DJ4690 N/A 3618KRF74 2067-09-15 5.25 3045979.28 2988989.01 Agency Mortgage-Backed Securities GNMA GNPL PN DS7503 N/A 3618VUKQ7 2061-09-15 5.65 8748520.00 9002090.02 Agency Mortgage-Backed Securities GNMA GNCL CL DK8585 N/A 3618L8RE7 2067-10-15 6 5527570.32 5774453.71 Agency Mortgage-Backed Securities GNMA GNPL PN BY5325 N/A 3617QM4J7 2063-12-15 2.66 1866507.85 1554830.29 Agency Mortgage-Backed Securities GNMA GNCL CL DO7376 N/A 3618V4FR9 2068-05-15 5.6 1446242.96 1407415.19 Agency Mortgage-Backed Securities GNMA GNPL PN DO5681 N/A 3618V2J24 2061-04-15 5.03 3234196.52 3144740.80 Agency Mortgage-Backed Securities GNMA GNII ET DT7617 C N/A 3618W7PA7 2066-08-20 6 1842070.49 1882222.10 Agency Mortgage-Backed Securities GNMA GNPL PN DO5685 N/A 3618V2J65 2061-05-15 5.44 3237628.98 3261119.06 Agency Mortgage-Backed Securities GNMA GNII ET DT1296 C N/A 3618W0NM8 2066-07-20 6 1290856.94 1318993.75 Agency Mortgage-Backed Securities GNMA GNII ET DN9558 C N/A 3618MCTP0 2065-12-20 5.5 2409976.55 2408938.66 Agency Mortgage-Backed Securities GNMA GNCL CL DT2022 N/A 3618W1G77 2067-12-15 5.49 5703087.50 5580134.64 Agency Mortgage-Backed Securities GNMA GNII ET DV0111 C N/A 3618WPDQ5 2066-08-20 6.5 3550381.27 3688039.02 Agency Mortgage-Backed Securities GNMA GNII RG DL3375 C N/A 3618LEXC1 2054-07-20 6.5 2505332.28 2653915.19 Agency Mortgage-Backed Securities GNMA GNII ET DJ9634 C N/A 3618KWV34 2065-06-20 7 2335531.46 2430684.13 Agency Mortgage-Backed Securities GNMA GNII ET DP1148 C N/A 3618MFHZ4 2066-01-20 5.5 1844373.00 1843551.02 Agency Mortgage-Backed Securities GNMA GNPL PN DR2935 N/A 3618VBHL4 2061-06-15 5.44 1620048.81 1633612.40 Agency Mortgage-Backed Securities GNMA GNII ET DU5782 C N/A 3618WHM75 2066-08-20 6 3610885.11 3689587.96 Agency Mortgage-Backed Securities GNMA GNII RG DL3353 C N/A 3618LEWN8 2054-08-20 6.5 1352220.10 1425115.13 Agency Mortgage-Backed Securities GNMA GNPL PN DO5691 N/A 3618V2KC0 2061-05-15 5.2 3237217.84 3210359.72 Agency Mortgage-Backed Securities GNMA GNCL CL AT8560 N/A 36194HQM7 2067-05-15 5.83 1014062.50 1043870.19 Agency Mortgage-Backed Securities GNMA GNPL PN AQ9290 N/A 36191SKB6 2059-02-15 3.7 1789524.90 1429027.49 Agency Mortgage-Backed Securities GNMA GNII ET DV1409 C N/A 3618WQR62 2066-08-20 6 2808322.78 2869535.80 Agency Mortgage-Backed Securities GNMA GNII ET DV0112 C N/A 3618WPDR3 2066-08-20 6 5109922.59 5221303.57 Agency Mortgage-Backed Securities GNMA GNII ET DU8784 C N/A 3618WLXM1 2066-08-20 6.5 2936028.14 3051691.98 Agency Mortgage-Backed Securities GNMA GNII ET DU8783 C N/A 3618WLXL3 2066-07-20 6.5 2872534.84 2985697.40 Agency Mortgage-Backed Securities GNMA GNII ET DU8782 C N/A 3618WLXK5 2066-08-20 6.5 3480924.48 3618050.86 Agency Mortgage-Backed Securities GNMA GNII ET DU8187 C N/A 3618WLCY8 2066-07-20 6 3217736.32 3287870.10 Agency Mortgage-Backed Securities GNMA GNII ET DU8180 C N/A 3618WLCR3 2065-12-20 7 2469232.45 2572311.39 Agency Mortgage-Backed Securities GNMA GNII ET DU8064 C N/A 3618WK5Z5 2066-08-20 6.5 9260866.56 9625686.05 Agency Mortgage-Backed Securities GNMA GNII ET DU7180 C N/A 3618WJ6R5 2066-08-20 6 1729183.43 1766874.44 Agency Mortgage-Backed Securities GNMA GNII ET DU6114 C N/A 3618WHYK3 2066-07-20 6 2274212.01 2323783.01 Agency Mortgage-Backed Securities GNMA GNII ET DU6108 C N/A 3618WHYD9 2066-07-20 6.5 5661901.96 5884950.70 Agency Mortgage-Backed Securities GNMA GNII ET DU6107 C N/A 3618WHYC1 2066-07-20 6 4514891.00 4613297.56 Agency Mortgage-Backed Securities GNMA GNII ET DT8604 C N/A 3618W8RZ8 2066-08-20 6 1812019.36 1851515.94 Agency Mortgage-Backed Securities GNMA GNII ET DT8920 C N/A 3618W84D2 2066-08-20 6 6998145.91 7149809.73 Agency Mortgage-Backed Securities GNMA GNII ET DT7576 C N/A 3618W7MZ5 2066-08-20 6.5 5482872.88 5698863.35 Agency Mortgage-Backed Securities GNMA GNII ET DT5721 C N/A 3618W5LA5 2066-06-20 6.5 2027968.75 2107857.88 Agency Mortgage-Backed Securities GNMA GNII ET DT5719 C N/A 3618W5K81 2066-06-20 6.5 3577151.70 3718065.24 Agency Mortgage-Backed Securities GNMA GNII ET DT5560 C N/A 3618W5E96 2066-08-20 6 2411287.30 2463843.72 Agency Mortgage-Backed Securities GNMA GNII ET DT5232 C N/A 3618W4Y55 2066-08-20 6 3588693.36 3666916.12 Agency Mortgage-Backed Securities GNMA GNPL PN DR2928 N/A 3618VBHD2 2061-07-15 4.65 3242079.66 3093628.08 Agency Mortgage-Backed Securities GNMA GNPL PN DR2930 N/A 3618VBHF7 2061-06-15 4.36 3238762.49 3021636.93 Agency Mortgage-Backed Securities GNMA GNII RG DK6834 C N/A 3618L6SX8 2054-06-20 6.5 1633098.78 1726429.83 Agency Mortgage-Backed Securities GNMA GNII ET DT3069 C N/A 3618W2MS2 2066-07-20 6.5 2207588.91 2294553.94 Agency Mortgage-Backed Securities GNMA GNPL PN DS7487 N/A 3618VUJ89 2061-07-15 5.54 3621589.85 3683615.62 Agency Mortgage-Backed Securities GNMA GNPL PN DO6590 N/A 3618V3KB0 2061-07-15 6.03 9469166.36 9875630.32 Agency Mortgage-Backed Securities GNMA GNCL CL DQ1947 N/A 3618MUEU5 2068-05-15 5.23 1097681.28 1092034.07 Agency Mortgage-Backed Securities GNMA GNPL PN CW9046 N/A 3618FJBP2 2066-09-15 5.7 555994.24 570001.41 Agency Mortgage-Backed Securities GNMA GNII RG DL3464 C N/A 3618LEZ54 2053-11-20 6.5 2035530.47 2151852.21 Agency Mortgage-Backed Securities GNMA GNPL PN AT8569 N/A 36194HQW5 2061-07-15 4.98 4255501.20 4167484.67 Agency Mortgage-Backed Securities GNMA GNII ET DK6550 C N/A 3618L6H36 2065-06-20 6 2975183.53 3039640.88 Agency Mortgage-Backed Securities GNMA GNII ET DJ8170 C N/A 3618KVCF0 2065-05-20 6.5 1168010.07 1212799.36 Agency Mortgage-Backed Securities GNMA GNII ET DU3576 C N/A 3618WE6M7 2066-08-20 6 8977071.03 9172735.27 Agency Mortgage-Backed Securities GNMA GNII ET DU6120 C N/A 3618WHYR8 2066-07-20 6 2573508.91 2629601.11 Agency Mortgage-Backed Securities GNMA GNPL PN CE9963 N/A 3617W0B84 2064-02-15 2.6 4940482.28 4021783.14 Agency Mortgage-Backed Securities GNMA GNCL CL DD8094 N/A 3618J17F4 2067-04-15 6.05 1683624.44 1731282.24 Agency Mortgage-Backed Securities GNMA GNPL PN DM9069 N/A 3618M0CE9 2061-04-15 5.02 2021357.74 1984982.05 Agency Mortgage-Backed Securities GNMA GNPL PN CU4685 N/A 3618BNF24 2066-10-15 5.72 1014062.50 1043402.03 Agency Mortgage-Backed Securities GNMA GNPL PN DP3535 N/A 3618MH4U5 2061-06-15 5.32 3239962.20 3261246.60 Agency Mortgage-Backed Securities GNMA GNPL PN DK0178 N/A 3618KYFT1 2061-05-15 5.19 2023250.20 2009233.12 Agency Mortgage-Backed Securities GNMA GNII ET DR3134 C N/A 3618VBPT8 2066-06-20 6.5 1818991.44 1890648.19 Agency Mortgage-Backed Securities GNMA GNPL PN DR2926 N/A 3618VBHB6 2061-07-15 4 2026021.29 1845185.38 Agency Mortgage-Backed Securities GNMA GNII ET DU6881 C N/A 3618WJUE7 2066-07-20 6 1511546.96 1544494.15 Agency Mortgage-Backed Securities GNMA GNII ET DU8065 C N/A 3618WK6A9 2066-08-20 6.5 11720809.39 12182546.77 Agency Mortgage-Backed Securities GNMA GNII ET DN7558 C N/A 3618MAMF3 2065-11-20 6.5 8266771.31 8620305.30 Agency Mortgage-Backed Securities GNMA GNII ET DS9352 C N/A 3618VWL90 2066-06-20 6.5 1598531.39 1661503.41 Agency Mortgage-Backed Securities GNMA GNII ET DT3288 C N/A 3618W2UM6 2066-08-20 6 1865584.57 1906248.72 Agency Mortgage-Backed Securities GNMA GNII ET DT3068 C N/A 3618W2MR4 2066-08-20 6 1040020.07 1062689.38 Agency Mortgage-Backed Securities GNMA GNII ET DT2843 C N/A 3618W2EQ5 2066-06-20 6.5 1448470.33 1505530.88 Agency Mortgage-Backed Securities GNMA GNII ET DT2562 C N/A 3618W1Z35 2066-08-20 6.5 5399369.29 5612070.25 Agency Mortgage-Backed Securities GNMA GNII ET DT1308 C N/A 3618W0NZ9 2066-08-20 6.5 5583440.29 5799925.16 Agency Mortgage-Backed Securities GNMA GNCL CL DF8960 N/A 3618JS5V2 2067-09-15 5.28 3775496.66 3740229.74 Agency Mortgage-Backed Securities GNMA GNCL CL DF8934 N/A 3618JS4T8 2067-07-15 5.54 1987562.50 2005064.31 Agency Mortgage-Backed Securities GNMA GNPL PN DF4300 N/A 3618JMX51 2061-06-15 4.12 10081147.02 9268468.78 Agency Mortgage-Backed Securities GNMA GNII ET DF3797 C N/A 3618JMGE1 2064-01-20 7.5 1122694.83 1175011.29 Agency Mortgage-Backed Securities GNMA GNCL CL DD4686 N/A 3618HXF34 2067-01-15 5.5 2467265.98 2496284.32 Agency Mortgage-Backed Securities GNMA GNCL CL DC7268 N/A 3618HNCD7 2067-05-15 5.73 1286108.70 1324127.35 Agency Mortgage-Backed Securities GNMA GNCL CL CV7768 N/A 3618F4TZ4 2067-10-15 5.3 4515315.28 4385990.63 Agency Mortgage-Backed Securities GNMA GNCL CL CV7761 N/A 3618F4TS0 2064-10-15 5.04 2260206.59 2052834.90 Agency Mortgage-Backed Securities GNMA GNCL CL CR4188 N/A 3618AJUM3 2068-02-15 4.28 4461875.00 4120749.79 Agency Mortgage-Backed Securities GNMA GNCL CL CN0564 N/A 3617YXTV0 2067-04-15 5.88 1325301.81 1340895.31 Agency Mortgage-Backed Securities GNMA GNCL CL CN0560 N/A 3617YXTR9 2067-06-15 5.05 6132497.54 5880576.58 Agency Mortgage-Backed Securities GNMA GNCL CL CN0569 N/A 3617YXT24 2067-11-15 5.6 1622500.00 1648162.54 Agency Mortgage-Backed Securities GNMA GNPL PN CJ1386 N/A 3617XHRF3 2049-01-15 3.3 1614116.10 1338357.28 Agency Mortgage-Backed Securities GNMA GNPL PN CH6585 N/A 3617WYJ66 2064-01-15 2.43 1863011.74 1528994.22 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 3489115.01 3578131.64 Agency Mortgage-Backed Securities GNMA GNII ET DT1307 C N/A 3618W0NY2 2066-08-20 6 6521504.08 6663653.30 Agency Mortgage-Backed Securities GNMA GNII ET DT1695 C N/A 3618W03C2 2066-08-20 6 1664797.76 1701083.69 Agency Mortgage-Backed Securities GNMA GNPL PN DT0327 N/A 3618VYLG0 2061-08-15 5.5 2124907.13 2162750.31 Agency Mortgage-Backed Securities GNMA GNPL PN DT0324 N/A 3618VYLD7 2061-08-15 4.5 3853437.50 3638188.33 Agency Mortgage-Backed Securities GNMA GNII ET DT0869 C N/A 3618VY6E2 2066-08-20 6 1472964.72 1505070.93 Agency Mortgage-Backed Securities GNMA GNII ET DT0866 C N/A 3618VY6B8 2066-08-20 6.5 7419764.70 7712063.86 Agency Mortgage-Backed Securities GNMA GNII ET DT8921 C N/A 3618W84E0 2066-08-20 6.5 9512300.52 9885845.39 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8662 N/A 3618N2TT3 2061-06-15 5.85 1620268.67 1667063.65 Agency Mortgage-Backed Securities GNMA GNII ET DT5302 C N/A 3618W43K6 2066-07-20 6 1580693.04 1615147.41 Agency Mortgage-Backed Securities GNMA GNII ET DT0992 C N/A 3618W0C57 2066-06-20 6.5 5592783.05 5809624.57 Agency Mortgage-Backed Securities GNMA GNII ET DS4619 C N/A 3618VRDY5 2066-07-20 5.5 1470584.26 1469927.39 Agency Mortgage-Backed Securities GNMA GNII ET DS4992 C N/A 3618VRRM6 2066-03-20 6.5 5703077.91 5927737.36 Agency Mortgage-Backed Securities GNMA GNPL PN DR7525 N/A 3618VGLE4 2061-06-15 4.73 5822771.63 5583354.80 Agency Mortgage-Backed Securities GNMA GNPL PN DG0419 N/A 3618JVPC5 2061-05-15 4.8 4045612.73 3906423.43 Agency Mortgage-Backed Securities GNMA GNPL PN CN2888 N/A 3617F2F51 2061-06-15 4.92 3239646.04 3147257.82 Agency Mortgage-Backed Securities GNMA GNPL PN DO6585 N/A 3618V3J63 2061-05-15 5.72 6075704.34 6199033.03 Agency Mortgage-Backed Securities GNMA GNII ET DU3446 C N/A 3618WEZK9 2066-07-20 6 1030675.28 1053139.88 Agency Mortgage-Backed Securities GNMA GNCL CL DM8122 N/A 3618LYAX6 2067-12-15 5.63 4401315.19 4477597.32 Agency Mortgage-Backed Securities GNMA GNPL PN DS5576 N/A 3618VSFR6 2061-08-15 5.6 5419150.00 5536125.97 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8652 N/A 3618N2TH9 2056-04-15 4.98 2018723.67 1971792.38 Agency Mortgage-Backed Securities GNMA GNII ET DT5720 C N/A 3618W5K99 2066-05-20 6.5 2043725.07 2124234.89 Agency Mortgage-Backed Securities GNMA GNPL PN BW0713 N/A 3617NRYJ6 2063-03-15 2.75 2615729.31 2148606.27 Agency Mortgage-Backed Securities GNMA GNPL PN DS7496 N/A 3618VUKH7 2061-08-15 5.58 10335487.25 10543220.21 Agency Mortgage-Backed Securities GNMA GNII ET DU1888 C N/A 3618WDCZ3 2066-08-20 6 2015132.02 2059055.85 Agency Mortgage-Backed Securities GNMA GNII ET DT5722 C N/A 3618W5LB3 2066-05-20 6.5 2252475.39 2341208.65 Agency Mortgage-Backed Securities GNMA GNPL PN DS0680 N/A 3618VLXH3 2061-07-15 5.44 2431915.95 2455523.37 Agency Mortgage-Backed Securities GNMA GNII ET DS5320 C N/A 3618VR4D1 2066-05-20 5.5 1684299.95 1683549.31 Agency Mortgage-Backed Securities GNMA GNII ET DO5513 C N/A 3618V2DS3 2065-11-20 6.5 2746431.42 2853423.24 Agency Mortgage-Backed Securities GNMA GNCL CL DP9189 N/A 3618MQF66 2066-03-15 5.61 2837361.48 2895178.39 Agency Mortgage-Backed Securities GNMA GNPL PN DS5554 N/A 3618VSE30 2061-07-15 5.59 3242637.02 3310221.14 Agency Mortgage-Backed Securities GNMA GNII ET DS9370 C N/A 3618VWMT5 2066-05-20 6.5 1256107.51 1305588.94 Agency Mortgage-Backed Securities GNMA GNII ET DS9170 C N/A 3618VWFK2 2066-07-20 6 2523600.81 2578607.73 Agency Mortgage-Backed Securities GNMA GNII ET DS8976 C N/A 3618VV6M0 2066-08-20 6 8209079.31 8388012.61 Agency Mortgage-Backed Securities GNMA GNPL PN DS7505 N/A 3618VUKS3 2061-09-15 5.74 5549517.88 5727143.14 Agency Mortgage-Backed Securities GNMA GNPL PN DS7480 N/A 3618VUJZ9 2061-07-15 5.42 2026589.65 2043257.68 Agency Mortgage-Backed Securities GNMA GNPL PN DS7488 N/A 3618VUJ97 2061-07-15 5.47 3242571.28 3281259.48 Agency Mortgage-Backed Securities GNMA GNPL PN DS5577 N/A 3618VSFS4 2061-08-15 5.6 6490000.00 6630090.98 Agency Mortgage-Backed Securities GNMA GNPL PN DS5575 N/A 3618VSFQ8 2061-08-15 5.6 6749600.00 6895294.62 Agency Mortgage-Backed Securities GNMA GNPL PN DS5553 N/A 3618VSE22 2061-07-15 5.21 3242009.83 3226194.23 Agency Mortgage-Backed Securities GNMA GNII ET DS5189 C N/A 3618VRXS6 2066-04-20 5.5 2508566.44 2507448.45 Agency Mortgage-Backed Securities GNMA GNII ET DS5280 C N/A 3618VR2M3 2066-05-20 5.5 1292573.81 1291997.76 Agency Mortgage-Backed Securities GNMA GNPL PN DS2202 N/A 3618VNNT4 2061-08-15 5.05 2028125.00 1989378.35 Agency Mortgage-Backed Securities GNMA GNPL PN DS2198 N/A 3618VNNP2 2061-07-15 5.35 3242504.01 3259408.26 Agency Mortgage-Backed Securities GNMA GNPL PN DS2197 N/A 3618VNNN7 2061-08-15 5.3 2028125.00 2019478.43 Agency Mortgage-Backed Securities GNMA GNPL PN DS2212 N/A 3618VNN56 2061-09-15 5.67 11882622.13 12200969.45 Agency Mortgage-Backed Securities GNMA GNII ET DS0918 C N/A 3618VMAT0 2066-07-20 6 2730931.97 2790458.09 Agency Mortgage-Backed Securities GNMA GNPL PN DR7529 N/A 3618VGLJ3 2061-07-15 5.39 5440959.63 5453961.71 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 N/A 3618VGLB0 2061-06-15 4.57 5007087.16 4916395.46 Agency Mortgage-Backed Securities GNMA GNPL PN DR7547 N/A 3618VGL46 2061-07-15 4.83 4052742.64 3918523.91 Agency Mortgage-Backed Securities GNMA GNII ET DR5636 C N/A 3618VEHM6 2066-04-20 5.5 3922254.43 3920502.48 Agency Mortgage-Backed Securities GNMA GNII ET DR3132 C N/A 3618VBPR2 2066-05-20 6.5 1517295.80 1577067.65 Agency Mortgage-Backed Securities GNMA GNPL PN DR2938 N/A 3618VBHP5 2061-07-15 5.34 3242498.33 3238276.60 Agency Mortgage-Backed Securities GNMA GNPL PN DR2929 N/A 3618VBHE0 2061-05-15 4.89 3236658.66 3141892.53 Agency Mortgage-Backed Securities GNMA GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 2023497.14 2042323.08 Agency Mortgage-Backed Securities GNMA GNII ET DR1232 C N/A 3618V9LM2 2066-03-20 5.5 1667549.35 1666804.50 Agency Mortgage-Backed Securities GNMA GNCL CL DO8105 N/A 3618V5AE0 2068-06-15 5.35 4056250.00 4039101.53 Agency Mortgage-Backed Securities GNMA GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 4046994.29 4084646.18 Agency Mortgage-Backed Securities GNMA GNPL PN DO7387 N/A 3618V4F40 2061-05-15 4.457 4044318.22 3828230.97 Agency Mortgage-Backed Securities GNMA GNPL PN DO6598 N/A 3618V3KK0 2061-07-15 5.92 8490162.84 8706452.56 Agency Mortgage-Backed Securities GNMA GNPL PN DO6596 N/A 3618V3KH7 2061-07-15 5.92 11909867.96 12213275.81 Agency Mortgage-Backed Securities GNMA GNPL PN DO6595 N/A 3618V3KG9 2061-07-15 5.96 3006914.35 3086924.34 Agency Mortgage-Backed Securities GNMA GNPL PN DO5690 N/A 3618V2KB2 2061-05-15 5.19 4046500.40 4027085.29 Agency Mortgage-Backed Securities GNMA GNPL PN DM9071 N/A 3618M0CG4 2061-05-15 5.33 4046803.56 4046365.16 Agency Mortgage-Backed Securities GNMA GNPL PN DM8470 N/A 3618LYMT2 2061-06-15 5.95 2025399.61 2114426.72 Agency Mortgage-Backed Securities GNMA GNCL CL DM8145 N/A 3618LYBN7 2069-05-15 5.26 2877964.54 2857796.72 Agency Mortgage-Backed Securities GNMA GNII RG DL3448 C N/A 3618LEZM7 2054-09-20 6.5 2738238.35 2900639.62 Agency Mortgage-Backed Securities GNMA GNII RG DK6945 C N/A 3618L6WE5 2054-06-20 6.5 1105800.57 1171384.12 Agency Mortgage-Backed Securities GNMA GNII RG DK6911 C N/A 3618L6VC0 2053-12-20 7 1282928.88 1345329.69 Agency Mortgage-Backed Securities GNMA GNII RG DK6900 C N/A 3618L6UZ0 2054-06-20 6.5 1436383.50 1513815.58 Agency Mortgage-Backed Securities GNMA GNII RG DK6908 C N/A 3618L6U98 2053-12-20 6.5 1140713.07 1202206.25 Agency Mortgage-Backed Securities GNMA GNII ET DK6544 C N/A 3618L6HV4 2065-06-20 6.5 2536051.21 2634857.46 Agency Mortgage-Backed Securities GNMA GNII ET DK4860 C N/A 3618L4MH4 2065-06-20 6 1056913.59 1079810.56 Agency Mortgage-Backed Securities GNMA GNII ET DK4855 C N/A 3618L4MC5 2065-06-20 6 1261571.94 1288902.63 Agency Mortgage-Backed Securities GNMA GNII ET DI7892 C N/A 3618NRXV8 2065-04-20 6.5 4361402.45 4531321.25 Agency Mortgage-Backed Securities GNMA GNII JM MB1333 M N/A 3618N6PT8 2056-08-20 6 4160419.37 4188377.39 Agency Mortgage-Backed Securities GNMA GNII JM MB1273 M N/A 3618N6MX2 2056-07-20 5.5 2117928.10 2107849.59 Agency Mortgage-Backed Securities GNMA GNII JM MB0984 M N/A 3618N6CW5 2056-03-20 5 1431956.77 1398580.25 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7052 N/A 3618N0ZR4 2061-09-15 4.74 11390477.31 10953914.49 Agency Mortgage-Backed Securities GNMA GNCL CL DQ7029 N/A 3618N0Y20 2068-06-15 5.63 2309135.51 2355867.02 Agency Mortgage-Backed Securities GNMA GNII ET DQ6435 C N/A 3618N0EG1 2066-03-20 5.5 1190064.13 1189533.75 Agency Mortgage-Backed Securities GNMA GNII ET DQ0162 C N/A 3618MSFB1 2066-03-20 6 1254478.57 1281821.18 Agency Mortgage-Backed Securities GNMA GNCL CL DP8396 N/A 3618MPKH8 2067-08-15 5.07 1176363.61 1152571.66 Agency Mortgage-Backed Securities GNMA GNPL PN DP3532 N/A 3618MH4R2 2061-05-15 5.38 2023454.96 2038641.66 Agency Mortgage-Backed Securities GNMA GNPL PN DP3525 N/A 3618MH4J0 2061-04-15 5.19 2021610.52 1990301.84 Agency Mortgage-Backed Securities GNMA GNII ET DP1179 C N/A 3618MFJY5 2066-01-20 5.5 1165721.76 1165202.23 Agency Mortgage-Backed Securities GNMA GNII ET DN9803 C N/A 3618MC3L7 2066-02-20 5.5 1329839.55 1329246.88 Agency Mortgage-Backed Securities GNMA GNII ET DN5299 C N/A 3618M73G9 2065-11-20 6.5 12012579.97 12458470.92 Agency Mortgage-Backed Securities GNMA GNII ET DN4467 C N/A 3618M66C7 2065-12-20 6.5 7208057.87 7488859.78 Agency Mortgage-Backed Securities GNMA GNII ET DN4462 C N/A 3618M65X2 2065-12-20 7 1915278.71 1994010.70 Agency Mortgage-Backed Securities GNMA GNII ET DN1187 C N/A 3618M3J89 2065-10-20 6.5 7220366.67 7501648.09 Agency Mortgage-Backed Securities GNMA GNII ET DJ9622 C N/A 3618KWVP5 2065-06-20 7 2604914.42 2711039.50 Agency Mortgage-Backed Securities GNMA GNII ET DJ9636 C N/A 3618KWV59 2065-06-20 7 1295909.44 1348706.52 Agency Mortgage-Backed Securities GNMA GNII ET DJ7386 C N/A 3618KUF36 2065-05-20 6.5 2148259.76 2231955.25 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0438 N/A 3618KLPX9 2061-07-15 5.21 4455171.00 4433437.19 Agency Mortgage-Backed Securities GNMA GNII RG DG8906 C N/A 3618K53P5 2054-01-20 6.5 1338608.59 1417997.00 Agency Mortgage-Backed Securities GNMA GNII ET DU5776 C N/A 3618WHMZ3 2066-08-20 6 1330344.54 1359342.06 Agency Mortgage-Backed Securities GNMA GNII ET DU5780 C N/A 3618WHM59 2066-08-20 6 1352980.85 1382471.77 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-08 Y Bank of Montreal 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 649000000.00 649000000.00 .0036 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/3/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII ET DV0240 C N/A 3618WPHR9 2066-08-20 6.5 20100480.71 20892312.36 Agency Mortgage-Backed Securities GNMA GNII ET DV0239 C N/A 3618WPHQ1 2066-08-20 6 15480946.64 15818384.84 Agency Mortgage-Backed Securities GNMA GNII ET DV0237 C N/A 3618WPHN8 2066-08-20 6 15367420.36 15702384.02 Agency Mortgage-Backed Securities GNMA GNII ET DU7305 C N/A 3618WKDJ2 2066-08-20 6 23791671.36 24310258.42 Agency Mortgage-Backed Securities GNMA GNII ET DU4565 C N/A 3618WGCA1 2066-07-20 6 18617045.86 19022841.61 Agency Mortgage-Backed Securities GNMA GNII ET DU4387 C N/A 3618WF2U0 2066-07-20 6 16311607.71 16667151.83 Agency Mortgage-Backed Securities GNMA GNPL PN DU1449 N/A 3618WCTE4 2061-07-15 6.03 12374710.86 12905895.32 Agency Mortgage-Backed Securities GNMA GNII ET DT6299 C N/A 3618W57L7 2066-06-20 6 15977506.59 16325768.31 Agency Mortgage-Backed Securities GNMA GNII ET DT6298 C N/A 3618W57K9 2066-06-20 6 13967692.99 14272132.83 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 N/A 3618VGLB0 2061-06-15 4.57 7622562.83 7484497.88 Agency Mortgage-Backed Securities GNMA GNPL PN DO6602 N/A 3618V3KP9 2061-07-15 6.03 24686606.21 25746278.78 Agency Mortgage-Backed Securities GNMA GNPL PN DO6600 N/A 3618V3KM6 2061-07-15 6.03 22802132.57 23780914.11 Agency Mortgage-Backed Securities GNMA GNPL PN DO6597 N/A 3618V3KJ3 2059-07-15 5.92 12364289.93 12678816.85 Agency Mortgage-Backed Securities GNMA GNPL PN DO6592 N/A 3618V3KD6 2061-07-15 6.03 23807185.29 24829108.72 Agency Mortgage-Backed Securities GNMA GNPL PN DO6587 N/A 3618V3J89 2061-07-15 6.03 27010790.71 28170228.91 Agency Mortgage-Backed Securities GNMA GNII ET DO4369 C N/A 3618V02A8 2065-11-20 6.5 12096874.77 12568177.08 Agency Mortgage-Backed Securities GNMA GNII JM MB1332 M N/A 3618N6PS0 2056-08-20 5.5 4344728.14 4334793.19 Agency Mortgage-Backed Securities GNMA GNII ET DQ5054 C N/A 3618MXTK5 2066-05-20 5.5 18457891.24 18449646.71 Agency Mortgage-Backed Securities GNMA GNII ET DQ5270 C N/A 3618MX2B4 2066-06-20 5.5 18269020.04 18260859.87 Agency Mortgage-Backed Securities GNMA GNII ET DN4461 C N/A 3618M65W4 2065-12-20 6.5 17050730.05 17715020.81 Agency Mortgage-Backed Securities GNMA GNII ET DN1186 C N/A 3618M3J71 2065-09-20 6.5 16824905.18 17480414.70 Agency Mortgage-Backed Securities GNMA GNCL CL DC2112 N/A 3618HGKZ4 2051-03-15 6.74 28698992.14 30644688.16 Agency Mortgage-Backed Securities GNMA GNPL PN CT3702 N/A 3618B9DF8 2050-11-15 6.61 17557916.95 18812242.83 Agency Mortgage-Backed Securities GNMA GNPL PN BD8025 N/A 3617BP4J6 2059-07-15 3.36 19977163.93 19418442.61 Agency Mortgage-Backed Securities GNMA GNPL PN DU1634 N/A 3618WCY73 2061-08-15 5.5 14985614.29 15197770.62 Agency Mortgage-Backed Securities GNMA GNII ET DS8997 C N/A 3618VV7J6 2066-08-20 6 17617119.93 18001120.29 Agency Mortgage-Backed Securities GNMA GNPL PN DS5574 N/A 3618VSFP0 2061-09-15 5.3 13160714.29 13151944.87 Agency Mortgage-Backed Securities GNMA GNII ET DT7575 C N/A 3618W7MY8 2066-08-20 6 12318689.43 12587199.90 Agency Mortgage-Backed Securities GNMA GNII ET DO4368 C N/A 3618V0Z95 2065-10-20 6.5 11830819.13 12291708.41 Agency Mortgage-Backed Securities GNMA GNII ET DU4564 C N/A 3618WGB95 2066-07-20 6 17697387.71 18083119.98 Agency Mortgage-Backed Securities GNMA GNII ET DV0238 C N/A 3618WPHP3 2066-08-20 6 15873212.93 16219201.35 Agency Mortgage-Backed Securities GNMA GNII ET DO4363 C N/A 3618V0Z46 2065-11-20 6.5 18787868.89 19519819.22 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-03 2026-09-03 2026-09-03 Y Bank of Montreal 1.0000 3 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 550000000.00 550000000.00 .0031 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/15/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.500 I4BF0338 N/A 3140FXLU4 2059-01-01 4.5 19063266.80 17959999.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9893 N/A 3142KB7F1 2056-07-01 5.5 18253774.99 18280212.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7763 N/A 3142JWTV8 2056-03-01 5 16909556.87 16420425.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7453 N/A 3142JWH74 2056-03-01 4.5 17811000.60 16826052.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7077 N/A 3142GX2K2 2056-07-01 6.5 21246078.62 22184404.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5544 N/A 3142GWES4 2055-12-01 6 18245749.16 18665291.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4834 N/A 3142GVLQ2 2055-09-01 5.5 16308359.60 16251334.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4152 N/A 3142GUTJ2 2055-05-01 5.5 23731931.88 23648949.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2242 N/A 3142GSP44 2054-08-01 5.5 17294224.20 17331931.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5607 N/A 31427TGR1 2054-12-01 5.5 21055328.62 21052535.27 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL5597 N/A 31427TGF7 2052-10-01 4 24321449.99 22457073.02 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSL6172 N/A 31427T2E5 2052-03-01 1.5 29955775.08 22436456.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2361 N/A 31427PTT1 2055-09-01 5.5 17204788.20 17202127.18 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0306 N/A 3140Y6KU3 2055-04-01 7 15177822.45 16128353.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0451 N/A 3140AMQD6 2054-10-01 5.5 20832750.96 20761884.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL4169 N/A 31427RT34 2052-02-01 2 21348444.13 17061946.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0259 N/A 3140Y6JD3 2055-04-01 6 17906568.47 18467223.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6949 N/A 31427GWK6 2055-11-01 5 18273241.20 17760963.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4956 N/A 3140W5QJ6 2055-10-01 5.5 19280584.76 19300006.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3283 N/A 31427QUH3 2055-11-01 5 16535061.97 16092049.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9240 N/A 3140URHS0 2056-09-01 5.5 17027939.20 16968432.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6164 N/A 31427TZ66 2052-05-01 2.5 27479969.58 22856418.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6014 N/A 3140W6VG4 2052-06-01 3 27396426.71 23749332.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3491 N/A 31427Q2Z4 2055-12-01 5 11485517.64 11160002.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0100 N/A 3142JCDE7 2041-07-01 4.5 23320270.15 22887609.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6189 N/A 31418F2X4 2041-09-01 4.5 16806397.60 16494588.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0602 N/A 3140Y6U40 2055-06-01 6.5 23921829.96 25072533.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0086 N/A 3140Y6CY4 2055-03-01 5 18713590.01 18306319.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 21477071.14 19169052.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7497 N/A 3140XPKK4 2052-05-01 2.5 22323882.69 18658509.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8067 N/A 3140XP6D6 2053-04-01 5 19490523.36 19093943.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4977 N/A 3140XLQ76 2053-05-01 5 23506852.16 23029772.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS0830 N/A 3140XF4Q1 2052-02-01 4 23810179.21 21946159.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFA6692 N/A 3140W7NJ5 2041-05-01 4 19894276.80 19139216.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6527 N/A 3140W7HD5 2053-10-01 3.5 20167721.49 18006662.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6521 N/A 3140W7G79 2052-05-01 2.5 24007728.99 19973334.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6437 N/A 3140W7EK2 2052-03-01 2 27432908.90 21796122.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4903 N/A 3140W5NV2 2052-08-01 3.5 18813858.18 16851698.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0628 N/A 3140W0VW2 2055-02-01 5.5 25162509.71 25198072.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7665 N/A 3140UPQT2 2056-09-01 5.5 22571120.00 22610468.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9909 N/A 3140N3AK5 2052-10-01 4.5 17133773.11 16277033.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1328 N/A 3140MSPN9 2052-11-01 5 21044003.12 20548683.41 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-15 Y Bank of Montreal 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 800000000.00 800000000.00 .0045 N N Y N MUFG Securities Americas Inc. MUFG Securities Americas Inc., REPO, 3.680%, 9/1/2026 3.680 933DPF004 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 06.000 CLRA9998 N/A 3133KSDB5 2053-10-01 6 4374.08 4470.10 Agency Mortgage-Backed Securities GNMA GNRA 2022-081 NF N/A 38383RWX1 2052-05-20 4.5 19656229.48 18373522.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 FE N/A 38381QPM7 2054-05-20 4.7388 9899724.22 9932511.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-114 VF N/A 38381PTR4 2055-07-20 4.6388 9908378.49 9949403.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-098 QF N/A 38381NNH7 2053-12-20 4.7388 9078144.12 9136625.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-72 YF N/A 38381A4B9 2048-12-20 4.4669 8690711.96 8153842.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-48 CF N/A 38380WPX1 2048-04-20 4.3669 33678377.09 31592484.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-10O FA N/A 38380QBR2 2070-06-20 4.3319 1649504.04 1645846.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-32 AF N/A 38380KG90 2048-02-20 4.0669 4902828.82 4775574.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-53 FE N/A 38380HA51 2047-10-20 4.0669 3369216.27 3293394.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-161 FA N/A 38380BXX8 2046-11-20 4.1669 5098450.21 5015234.47 Agency Collateralized Mortgage Obligation FMAC FERA 5031FB 04/25/41 N/A 3137FXFQ6 2041-04-25 3.9432 3329054.49 3289056.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-135 CF N/A 38385XC42 2056-08-20 4.5157 16956521.74 16997672.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-192 FB N/A 38385JWX7 2055-11-20 4.7888 27203870.09 27116062.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-079 FE N/A 38385GVD8 2055-05-20 4.7888 13244877.33 13363806.48 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-089 FN N/A 38385GEG0 2055-05-20 4.6888 24322079.83 24547465.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-084 FE N/A 38385GAW9 2055-05-20 5.0388 25995128.96 26264013.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 FN N/A 38385FBL4 2055-04-20 4.9388 22156390.89 22353274.57 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FE N/A 38385F3U3 2055-05-20 4.6388 16420068.26 16544227.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-024 BF N/A 38385C2A5 2055-02-20 4.7388 17845475.02 17949014.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 FB N/A 38384PAH3 2054-05-20 4.9388 9494533.89 9570272.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-111 FA N/A 38384CKM0 2053-08-20 4.7188 13095847.02 13190017.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-111 MF N/A 38384CJM2 2053-08-20 4.6888 2627983.23 2643892.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-102 KF N/A 38384BZU8 2053-07-20 4.6288 6555739.05 6581826.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 MF N/A 38384AER0 2053-05-20 4.7888 12673887.37 12736905.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-063 FG N/A 38384ABS1 2053-05-20 4.6888 8501608.87 8519077.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-054 FE N/A 38383XLX0 2053-04-20 4.5388 14640735.37 14620338.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-038 FE N/A 38383WGW0 2053-03-20 4.5388 11834431.02 11819861.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-018 FA N/A 38383VS58 2053-02-20 4.5888 20515129.30 20367690.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-032 FL N/A 38383VQV3 2053-01-20 4.4888 15970865.70 15760618.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-174 NF N/A 38383UX88 2052-08-20 4.8388 19199862.22 19191290.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-177 EF N/A 38383UC81 2052-10-20 4.7388 18996574.15 18905200.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 FH N/A 38385E2P8 2055-04-20 4.6888 10426957.25 10464501.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-075 FA N/A 38384AWU3 2053-05-20 4.7388 18127049.09 18189224.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 DF N/A 38383X5H3 2053-05-20 4.6388 12544903.35 12536064.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-131 KF N/A 38379E3S9 2044-09-16 4.0537 6145310.71 6046733.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-183 FB N/A 38384XWA7 2054-11-20 4.7888 15761367.87 15837578.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-70 FM N/A 38381VZ78 2049-06-20 4.1669 2843079.38 2792066.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-104 FA N/A 38383TTM5 2052-06-20 4.5 11642501.28 10893632.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-127 FC N/A 38384URE1 2054-08-20 4.8888 12595588.21 12686903.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-040 MF N/A 38383WQU3 2053-03-20 4.6388 10340548.17 10347801.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-013 FC N/A 38383HMM8 2053-01-20 4.6988 11938201.54 11897310.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 CF N/A 38383VDQ8 2053-01-20 4.6888 19357892.76 19281326.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-173 FA N/A 38384VQW0 2054-10-20 4.6388 9416104.04 9361212.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-175 UF N/A 38383CC24 2051-10-20 3 35099253.48 29907044.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-103 LF N/A 38383TEM1 2052-06-20 4 32452246.48 29314543.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-160 FD N/A 38381UND0 2055-09-20 5.2888 26527028.76 25887489.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-189 KF N/A 38383LCZ1 2052-11-20 5.0388 19869765.50 19920823.76 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-09-01 2026-09-01 2026-09-01 N N N .0373 650000000.00 650000000.00 .0036 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, REPO, 3.690%, 9/1/2026 3.690 933DQX004 X574KRZ6V5A7UBU45C31 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 40000000.00 33904400.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42380500.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 43000000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42380500.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42380500.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42380500.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0374 241062500.00 241062500.00 .0014 N Y Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.680%, 9/11/2026 3.680 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC 05.490 FGPC U30289 G N/A 31335YKA3 2037-02-01 5.49 37.96 38.55 Agency Mortgage-Backed Securities FMAC 05.460 FGPC U30869 G N/A 31335Y6E1 2038-01-01 5.46 23696.02 23854.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6024 N/A 3140U9VS4 2056-04-01 5.5 795.86 801.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5737 N/A 3140U9LT3 2056-04-01 5.5 793.47 799.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5198 N/A 3140U8X47 2056-04-01 5.5 1761078.79 1763629.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG4883 N/A 3140U8M98 2041-05-01 5.5 789.76 806.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4704 N/A 3140U8GN4 2056-05-01 6.5 797.52 846.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5389 N/A 3140U87B0 2056-03-01 5.5 795.09 801.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4305 N/A 3140U7YB2 2056-04-01 4.5 795.25 752.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4281 N/A 3140U7XK3 2056-04-01 5 1177.58 1151.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4632 N/A 3132A5ED3 2045-10-01 3 343340.17 303265.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2856 N/A 3132A3E55 2040-01-01 5 31.55 31.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3560 N/A 3132A35V8 2042-08-01 3.5 43325.40 40402.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5318 N/A 31329N4B1 2048-03-01 3.5 138.86 125.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2892 N/A 31329LF98 2030-08-01 2.5 70.69 67.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 N/A 31329KQP2 2032-05-01 3.5 46.77 45.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1361 N/A 31329JQN0 2043-05-01 3.5 86.43 79.99 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T69915 G N/A 31323FAQ4 2048-05-01 3.5 6760705.16 6129395.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3SZN0156 N/A 3131Y6E54 2044-01-01 5 177.46 173.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3935 N/A 3133KKLQ0 2050-11-01 2.5 430.23 357.97 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN5553 N/A 3133GCE24 2036-03-01 1.5 397.55 355.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 543.01 468.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ9614 N/A 3133D1VF3 2054-11-01 7 757.54 801.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 N/A 3133D1BQ1 2054-11-01 5.5 691.09 690.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8750 N/A 3133D0WK3 2054-11-01 6 634.36 656.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ7692 N/A 3133CYRM2 2054-11-01 5.5 602.04 606.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 847410.99 671782.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4303 N/A 31418DX98 2036-04-01 2 384.20 348.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 355.39 322.91 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 673.07 719.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7273 N/A 3140NQCK2 2053-08-01 5.5 195341.37 198782.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6268 N/A 3140NN6E0 2053-09-01 6.5 494.44 521.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0913 N/A 3140NHAP3 2053-03-01 6.5 451.69 469.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 N/A 3140NHAK4 2053-03-01 6 538.45 550.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8238 N/A 3140NDEL7 2053-05-01 5.5 528.98 529.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7716 N/A 3140NCSE0 2053-02-01 5 1412.69 1374.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7308 N/A 3140NCDN6 2053-06-01 6 520.70 533.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 N/A 3140NAQT3 2053-01-01 6.5 658.96 704.83 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX5535 N/A 3140NAEH2 2053-01-01 7.5 139.26 154.27 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 565.03 610.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2653 N/A 31425W5P2 2054-12-01 6 512.93 529.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 697.52 700.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 7220.64 7061.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7558 N/A 31426SMG1 2055-07-01 6 631.60 646.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1314 N/A 31426XN87 2055-08-01 5.5 707.14 713.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3069 N/A 3140Y9MT8 2056-07-01 6.5 803.44 843.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 N/A 3140BTCW3 2041-03-01 3.5 1567.41 1479.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBM8104 N/A 3140JDAE2 2049-09-01 3 800.98 702.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5892 N/A 31427TRN8 2055-07-01 6.5 13914680.78 14514037.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 N/A 3140QFB32 2050-10-01 2.5 583782.99 489416.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4495 N/A 31418D7H9 2051-12-01 3.5 445.60 398.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 1287.03 1300.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5061 N/A 3142GVTT8 2055-10-01 4.5 11312167.56 10770608.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5588 N/A 31418FF69 2040-01-01 4 41046.13 39528.99 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 N/A 3140B1GY6 2055-02-01 7 2389.61 2564.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1832 N/A 31427PBA1 2055-07-01 6 1232.31 1255.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7432 N/A 3132DVHH1 2055-01-01 5 2313.01 2263.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1239 N/A 3140Y7LV8 2055-10-01 6 766.20 789.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 5085780.39 4965515.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 605.22 603.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4843 N/A 3140AELZ0 2054-10-01 6.5 1571.16 1638.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0215 N/A 3140Y6GZ7 2055-04-01 5.5 736.52 737.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0789 N/A 31427M2X8 2055-01-01 6 550.79 562.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4412 N/A 31427B3W3 2055-09-01 6.5 585.71 607.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6179 N/A 3140W62M3 2054-11-01 6 793.55 810.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4444 N/A 31427R5E6 2056-02-01 5 724.30 703.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2931 N/A 3140UJHH2 2056-08-01 5.5 799.38 798.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3229 N/A 3140UWST5 2056-09-01 5.5 4125996.51 4138256.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3211 N/A 3140J7R98 2047-12-01 4 173.48 162.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0102 N/A 3133W4DF6 2056-07-01 6 797.82 811.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8713 N/A 31427JVF2 2055-11-01 6.5 833162.49 873419.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3801 N/A 31427RGK0 2055-12-01 5 1556.57 1525.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3899 N/A 3140U7KM3 2056-03-01 5 777.35 756.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLTA3819 N/A 3142JSG58 2055-12-01 3.5 792.01 706.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 744.58 742.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6909 N/A 3142K8VB0 2056-07-01 5.5 797.99 795.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 N/A 31418FYP6 2056-07-01 4.5 797.88 753.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6357 N/A 3140W7B33 2056-08-01 5.5 811.75 816.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4750 N/A 31427SH43 2056-03-01 5 762.24 740.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 810.02 786.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9432 N/A 3138ERPS3 2046-10-01 3 204.04 178.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 PLAR8194 N/A 3138W6C87 2043-02-01 3.5 158.20 145.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 517.57 521.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0101 N/A 3133C0DE9 2053-04-01 6 420.66 430.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1274 N/A 3142GRMY3 2054-04-01 6 48956.88 49800.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5197 N/A 31418EX39 2053-10-01 6.5 564.01 578.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 36874.10 31659.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6302 N/A 3140NBAC5 2053-02-01 5.5 614.02 615.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8186 N/A 3132DWCX9 2051-11-01 3.5 457.11 410.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 4738.76 4457.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 24862.67 22921.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3744 N/A 31418DES7 2049-08-01 3 27992.13 24344.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG9078 N/A 3133CACP3 2053-07-01 5.5 549.19 549.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4834 N/A 31418ELQ1 2037-12-01 4.5 402.27 395.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1918 N/A 3140ABDY8 2054-09-01 5 780.33 757.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1505 N/A 3142GRU73 2054-05-01 5 702.04 685.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD9083 N/A 3140FHCV7 2048-07-01 4 374.53 349.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3LZA3018 N/A 31329LK76 2045-05-01 3 111407.45 98838.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7120 N/A 3140XA4E9 2047-07-01 3.5 349.86 325.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 652.51 620.71 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD8207 N/A 3133B6DL1 2052-03-01 2 608.92 479.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 N/A 3142GRFA3 2054-03-01 5.5 642.93 647.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1000 N/A 3142GRDE7 2054-03-01 5.5 570.87 573.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0918 N/A 3142GRAU4 2054-02-01 5 1032.40 1010.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1780 N/A 3142GR6S4 2054-06-01 6 5178802.94 5361806.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0693 N/A 3142GQXX5 2054-01-01 5.5 543.85 546.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0446 N/A 3142GQP89 2053-11-01 6 774.60 794.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 N/A 3142GQJK9 2053-11-01 6.5 348.30 366.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0113 N/A 3142GQDT6 2053-10-01 6.5 469.32 487.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 9820.51 9867.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 714.94 696.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6313 N/A 31427UAP8 2056-08-01 5.5 844.15 841.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6311 N/A 31427UAM5 2056-08-01 5 1619.55 1574.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6309 N/A 31427UAK9 2056-08-01 5 799.38 778.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6304 N/A 31427UAE3 2053-03-01 3.5 818.57 739.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6139 N/A 31427TZD1 2056-07-01 5 817.39 797.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 672.31 678.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1333 N/A 3142GRPT1 2054-04-01 5.5 1261.23 1268.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3868 N/A 3140J8JN4 2046-09-01 4 163.54 155.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3795 N/A 3140J8GD9 2031-01-01 2 73.72 71.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 2631008.41 2637405.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1376 N/A 3140XGQ69 2051-12-01 3 510.21 441.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1341 N/A 3140XGP37 2052-01-01 3.5 525.82 472.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 N/A 3140XGG45 2052-03-01 3.5 518.40 464.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0522 N/A 3140XFSL6 2052-02-01 2.5 570.71 476.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0037 N/A 3140XFBF7 2051-08-01 3 419.33 367.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9703 N/A 3140XDX92 2051-11-01 3 486.04 419.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM9469 N/A 3140XDQX7 2039-08-01 4 37099.69 35689.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8586 N/A 3140XCRG5 2050-07-01 5 336.18 332.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM8547 N/A 3140XCP93 2034-07-01 4.5 216.10 215.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD4302 N/A 3140B4X88 2055-02-01 5.5 786.08 785.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1914 N/A 3140B2DU5 2055-01-01 7 1209.88 1291.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3869 N/A 3140X7JP5 2035-06-01 3 53474.37 50800.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3901 N/A 3140QPKP1 2052-06-01 3.5 658.89 588.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9741 N/A 3140QVZF4 2055-01-01 6 2123603.78 2167934.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0312 N/A 3138MTK22 2055-05-01 5.5 32613.93 32499.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 719.12 724.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7777 N/A 3140BLUB6 2055-08-01 6 1852601.72 1898657.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8359 N/A 3132D6JC5 2040-01-01 3.5 678.74 640.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1827 N/A 3140W2A50 2055-05-01 5 728.70 709.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3882 N/A 31425YJ40 2055-01-01 6 1159.21 1191.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2412 N/A 3140W2VE8 2052-05-01 2.5 746.65 623.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6897 N/A 3140UNUX3 2056-07-01 5 798.55 777.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5482 N/A 3140W6CU4 2052-07-01 4 815.32 755.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2291 N/A 3142K3RM2 2056-05-01 6.5 797.14 826.81 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9901 N/A 3133WHAA1 2054-07-01 7 646.91 690.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 563.93 561.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4947 N/A 3140XLP93 2053-01-01 4 571456.61 526602.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1962 N/A 3142GSFC7 2054-07-01 5.5 700.45 699.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 637.94 641.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5153 N/A 31426AWP9 2055-02-01 5.5 705.76 708.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 N/A 31427MAV3 2055-01-01 5.5 640.04 637.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 7575840.08 7554554.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7600 N/A 31426DNS7 2055-02-01 5 17215718.26 16810368.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 7582466.25 7784084.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 N/A 3140B6DS1 2055-06-01 6 697.05 715.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1778 N/A 3140ME6Q4 2055-07-01 6 3407399.69 3523121.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 773.73 751.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5790 N/A 31418FNG8 2055-08-01 4.5 758.17 716.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7233 N/A 3140BLBB7 2055-07-01 5.5 767.34 765.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4777 N/A 31427SJX7 2056-04-01 5 784.59 770.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5848 N/A 31427TQA7 2055-08-01 6.5 835.78 875.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5749 N/A 3140BWL71 2055-11-01 5.5 790.42 789.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9456 N/A 3140UDQJ1 2056-06-01 5 3979498.41 3873164.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5770 N/A 3140BWMU9 2055-12-01 5 792.72 773.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3523 N/A 3130G2YV6 2056-08-01 5 799.38 780.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5669 N/A 31427TJP2 2055-10-01 6 841.82 859.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2911 N/A 3140Y9GV0 2056-06-01 5.5 792.74 794.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3049 N/A 3140Y9L77 2056-07-01 5.5 13368478.83 13483051.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4192 N/A 3140W4US4 2052-06-01 2 93397.54 73395.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5298 N/A 31427S3G1 2056-05-01 5 796.80 774.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5815 N/A 3142K7N96 2056-05-01 6.5 1233648.79 1282587.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 N/A 31427TQS8 2056-07-01 5.5 792.44 797.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 N/A 31427RS92 2055-12-01 5.5 1551.00 1545.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7838 N/A 3140UPV82 2056-08-01 5.5 798.79 797.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3894 N/A 31427RKG4 2052-02-01 3.5 10727402.02 9770235.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0879 N/A 3133W46Q0 2056-08-01 5.5 799.38 803.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1506 N/A 3140Y7U89 2055-11-01 5 806.80 786.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7977 N/A 31427H2K7 2055-11-01 5 5782655.01 5620536.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2507 N/A 3140Y8YD2 2046-04-01 5 755.03 745.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9026 N/A 3140UDA41 2056-05-01 5 795.29 774.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3595 N/A 31427A7H4 2055-09-01 6.5 769.42 797.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2498 N/A 31426YX43 2055-09-01 5 772.31 750.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2149 N/A 31426YL79 2055-09-01 5 417793.21 406955.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1880 N/A 31426YCS3 2055-08-01 5.5 789.57 792.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1648 N/A 31426XZN1 2055-08-01 6.5 1129326.14 1179248.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1120 N/A 31426XG69 2055-08-01 6.5 758.08 795.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM8546 N/A 3140XCP85 2034-07-01 4 177.45 174.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8425 N/A 3140XCLF3 2047-07-01 5 319.79 319.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7522 N/A 3140XBLC2 2051-06-01 2 2676751.04 2131107.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFM7360 N/A 3140XBFA3 2041-05-01 2 491.17 426.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 N/A 3140XBD49 2047-07-01 4.5 24956.32 24058.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWBM6665 N/A 3140JBMP8 2032-12-01 2.5 202086.34 192679.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJBM7190 N/A 3140JB7C4 2034-09-01 3.5 382.31 366.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBM5598 N/A 3140JAGG7 2043-02-01 3 118.26 105.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5506 N/A 3140JADL9 2049-02-01 5 429.47 427.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 250.84 217.01 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI3609 N/A 3133WAAJ7 2054-04-01 7.5 634.68 684.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 9741.68 9478.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0748 N/A 3133W4ZM7 2056-08-01 5.5 798.90 799.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 71.78 72.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1920 N/A 3140J6D20 2046-07-01 4.5 61201.27 59327.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 N/A 31418FF28 2055-01-01 4.5 720.98 681.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5554 N/A 31418FE45 2054-12-01 6 521.87 530.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5497 N/A 31418FDB0 2054-10-01 5.5 15395263.49 15363893.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5525 N/A 31418FD79 2034-10-01 4 502.96 488.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 N/A 31418FCF2 2054-09-01 5 688.72 670.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 264421.40 254843.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 5766.25 5195.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3771 N/A 3140QPFM4 2052-06-01 3.5 611.39 546.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 107603.43 96279.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3614 N/A 3140QPAQ0 2052-05-01 4 54504.13 50376.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 614.41 549.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3258 N/A 3140QNTQ5 2052-04-01 3.5 120852.95 108471.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3270 N/A 3140QNT44 2052-03-01 2.5 618.30 508.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 537.35 482.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 2389519.83 1996666.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 N/A 3140QN6W7 2052-05-01 3 617.29 532.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3500 N/A 3140QN3J9 2052-05-01 3.5 557.08 502.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0391 N/A 3140Y6NH9 2055-05-01 5.5 736.06 743.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 1491.52 1498.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 N/A 3140XTBC4 2050-10-01 2.5 651.86 536.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9610 N/A 3140XRVC6 2052-10-01 2 217052.38 171079.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9581 N/A 3140XRUF0 2051-11-01 2 728.04 574.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7577 N/A 3140UPM33 2056-08-01 6 798.53 814.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7304 N/A 3140UPDJ8 2056-08-01 5.5 817.38 818.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8012 N/A 3140UP3W0 2056-07-01 5.5 5290778.43 5309382.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6895 N/A 3140UNUV7 2056-08-01 5 798.71 777.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6576 N/A 3140UNJW8 2056-08-01 6 805.14 822.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6072 N/A 3140UMXA2 2056-07-01 5 796.95 779.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6756 N/A 3138LXQJ1 2042-06-01 3.5 102.94 95.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 4971.38 4437.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6430 N/A 3132DUEB9 2054-05-01 5.5 650.43 655.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5897 N/A 3132DTRS1 2054-07-01 6 21938408.75 22316319.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD5855 N/A 3132DTQG8 2053-08-01 3.5 672.42 600.49 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5127 N/A 3132DSVU3 2054-02-01 7 3611058.94 3830406.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4885 N/A 3132DSNA6 2054-01-01 6.5 422.95 440.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2293 N/A 3140MTRP0 2052-08-01 5 738.50 720.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 N/A 3140MTRE5 2052-08-01 4.5 211848.05 201123.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBW2698 N/A 3140MT7L1 2046-01-01 5 791.67 781.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1290 N/A 3140W1NG4 2052-04-01 2 718.90 567.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 32700.58 31858.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 689.73 691.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1163 N/A 3133KUJG3 2045-01-01 5 699.54 692.31 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC2652 N/A 3140AP5N0 2055-04-01 7 1213126.62 1319476.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 1572.36 1623.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0614 N/A 31427MVG3 2055-03-01 6.5 11203451.98 11780874.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4071 N/A 31425YQZ3 2055-01-01 6 244931.58 252944.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3294 N/A 3142GTUU8 2055-01-01 5.5 673.93 671.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1728 N/A 3133D44M2 2045-02-01 5.5 659.47 668.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 792.13 750.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0708 N/A 3140UTYE8 2056-08-01 5 2416233.53 2362399.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 N/A 3140W4AT4 2053-12-01 3.5 750.02 669.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 N/A 3140U0UB1 2056-01-01 5 3947699.87 3844363.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4638 N/A 3140M6EL3 2054-06-01 5.5 697.82 697.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 N/A 3140GTU57 2047-08-01 4 203.18 191.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5041 N/A 3133KLS65 2051-04-01 2 21545.25 17141.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4676 N/A 3140QQFS9 2052-09-01 4.5 604.52 577.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8570 N/A 3140B9QY8 2055-05-01 5.5 6734886.68 6757774.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0632 N/A 3140W0V28 2055-01-01 5.5 675.07 673.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 14862535.27 14506453.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 730.84 711.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDB8242 N/A 3140AJEQ7 2054-11-01 4 768.11 705.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8105 N/A 3140B9AF6 2055-04-01 5.5 282.68 282.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6302 N/A 3140W7AC4 2056-07-01 5 817.63 799.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1849 N/A 3140Y8BT2 2056-01-01 5.5 772.82 776.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2792 N/A 3130G17E6 2056-07-01 5 799.38 779.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7316 N/A 3140NCDW6 2053-07-01 6.5 162040.22 169090.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS8840 N/A 3140XQZE0 2036-01-01 3 580.49 549.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB2468 N/A 3140ABW68 2054-04-01 6 768746.08 799410.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 24348.95 24741.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0773 N/A 31427M2F7 2054-04-01 5 606.66 593.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4295 N/A 31427BXZ3 2055-08-01 5.5 778.80 782.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 732.91 735.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5650 N/A 31418FH42 2040-03-01 4.5 643.51 633.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3465 N/A 31426MZ70 2055-05-01 5.5 763.16 765.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4262 N/A 31427RWY2 2056-03-01 5 9905830.78 9630792.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3262 N/A 31427QTU6 2054-11-01 5 731.99 714.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5677 N/A 3142GWJX8 2056-01-01 5 832.00 818.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3880 N/A 3140W4J24 2055-12-01 5 792.32 774.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0683 N/A 3133W4XL1 2056-08-01 5.5 799.24 802.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0456 N/A 3133W4QH8 2056-08-01 5.5 799.03 802.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0420 N/A 3133W4PD8 2056-07-01 5 798.59 777.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0840 N/A 3133W44Z2 2056-08-01 5.5 799.38 802.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0830 N/A 3133W44P4 2056-08-01 6.5 799.22 831.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0806 N/A 3133W43P5 2056-08-01 6.5 799.14 831.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5150 N/A 3133LPWK9 2033-05-01 5 310.42 311.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5123 N/A 3131XYVQ9 2047-12-01 3.5 163.00 147.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 N/A 3131XYBU2 2047-10-01 3.5 860564.39 780773.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9319 N/A 3131XRK86 2045-03-01 4 154.64 144.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8383 N/A 3131XQJ49 2044-08-01 3.5 116.41 107.88 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 N/A 3131XHNA0 2041-10-01 4 58.97 56.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 N/A 3131XF5Q9 2038-07-01 5.5 48.96 48.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 N/A 3131XDBZ7 2032-11-01 3 131432.60 125744.85 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 759.28 748.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 N/A 3131WMQD1 2039-02-01 5 50.17 50.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3918 N/A 3130G3G44 2056-09-01 5 799.38 787.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5630 N/A 31426QHG1 2055-06-01 6.5 386.79 404.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 682.61 681.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6188 N/A 31426Q2W2 2055-06-01 6 890.64 909.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5210 N/A 31426PYG4 2055-06-01 5.5 4343.77 4328.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 N/A 31426PLG8 2055-06-01 6.5 686.78 721.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 1252.32 1273.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0167 N/A 3140FXFH0 2057-02-01 3 286.92 244.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 R3BF0013 N/A 3140FXAP7 2040-12-01 5.5 1103064.71 1111013.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD1508 N/A 3140F8VA2 2046-10-01 3 9331.66 8253.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6764 N/A 3140F2QS2 2046-04-01 3.5 83.07 75.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6513 N/A 3140F2GX2 2046-05-01 3.5 75.53 69.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6023 N/A 3140F1VR0 2046-05-01 3.5 90.24 82.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1152 N/A 3140EVH67 2046-06-01 3.5 184.54 168.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAZ9645 N/A 3140E2WF4 2035-09-01 4 1161684.90 1128034.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7377 N/A 3140BYFT6 2055-12-01 5.5 775.77 780.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8082 N/A 3140BY6U3 2055-11-01 6.5 353853.50 368782.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8354 N/A 31426FH83 2055-03-01 5 611.69 594.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8899 N/A 31426F3H8 2055-03-01 5 740.62 720.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7590 N/A 31426DNG3 2055-03-01 5.5 714250.67 718839.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7586 N/A 31426DNC2 2055-02-01 5 742.06 724.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7407 N/A 31426DGR7 2055-03-01 6.5 208.58 217.94 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX7365 N/A 31426DFF4 2055-03-01 7 359305.72 385459.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7324 N/A 31426DD66 2055-02-01 5 691.50 672.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2696 N/A 3140MT7J6 2056-03-01 5 33937.55 32951.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2669 N/A 3140MT6F5 2056-03-01 5 793.48 772.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 647.41 616.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1001 N/A 3140MSDF9 2052-07-01 4.5 746.11 707.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9960 N/A 3140MQB65 2052-06-01 4 41762.50 38757.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 808.51 757.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV7937 N/A 3140MMZB7 2052-08-01 4 90590.40 83453.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7747 N/A 3140MMTD0 2052-04-01 3.5 600.04 538.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV6599 N/A 3140MLKM1 2052-04-01 3 42760.56 36732.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6441 N/A 3140MLEP1 2055-12-01 6 4220346.05 4370020.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 112.51 101.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5633 N/A 3140XMHK5 2053-09-01 5.5 570.37 574.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 513.22 424.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5464 N/A 3140QDCA0 2035-03-01 3 219.48 208.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4112 N/A 31418DSA1 2035-08-01 3 193.79 182.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2000 N/A 3142GSGJ1 2054-07-01 6 774.08 796.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8458 N/A 3140NRMG8 2053-07-01 6.5 457.19 480.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3369 N/A 3132DQW69 2053-05-01 5.5 2567245.05 2566486.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 1155.87 1128.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 713.36 675.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 99199.99 94995.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0661 N/A 3142GQWX6 2054-01-01 6.5 770.56 807.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8429 N/A 3138YNLK1 2045-08-01 3.5 213336.30 193089.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 N/A 3133A7RB7 2050-07-01 3 72740.40 62870.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV6617 N/A 3140MLK74 2052-04-01 3.5 651.66 582.14 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 1242020.05 983837.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 105274.91 95039.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA1039 N/A 3140A1EM5 2053-10-01 5 67590.49 65722.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0245 N/A 3140AMHX2 2054-08-01 6.5 916.17 956.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9845 N/A 3140XD5F9 2036-11-01 2 423.25 385.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6482 N/A 3140QSFY2 2053-06-01 5.5 675.03 681.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4931 N/A 3140QQPR0 2037-10-01 4.5 80851.95 80036.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0187 N/A 3140A9F54 2054-03-01 6.5 44353.22 46402.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9990 N/A 3133WHC35 2054-07-01 6.5 485.89 507.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2477 N/A 3132DPXE3 2053-03-01 5.5 647.46 650.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5768 N/A 3140X9MS1 2044-11-01 4 10294.42 9849.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6288 N/A 31427T7A8 2056-08-01 6 4795498.72 4967522.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6282 N/A 31427T6U5 2056-08-01 5.5 799.38 803.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 N/A 31427T6T8 2056-09-01 5.5 799.38 806.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6209 N/A 31427T3T1 2052-09-01 3.5 2855134.09 2563578.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 756.30 757.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3389 N/A 31427QXT4 2055-09-01 5.5 732.83 735.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6905 N/A 3140BKU77 2055-12-01 5.5 2779381.69 2791928.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7822 N/A 3140UBVQ3 2056-04-01 5 794.62 779.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5303 N/A 3133WP3L7 2041-04-01 5 1311588.77 1321023.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3655 N/A 3140H5BZ3 2048-02-01 3.5 353.84 319.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3840 N/A 3140ADHS3 2054-06-01 6 6255512.41 6387872.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 N/A 3133CTKT5 2054-09-01 5 3605537.49 3535888.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8841 N/A 3140QUZF6 2054-07-01 5.5 557.63 556.19 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6457 N/A 3133A1E65 2050-01-01 3 166737.83 143321.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9219 N/A 3142JYG55 2056-03-01 4.5 794.75 755.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9171 N/A 3142JYFM9 2056-03-01 5.5 794.73 793.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8301 N/A 3142JXGK4 2056-03-01 5 753.30 739.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7820 N/A 3142JWVN3 2056-03-01 5.5 794.83 794.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 N/A 3142JVYE2 2056-03-01 5.5 717.08 717.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5852 N/A 31427TQE9 2056-07-01 5 797.96 782.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5879 N/A 31427TQ90 2055-10-01 6.5 17352755.20 18025255.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 N/A 31427TNC6 2056-07-01 5 816.81 794.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5710 N/A 31427TKY1 2056-03-01 6 2340.97 2394.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5691 N/A 31427TKD7 2056-06-01 6 810.99 829.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5671 N/A 31427TJR8 2056-01-01 6 790.99 806.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5670 N/A 31427TJQ0 2056-06-01 6 11594450.53 11851151.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5613 N/A 31427TGX8 2056-05-01 5.5 763.70 761.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5616 N/A 31427TG26 2056-04-01 5 816.37 795.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 35441836.36 34696376.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5584 N/A 31427TF27 2056-06-01 5.5 792.07 800.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5527 N/A 31427TD94 2056-06-01 5 1612.02 1576.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5437 N/A 31427TBF2 2056-06-01 6 779.05 802.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5436 N/A 31427TBE5 2056-06-01 6 789.50 814.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 799.68 759.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5404 N/A 31427TAE6 2053-02-01 4.5 810.43 769.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2476 N/A 31427PXE9 2053-05-01 4.5 736.30 701.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 706.78 691.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 732.93 755.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2338 N/A 31427PS47 2055-08-01 5.5 1395.93 1391.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2246 N/A 31427PP81 2053-09-01 4.5 771.70 734.22 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ7010 N/A 3133CXYF1 2054-10-01 7.5 787.26 840.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5938 N/A 3133CWS37 2054-10-01 6 457.40 472.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5193 N/A 3133CVXW9 2054-10-01 5.5 1289.74 1292.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4685 N/A 3133CVF25 2054-09-01 6.5 611.45 635.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7982 N/A 31426D2Q4 2055-03-01 5.5 24647.81 24564.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6633 N/A 31426CLP7 2055-02-01 5.5 1234.23 1237.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 824379.27 849919.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6163 N/A 31426BZ58 2055-01-01 5 1568.70 1526.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2085 N/A 3140W2J77 2052-11-01 4.5 705.14 671.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1943 N/A 3140W2ER8 2055-05-01 5.5 707.00 710.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1938 N/A 3140W2EL1 2053-07-01 4.5 702.48 666.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2630 N/A 3140W24Q1 2055-08-01 5.5 766.71 768.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2579 N/A 3140W22M2 2055-08-01 6 4626377.46 4728185.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1596 N/A 3140W1X24 2055-05-01 5.5 647.54 650.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1457 N/A 3140W1TP8 2055-03-01 5.5 757.32 755.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1378 N/A 3140W1Q89 2055-03-01 4 712.30 656.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0994 N/A 3140W1C84 2054-08-01 6 56593620.27 57691310.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0908 N/A 3140W1AJ2 2054-12-01 5.5 737.75 740.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 N/A 3140W1AG8 2054-12-01 5 1500.02 1457.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1766 N/A 3140W16C2 2055-02-01 5.5 727.56 731.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1753 N/A 3140W15P4 2054-09-01 5.5 308040.01 306962.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0724 N/A 3140W0YW9 2054-07-01 6.5 623.52 656.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0721 N/A 3140W0YT6 2042-01-01 2 701.71 605.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 767.76 767.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4033 N/A 3140UKPT4 2056-06-01 5 808.15 803.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9160 N/A 3140UDFA2 2056-05-01 5 797.04 779.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6225 N/A 3140UM4K2 2056-07-01 5.5 798.68 797.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1682 N/A 3142K22Q2 2056-05-01 5 796.68 777.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3415 N/A 31427QYM8 2055-09-01 5 778.12 755.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4092 N/A 3140UKRN5 2056-08-01 5 797.25 776.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5103 N/A 31427SU55 2054-11-01 5 791.49 773.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5988 N/A 31418FUN5 2056-01-01 6 706.93 711.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4384 N/A 31427R2S8 2052-03-01 3 16656646.24 14523462.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI2980 N/A 3140UWJ24 2056-06-01 4.5 689075.13 656787.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6292 N/A 31427T7E0 2055-12-01 5.5 799.38 802.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5950 N/A 3140W6TG7 2052-04-01 3 3185.66 2769.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8374 N/A 31427JJU3 2055-10-01 6.5 792.61 829.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6091 N/A 31418FXV4 2046-06-01 5 785.53 768.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4307 N/A 3140U7YD8 2056-04-01 5 796.22 778.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1753 N/A 3140UU5P2 2056-08-01 6 799.38 834.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4256 N/A 3140UKWS8 2056-07-01 5 798.48 779.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBH8915 N/A 3140GX3Z2 2056-09-01 6 805.78 822.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW4580 N/A 3140MWCS3 2056-08-01 5.5 799.38 807.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0541 N/A 3140UFS70 2056-06-01 5 3064562.18 2983834.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5253 N/A 31427SZT8 2056-05-01 5 791.57 772.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5185 N/A 31427SXP8 2055-11-01 5.5 799.46 800.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4997 N/A 31427SRT7 2054-11-01 5.5 768.25 771.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4995 N/A 31427SRR1 2052-11-01 5 2485787.37 2447202.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4989 N/A 31427SRK6 2055-10-01 5.5 647.41 648.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 780.85 649.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4978 N/A 31427SQ84 2056-05-01 5 536963.38 522930.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4920 N/A 31427SPE2 2056-04-01 5.5 4130.55 4138.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4884 N/A 31427SNA2 2054-06-01 6 746.53 773.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4912 N/A 31427SN61 2052-08-01 3 11900528.15 10316068.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4878 N/A 31427SM47 2054-06-01 6.5 91405.26 96208.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4815 N/A 31427SK56 2056-04-01 5 797.64 778.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4698 N/A 31427SGG7 2056-02-01 5 812.65 789.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5326 N/A 31427S4L9 2056-05-01 5 782.69 759.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5288 N/A 31427S2W7 2054-06-01 5.5 2276.14 2268.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6012 N/A 3142JUVE7 2056-01-01 5 794.53 771.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1082 N/A 31427NFY0 2054-10-01 6.5 672.49 702.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1035 N/A 31427NEH8 2054-07-01 4 72208.55 66371.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1786 N/A 31427N6Y0 2055-01-01 5 757.38 739.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1732 N/A 31427N4S5 2052-02-01 2 733.19 589.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 603.85 612.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS9183 N/A 3140XRFZ3 2054-06-01 6.5 507.50 530.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8852 N/A 3140XQZS9 2052-04-01 2.5 692.02 568.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 685.30 565.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8510 N/A 3140XQN45 2052-10-01 2 698.16 548.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3916 N/A 3140BUK68 2055-11-01 5.5 760.02 766.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 N/A 3140BTZK4 2055-10-01 6.5 793.54 830.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 N/A 3140BSUS4 2055-11-01 5 791.24 774.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2155 N/A 3140BSMD6 2055-10-01 5.5 770.41 776.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2066 N/A 3140BSJL2 2055-10-01 6 791.58 825.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0548 N/A 3140BQTE1 2056-03-01 5.5 754.67 760.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0517 N/A 3140BQSF9 2055-12-01 5.5 681.81 679.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7077 N/A 3132A72J9 2029-12-01 3 42.94 42.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 N/A 3132A5JR7 2048-06-01 4 61.60 57.44 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4688 N/A 3132A5F59 2046-11-01 3 139.00 122.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4633 N/A 3132A5EE1 2045-10-01 3.5 70313.71 64239.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 2052.07 2127.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 741.88 739.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0510 N/A 31426WR85 2055-08-01 5.5 5298746.32 5320075.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0408 N/A 31426WN22 2055-08-01 5.5 656.27 661.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4230 N/A 3133CUVX1 2054-09-01 6.5 463.40 482.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 N/A 3133CU7M2 2054-09-01 5.5 597.52 599.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1727 N/A 3133CR4L4 2054-08-01 5.5 778.89 787.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0341 N/A 3133CQLW3 2054-07-01 7 646.68 694.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1074 N/A 3140AAFQ5 2054-04-01 5 618.45 603.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB0948 N/A 3140AABS5 2054-04-01 5 716.38 699.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0712 N/A 3140A9YJ3 2054-04-01 7 782.68 830.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0455 N/A 3140A9QH6 2054-04-01 6.5 1057051.13 1102157.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0125 N/A 3140A9D72 2054-03-01 5.5 2501745.13 2510239.39 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7399 N/A 3140A8GH9 2054-01-01 7 447412.01 480312.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA6464 N/A 3140A7FE9 2054-02-01 5 640.29 626.37 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6456 N/A 3140A7E67 2054-03-01 7.5 1064766.65 1157360.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA3831 N/A 3140A4HH7 2053-11-01 5.5 37236.16 37411.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 N/A 3140A13H8 2053-10-01 6.5 537.75 561.14 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G67701 G N/A 3132XCRW7 2046-10-01 3 198.64 176.66 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 16085.89 14448.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD4172 N/A 3132E0T51 2047-02-01 4 191749.50 184027.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4027 N/A 3132E0PL0 2053-10-01 6.5 465.74 488.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3839 N/A 3132E0HQ8 2053-09-01 5.5 620.42 621.99 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 129810.25 107222.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 19539300.02 19470977.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 867.74 882.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2617 N/A 3140B24B7 2055-03-01 6.5 351.02 363.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0710 N/A 3140B0YG7 2055-01-01 6.5 1380993.51 1431906.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0401 N/A 3140B0NT1 2055-02-01 5.5 715.35 714.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC9706 N/A 3140AXYC5 2054-12-01 6 902.61 923.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9463 N/A 3140AXQR1 2054-12-01 4.5 217246.72 208213.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC8771 N/A 3140AWW96 2055-01-01 5 721.49 710.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1669 N/A 31425V2B8 2054-12-01 5 643.33 626.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0055 N/A 31425UBZ7 2054-11-01 6 519371.32 536146.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8359 N/A 31419KJD8 2040-11-01 4 2701908.81 2589464.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE0951 N/A 31419BBV6 2041-02-01 4.5 98503.70 96076.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3061 N/A 3140N7MK3 2052-11-01 5.5 698.38 700.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0903 N/A 3140N5AD6 2052-10-01 5.5 594.78 605.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9514 N/A 3140N2SC6 2052-09-01 5 483.37 477.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9898 N/A 3140N27L9 2052-10-01 4.5 653.42 622.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW8287 N/A 3140N1F57 2052-09-01 6 364.88 374.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO4095 N/A 3138LURR8 2042-05-01 3.5 9592.60 8946.79 Agency Mortgage-Backed Securities FNMA FNMS 03.420 MTAN0245 N/A 3138LCHX6 2035-11-01 3.42 465.02 439.09 Agency Mortgage-Backed Securities FNMA FNMS 06.250 CLAL9719 N/A 3138ERYR5 2032-10-01 6.25 49556.51 50579.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2513 N/A 3140Y8YK6 2046-04-01 5 788.48 778.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3861 N/A 3130G3FB9 2056-08-01 5.5 799.38 798.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4046 N/A 3130G3L48 2056-09-01 6.5 799.38 831.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6001 N/A 3142GWU31 2056-03-01 5 1001.90 978.60 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 N/A 3142K55C3 2056-05-01 7 797.66 845.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 805.18 806.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6084 N/A 31418FXN2 2041-06-01 3.5 790.49 745.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6414 N/A 3140UADU6 2056-03-01 5.5 795.34 796.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 N/A 3133WPQJ7 2041-02-01 4.5 741.05 729.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0828 N/A 3140UF4N1 2056-06-01 5.5 797.71 802.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 N/A 3140U0B22 2056-01-01 6.5 619.58 648.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1545 N/A 3140U4WF2 2056-02-01 5 794.14 772.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5397 N/A 31427S7K8 2052-12-01 4.5 780.94 746.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3856 N/A 3140UKJA2 2056-07-01 5.5 1327421.32 1334048.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3188 N/A 3140Y9RJ5 2056-08-01 5.5 798.35 797.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 11033763.02 11386060.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5599 N/A 31427TGH3 2056-06-01 5 852.17 828.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 N/A 31427SAV0 2053-10-01 6 1435.18 1476.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5800 N/A 3142GWNS4 2056-01-01 5.5 761.30 761.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6096 N/A 3140U9X29 2056-04-01 5 776.73 754.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5754 N/A 3140BWMC9 2055-11-01 6 793.45 812.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0782 N/A 3140U32Q3 2056-01-01 6.5 706.27 735.65 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL3813 N/A 31427RGX2 2053-10-01 2.5 759.72 627.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0190 N/A 3140UTF82 2056-08-01 5.5 1616081.50 1622038.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6308 N/A 3140UNAJ6 2056-07-01 6 2336801.37 2397146.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1905 N/A 3130G1AF9 2056-08-01 5.5 803.38 810.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3778 N/A 3140UKFU2 2056-07-01 5.5 803.99 803.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2744 N/A 3140MUBN9 2056-01-01 5 796.16 775.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2401 N/A 3140BSU39 2055-11-01 5.5 759.32 760.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1815 N/A 3130G03Z5 2056-07-01 5.5 799.38 800.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4708 N/A 3140W5GS7 2051-04-01 3 802.50 691.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5140 N/A 3142JTWA7 2056-02-01 5.5 783.75 785.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4042 N/A 3142JSP41 2056-01-01 5 745.52 724.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2196 N/A 3142JQNN5 2055-12-01 5.5 792.93 792.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5130 N/A 3133LPVX2 2032-12-01 5 211.04 212.10 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2053 N/A 3133L8H65 2036-05-01 2.5 417.52 387.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3244 N/A 3140AQTA0 2054-09-01 5.5 557.33 558.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2953 N/A 3140AQH70 2054-09-01 5.5 703.97 703.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2730 N/A 3140AQA85 2055-01-01 5.5 574.99 572.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC2540 N/A 3140APZE7 2054-09-01 6.5 712.89 750.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 771.28 773.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9401 N/A 31426UNT7 2055-08-01 6.5 790.18 828.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 N/A 31426UNA8 2055-08-01 5.5 2156.89 2150.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9834 N/A 31426U4U5 2055-08-01 6.5 701.24 733.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8575 N/A 31426TQ59 2055-07-01 6.5 479.64 502.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7852 N/A 31426SWN5 2055-06-01 5.5 22523.77 22489.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6313 N/A 3140MLAP5 2055-09-01 5.5 687.63 685.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5950 N/A 3140MKTG7 2055-08-01 6 705.08 722.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1703 N/A 3140ME3M6 2055-05-01 6 155645.37 161164.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5130 N/A 3133WPVX0 2041-03-01 3.5 698581.94 659195.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4614 N/A 3140ULDU2 2056-07-01 6 798.01 815.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4557 N/A 3140ULB34 2056-05-01 6 1982717.05 2017000.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4332 N/A 3140UKY64 2056-07-01 6 1597.44 1625.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4123 N/A 3140UKSM6 2056-04-01 5 797.77 774.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4094 N/A 3140UKRQ8 2056-08-01 5 799.91 780.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4089 N/A 3140UKRK1 2056-08-01 5 798.88 777.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4068 N/A 3140UKQW6 2056-07-01 6 803.51 833.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 707.55 671.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8639 N/A 3140QUS56 2054-06-01 5.5 690.35 692.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 500.75 527.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 925466.85 925738.31 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8368 N/A 3140QUJN7 2054-04-01 7 409.53 431.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8362 N/A 3140QUJG2 2054-04-01 6.5 479.19 500.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 42638.47 42611.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8314 N/A 3140QUGY6 2054-04-01 5 703.99 687.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 304184.55 307154.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8119 N/A 3140QUAV8 2054-03-01 5 12124720.75 11844356.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 7646413.87 7044643.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 212070.58 207188.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 607.41 576.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 628.74 579.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 655432.87 606674.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0184 N/A 3140M1F25 2051-10-01 2 153401.24 121118.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8300 N/A 3140QUGJ9 2054-04-01 6.5 580.97 612.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8026 N/A 3140QT4L0 2054-02-01 6.5 349.82 362.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1807 N/A 3132DPAG3 2052-07-01 4.5 884177.08 843947.02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1362 N/A 31329JQP5 2043-07-01 3.5 89.65 83.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZT2112 N/A 3132AEKZ8 2048-11-01 4 232.95 216.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 715.05 638.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0009 N/A 3142GQAK8 2053-10-01 6.5 543.19 574.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9774 N/A 3138ER2G4 2047-01-01 3.5 234.89 216.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7805 N/A 3138EQU75 2043-08-01 3 178.95 161.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 43817.54 42515.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5151 N/A 3138EMWM9 2044-04-01 4.5 93.09 90.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL4165 N/A 3138ELTX1 2031-01-01 4.5 100147.66 99800.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAL3797 N/A 3138ELGF4 2028-06-01 2.5 87194.87 86099.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3436 N/A 3138EKZA6 2042-10-01 3.5 20309.20 18936.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 N/A 3138EJXR4 2042-06-01 4 7917.44 7586.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8355 N/A 3132D6H86 2039-12-01 3.5 73592.11 69470.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4988 N/A 31426PRJ6 2055-05-01 5.5 1571.92 1566.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 24520.20 24434.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0447 N/A 31427MP96 2054-07-01 6 17401523.97 17735685.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2564 N/A 3140BEZ68 2055-07-01 6.5 792.42 826.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6919 N/A 31426CVM3 2055-02-01 5 2142659.74 2083665.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3982 N/A 3142GUM83 2055-04-01 6 658.70 673.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1474 N/A 31427NT82 2055-05-01 6.5 590.35 614.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC5565 N/A 3140ATFF8 2054-10-01 6 502.22 512.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2813 N/A 3140MUDT4 2056-05-01 5 795.42 773.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9196 N/A 3142KBGE4 2056-07-01 5.5 798.45 799.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 N/A 3140UFLU6 2056-07-01 5 736.44 718.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 N/A 3142GXWK9 2056-06-01 5 801.94 780.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3919 N/A 3140BUK92 2055-12-01 5.5 722.12 725.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8376 N/A 3140U0JW8 2056-02-01 6.5 684.76 718.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5498 N/A 3140W6DC3 2054-08-01 6.5 743.44 785.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0945 N/A 3132DNBN2 2052-04-01 3.5 546.62 488.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4053 N/A 3132E0QE5 2053-10-01 6 493.65 504.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4933 N/A 31418EPT1 2053-02-01 3.5 407561.57 364077.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 52.36 51.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0541 N/A 31425US71 2054-11-01 5 659.22 640.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2368 N/A 3140B2T20 2055-03-01 6.5 594.45 621.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 1565.19 1572.73 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4817 N/A 3140BHK75 2055-07-01 7 1582.06 1677.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6222 N/A 31426Q4G5 2055-06-01 6.5 450948.52 471903.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1086 N/A 31427NF46 2054-06-01 6.5 565.06 591.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 517.75 509.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4501 N/A 31418EAB6 2041-12-01 2 532.99 457.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5799 N/A 31418FNR4 2040-08-01 4.5 683.96 673.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 N/A 3140W0NE1 2053-03-01 4.5 689.98 656.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8501 N/A 3140AWNT2 2054-12-01 5.5 113126.25 112793.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 N/A 3140W2F89 2055-04-01 6 666.01 683.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2530 N/A 3140APY40 2054-09-01 6 603.96 624.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2029 N/A 3140APHF4 2054-09-01 6 749.71 769.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1658 N/A 3140ANZY8 2054-09-01 6.5 338.21 354.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1613 N/A 3140ANYK9 2054-10-01 5.5 2459697.19 2451708.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 N/A 3140ANKY4 2054-11-01 5.5 781.86 782.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0229 N/A 3140AMHF1 2054-08-01 5.5 658.65 664.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0118 N/A 3140AMDY4 2054-09-01 5.5 635294.46 643554.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9816 N/A 3140AK4A0 2054-09-01 6.5 203.94 212.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8290 N/A 3140AJF86 2054-12-01 5 13082.14 12708.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8949 N/A 3140AJ5K0 2054-07-01 7 504364.42 538929.18 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7921 N/A 3140AHYT3 2054-08-01 7 430742.33 464012.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7933 N/A 3140AHY71 2054-08-01 5.5 591.57 597.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6912 N/A 3140AGVE1 2054-07-01 5.5 578.81 584.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 619806.66 604398.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4965 N/A 3133BEQS5 2052-06-01 5 605.88 596.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE4044 N/A 3133BDP58 2052-06-01 2.5 675.37 557.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD5254 N/A 3133B2ZT9 2052-01-01 2.5 570.27 471.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2129 N/A 3133AYLJ7 2051-11-01 2 614.31 484.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFM7030 N/A 3140XAY48 2039-11-01 3.5 344.56 326.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5783 N/A 3140X9M93 2038-06-01 3 255.08 239.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6838 N/A 3140BXS49 2055-12-01 6 3122796.82 3200679.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6448 N/A 3140BXEW2 2056-01-01 5.5 732.36 737.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6156 N/A 3140BWZW1 2056-02-01 6 681.30 694.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5946 N/A 3140BWTC2 2055-12-01 5.5 779.99 784.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5866 N/A 3140BWQU5 2055-12-01 5 789.07 771.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5220 N/A 3140BVYS3 2056-01-01 4.5 2893962.95 2736522.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5036 N/A 3140BVS27 2055-11-01 6.5 471081.13 493052.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 405.86 369.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7323 N/A 3140QFD55 2050-10-01 2 482.20 389.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 468.86 373.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8021 N/A 3140QF4F3 2050-12-01 2.5 457.17 381.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6729 N/A 3140QEPP1 2050-08-01 3 92692943.66 81601120.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6740 N/A 3140QEP22 2050-08-01 3 318294.36 274570.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 360.45 316.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6422 N/A 3140QED41 2050-07-01 3 255.05 220.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 N/A 3140QBUG1 2049-09-01 4.5 6412.89 6158.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 98502.04 88294.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 N/A 3140QBBB3 2049-06-01 3.5 210.81 192.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA3022 N/A 3140QALC2 2034-01-01 3.5 137.92 133.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWCA2522 N/A 3140Q9YU1 2033-09-01 3.5 337316.45 326353.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4601 N/A 3133WBDE3 2054-05-01 5.5 567.64 565.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9007 N/A 3140QVAH7 2054-08-01 6 628.33 645.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8188 N/A 3132D6CZ1 2037-11-01 3.5 82278.59 77700.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX7296 N/A 3138Y9DA3 2044-12-01 4.5 106286.87 101445.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5140 N/A 31418EWA4 2053-09-01 6.5 358.95 372.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3127 N/A 31418CPM0 2037-09-01 3 111.28 103.66 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0447 N/A 3133CQP82 2054-07-01 7 347.84 367.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4638 N/A 3140X8EL7 2050-10-01 2.5 5609.54 4638.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 685.39 666.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 620.77 560.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3788 N/A 3140J8F65 2048-03-01 3.5 205.29 187.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZS9221 N/A 3132AAG65 2036-09-01 3 188.45 175.42 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 131895.87 119003.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP7574 N/A 3140KFMY8 2035-11-01 2 339.23 308.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7656 N/A 3140N0QJ7 2052-08-01 5 755.97 747.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 N/A 3133WEMN7 2054-06-01 6 56859.14 58118.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 438657.69 438619.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 21959.03 20989.55 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1728 N/A 31427N4N6 2052-03-01 2 1435.88 1148.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1679 N/A 31427N2M0 2054-11-01 5.5 684.98 689.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0660 N/A 31427MWW7 2055-04-01 6 626.63 641.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0599 N/A 31427MUZ2 2055-02-01 6 48821.06 50667.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0565 N/A 31427MTX9 2055-01-01 6 20038027.26 20735230.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0557 N/A 31427MTP6 2055-01-01 6 1961.27 1995.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0539 N/A 31427MS51 2054-04-01 6.5 499.12 521.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4354 N/A 31427RZU7 2052-09-01 3.5 3941691.43 3548246.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4308 N/A 31427RYE4 2056-02-01 5 775.45 756.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 52418195.08 51061018.14 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4252 N/A 31427RWN6 2052-04-01 2.5 2636217.00 2212303.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 49677931.92 49523052.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4106 N/A 31427RR44 2056-01-01 5 777.53 755.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3985 N/A 31427RNB2 2056-01-01 5 767.44 745.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3920 N/A 31427RLA6 2056-01-01 5 745.96 728.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 5778106.60 5643688.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3893 N/A 31427RKF6 2047-02-01 3 1501.36 1352.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7228 N/A 31426SA66 2055-07-01 6.5 1345395.77 1413746.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7040 N/A 31426RZE4 2055-07-01 6.5 599.26 628.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7064 N/A 31426RZ61 2055-06-01 6.5 550.86 573.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1257 N/A 3140J5MF3 2037-04-01 2.5 144.75 132.46 Agency Mortgage-Backed Securities FNMA MNMS 02.940 MTBL5079 N/A 3140HWUD2 2040-02-01 2.94 602.68 533.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 1437.96 1452.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0776 N/A 3140BQ2J9 2055-10-01 5.5 2960257.89 2955039.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1254 N/A 31427NMC0 2055-05-01 6 1328.82 1361.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3961 N/A 31425YMK0 2054-12-01 6 1571.90 1618.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5176 N/A 3140B5XE2 2055-03-01 6.5 673.26 703.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1824 N/A 3140Y8A22 2056-01-01 5 789.02 774.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5498 N/A 31427TDC7 2056-06-01 5.5 25269454.06 25313001.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5928 N/A 3140BWSS8 2055-12-01 5 797.42 777.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0402 N/A 3140UTNU4 2056-08-01 6.5 799.38 850.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5195 N/A 3140MWXZ4 2052-11-01 6.5 484416.98 508878.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2782 N/A 3132DQCT1 2053-04-01 5.5 582.20 584.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF0909 N/A 3133BNAJ2 2052-09-01 6 760.52 780.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6120 N/A 3140QDYS7 2050-05-01 5 145.05 141.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2280 N/A 3133L8Q99 2036-10-01 2 479.73 435.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 134935.17 116615.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0389 N/A 3140Y6NF3 2055-05-01 5.5 729.99 736.19 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE9662 N/A 3140BNWY0 2055-09-01 7.5 793.40 859.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8544 N/A 31426FP68 2055-02-01 6.5 792.69 837.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0508 N/A 31426WR69 2055-08-01 6 5046594.76 5203957.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 1510.02 1523.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 20086012.34 19545330.37 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5270 N/A 3142GV2C4 2055-11-01 7 7597333.20 8119333.30 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5269 N/A 3142GV2B6 2055-11-01 7 685.29 733.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 786.88 770.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 1233.73 1287.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 9157087.46 9675155.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 1565.30 1523.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 741.49 748.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3992 N/A 3142GUNJ8 2055-04-01 5 3073787.43 3005671.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 590.42 601.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3714 N/A 3142GUDU4 2055-03-01 5 751.43 731.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3634 N/A 3142GUBC6 2055-03-01 5.5 17665311.95 17697786.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3660 N/A 3142GUB69 2055-03-01 6.5 9504275.87 9925188.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 723.42 746.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 693.70 709.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3255 N/A 3142GTTM8 2055-01-01 5.5 681.97 684.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 1403.23 1408.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 698.65 701.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 582.54 596.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3071 N/A 3142GTMV5 2054-12-01 5.5 6643280.40 6659086.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 8356.97 8057.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0991 N/A 3140Q8C52 2048-01-01 3.5 171093.70 156546.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 GLCA0840 N/A 3140Q75A1 2047-12-01 3 502.41 437.34 Agency Mortgage-Backed Securities FNMA FNMS 05.560 CA846209 N/A 31408BDN5 2035-09-01 5.56 23103.99 22805.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS4580 N/A 3140XLCS5 2043-02-01 4 533.99 510.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 N/A 3140BGZ48 2055-09-01 5.5 720.26 721.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0582 N/A 3140W0UG8 2046-11-01 3.5 662.52 614.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0500 N/A 3140W0RW7 2055-02-01 5.5 735.94 736.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 12796279.94 12519197.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 N/A 3140U0JQ1 2056-02-01 5.5 792.63 800.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9987 N/A 3140QWCZ3 2055-02-01 6 693.97 715.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9982 N/A 3140QWCU4 2055-02-01 5.5 682.81 683.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 1327.86 1341.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9678 N/A 3140QVXG4 2054-12-01 6 608.46 622.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9644 N/A 3140QVWE0 2054-12-01 5 716.22 702.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9484 N/A 3140QVRE6 2054-11-01 5.5 697.19 699.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9448 N/A 3140QVQA5 2054-11-01 4.5 1372.62 1315.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9434 N/A 3140QVPU2 2054-11-01 5 13580051.55 13286201.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9210 N/A 3140QVGU2 2054-09-01 5.5 627.70 626.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9138 N/A 3140QVEL4 2054-09-01 5.5 4645.91 4684.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 627.15 646.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9072 N/A 3140QVCJ1 2054-08-01 4.5 5603.07 5308.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 7522.21 7810.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9841 N/A 3140QV5B6 2054-12-01 6.5 665.87 696.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 684.79 690.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 686.45 694.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9783 N/A 3140QV2R4 2055-01-01 5 951300.55 925859.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 1421.86 1422.57 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08578 G N/A 3128MJUC2 2044-03-01 4.5 93.92 90.77 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 726.89 717.62 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16557 G N/A 3128MFQJ0 2033-07-01 4 620.58 611.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0655 N/A 3140W0WR2 2055-02-01 4.5 740.30 702.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 N/A 3140Y8WZ5 2056-04-01 5.5 733.36 730.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1260 N/A 3142JPMJ7 2055-12-01 5.5 752.27 753.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0008 N/A 3142JCAJ9 2040-07-01 4.5 647.92 637.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 751.22 748.59 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0100 N/A 3142J6DE0 2056-03-01 4 790.75 726.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 N/A 3142J6AP8 2055-06-01 5.5 648.97 646.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0011 N/A 3142J6AM5 2055-06-01 4.5 679811.29 642365.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0002 N/A 3142J6AC7 2055-03-01 5 741.67 720.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBK2806 N/A 3140HGDL8 2035-07-01 2.5 81332.90 76075.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 RIBJ7340 N/A 3140H9EN9 2033-10-01 3 116.15 111.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 N/A 3140H8EZ4 2038-01-01 4 113777.73 108585.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ4916 N/A 3140H6PA1 2048-03-01 3.5 114.70 103.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3997 N/A 3140H5NP2 2048-02-01 3.5 76.37 69.73 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBJ1428 N/A 3140H2SS8 2053-11-01 7 1385.75 1492.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9365 N/A 3140GYMP1 2047-10-01 3.5 1394613.48 1270921.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBH8880 N/A 3140GX2N0 2056-08-01 5 799.38 779.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 N/A 3140GVMS1 2047-08-01 4 89.53 83.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U6BF0755 N/A 3140FXZV7 2058-01-01 3.5 706.54 630.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I6BF0664 N/A 3140FXW24 2062-06-01 3.5 1313.00 1155.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8083 N/A 3133KP6U7 2052-10-01 5 10357505.82 10203144.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5921 N/A 3133KMSJ5 2051-09-01 2.5 484.37 406.57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 527.01 460.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5285 N/A 3133KL2S5 2051-05-01 2.5 479.63 397.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTCB2563 N/A 3140QMZ56 2042-01-01 2 541127.46 466996.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2164 N/A 3140QMMN1 2051-11-01 3 544.85 475.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1552 N/A 3140QLWN2 2051-09-01 2.5 562.89 464.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1231 N/A 3140QLLM6 2036-07-01 3.5 132524.53 125651.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 526.83 441.81 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB1718 N/A 3140QL4C7 2036-09-01 1.5 492.37 438.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 13302.19 11882.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 49231.33 45417.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 1704.07 1550.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4602 N/A 31418EDG2 2037-05-01 2 485.54 440.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 617.81 510.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4622 N/A 31418ED49 2052-06-01 2 694932.85 546888.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 421.52 394.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 891.70 702.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 N/A 31418EC32 2032-04-01 2 1625527.02 1532736.52 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4515 N/A 31418EAR1 2037-01-01 1.5 475.48 421.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 N/A 3140XLCG1 2047-12-01 5 467.38 466.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4357 N/A 3140XKZX1 2053-04-01 5.5 560.05 560.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4040 N/A 3140XKP20 2053-02-01 5 551.72 538.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3607 N/A 3140XKAH3 2037-02-01 2.5 504.87 466.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4481 N/A 3140XK6T2 2050-11-01 2.5 591.29 495.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3394 N/A 3140XJXY4 2052-10-01 4 4379545.67 4043114.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS3216 N/A 3140XJSE4 2037-10-01 4 434.18 418.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3067 N/A 3140XJMR1 2052-07-01 4 579.35 535.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 497.33 485.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 6120506.33 5990914.81 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 N/A 31418DWW8 2036-02-01 1.5 379.83 338.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4256 N/A 31418DWS7 2051-02-01 2.5 65006.62 53740.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4208 N/A 31418DVA7 2050-12-01 2 494.34 391.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 966.59 766.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8400 N/A 3132DWKM4 2054-02-01 5 655.48 637.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8361 N/A 3132DWJE4 2053-09-01 5 621.61 606.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8343 N/A 3132DWHU0 2053-07-01 6 479.15 488.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8307 N/A 3132DWGQ0 2053-03-01 5 615.72 601.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8296 N/A 3132DWGD9 2053-02-01 3.5 38168.83 34096.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8265 N/A 3132DWFE8 2052-11-01 4 620.58 571.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8232 N/A 3132DWED1 2052-06-01 5 29359.90 28680.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4189 N/A 31426NUP3 2055-06-01 5.5 768.15 770.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 108636.24 105590.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 701.74 718.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 1455.13 1453.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY3925 N/A 31426NLF5 2055-05-01 6 726.01 740.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4413 N/A 31426N3X6 2055-05-01 6 487.65 497.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY1619 N/A 31426KYR1 2055-05-01 4.5 761.05 730.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1489 N/A 31426KUP9 2055-04-01 6 681.45 704.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1474 N/A 31426KT89 2055-04-01 6.5 958699.27 1016381.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0957 N/A 31426KB39 2055-04-01 6.5 392.46 409.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY0652 N/A 31426JWN5 2055-03-01 6 783.46 809.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 597.78 625.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0508 N/A 31426JR68 2055-04-01 6.5 1690018.60 1770339.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0356 N/A 31426JME6 2055-04-01 6.5 1219390.07 1281193.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4299 N/A 3140W4X51 2055-10-01 6 749.49 762.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4144 N/A 3140W4TA5 2055-01-01 5.5 730.19 727.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4128 N/A 3140W4SS7 2055-12-01 4.5 806.73 767.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 892.35 896.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5467 N/A 31418FCD7 2054-09-01 4 1419.23 1304.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL2593 N/A 3138EJ3B2 2040-05-01 6.5 24.97 26.45 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC8683 N/A 3140AWUH0 2054-10-01 7 784.33 838.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7619 N/A 3140AVPD7 2054-10-01 6 785.01 807.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7616 N/A 3140AVPA3 2054-11-01 6.5 786.17 822.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6958 N/A 3140AUWU3 2054-11-01 7 523.97 555.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC6594 N/A 3140AUKG7 2054-11-01 5.5 625.22 633.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC5463 N/A 3140ATB96 2054-11-01 4.5 700.04 671.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4697 N/A 3140ASGF9 2054-10-01 5 717224.74 698985.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4062 N/A 3140ARQQ6 2054-10-01 4.5 619.17 593.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6880 N/A 3142GXUE5 2056-06-01 4.5 803.86 759.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6877 N/A 3142GXUB1 2056-06-01 4.5 796.98 753.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6668 N/A 3142GXMS3 2056-05-01 6.5 795.03 826.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6362 N/A 3142GXB89 2056-04-01 5 790.54 769.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 1608.00 1641.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6056 N/A 3142GWWS4 2056-02-01 5.5 771.71 774.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 781.30 764.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 N/A 3142GWU56 2056-03-01 5 7923655.82 7710768.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4826 N/A 3142GVLG4 2055-09-01 5.5 739.59 745.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 1562.75 1608.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ4669 N/A 3142GVFK2 2055-08-01 4.5 766.70 728.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 15559780.61 15545050.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 563831.38 534822.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 1569.09 1485.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5753 N/A 3142GWMB2 2056-01-01 6.5 1552.24 1635.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5717 N/A 3142GWK73 2056-02-01 5 34304723.23 33708701.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5601 N/A 3142GWGK9 2055-12-01 4.5 797.86 756.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 779.70 763.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5200 N/A 3142GVX63 2055-11-01 6 1463.96 1506.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 458.37 368.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4793 N/A 3140X8KF3 2050-11-01 2 440.99 351.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4765 N/A 3140X8JK4 2050-11-01 2 406.58 327.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM4262 N/A 3140X7WY1 2035-09-01 2 92290.20 84394.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4389 N/A 3140X72X6 2050-09-01 3.5 317.14 285.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3375 N/A 3140X6XD8 2035-02-01 3.5 169.54 164.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3148 N/A 3140X6QA2 2050-02-01 4 564885.67 526051.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3079 N/A 3140X6M57 2043-02-01 4 232.02 222.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3027 N/A 3140X6LH2 2046-12-01 2.5 273.69 230.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2081 N/A 3140X5J38 2049-12-01 3 1244542.03 1089546.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2612 N/A 3140X53W1 2049-05-01 3.5 184.60 166.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 31730.99 29586.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1534 N/A 3140X4V45 2049-09-01 4.5 146.33 140.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1245 N/A 3140X4L38 2033-09-01 4 66.06 65.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4049 N/A 3140UKQB2 2056-07-01 5.5 817.70 819.10 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5138 N/A 3133KYV71 2041-12-01 2 531.75 456.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 3275.57 3290.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1131 N/A 3133KUHG5 2044-11-01 5 820398.34 811928.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9437 N/A 3133KRPW8 2053-07-01 5.5 53292.47 53449.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8329 N/A 3133KQHE9 2052-12-01 5.5 1116.32 1119.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7642 N/A 3133KPP36 2052-08-01 4.5 1187829.76 1131241.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 547.85 537.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2496 N/A 3140XHX28 2052-08-01 4.5 602.28 575.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2022 N/A 3140XHG84 2048-07-01 3.5 515.72 469.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 N/A 3133WP2M6 2041-04-01 3.5 269697.95 254533.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4010 N/A 3133WNN30 2040-08-01 4.5 225886.95 222394.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3023 N/A 3133WMLC4 2040-01-01 4.5 390.56 384.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO1833 N/A 3133WLBA1 2038-12-01 6.5 383.87 402.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6275 N/A 3133C66L8 2053-07-01 6 493.56 506.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 566.52 551.24 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9939 N/A 3140NTBH4 2053-12-01 7 777.05 837.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 35301.52 30298.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3896 N/A 31418DKJ0 2035-01-01 2.5 132.08 123.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7631 N/A 3133C8PQ2 2053-07-01 6 88071.00 89783.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 612.05 525.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM1008 N/A 3140J5DN6 2032-03-01 3 112.26 108.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4384 N/A 31418D2S0 2036-07-01 2.5 385.24 356.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8091 N/A 3140AH7D8 2054-09-01 5.5 449218.80 454125.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 600.75 536.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4399 N/A 31418D3H3 2051-08-01 2.5 1040.29 860.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8657 N/A 3140QUTP1 2054-06-01 4.5 754.24 712.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 577.77 520.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0241 N/A 3140FXHT2 2052-05-01 3.5 294.24 267.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3485 N/A 3140QN2T8 2052-05-01 3.5 654.63 584.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7446 N/A 3140QTHY8 2053-11-01 6.5 470.10 493.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 636.59 620.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX5233 N/A 3138Y6Y73 2044-11-01 4.5 80283.21 77009.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 29174103.56 28626700.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6787 N/A 3140XNRH9 2054-01-01 6 586.04 603.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBT6626 N/A 3140LVLG2 2038-04-01 4.5 324.72 319.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 125.61 117.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1718 N/A 3142GR4C1 2054-06-01 6 5482.87 5591.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CRBM5945 N/A 3140JATB4 2044-07-01 5 3010352.42 2983008.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4870 N/A 3140N9MU7 2053-01-01 6.5 554.99 588.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4045 N/A 3140ARP79 2054-10-01 5.5 5584.69 5603.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3262 N/A 3140AQTU6 2054-09-01 6 599.59 609.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4884 N/A 3132DSM90 2054-02-01 6 652.17 675.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4573 N/A 3132DSCJ9 2053-07-01 5.5 583.82 584.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5285 N/A 3132DS2S0 2053-05-01 4.5 633.29 608.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3386 N/A 3132DQXP6 2053-07-01 5.5 593.69 595.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3336 N/A 3132DQV52 2053-07-01 5 11936978.50 11691514.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3246 N/A 3132DQTB2 2052-08-01 4 613.53 565.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3174 N/A 3132DQQ33 2053-06-01 5.5 557.87 557.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 74.11 66.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 76.73 73.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3429 N/A 31418CY32 2028-07-01 4 24.67 24.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3364 N/A 31418CW26 2033-05-01 3.5 57.86 56.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3332 N/A 31418CV27 2048-04-01 3.5 102.15 92.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 177.51 160.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3114 N/A 31418CN83 2032-08-01 2.5 92.88 88.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 6567.45 6081.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1124 N/A 3140W1HA4 2054-07-01 5.5 2163659.38 2161225.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4284 N/A 31427RXN5 2056-02-01 5.5 791.50 789.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7943 N/A 31427HZH8 2055-11-01 6.5 1171021.86 1254219.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2011 N/A 3140Y8GV2 2056-02-01 5 1595.13 1550.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5909 N/A 31427TR73 2056-07-01 5 793.82 775.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3026 N/A 31418CLG7 2047-06-01 3.5 82.79 75.49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7555 N/A 3132DVMC6 2052-08-01 3 551.56 483.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1100 N/A 3142GRGJ3 2054-03-01 5.5 615.37 615.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 2831236.97 2839992.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5350 N/A 3140X85L7 2050-09-01 4.5 3247035.65 3100461.22 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 473.42 375.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2427 N/A 31426LVV3 2055-05-01 6 699.06 712.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6713 N/A 31426CN75 2055-02-01 5.5 778.99 779.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2924 N/A 3142GTHA7 2054-11-01 6 500.38 510.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3961 N/A 3142GUMK6 2055-04-01 5.5 678.82 688.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 1585.12 1539.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6727 N/A 3140AUPM9 2054-11-01 5 104444.78 101512.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 785.98 786.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3710 N/A 31427RDQ0 2052-11-01 3.5 2217.53 2004.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV6241 N/A 3140MK5B4 2055-10-01 4 1524.77 1402.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2157 N/A 3140UVMF3 2056-08-01 5 799.38 779.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4247 N/A 3140UKWH2 2056-07-01 5 958550.09 935515.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3611 N/A 31427RAM2 2055-12-01 5 784.83 762.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6728 N/A 3140AGPN8 2054-06-01 7.5 486134.53 520273.33 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6727 N/A 3140AGPM0 2054-06-01 7.5 342.75 367.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3988 N/A 3140UKNE9 2056-07-01 5 798.60 778.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3676 N/A 3140UKCN1 2056-06-01 6 3632589.84 3716557.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3154 N/A 3140UJQG4 2056-08-01 5 2549877.05 2491884.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4007 N/A 3140BGNZ2 2055-08-01 6.5 637.94 670.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3211 N/A 3140BFR98 2055-07-01 5.5 725.45 725.76 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3071 N/A 3140BFMV4 2055-07-01 7 1211917.67 1293486.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3566 N/A 3140BF6C4 2055-08-01 6 724.89 741.16 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 N/A 3140BEM96 2055-06-01 7 795433.07 850178.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1603 N/A 3140BDX96 2055-07-01 6.5 616.13 643.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1140 N/A 3140BDHS2 2055-06-01 6 306380.27 315501.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0146 N/A 3140BCEU2 2055-05-01 6.5 240.38 250.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9140 N/A 3140BAEN2 2055-05-01 5.5 276691.13 275724.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9875 N/A 3140BA6M3 2055-09-01 6 648.20 670.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDD9850 N/A 3140BA5L6 2040-11-01 4.5 680.80 668.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8844 N/A 3140B9ZJ1 2055-07-01 6.5 791.48 839.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 N/A 3140B9YR4 2055-06-01 6.5 893077.61 940056.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8577 N/A 3140B9Q77 2055-05-01 5.5 684.20 682.27 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 1293.69 1385.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4136 N/A 3140W4S24 2048-11-01 3.5 773.81 711.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4085 N/A 3140W4RF6 2056-01-01 5 794.28 773.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3795 N/A 3140W4GD3 2055-12-01 6 725.82 753.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 N/A 3140W4FD4 2052-04-01 2.5 775.78 646.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3749 N/A 3140W4EX1 2055-11-01 5.5 757.65 755.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 2527948.93 2589782.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 1533.29 1537.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3394 N/A 3140W3XY0 2051-10-01 2 28719.11 22553.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3324 N/A 3140W3VS5 2055-08-01 6 713.23 728.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2986 N/A 3140W3J83 2055-07-01 4 753.33 693.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2896 N/A 3140W3GE3 2050-03-01 3 5498971.67 4861035.97 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G30670 G N/A 3128CUW77 2033-12-01 4.5 68.64 68.17 Agency Mortgage-Backed Securities FMAC 06.000 FGPC T30440 G N/A 31286DPZ8 2038-02-01 6 58.84 60.76 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 65.15 64.85 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G N/A 31281BN63 2036-09-01 5.5 52.42 53.29 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6009 N/A 31426BVB9 2055-01-01 7 886387.44 944596.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5868 N/A 31426BQW9 2055-02-01 6 603.46 619.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5874 N/A 31426BQ41 2055-02-01 5 1427.39 1386.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5828 N/A 31426BPN0 2055-02-01 5.5 715.05 716.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5605 N/A 31426BGP5 2055-02-01 6.5 520.44 542.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 165880.93 161517.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0584 N/A 3140XFUJ8 2052-02-01 2 1958.28 1554.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 N/A 3131WQZ59 2040-12-01 4 44.87 42.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 320.97 291.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4177 N/A 31418DUB6 2040-11-01 2.5 356.96 319.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 257.21 222.24 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD2991 N/A 3132DQKC9 2051-09-01 2.5 590.04 493.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2919 N/A 3132DQG42 2053-04-01 5.5 580.21 580.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2879 N/A 3132DQFU5 2052-08-01 3 581.65 511.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 491.36 510.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2217 N/A 3132DPPA0 2053-01-01 6 500.36 508.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2117 N/A 3132DPK64 2052-08-01 3.5 567.71 512.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2027 N/A 3132DPHC5 2052-08-01 5 590.26 576.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1999 N/A 3132DPGG7 2052-12-01 5 553.90 541.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1623 N/A 3132DNYU1 2052-09-01 5 554.90 541.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1164 N/A 3132DNJH7 2052-03-01 3.5 618.93 552.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0965 N/A 3132DNCA9 2052-04-01 3.5 523.54 470.01 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0695 N/A 3132DMXY6 2049-12-01 4 4178742.15 3872328.91 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTSC0360 N/A 3132D9MH4 2041-09-01 2.5 611.16 542.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 3691208.21 3696565.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6028 N/A 31427DVW8 2055-07-01 6 792.37 808.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5629 N/A 31427DHF1 2055-10-01 5.5 695.86 693.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5554 N/A 31427DE49 2055-10-01 5.5 635.33 633.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1237 N/A 31418ALT3 2032-11-01 3 124101.22 119009.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 189.29 175.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 278.08 264.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU9102 N/A 3140MBDG4 2052-01-01 2 581.49 463.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5758 N/A 3140M7MG3 2055-03-01 6 636.89 657.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4929 N/A 3140M6PP2 2054-09-01 6 612.43 632.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 N/A 31418FB48 2054-06-01 3.5 768.44 685.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6179 N/A 31418F2M8 2056-09-01 7 839.35 884.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 130182.57 126715.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 25160.71 25100.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 678.34 642.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 95225.18 87656.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8509 N/A 3140XQN37 2053-03-01 3.5 46325.11 41369.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 655.02 585.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7015 N/A 31426RYM7 2055-07-01 5.5 724.95 726.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6616 N/A 31426RK67 2055-06-01 6.5 3298821.26 3434210.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 792.13 827.15 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQX6192 N/A 31426B3A2 2055-02-01 4 691.84 636.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5154 N/A 31426AWQ7 2055-02-01 5.5 4509562.13 4502046.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4556 N/A 31426AB23 2055-01-01 6.5 694.85 734.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4083 N/A 31425YRD1 2055-01-01 6.5 520.43 544.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3989 N/A 31425YNF0 2055-01-01 5.5 681.75 683.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 749.23 729.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3772 N/A 31425YFN2 2055-01-01 5 3130.95 3043.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX3607 N/A 31425YAH0 2055-01-01 4.5 738.25 709.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3424 N/A 31425XYW3 2055-01-01 6 634.09 648.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2548 N/A 31425WZN4 2055-01-01 5.5 1472.29 1477.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2509 N/A 31425WYF2 2055-01-01 5.5 713.96 716.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 N/A 31425WGD7 2054-12-01 6 634.58 647.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1777 N/A 31425V6P3 2054-12-01 6 782.45 804.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1750 N/A 31425V5L3 2054-12-01 5 710.99 693.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 21916.93 22067.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI4527 N/A 3140UYA52 2056-09-01 5 799.38 779.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI3933 N/A 3140UXLP8 2056-09-01 5 800.18 780.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 706.36 740.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 739.39 741.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 6778512.91 6786059.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5094 N/A 3142GVUU3 2055-10-01 6 1487.66 1533.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5057 N/A 3142GVTP6 2055-10-01 4.5 3423494.39 3274630.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5074 N/A 3142GVT84 2055-10-01 5 16695375.37 16308287.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0223 N/A 31427MG96 2055-02-01 5.5 453227.41 455729.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 622.97 638.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0012 N/A 31427MAN1 2052-07-01 3.5 1421.34 1270.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0894 N/A 31427M7G0 2054-05-01 6 603.90 619.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0876 N/A 31427M6N6 2055-04-01 5.5 716.43 716.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0799 N/A 31427M3H2 2055-03-01 5 1431.71 1390.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9648 N/A 31427KWJ0 2055-12-01 5 739.76 721.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2292 N/A 3140UHRN2 2056-06-01 4.5 797.28 758.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1412 N/A 3140UGSA1 2056-07-01 6.5 798.37 833.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1346 N/A 3140UGP89 2056-06-01 5.5 2379.64 2375.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1713 N/A 3140UG3X8 2056-07-01 5 798.59 783.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0708 N/A 3140UFYE8 2056-06-01 5 850414.82 828659.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0690 N/A 3140UFXU3 2056-06-01 5 1594.61 1553.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0676 N/A 3140UFXE9 2056-06-01 5 797.37 776.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0616 N/A 3140UFVJ0 2056-05-01 5 797.00 777.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0555 N/A 3140UFTM6 2056-06-01 5.5 797.89 796.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH0389 N/A 3140UFNF7 2041-05-01 5.5 436118.15 444736.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8427 N/A 3142KALH3 2056-07-01 5.5 874582.03 882621.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8972 N/A 3142KA6J6 2056-07-01 5.5 798.65 801.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0434 N/A 31427MPU9 2053-11-01 5.5 12849286.89 12889046.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL0443 N/A 31427MP54 2055-01-01 4.5 729.69 693.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0381 N/A 31427MM73 2052-06-01 3 674.33 591.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 N/A 31427MK26 2055-01-01 6 714.85 733.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0284 N/A 31427MJ69 2055-02-01 5.5 56329.51 56183.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0242 N/A 31427MHU8 2054-12-01 5.5 1298.29 1301.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0237 N/A 31427MHP9 2055-01-01 5.5 541396.02 540493.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0230 N/A 31427MHG9 2054-11-01 5 25230472.70 24635403.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 692.73 696.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3831 N/A 31427RHH6 2054-03-01 5.5 277408.73 277370.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3718 N/A 31427RDY3 2053-08-01 4.5 5945043.50 5687498.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3721 N/A 31427RD31 2055-03-01 4.5 755.33 721.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4492 N/A 31427R7E4 2056-03-01 5 21371700.39 20845842.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4466 N/A 31427R6C9 2055-08-01 6 762.44 783.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 770.94 772.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB6984 N/A 3142K8XN2 2056-06-01 4 797.46 732.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2060 N/A 31427PJE5 2055-06-01 5.5 669.01 670.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2038 N/A 31427PHQ0 2054-11-01 5 731.24 711.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 748.97 752.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1858 N/A 31427PB45 2055-01-01 6.5 1199.87 1260.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1821 N/A 31427PAX2 2053-06-01 5 221546.62 216756.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2628 N/A 31427P4N1 2054-09-01 5.5 72927.52 72758.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0494 N/A 3140QKRQ3 2051-05-01 2 538.53 430.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5526 N/A 3140AFD86 2054-07-01 6 678.87 704.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4861 N/A 3140AEMK2 2054-12-01 4.5 778.70 740.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5277 N/A 3140AE2K4 2054-06-01 5.5 597.80 599.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4254 N/A 3140ADWQ0 2054-07-01 6.5 441.92 467.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 N/A 3140ADVA6 2039-06-01 6 407.07 421.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2987 N/A 3140ACJ95 2054-05-01 5.5 2027242.14 2034670.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2142 N/A 3140ABLY9 2054-06-01 6.5 783.08 817.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6514 N/A 31426RGY1 2055-06-01 6 788.27 811.61 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 1365.97 1464.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 721.15 721.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6593 N/A 3140W7KF6 2054-09-01 4.5 818.57 778.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6569 N/A 3140W7JP6 2056-08-01 5.5 818.57 816.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6568 N/A 3140W7JN1 2056-08-01 5 818.57 795.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTFA6562 N/A 3140W7JG6 2046-08-01 5 10929439.07 10761985.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 N/A 3140W6YL0 2054-10-01 6 778.06 791.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6102 N/A 3140W6X80 2056-03-01 6 795.00 813.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6059 N/A 3140W6WV0 2056-06-01 5 816.37 792.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5945 N/A 3140W6TB8 2056-06-01 5 809.86 787.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5970 N/A 3140W6T44 2052-05-01 4 779.97 727.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5478 N/A 3140W6CQ3 2053-07-01 4 1569.21 1448.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5489 N/A 3140W6C34 2052-10-01 4 778.27 724.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 19247780.64 15870359.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA2749 N/A 31418CBT0 2036-09-01 2.5 107.91 99.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3586 N/A 31418C6Y5 2029-02-01 4 34.45 34.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA3524 N/A 31418C4J0 2048-11-01 4 25.97 23.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 N/A 31418BKY1 2034-12-01 3.5 65.21 62.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 30.60 30.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1459 N/A 31418ATR9 2033-06-01 3 8830.91 8445.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1446 N/A 31418ATC2 2033-05-01 3.5 61.05 59.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1290 N/A 31418ANG9 2032-12-01 3.5 57.38 55.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0628 N/A 31419AVW4 2040-11-01 4 145.63 139.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 N/A 31419ACY1 2048-11-01 6 23.14 23.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6150 N/A 31418FZQ3 2041-07-01 3.5 4080961.38 3851744.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6123 N/A 31418FYV3 2041-06-01 3.5 2309036.10 2179343.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6095 N/A 31418FXZ5 2041-05-01 6 723.20 742.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6090 N/A 31418FXU6 2046-06-01 4.5 606684.81 582872.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 1548.70 1543.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 1596.37 1508.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 801.07 777.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CJMA6049 N/A 31418FWK9 2041-03-01 5 768.23 755.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6042 N/A 31418FWC7 2046-04-01 5 1380742.11 1357830.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5980 N/A 31418FUE5 2041-02-01 6 672.01 690.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6005 N/A 31418FU70 2041-03-01 5.5 1532.95 1557.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5948 N/A 31418FTE7 2041-01-01 3.5 7928442.20 7481410.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 N/A 3140QSK83 2053-06-01 5.5 657.76 660.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 1351.70 1291.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6508 N/A 3140QSGS4 2053-06-01 4.5 628.29 599.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 N/A 3140UF3J1 2056-06-01 5 797.79 780.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0789 N/A 3140UF2X1 2056-06-01 5 797.52 780.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9950 N/A 3140UEBU0 2056-05-01 6.5 796.91 828.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9656 N/A 3140UDWS4 2056-05-01 4.5 796.74 754.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA0736 N/A 31417YZA8 2041-05-01 5 40.44 40.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAC5192 N/A 31417QXW9 2039-12-01 4 84.13 79.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9703 N/A 31417GX92 2043-06-01 3.5 107.34 99.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9864 N/A 31417G6A9 2043-07-01 3.5 67182.27 62344.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7302 N/A 31417EDG3 2042-12-01 3.5 150.49 140.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 133.43 124.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 252.62 235.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB3735 N/A 31417AEH8 2041-10-01 3 42.48 39.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB0054 N/A 31416VBY9 2034-12-01 4.5 7.76 7.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995228 N/A 31416BSR0 2038-11-01 6.5 794882.26 842015.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0966174 N/A 31414G2F5 2037-07-01 6 21239.69 21337.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5913 N/A 31418FSB4 2040-12-01 3.5 738.02 696.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2838 N/A 3140W3EL9 2052-09-01 2.5 753.66 620.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 N/A 3140W3D97 2055-09-01 5 761.49 743.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2826 N/A 3140W3D89 2055-07-01 5 761.51 739.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 N/A 3140W3CG2 2055-07-01 6 660.05 671.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2131 N/A 3140W2LM1 2055-06-01 5.5 729.06 727.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4592 N/A 3140BVC65 2055-12-01 6.5 3814973.14 4072509.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4591 N/A 3140BVC57 2055-11-01 6.5 793.50 843.49 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6849 N/A 3133CKTE8 2053-12-01 7 516.87 554.38 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 N/A 3133CJUT6 2053-12-01 7 1053.95 1130.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5190 N/A 3133CHXT7 2053-11-01 6 522.79 538.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2096 N/A 3133CEKH4 2053-10-01 5.5 622.13 630.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7742 N/A 3133C8S71 2053-07-01 6 409.57 419.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6490 N/A 3133C7F77 2053-07-01 5.5 511.18 510.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG4005 N/A 3133C4NW0 2053-06-01 6.5 349427.12 368441.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4011 N/A 3133C4N42 2053-06-01 5 755.37 737.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3783 N/A 3133C4FY5 2053-05-01 5.5 523.67 531.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1307 N/A 3133C1NY2 2053-04-01 6 631.29 658.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF8716 N/A 3133BWVH3 2053-03-01 6.5 507.04 537.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 N/A 3133BWMK6 2053-03-01 5.5 459.81 460.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7192 N/A 3133BU7D3 2053-02-01 5.5 527.82 536.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4033 N/A 3133BRPS7 2052-12-01 6 1037.44 1083.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1155 N/A 3133BNH89 2052-09-01 5.5 726.13 731.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX5302 N/A 3138Y63L6 2042-01-01 4 82.40 78.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW3638 N/A 3138XTBG9 2029-06-01 3.5 30.09 29.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1961 N/A 3140ABFB6 2054-09-01 6 782.81 799.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1816 N/A 3140ABAS4 2054-04-01 6.5 14468.96 15039.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0192 N/A 3140BQGA3 2055-10-01 5.5 790.57 787.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9225 N/A 3140BNHB7 2055-10-01 6 789.13 810.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8823 N/A 3140BMYV6 2055-09-01 6.5 240.18 249.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8808 N/A 3140BMYE4 2055-09-01 6 789.75 810.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8686 N/A 3140BMUL2 2055-09-01 6.5 770532.81 808228.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8580 N/A 3140BMRA0 2055-10-01 5.5 790.14 793.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 N/A 3140BMQ94 2055-10-01 5.5 761.91 767.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 N/A 3140BMP95 2055-09-01 5.5 790.64 793.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8036 N/A 3140BL4W9 2055-09-01 6 671.53 688.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKDE6963 N/A 3140BKWZ3 2056-01-01 6 987.64 1003.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5871 N/A 3140BJQZ3 2055-08-01 6 670.40 685.70 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC5295 N/A 3133AP3C1 2051-08-01 3 1445811.43 1253878.51 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB2339 N/A 3133A8S40 2050-08-01 3 384.51 341.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA8163 N/A 3133A3B80 2050-03-01 4.5 145.59 139.08 Agency Mortgage-Backed Securities FMAC 06.000 FGPC U30599 G N/A 31335YUY0 2037-11-01 6 137.96 142.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1680 N/A 3140QL2N5 2051-09-01 3 508.56 444.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9089 N/A 3133WGC29 2054-06-01 6.5 8997223.92 9396895.61 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 N/A 3133WG5H4 2054-07-01 7 648.11 692.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9800 N/A 3133WG3H6 2054-06-01 5.5 1048735.75 1045561.57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 N/A 3133WFMW4 2054-06-01 7 610.35 654.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI8408 N/A 3133WFKV8 2054-06-01 4.5 679930.15 648544.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8874 N/A 3133WF2F3 2054-07-01 6 556.84 569.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7620 N/A 3133WEPD6 2054-06-01 5.5 151347.31 151238.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8032 N/A 3133WE4R8 2054-06-01 6 677.93 701.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6910 N/A 3133WDVB5 2054-06-01 5.5 1418.30 1414.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6403 N/A 3133WDDG4 2054-06-01 7 640.43 684.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6051 N/A 3133WCWL4 2054-05-01 5.5 578.32 577.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5692 N/A 3133WCKD5 2054-05-01 5.5 733.12 735.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 N/A 3140QUAS5 2054-03-01 4.5 723.92 687.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8987 N/A 3140QU6Z4 2054-08-01 5.5 697.83 700.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8872 N/A 3140QU2E5 2054-07-01 6.5 524.10 544.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 23217476.88 23309890.18 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 N/A 3140QTPT0 2053-12-01 7 547.34 581.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7308 N/A 3140QTDN6 2053-10-01 6.5 1011.04 1068.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7237 N/A 3140QTBF5 2053-10-01 5.5 648.50 649.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7218 N/A 3140QTAU3 2053-10-01 5 125269.64 122227.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6859 N/A 3140QSTR2 2053-08-01 5 1320.25 1291.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 551.14 570.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 86.78 78.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4317 N/A 3140M5YP4 2053-11-01 6 454.53 464.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4214 N/A 3140M5VG7 2053-10-01 6.5 864.35 918.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU2442 N/A 3140M3WC0 2051-10-01 4 1382.12 1280.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 N/A 3140LNJM0 2051-09-01 3 233356.27 205282.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7795 N/A 3140L6UV4 2051-04-01 2.5 569626.65 470813.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ6985 N/A 3140KSXP7 2037-01-01 2 449.00 407.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ6341 N/A 3140KSBK2 2050-11-01 3 271.12 235.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP8565 N/A 3140KGQT3 2050-06-01 4 123.21 114.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7667 N/A 3140KFQV0 2050-12-01 2.5 962.50 795.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP3507 N/A 3140KA3R5 2036-06-01 2 1238490.46 1125061.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN1866 N/A 3140JJCC1 2048-10-01 5 86.87 85.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6302 N/A 3140QSAC5 2053-05-01 4.5 566.15 538.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 457385.82 459206.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 N/A 3140QS3Q2 2053-09-01 5.5 181071.89 181702.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 543.61 551.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 636.89 606.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 538.42 557.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 624.02 627.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6255 N/A 3140QR5R0 2053-05-01 5.5 552.35 559.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 N/A 3140QQVF9 2052-11-01 5.5 541.36 544.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5108 N/A 3140QQVA0 2052-11-01 5.5 142695.75 143997.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 560.10 565.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 361.01 357.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4890 N/A 3140QQNG6 2052-10-01 4.5 487832.89 463651.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4854 N/A 3140QQMC6 2052-10-01 6 637.87 672.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 89484.61 85496.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3046 N/A 3140Y9L44 2056-07-01 5.5 813.97 823.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2998 N/A 3140Y9KL7 2056-07-01 5.5 815.48 820.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2992 N/A 3140Y9KE3 2056-07-01 5 812.45 789.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2987 N/A 3140Y9J96 2056-07-01 4.5 798.11 754.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2912 N/A 3140Y9GW8 2056-06-01 6 797.19 814.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2881 N/A 3140Y9FX7 2056-06-01 5 1570.81 1528.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2872 N/A 3140Y9FN9 2056-06-01 4.5 801.88 758.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 N/A 3140Y9FC3 2056-06-01 6 790.94 813.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2846 N/A 3140Y9EU4 2056-06-01 5.5 807.90 811.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2845 N/A 3140Y9ET7 2056-06-01 5.5 888.25 893.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2840 N/A 3140Y9EN0 2056-06-01 5.5 1845037.89 1866020.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2826 N/A 3140Y9D84 2056-06-01 5 2335613.32 2284735.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCC2505 N/A 3140Y8YB6 2046-04-01 4.5 766.27 736.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW3617 N/A 3138XTAT2 2044-06-01 4 80.69 76.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2869 N/A 3140W3FK0 2055-08-01 6.5 685.11 720.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3353 N/A 3140UWWP8 2056-07-01 5.5 799.38 810.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2981 N/A 3140UWJ32 2056-08-01 5.5 799.38 814.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3528 N/A 3140UW4N4 2056-08-01 6 1651323.17 1707491.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3500 N/A 3140UW3J4 2056-08-01 5.5 799.38 804.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2305 N/A 3140UVR35 2056-08-01 6 8261536.88 8445331.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2197 N/A 3140UVNP0 2056-09-01 5.5 799.38 807.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2188 N/A 3140UVNE5 2056-09-01 5.5 758136.37 763620.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2651 N/A 3140UV5M7 2056-09-01 6 799.38 827.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2575 N/A 3140UV2H1 2056-08-01 5.5 801.78 806.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1403 N/A 3140UURZ6 2056-08-01 5 1629361.68 1590536.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0399 N/A 3140UTNR1 2056-08-01 6.5 799.38 853.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0409 N/A 3140UTN34 2056-08-01 6.5 799.38 856.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0296 N/A 3140UTKJ2 2056-09-01 5.5 932282.31 935197.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0236 N/A 3140UTHN7 2056-08-01 5.5 799.38 802.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0196 N/A 3140UTGE8 2056-08-01 6 3197.54 3278.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0128 N/A 3140UTEA8 2056-08-01 6 799.38 819.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4029 N/A 3140QPPP6 2052-07-01 4.5 23816.75 22685.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 N/A 3132A9UT2 2033-04-01 3.5 67.59 65.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4402 N/A 31427R3L2 2052-08-01 3 771.89 673.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4396 N/A 31427R3E8 2056-03-01 6 753.14 769.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 783.46 763.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4371 N/A 31427R2D1 2054-08-01 5.5 736.67 735.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3455 N/A 31427QZV7 2055-12-01 5.5 784.26 783.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3324 N/A 31427QVS8 2055-09-01 6 706.61 723.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3163 N/A 31427QQR6 2055-10-01 5 3673566.84 3585205.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3067 N/A 31427QMR0 2050-02-01 3 754.41 664.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2864 N/A 31427QFE7 2055-03-01 6 708.43 720.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2886 N/A 31427QF49 2054-01-01 5 725.02 706.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2819 N/A 31427QDZ2 2055-08-01 5 738.17 716.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2782 N/A 31427QCU4 2055-08-01 6.5 639.19 662.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2750 N/A 31427QBU5 2054-11-01 5.5 722.70 720.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3483 N/A 31427Q2R2 2055-09-01 5.5 770.86 768.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9453 N/A 31427KQF5 2055-10-01 5.5 1719783.52 1720628.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8521 N/A 31427JPF9 2055-11-01 6 544.01 562.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8928 N/A 31427J4N5 2055-11-01 5.5 777.51 783.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8927 N/A 31427J4M7 2055-11-01 5.5 1575.54 1583.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7705 N/A 31427HR38 2055-11-01 5 1572.21 1534.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7439 N/A 31427HHR6 2055-11-01 5.5 791.28 794.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 570.50 579.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 679.33 643.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4283 N/A 31418DXM9 2051-03-01 3 393.18 337.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9099 N/A 3133WGDC6 2054-06-01 6.5 57347.25 59671.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 777248.66 814084.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2040 N/A 3140XHHS9 2052-02-01 2 616.87 486.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1440 N/A 3132DNS53 2052-07-01 3.5 620.27 557.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3317 N/A 3131XWVJ9 2047-05-01 4.5 129.94 125.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 593.55 608.01 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8733 N/A 3133CMV27 2054-01-01 7 646.16 688.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2583 N/A 3140XH2R7 2052-08-01 4.5 1334.80 1270.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBW1804 N/A 3140MTAE3 2037-07-01 2.5 234180.85 217580.55 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 338.50 302.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 N/A 3140QR2U6 2053-05-01 5.5 587.19 590.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3052 N/A 3140XJMA8 2052-10-01 5.5 526.92 531.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA6212 N/A 3133KM3V5 2051-10-01 4 369.18 341.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 12276.82 10561.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2914 N/A 3140N7GY0 2052-12-01 5 598.37 582.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRCA4695 N/A 3140QCGD2 2049-03-01 4 388532.51 363737.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0464 N/A 3140A0QS1 2053-10-01 6.5 203831.98 212412.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 593.57 564.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 N/A 3140QTLK3 2053-11-01 7 7858137.38 8418213.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2383 N/A 31329KUG7 2035-06-01 3 82.98 78.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0758 N/A 3133W6ZX8 2054-03-01 6.5 423.70 440.38 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB0622 N/A 3140QKVQ8 2036-05-01 1.5 387.31 346.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3208 N/A 31418CR63 2037-10-01 4.5 620846.48 606093.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0066 N/A 3132ACCB4 2041-05-01 5 138.65 138.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8609 N/A 3140MAR71 2051-12-01 4 2215.96 2075.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 1172.25 1212.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 104704.83 96399.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2861 N/A 3140Y9FB5 2056-06-01 6 788.17 811.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4084 N/A 31427RRE2 2055-09-01 6 795.43 814.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4957 N/A 31427SQK7 2052-12-01 4 1572.36 1456.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4249 N/A 3140U7WK4 2056-04-01 5.5 765.42 768.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5201 N/A 31418EX70 2038-11-01 5.5 20999.85 21356.65 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC5039 N/A 3133APS42 2051-08-01 2 33199.33 26263.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 N/A 3140Y6YP9 2055-07-01 6 19405865.81 20062987.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8847 N/A 3140BMZM5 2055-09-01 6.5 790.17 830.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC6767 N/A 3140AUQV8 2039-12-01 4.5 727.77 716.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5101 N/A 31426AU30 2055-02-01 6 1045.24 1065.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 759.71 792.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 800.75 785.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2118 N/A 3140Y8K88 2056-02-01 5 116976.37 114087.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2012 N/A 3140Y8GW0 2056-01-01 5 798.39 779.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5111 N/A 31418EVD9 2038-08-01 5.5 29816.62 30323.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 14627284.57 14930654.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 655.04 603.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5132 N/A 31418EV23 2053-08-01 6 2370938.12 2389922.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5054 N/A 31418ETL4 2053-06-01 4 3844860.52 3542348.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 652.19 600.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 637.01 605.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 23444.14 23516.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5008 N/A 31418ER69 2053-05-01 4.5 628.60 597.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 110.60 102.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8465 N/A 3138E1MP9 2041-12-01 4 76200.72 73109.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310239 N/A 31374CS49 2044-10-01 3.5 682.15 633.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZ257027 N/A 31371NPL3 2047-11-01 6 16.86 17.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 N/A 31371LZB8 2034-11-01 5.5 23338.59 22990.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 N/A 31371KJN2 2031-12-01 6.5 1.17 1.20 Agency Mortgage-Backed Securities FNMA FNMS 06.640 ML109162 N/A 313637FB1 2028-03-01 6.64 97.74 97.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5791 N/A 3133WQNG4 2041-07-01 5 735.30 735.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3887 N/A 3140U7J94 2056-02-01 5 787.17 767.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4428 N/A 3140U74N9 2056-04-01 5 1067429.12 1041116.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 795.51 775.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3590 N/A 3140U67C2 2056-04-01 5 805.09 781.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3578 N/A 3140U66Q2 2056-02-01 5 1038108.38 1015049.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2451 N/A 3140U5WM4 2056-07-01 5 798.27 782.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2580 N/A 3140U52N5 2056-02-01 6 745.98 758.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1314 N/A 3140U4N88 2056-02-01 5.5 789.68 786.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 N/A 3140U4KB4 2056-02-01 5.5 648.40 653.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1089 N/A 3140U4F79 2056-02-01 6 793.44 817.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9937 N/A 3140U2BF9 2056-01-01 6 221661.68 227035.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9933 N/A 3140U2BB8 2056-01-01 6 794.30 816.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9348 N/A 3140U1L60 2056-01-01 5 792.73 773.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9149 N/A 3140U1EX9 2056-01-01 5.5 792518.32 799659.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 N/A 3140U17B5 2056-01-01 4.5 792.84 750.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8770 N/A 3140U0W86 2056-02-01 5 794.47 773.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8614 N/A 3140U0SC2 2056-01-01 5 734.38 715.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0152 N/A 3138EGE26 2040-06-01 6 11.41 11.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7441 N/A 31427HHT2 2055-11-01 5.5 785.48 789.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 N/A 31427HGQ9 2055-11-01 6.5 793.56 826.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA5896 N/A 31418FRS8 2040-10-01 3 715.20 669.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5883 N/A 31418FRD1 2040-11-01 3.5 307404.99 290180.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 N/A 31418FQK6 2040-10-01 3.5 795563.30 750706.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5849 N/A 31418FQB6 2055-10-01 3.5 56298.70 50248.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5819 N/A 31418FPD3 2055-09-01 4 9477316.43 8705866.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 26108000.22 23982817.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5718 N/A 31418FK89 2035-05-01 6 701.78 722.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 2293379.86 2285360.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 113144.11 109867.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 7413.59 6810.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 739.87 679.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5572 N/A 31418FFN2 2054-11-01 3.5 31375.67 28003.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 778.31 780.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2693 N/A 3140Y87F7 2056-05-01 6 756.26 771.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1384 N/A 3140Y7RE0 2055-11-01 5.5 728.75 726.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1238 N/A 3140Y7LU0 2055-10-01 6 827.52 853.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 2306.35 2303.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 N/A 3140Y74C9 2055-12-01 6 993624.80 1020854.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0719 N/A 3140Y6YR5 2055-07-01 6 706.76 729.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0690 N/A 3140Y6XU9 2055-07-01 5 734.65 717.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0399 N/A 3140Y6NR7 2055-05-01 5.5 701.50 707.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9189 N/A 3140UDF79 2056-05-01 5.5 797.13 805.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 507.51 508.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8278 N/A 3132D6FT2 2039-01-01 5.5 161306.75 163930.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8292 N/A 3132D6F96 2039-04-01 4.5 137887.10 135763.37 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8092 N/A 3132D57D8 2036-03-01 1.5 392.78 349.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8276 N/A 3138WJFS2 2046-11-01 3 11077.30 9736.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8185 N/A 3138WJCX4 2046-10-01 3 143.22 125.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS8980 N/A 3138WJ6S2 2047-03-01 4.5 57845.03 55682.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS8960 N/A 3138WJ5W4 2047-03-01 4 133.91 124.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 N/A 3138WHKK7 2046-07-01 3.5 1739640.06 1585902.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6623 N/A 3138WGLD4 2046-02-01 4 119.55 112.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6520 N/A 3138WGG65 2046-01-01 3.5 5470.55 4997.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 N/A 3138NYWY7 2043-01-01 3 124.74 112.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAR1203 N/A 3138NXKR7 2042-12-01 3 280.97 251.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAQ3614 N/A 3138MKAQ9 2027-11-01 3 45527.96 45128.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9363 N/A 3138MDMM1 2042-09-01 3.5 80858.21 74635.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAP3118 N/A 3138M6PC5 2042-11-01 2.5 183.41 158.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2133 N/A 3138M5LP2 2042-08-01 3.5 81.11 75.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8526 N/A 31426TPL5 2055-07-01 6.5 644.12 677.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1381 N/A 3140B1RB4 2055-01-01 6.5 476.72 497.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2051 N/A 31427PH56 2055-08-01 5 1546.03 1510.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5420 N/A 31427DAW1 2055-10-01 5.5 1092.25 1099.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0244 N/A 3140W0HW8 2054-12-01 5 697.32 680.83 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9824 N/A 31426G4J1 2055-04-01 7 1537980.38 1645597.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5403 N/A 3133L0AC6 2046-05-01 4 792.24 739.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4247 N/A 3140U7WH1 2056-04-01 5.5 1585.35 1583.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5252 N/A 3142JTZS5 2056-02-01 5 791.32 771.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9834 N/A 3142JY4U3 2056-03-01 5.5 795.40 794.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7826 N/A 3140UBVU4 2056-04-01 5 794.94 774.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2246 N/A 3140U5P83 2056-03-01 5 793.65 770.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2284 N/A 3140APRE6 2054-10-01 5.5 623220.17 630318.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 8519.76 7763.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4507 N/A 3131XLAG2 2042-12-01 3.5 85.15 78.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0538 N/A 3132ACS35 2048-03-01 3.5 88317.36 80090.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2961 N/A 3140XJJF1 2052-10-01 5.5 468.70 478.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 N/A 31427PCS1 2053-11-01 6.5 984.24 1022.14 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD5756 N/A 3140B6ME2 2055-07-01 7 784.32 832.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 N/A 31427DPY1 2055-10-01 6.5 792.37 835.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1354 N/A 31427NQG7 2055-04-01 6 614.40 629.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8957 N/A 31426T5T0 2055-07-01 6.5 624.67 654.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 652.05 665.64 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 731447.44 781787.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 10088196.43 10261975.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190445 N/A 31368HP64 2055-03-01 6.5 460589.57 477569.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY6113 N/A 31426QYK3 2055-06-01 5 785.95 766.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 586.80 596.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1851 N/A 3140W2BV2 2054-07-01 5.5 680.81 687.43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1357 N/A 3130G0MF8 2056-08-01 7 799.38 843.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2067 N/A 3142K3JM1 2056-04-01 4.5 795.90 752.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5323 N/A 3140W54H4 2056-05-01 5 810.01 787.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5975 N/A 31418FT98 2041-02-01 3.5 766.26 723.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6187 N/A 31418F2V8 2041-08-01 3.5 799.38 754.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6638 N/A 31427GLU6 2055-11-01 5.5 731.40 728.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8160 N/A 31427JB64 2055-11-01 6 792.54 812.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6191 N/A 3140NA2Z5 2053-02-01 5.5 529.75 532.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4669 N/A 3132DSFJ6 2053-10-01 6 6171359.46 6297687.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0205 N/A 3140NGGP9 2053-05-01 5.5 203951.22 204310.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5813 N/A 3133WCN67 2054-05-01 6 492.91 505.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5767 N/A 3140BWMR6 2055-12-01 5 1584.77 1545.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 784.97 787.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5687 N/A 31427TJ98 2056-05-01 6 794.37 816.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4062 N/A 3142JSQQ1 2055-12-01 5.5 793.89 808.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5278 N/A 3133WP2K0 2041-02-01 3.5 1131618.11 1068418.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE3886 N/A 3140BGJ87 2056-01-01 5 172307.99 167301.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6124 N/A 31427TYW0 2056-07-01 5 816.60 792.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 792.59 774.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2967 N/A 3130G2FH8 2056-09-01 5.5 13134345.68 13139892.75 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4347 N/A 31427RZM5 2050-04-01 3 768.99 669.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 776.38 775.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0382 N/A 3133W4M74 2056-07-01 5.5 1300440.46 1300221.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2248 N/A 3140U5QA7 2056-03-01 5 811.58 798.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4881 N/A 3140BVM72 2055-11-01 6.5 792.25 826.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6822 N/A 3140UNSL2 2056-07-01 5 798.55 777.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5316 N/A 3133WP3Z6 2041-04-01 5 781.74 783.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1622 N/A 3142JPYU9 2055-12-01 4.5 786.60 748.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1987 N/A 3130G1CZ3 2056-08-01 6 805.78 826.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0523 N/A 3140UTSM7 2056-07-01 5 798.58 779.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4405 N/A 31427R3P3 2054-10-01 5.5 725.26 724.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4648 N/A 3140U8EW6 2056-04-01 5.5 1592.55 1592.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0523 N/A 3142JNSM9 2055-12-01 6.5 793.53 843.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3944 N/A 3140U7L26 2056-03-01 5.5 793.67 796.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 N/A 3142GVZM6 2055-11-01 6 738.01 758.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF8898 N/A 3140U03G0 2055-12-01 7 788.91 839.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 N/A 3140QQ4A0 2052-12-01 6 462.75 472.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 157502.14 156595.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4047 N/A 31418DP97 2050-06-01 2 37475.22 29705.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3998 N/A 31418DNQ1 2050-04-01 4.5 25714.26 24473.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 102060.82 87934.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3956 N/A 31418DME9 2035-03-01 3 122.05 115.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3833 N/A 31418DHK1 2049-11-01 2.5 352.18 291.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3775 N/A 31418DFR8 2049-09-01 3.5 90.21 81.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3673 N/A 31418DCK6 2049-05-01 3.5 55528.41 49118.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3652 N/A 31418DBW1 2049-03-01 4.5 47.06 43.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4481 N/A 31418D6T4 2051-10-01 4 28837.14 26678.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 438.51 397.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 174222.27 156659.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4415 N/A 31418D3Z3 2051-09-01 3 435.16 374.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2871 N/A 3140MUFM7 2041-04-01 3.5 786.49 745.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD6725 N/A 3140B7PK3 2055-04-01 5 754.19 742.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7198 N/A 3140B77L1 2055-04-01 5.5 735.72 733.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 4226.12 3631.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 25941709.63 21450897.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 622.62 490.30 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 33651.51 26527.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 608.36 543.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 24272.30 20839.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 485.63 400.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7501 N/A 3132DVKN4 2049-07-01 4 174.98 163.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 687653.41 626002.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 N/A 3132DVEJ0 2043-06-01 3 656.51 597.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU4010 N/A 3138X3N40 2043-08-01 2.5 124306.31 108925.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0907 N/A 3138WAAH0 2028-11-01 3.5 17.63 17.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4926 N/A 3138EMPL9 2044-02-01 4 97.51 93.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1109 N/A 3140QLGT7 2051-07-01 2 542.02 431.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS7804 N/A 3140XPU64 2038-02-01 2.5 497320.98 459901.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 N/A 3140KTT70 2031-03-01 3 292748.44 284862.38 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 625.45 597.02 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05562 G N/A 3128M7QP4 2039-07-01 4.5 281.01 274.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZL0095 N/A 3131XFC81 2035-05-01 3.5 96.82 92.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6076 N/A 3140QRXE8 2053-04-01 5.5 564.74 569.77 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 N/A 3140AGPP3 2054-06-01 7.5 179525.73 191681.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7225 N/A 3140QFA33 2050-10-01 2 480.43 380.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0864 N/A 31417Y6A0 2031-10-01 4.5 32.35 32.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8650 N/A 3138WJTG3 2047-01-01 3 4421.71 3871.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4840 N/A 31418ELW8 2052-12-01 4.5 619.46 588.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 33541.55 28778.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK4520 N/A 3138E9AW0 2042-03-01 4 61.42 58.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3283 N/A 31418CUH5 2033-02-01 3 83.38 79.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2611 N/A 31418B3V6 2031-05-01 2.5 67.78 65.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 82.26 76.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2280 N/A 3140Q9RA3 2048-08-01 4.5 161.31 156.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 1379602.59 1291391.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6153 N/A 3140AFZT6 2054-08-01 6.5 505229.78 531423.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 553.24 438.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7226 N/A 3140QFA41 2050-10-01 2.5 460.65 387.07 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G03358 G N/A 3128M5B33 2037-08-01 5.5 472.09 482.38 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7347 N/A 31427HEV0 2055-11-01 7 669.52 708.76 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7298 N/A 31427HDC3 2055-10-01 7 753.40 801.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 8556.27 8334.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6163 N/A 3140ATZ58 2055-05-01 5 696.10 682.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 738.61 720.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 622.04 619.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 931.90 978.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3254 N/A 3140BFTL9 2055-07-01 6 643.52 657.73 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1915 N/A 3140B2DV3 2055-01-01 7 350.56 373.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4666 N/A 3140BVFG0 2055-10-01 6 762.74 786.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4854 N/A 31427SMC9 2054-04-01 6 1507.80 1538.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9011 N/A 3140UDAM1 2056-05-01 5.5 790.08 790.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5338 N/A 3140UL4Y4 2056-07-01 4.5 802.92 758.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2703 N/A 3140Y9AD6 2056-05-01 6 32173607.24 33038755.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 N/A 3140W5MW1 2056-03-01 5 793.52 773.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2577 N/A 3140U52K1 2056-02-01 6 7198716.52 7418853.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5663 N/A 3132DTJG6 2054-06-01 5.5 641.54 641.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 N/A 3140XGN47 2037-04-01 2.5 557995.25 516454.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 N/A 3140X7FK0 2035-07-01 2.5 305.04 283.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6414 N/A 3140A7DU5 2054-02-01 5.5 283676.21 284349.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQY3684 N/A 31426NCW8 2055-04-01 3.5 66536.12 59385.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2178 N/A 31425WM40 2054-12-01 5.5 522.44 528.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5364 N/A 3133KY5Z8 2045-09-01 5.5 2483.60 2498.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ1949 N/A 31426YEX0 2055-09-01 5 1574.71 1529.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 N/A 31427NS75 2054-01-01 5.5 679.31 681.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0345 N/A 31426WL32 2055-08-01 6.5 791.69 825.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0160 N/A 31426JFA2 2055-04-01 6.5 1824139.91 1902214.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8722 N/A 3142KAVQ2 2056-07-01 5.5 5262263.39 5286082.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 N/A 31427TQG4 2056-07-01 5.5 817.59 815.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5936 N/A 3140UMS26 2056-08-01 5.5 3808306.68 3814934.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7829 N/A 3140AHVX7 2054-08-01 5.5 140847.05 140548.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8841 N/A 3140B9ZF9 2055-08-01 6.5 728.48 766.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0259 N/A 31426WJD3 2055-08-01 6 3434.96 3535.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9790 N/A 3140QV2Y9 2055-01-01 5.5 676.15 684.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0098 N/A 31426JDC0 2055-04-01 5 6311065.42 6141964.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4840 N/A 31426PLW3 2055-06-01 6 5670461.20 5786053.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8007 N/A 31426D3R1 2055-03-01 7 586.26 627.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 651.50 668.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6651 N/A 3140UNL96 2056-08-01 6 7674693.44 7914358.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 N/A 3140UACW3 2056-04-01 5.5 1565974.56 1579345.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2352 N/A 3140UVTJ8 2056-08-01 7 799.38 845.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5300 N/A 3140W53J1 2056-04-01 5 814.82 791.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2869 N/A 3140MUFK1 2041-04-01 3.5 1312230.47 1238246.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2868 N/A 3140MUFJ4 2041-04-01 3.5 1591410.87 1501686.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 N/A 3140MTZS5 2056-01-01 5.5 791.07 790.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2547 N/A 3140MTZM8 2056-02-01 6.5 341.04 355.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4901 N/A 31427CNT6 2055-10-01 6.5 1308947.03 1357203.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4748 N/A 31427CH22 2055-10-01 5.5 2361605.16 2357669.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 1582.24 1538.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4306 N/A 31427BYC3 2055-10-01 5.5 1344762.48 1344549.11 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ3628 N/A 31427BA62 2055-09-01 7 792.25 865.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3412 N/A 31427AYJ0 2055-09-01 6 71807.95 73044.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 1762.74 1725.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 625.43 594.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 329543.11 337096.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 N/A 3140QKGC6 2051-04-01 3 97010.63 84045.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 N/A 3140QGLX3 2051-01-01 2 498.40 400.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 452.83 398.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 524.04 430.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7734 N/A 3140QFSY6 2050-11-01 2.5 196262.86 161833.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8274 N/A 3140XQFQ5 2052-04-01 2 688.77 543.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8199 N/A 3140XQDD6 2054-06-01 6 548.57 558.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7865 N/A 3140XPW39 2054-04-01 6 584.10 597.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 5399.44 4974.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7420 N/A 3140XPG60 2054-01-01 6 674.15 689.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 1226.60 1174.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 523.49 534.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6451 N/A 3140XNEZ3 2053-08-01 5.5 527.20 529.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6456 N/A 3140XNE67 2053-11-01 6 6197.59 6385.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 12701170.65 13268870.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5710 N/A 3140XMKY1 2053-07-01 5 605.32 592.82 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS5598 N/A 3140XMGG5 2037-08-01 1.5 563.20 499.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5520 N/A 3140XMD29 2053-01-01 4.5 13961592.07 13283589.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5490 N/A 3140XMC46 2050-12-01 3 862003.71 751767.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 587.54 536.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 569.20 546.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 542.74 545.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7668 N/A 3131Y2QV3 2048-08-01 4.5 151.37 145.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3846 N/A 3130G3EU8 2056-08-01 5 805.78 785.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3710 N/A 3130G3AL2 2056-08-01 5 3241261.60 3156329.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3304 N/A 3130G2R28 2056-09-01 5.5 63001.90 62781.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3204 N/A 3130G2NW6 2056-08-01 5 799.38 779.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7994 N/A 31427H3C4 2055-11-01 5.5 592.90 596.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 783.69 782.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 643.38 663.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1269 N/A 3142GRMT4 2054-04-01 6 555.60 568.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 13966918.83 14081452.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 713.43 696.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 2045.33 2055.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2923 N/A 3142GTG91 2054-11-01 6 572.54 586.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2702 N/A 3142GTAC0 2054-08-01 6 434.42 441.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3519 N/A 3142GT4D5 2055-02-01 6.5 1047.50 1091.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3502 N/A 3142GT3L8 2055-02-01 5.5 669.76 668.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 713.99 717.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2457 N/A 3142GSWT1 2054-09-01 6 565.39 578.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 494.83 517.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2243 N/A 3142GSP51 2054-08-01 5.5 640.10 640.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2155 N/A 3142GSMD7 2054-10-01 5 720.30 704.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 960.38 1002.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 11352.25 11374.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1860 N/A 3142GSB64 2054-06-01 6.5 1499.74 1560.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 N/A 3142GRVW7 2054-05-01 6 81569.01 82974.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1515 N/A 3142GRVH0 2054-05-01 5.5 585.05 583.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1412 N/A 3142GRSA9 2054-05-01 5.5 675.63 679.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 1178.51 1216.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 1362.77 1358.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1504 N/A 3132CXU59 2038-01-01 2.5 17549.99 16240.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 8206793.17 8335051.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1194 N/A 3132CXKF8 2039-03-01 4.5 2119410.71 2089880.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1003 N/A 3132CXDG4 2037-06-01 2.5 467.93 434.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB0957 N/A 3132CXB27 2034-09-01 4.5 422.56 420.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3VZT2064 N/A 3132AEJH0 2044-07-01 5 217.65 215.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0241 N/A 3132ACHS2 2048-01-01 3 238.10 209.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 N/A 3132AAW67 2046-03-01 3 136393.68 120699.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 72.75 70.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9822 N/A 3132AA4F8 2046-09-01 3 180.75 159.85 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8709 N/A 3132A9VA2 2033-07-01 2.5 87.17 82.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS8882 N/A 3132A92P1 2028-07-01 6 2.17 2.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2963171 N/A 31414DQY5 2038-05-01 4.5 21.45 20.90 Agency Mortgage-Backed Securities FNMA FNMS 05.290 CZ918572 N/A 31411YQZ9 2047-04-01 5.29 180.42 178.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0898057 N/A 31410UWS7 2036-01-01 6 35.27 35.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 317998.45 336101.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3274 N/A 3142JRT80 2056-01-01 5.5 747.40 749.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4064 N/A 3140W4QS9 2056-01-01 5 99993.79 97417.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 219.71 199.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 2840295.00 2276316.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0096 N/A 3142GQDA7 2053-10-01 6 919.72 941.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8604 N/A 3133D0RZ6 2054-11-01 5 732.97 711.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 N/A 3140W3NZ8 2053-12-01 5.5 904.00 906.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1787 N/A 31427N6Z7 2055-06-01 5 733.09 719.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2348 N/A 3140BETE8 2055-06-01 6 1145422.54 1177592.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 724.28 741.54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 N/A 31426WL81 2055-07-01 7 791.19 845.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3076 N/A 3142GTM29 2054-12-01 5.5 35612552.41 35817087.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0209 N/A 31427MGT2 2054-12-01 5 686.74 669.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 28181.80 26778.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1542 N/A 31427NWC9 2055-06-01 5.5 711.28 710.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 4902354.65 4665056.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 766.19 784.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1388 N/A 31427NRJ0 2052-06-01 3 702.60 612.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1319 N/A 31427NPD5 2055-05-01 5.5 1386.32 1389.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1346 N/A 31427NP86 2055-05-01 6 32024.01 33041.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 746.93 748.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1231 N/A 31427NLM9 2055-05-01 5 724.17 707.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 29578110.79 30485951.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1128 N/A 31427NHE2 2055-04-01 5 1521.27 1485.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1093 N/A 31427NGB9 2055-01-01 4.5 705.65 670.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 734.31 733.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6068 N/A 31427TW69 2055-07-01 6 857.22 873.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5894 N/A 31427TRQ1 2056-02-01 6.5 814.07 850.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6848 N/A 3142K8TE7 2056-07-01 5.5 796.85 801.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6684 N/A 3142K8NA1 2056-06-01 5.5 797.39 797.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5542 N/A 3142K7EQ8 2056-06-01 5.5 581.61 585.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4729 N/A 3142K6HF1 2056-06-01 5.5 797.12 802.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4200 N/A 3142K5U27 2056-04-01 5 797.12 778.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3138 N/A 3142K4PY6 2056-05-01 5 795.02 781.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3030 N/A 3142K4LL8 2056-05-01 5.5 734.85 734.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2660 N/A 3142K35W4 2056-04-01 5.5 795.69 793.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1580 N/A 3142K2XJ4 2056-05-01 6 1137385.46 1178872.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1475 N/A 3142K2T91 2056-04-01 5 961326.88 938227.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0864 N/A 3142K16A5 2056-04-01 5 794.14 780.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9195 N/A 3142JYGD8 2056-04-01 4.5 795.14 757.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3165 N/A 3130G2MP2 2056-09-01 5.5 799.38 800.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3004 N/A 3130G2GN4 2056-08-01 5.5 799.38 796.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3003 N/A 3130G2GM6 2056-08-01 5 799.38 781.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2588 N/A 3130G1XS6 2056-08-01 5.5 799.38 803.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC2451 N/A 3130G1TH5 2056-08-01 6.5 799.38 839.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2439 N/A 3130G1S52 2056-07-01 6 799.38 832.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2367 N/A 3130G1QV7 2056-08-01 6 4596849.24 4753206.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2194 N/A 3130G1KG6 2056-08-01 5.5 805.78 806.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2167 N/A 3130G1JM5 2056-08-01 5 799.38 784.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1916 N/A 3130G1AS1 2056-08-01 5.5 799.38 803.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1637 N/A 3130G0V76 2056-08-01 6 799.38 815.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1343 N/A 3130G0LZ5 2056-08-01 6 10647.80 10967.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1161 N/A 3130G0FB5 2056-07-01 6 700.76 712.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1015 N/A 3130G0AR5 2056-08-01 6.5 837.76 879.63 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91819 G N/A 3128P8AU5 2035-04-01 3 77.31 72.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 101.38 96.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0117 N/A 31426JDX4 2055-04-01 5.5 10567.92 10531.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9900 N/A 31426HAA1 2055-04-01 5.5 582.18 581.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9694 N/A 31426GXY6 2055-04-01 5.5 779.99 788.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9618 N/A 31426GVL6 2055-04-01 5.5 603.25 605.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9571 N/A 31426GT54 2055-04-01 6.5 501.01 521.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 745.27 747.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8719 N/A 31426FVM6 2055-03-01 5 2201.65 2146.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5923 N/A 31418FSM0 2035-12-01 5 644.85 644.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5415 N/A 3133L0AQ5 2046-08-01 5 795.86 780.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 43932.05 44636.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO6103 N/A 3133WQX81 2041-08-01 4.5 799.38 785.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4999 N/A 31427SRV2 2055-12-01 5.5 772.34 779.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6089 N/A 31427TXT8 2056-07-01 5.5 1579.77 1578.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3636 N/A 3140BUBE1 2055-11-01 6.5 705.50 733.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0156 N/A 3142J6E66 2056-09-01 6 805.78 819.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9609 N/A 3142JYVB5 2056-04-01 5 709.30 691.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1425 N/A 3133CRSN4 2054-07-01 7 957985.39 1024667.24 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5256 N/A 3133KLZV2 2051-05-01 2 105918.14 83611.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 525.08 543.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0892 N/A 31427M7E5 2055-04-01 5.5 697.91 698.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2155 N/A 31427PMD3 2055-07-01 6 673.64 692.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4964 N/A 31427CQS5 2055-10-01 5.5 8753103.83 8730278.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0524 N/A 31425USN6 2054-12-01 5.5 654.29 656.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6211 N/A 31426B3V6 2055-02-01 6.5 465.85 486.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9698 N/A 3140YXX48 2054-02-01 7 539323.85 576554.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA8158 N/A 3140YWB44 2054-03-01 5.5 591.38 589.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3258 N/A 3140Y9TQ7 2056-08-01 6 812.17 827.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3209 N/A 3140Y9R71 2056-08-01 5 799.38 777.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3072 N/A 3140Y9MW1 2056-07-01 6.5 816.01 860.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 806.49 806.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3037 N/A 3140Y9LT9 2056-07-01 5 1015.77 991.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5184 N/A 3140J9XN6 2033-09-01 4 121.33 119.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4706 N/A 3140J9GQ8 2033-09-01 4 23752.87 23223.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4322 N/A 3140J8YU1 2048-07-01 4 127.15 118.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7356 N/A 3132DVE50 2055-01-01 5.5 611.58 612.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8086 N/A 3132DV6X8 2050-08-01 4 159.70 148.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 1138.84 1028.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 733.95 718.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6621 N/A 3132DULA3 2054-10-01 6 631.39 648.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5069 N/A 3140W5T38 2055-04-01 5.5 770.78 769.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4918 N/A 3140W5PC2 2049-07-01 3.5 959965.96 881859.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4814 N/A 3140W5K45 2056-03-01 5 786.94 768.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4735 N/A 3140W5HM9 2037-04-01 2.5 736.67 682.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4748 N/A 3140W5H23 2055-10-01 5 822.67 798.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4659 N/A 3140W5E91 2056-02-01 5 799.62 779.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4591 N/A 3140W5C51 2056-02-01 5 800.91 781.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4513 N/A 3140W5AP9 2056-02-01 4.5 780.56 740.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9096 N/A 3140UDDA4 2056-05-01 5 797.02 774.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 N/A 3140UD6P9 2056-05-01 5 1589.05 1542.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8998 N/A 3140UC7L9 2056-05-01 5 1135677.52 1111206.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7935 N/A 3140UBY98 2056-05-01 5.5 796.13 799.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 N/A 3140UBTD5 2056-05-01 5 795.98 775.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7315 N/A 3140UBDV2 2056-05-01 5.5 797.21 798.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG6854 N/A 3140UATL9 2056-04-01 6.5 1784198.91 1860308.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6677 N/A 3140UAM36 2056-04-01 5 796.66 779.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 N/A 3140UAKJ3 2056-05-01 5 793.68 779.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0864 N/A 3140UT6A7 2056-07-01 5 798.60 778.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 N/A 3140USCS3 2051-07-01 4.5 798.14 755.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH9725 N/A 3140URYX0 2056-07-01 6.5 799.38 833.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH7645 N/A 3140UPP71 2056-08-01 5 798.68 777.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB7562 N/A 31417EML2 2038-01-01 2.5 87077.96 77324.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 115.44 116.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8445 N/A 3132DWL27 2054-07-01 5 681.08 661.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9563 N/A 3138ERTV2 2046-11-01 3 76274.80 67459.95 Agency Mortgage-Backed Securities USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 13174817.72 13015402.43 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 2349950.95 2349245.97 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 159077.54 160156.27 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 262842138.09 264624509.41 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 29862611.08 29398357.62 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 315507994.71 310052314.49 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 86412437.72 85210440.71 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 460445.54 444816.13 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 319.75 317.16 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 135674274.83 82942721.85 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 1119937.85 798324.74 U.S. Treasuries (including strips) USTR BILL 12/22/26 N/A 912797WG8 2026-12-22 0 159.88 157.97 U.S. Treasuries (including strips) USTR BILL 12/15/26 N/A 912797WF0 2026-12-15 0 79.94 79.05 U.S. Treasuries (including strips) USTR BILL 12/08/26 N/A 912797WE3 2026-12-08 0 2579853.97 2553100.88 U.S. Treasuries (including strips) USTR BILL 12/01/26 N/A 912797VZ7 2026-12-01 0 5671314.09 5617039.62 U.S. Treasuries (including strips) USTR BILL 02/25/27 N/A 912797WC7 2027-02-25 0 393537.05 386036.23 U.S. Treasuries (including strips) USTR BILL 11/24/26 N/A 912797VY0 2026-11-24 0 4057436.49 4021609.33 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 43550633.72 37512764.40 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 2894731.57 2879186.86 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 16647344.49 16561777.14 U.S. Treasuries (including strips) USTR BILL 09/22/26 N/A 912797VD6 2026-09-22 0 1851454.71 1847325.97 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 879003.32 854046.50 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 12950.03 12861.32 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 280504.06 271225.55 U.S. Treasuries (including strips) USTR BILL 02/04/27 N/A 912797VV6 2027-02-04 0 13589538.46 13362864.96 U.S. Treasuries (including strips) USTR BILL 01/28/27 N/A 912797VU8 2027-01-28 0 2909600.12 2863258.93 U.S. Treasuries (including strips) USTR BILL 01/14/27 N/A 912797VT1 2027-01-14 0 916654.34 903491.18 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 15469451.26 15259236.89 U.S. Treasuries (including strips) USTR BILL 08/05/27 N/A 912797VR5 2027-08-05 0 6163974.83 5933688.73 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 82096.80 81293.89 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 10075044.00 10037964.55 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 82016.86 79229.11 U.S. Treasuries (including strips) USTR BILL 11/03/26 N/A 912797VP9 2026-11-03 0 103920.00 103233.09 U.S. Treasuries (including strips) USTR BILL 10/27/26 N/A 912797VN4 2026-10-27 0 474594.65 471794.54 U.S. Treasuries (including strips) USTR BILL 10/13/26 N/A 912797VL8 2026-10-13 0 1634821.48 1627628.26 U.S. Treasuries (including strips) USTR BILL 10/06/26 N/A 912797VK0 2026-10-06 0 790831.20 787928.85 U.S. Treasuries (including strips) USTR BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 8832800.31 8719281.16 U.S. Treasuries (including strips) USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 7072795.20 6993155.52 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 22302.83 21618.36 U.S. Treasuries (including strips) USTR BILL 09/29/26 N/A 912797VE4 2026-09-29 0 2607512.68 2599768.37 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 4049602.52 4043447.13 U.S. Treasuries (including strips) USTR BILL 09/08/26 N/A 912797VB0 2026-09-08 0 19608185.17 19592302.54 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 679237.11 674102.08 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 3932972.31 3825130.21 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 719.45 717.69 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 14777743.75 14752326.03 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 8673962.58 8665201.88 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 86093.72 83993.04 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 55317.42 54157.96 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 11990.77 11771.70 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 9016179.14 8879493.87 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-11 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 2598000000.00 2598000000.00 .0146 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.670%, 9/21/2026 3.670 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 17491150.00 16435898.28 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 12336000.00 11825603.06 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 278050.00 274134.78 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 6925500.00 6877771.26 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 25380450.00 24852578.58 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 669650.00 658167.69 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 7012150.00 6890000.18 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 5928650.00 5879084.88 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 12438000.00 12433962.55 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 25755000.00 25063152.12 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 7651350.00 7623799.94 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 18412400.00 18191195.03 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 10250500.00 10112000.71 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 25000000.00 25194260.93 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 12028000.00 12150613.04 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 132500.00 133022.70 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 24900000.00 25019153.99 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 38850000.00 38257530.75 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 137050.00 137998.30 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 28242900.00 28022593.10 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 2207500.00 2237922.61 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 60066600.00 59845535.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 14945250.00 14809846.04 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 20661950.00 20505269.09 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 10791500.00 11055136.52 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 10000000.00 9993718.64 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 44974300.00 44842076.54 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 7034500.00 7002042.82 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 15695000.00 15768490.85 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 28427200.00 28231548.01 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 8594100.00 8697404.21 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 12516650.00 11937795.96 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 99050550.00 97972243.73 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 2897100.00 2794266.19 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 22687200.00 21412052.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 22943000.00 23106758.78 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 1449150.00 1432156.82 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 5421250.00 5484044.67 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 25000300.00 24792016.77 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 13287300.00 12700481.13 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 25000000.00 24239099.19 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 10005500.00 10271637.87 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 799650.00 803132.19 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 18706550.00 17955091.62 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 25000000.00 24927510.87 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 12045200.00 12016775.29 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 10139000.00 9744487.69 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 25015000.00 25037384.08 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 44330450.00 44086036.96 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 6040300.00 6009132.71 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 25347500.00 24487101.85 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 2716950.00 2753232.67 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 13012500.00 12381681.02 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 16587200.00 16937879.28 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 12500000.00 12818462.71 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 64116000.00 64307086.59 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 7246850.00 6949568.15 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 7380100.00 7156843.31 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-21 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 1000000000.00 1000000000.00 .0056 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.660%, 9/1/2026 3.660 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 644325.00 627133.36 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 72578100.00 71800319.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 3834375.00 3792258.14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 3931725.00 3978985.76 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 1040625.00 1041447.68 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 150.00 152.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 758925.00 759403.71 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 61800.00 60252.32 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 37257750.00 35935270.08 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 45450.00 42067.95 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 525.00 510.07 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 3255900.00 3261691.66 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 37500.00 37110.71 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 27579138.80 24768704.50 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 14283600.00 13373257.27 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 7500.00 7474.97 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 2696100.00 2693781.87 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 45975.00 46029.61 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 6567065.06 5985549.14 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 2984.02 2739.79 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 6734550.00 6458933.12 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 398.32 270.12 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 4371239.08 2976892.92 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 2034360.72 1404169.67 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 1106457.45 877850.98 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 980.90 695.54 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 1049059.61 779927.14 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 72619125.00 62922106.96 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 1107164.93 1044340.39 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 62300586.12 62356861.49 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 22750263.40 23493673.06 U.S. Treasuries (including strips) USTR BILL 12/01/26 N/A 912797VZ7 2026-12-01 0 1480800.00 1466628.74 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 4857750.00 4834578.53 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 N/A 91282CRF0 2036-08-15 4.625 4892475.00 4864093.12 U.S. Treasuries (including strips) USTR TRFR BF 07/31/28 N/A 91282CRD5 2028-07-31 3.8006 150.00 150.45 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 5915925.00 5905349.00 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.8536 18750000.00 18825193.84 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 1882125.00 1899532.34 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 3801075.00 3628544.21 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 1017750.00 974727.14 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.8496 18521400.00 18598206.27 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 6169320.00 5911718.20 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 23925.00 23109.31 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 205650.00 205122.22 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 75288600.00 72264191.47 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 8502600.00 8245386.37 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 78.04 75.38 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 9077250.00 8855761.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 23685000.00 23600422.02 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 7326225.00 7287136.99 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 25164010.80 24856155.53 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 225.00 222.17 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 737475.00 744992.80 U.S. Treasuries (including strips) USTR TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.9106 11325.00 11374.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 955125.00 969756.34 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 14250.00 14410.39 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 750000.00 735936.00 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 15236272.77 15037317.44 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 14200350.00 14317223.51 U.S. Treasuries (including strips) USTR 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 140325.00 136778.12 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 75.00 65.44 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 1256250.00 1228870.28 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 190500.00 187305.07 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 1040700.00 944548.87 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 24350322.87 22797250.67 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 302250.00 279937.26 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 106874042.55 104484219.31 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 55650.00 53192.28 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 475575.00 456668.66 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 4834500.00 4861829.06 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 230250.00 231896.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 2407500.00 2370785.21 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 216559149.11 215246788.94 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 2047275.00 2040226.98 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 637500.00 646461.57 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 17084625.00 16951357.50 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 2751000.00 2798883.04 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 47426250.00 47251705.94 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 212346000.00 216835325.66 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 20113821.38 20230420.55 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 5426775.00 5533227.77 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 5246400.00 5050688.98 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 2286750.00 2274142.16 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 754950.00 759043.87 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 3011100.00 3056336.87 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 68725905.69 69788775.98 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 2563500.00 2610382.64 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 398025.00 406595.20 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 2571000.00 2571861.29 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 77066709.44 73229258.51 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 3064350.00 3066553.67 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 17406975.00 17086946.63 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 10079100.00 9876906.90 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 15924384.03 15467856.26 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 1615875.00 1588536.33 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 43800.00 43120.12 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 111512889.11 109871970.29 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 46883400.00 42448958.07 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 217488.20 158749.60 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 75.00 50.39 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 11679528.97 5763003.46 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 10847774.88 10577748.83 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 28813125.00 28976003.40 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 6363525.00 6288904.33 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 366900.00 355551.25 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 77175.00 78068.93 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 262275056.64 253710478.92 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 11321200.25 10561285.56 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 16330034.82 13703549.83 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 98282100.00 89258393.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 37511400.00 37695931.49 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 1841850.00 1837355.89 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 3883425.00 3851071.30 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 9450.00 9208.55 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 6749817.75 5969596.93 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 3915075.00 3889024.01 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 999675.00 1000304.80 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 4306917.59 4248965.59 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 2400.00 2410.62 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 75.00 72.29 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 130081.96 120996.34 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 29600647.56 29114596.49 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 19250775.00 18500250.40 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 1124250.00 1111148.43 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 22179618.30 22181399.06 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 33756075.00 29450833.27 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 5319075.00 5003387.32 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 4926600.00 4555866.07 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 3750000.00 3565292.93 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 6525000.00 6662740.55 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 21155850.00 21089197.69 U.S. Treasuries (including strips) USTR TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.8486 3486000.00 3498964.55 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 167274890.36 167274579.66 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 336477009.47 328194152.42 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 10768935.90 9894393.13 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 1275.00 1201.09 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 247500.00 214695.89 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 1814475.00 1786222.84 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 809025.00 810513.26 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 15699.83 16583.76 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 31 N/A 91282CQP9 2031-04-15 1.25 23139317.59 22329513.55 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 5350407.57 4729187.67 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 357000.00 362468.80 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 3007500.00 2922110.50 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 531519214.61 526782815.11 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 750.00 716.24 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 137637490.24 137154642.56 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 1872150.00 1912349.85 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 75000.00 74826.62 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 791250.00 779677.36 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 32690456.12 30656025.10 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 109821000.00 111023239.89 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 2479500.00 2397483.10 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 37329900.00 37588197.55 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 99681225.00 99978307.55 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 1803225.00 1803467.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 16664325.00 15980717.44 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 25390125.00 24622043.91 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 73495942.69 69975288.12 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 2714175.00 2677342.76 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 1298700.00 1282920.80 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0371 3750000000.00 3750000000.00 .0210 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.670%, 9/1/2026 3.670 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA9540 M N/A 36179YS54 2054-03-20 5 46100761.49 45104831.39 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 44312983.68 43554064.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9361 M N/A 36179YMJ0 2053-12-20 5 62296036.33 61008730.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7938 M N/A 36179WZB7 2052-03-20 3.5 19715137.59 17704522.15 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 9280496.20 7798784.55 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 178877307.93 144487549.28 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 30771717.73 29481459.61 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 18129498.46 17429699.81 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 13635729.55 11961602.85 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 16004272.80 15334141.89 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 34678920.45 30590899.95 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 24712415.21 22943582.90 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 33967230.20 30640604.23 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 7925872.00 7364350.39 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 33008849.80 28921033.84 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 17128311.50 15892526.66 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 13856510.23 12562889.53 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 28629401.39 25956636.83 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 25774528.48 22834866.19 Agency Mortgage-Backed Securities GNMA GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 19848642.91 17933123.17 Agency Mortgage-Backed Securities GNMA GNII SF MA9962 M N/A 36180AB77 2054-10-20 4 7959744.52 7271730.74 Agency Mortgage-Backed Securities GNMA GNII SF MA9602 M N/A 36179YU36 2054-04-20 4 53224807.91 48671070.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 74666703.90 59103673.94 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 5029255.74 4536648.53 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 48553545.92 40802134.14 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 51653916.55 45219853.06 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 26985039.56 25053540.37 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 4840650.36 4967669.03 Agency Mortgage-Backed Securities GNMA GNII SF MA9666 M N/A 36179YW34 2054-05-20 4.5 31737204.18 29986516.52 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 21318195.63 21437435.39 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M N/A 36179SYS0 2047-03-20 3.5 36530625.36 33102323.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 113986644.92 94188456.51 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 31721448.51 28433351.20 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 110294380.62 104128483.57 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 210022.86 207348.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 244971340.74 202462280.47 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0372 1332294000.00 1332294000.00 .0075 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., REPO, 3.660%, 9/1/2026 3.660 935TKW005 549300H7EXFMRS487544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 0.0000 - 09/03/2026 N/A 912797RS8 2026-09-03 0 50000000.00 49984895.00 U.S. Treasuries (including strips) UST - 0.0000 - 09/03/2026 N/A 912797RS8 2026-09-03 0 50000000.00 49984895.00 U.S. Treasuries (including strips) UST - 0.0000 - 09/03/2026 N/A 912797RS8 2026-09-03 0 50000000.00 49984895.00 U.S. Treasuries (including strips) UST - 0.0000 - 09/03/2026 N/A 912797RS8 2026-09-03 0 50000000.00 49984895.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 50312671.09 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 50312671.09 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 50312671.09 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 50312671.09 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 50312671.09 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 7545000.00 7592182.07 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0371 450003756.00 450003756.00 .0025 N Y Y N Truist Bank Truist Bank, REPO, 3.680%, 9/1/2026 3.680 937LKK006 JJKC32MCHWDI71265Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 01.500 CLSD8112 N/A 3132DWAM5 2050-12-01 1.5 3202057.65 2398405.22 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 677053537.16 507133410.94 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 593084.83 468183.94 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0373 500000000.00 500000000.00 .0028 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., REPO, 3.680%, 9/1/2026 3.680 942MLS009 JHE42UYNWWTJB8YTTU19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 3.0000 - 05/15/2045 N/A 912810RM2 2045-05-15 3 25000000.00 18581436.20 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 40446000.00 39373234.56 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 42852156.30 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 42852156.30 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 20000000.00 17140862.52 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49590778.48 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49590778.48 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 20000000.00 19836311.39 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49211531.30 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 45000000.00 44717986.86 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42450661.74 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42450661.74 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42450661.74 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 10647000.00 9039443.91 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 18000000.00 12766242.76 U.S. Treasuries (including strips) UST - 4.7500 - 11/15/2043 N/A 912810TW8 2043-11-15 4.75 43000000.00 41583804.35 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 49363198.21 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 30000000.00 29617918.92 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49686652.07 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42001783.91 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 19000000.00 15960677.89 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50145126.30 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50145126.30 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 8000000.00 7967404.59 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50536022.62 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46209918.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46209918.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46209918.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46209918.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46209918.48 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 10000000.00 9241983.70 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50272841.20 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50272841.20 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50272841.20 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 25000000.00 25136420.60 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48989213.48 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48989213.48 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48989213.48 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 427000.00 418367.88 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 50086024.29 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 50086024.29 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 1000000.00 1001720.49 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 50000000.00 49593921.09 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 2000000.00 1983756.84 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 46558340.87 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 46558340.87 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47703125.00 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47703125.00 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47703125.00 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 50000000.00 49904554.13 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 50000000.00 49904554.13 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 30000000.00 29942732.48 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 43302226.74 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 40000000.00 34641781.39 U.S. Treasuries (including strips) UST - 2.5000 - 02/15/2046 N/A 912810RQ3 2046-02-15 2.5 25000000.00 16664868.91 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 50064773.93 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 50064773.93 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 50064773.93 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 5000000.00 5006477.39 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 50000000.00 38440217.39 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 50000000.00 38440217.39 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 50000000.00 36918732.39 U.S. Treasuries (including strips) UST - 3.3750 - 02/29/2028 N/A 91282CQB0 2028-02-29 3.375 50000000.00 49328125.00 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 35953887.39 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 35953887.39 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 35953887.39 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 35000000.00 25167721.17 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 24215000.00 24366426.61 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0373 3500000000.00 3500000000.00 .0196 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.670%, 9/3/2026 3.670 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 1348363200.00 1338263959.63 U.S. Treasuries (including strips) USTR 5 1/8 BOND 56 N/A 912810UW6 2056-08-15 5.125 2547300.00 2500845.55 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 146400.00 143829.06 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 982700.00 908893.55 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 10690000.00 10526399.31 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 18427000.00 12444164.90 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 99902500.00 57179022.13 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 13000000.00 9256679.39 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 902000.00 568257.59 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 120633000.00 60398533.06 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 90260000.00 50108160.80 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 103014800.00 61106551.97 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 57555500.00 40140779.72 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 38200000.00 26059606.51 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 113000000.00 75177313.09 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 26000000.00 19332205.04 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 32000000.00 24122742.26 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 2700.00 2145.68 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 11000000.00 8152338.17 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 51800000.00 49299856.11 U.S. Treasuries (including strips) USTR 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 59000000.00 57090357.26 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 50312000.00 50490920.41 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 45000000.00 42765832.17 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 577400.00 569116.19 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 34060000.00 26796251.85 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 50000000.00 26421710.87 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 19063000.00 13977226.99 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 710000.00 621263.30 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 28000000.00 26765218.87 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 37300.00 23033.41 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-03 2026-09-03 2026-09-03 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 3 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0372 2050000000.00 2050000000.00 .0115 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.660%, 9/1/2026 3.660 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 659720000.00 465194042.93 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 847107500.00 458500801.60 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 630100000.00 382772600.09 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 542240000.00 372091866.00 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 677500000.00 576457532.17 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 135136500.00 126582950.04 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 386900000.00 362167114.71 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 414940900.00 404705931.68 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 135301000.00 115859028.69 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0371 3200000000.00 3200000000.00 .0179 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.660%, 9/1/2026 3.660 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 668355600.00 646847226.64 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 683258300.00 679287643.33 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 1 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0371 1300000000.00 1300000000.00 .0073 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC, REPO, 3.670%, 9/8/2026 3.670 963FSK008 SUVUFHICNZMP2WKHG940 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2025-069 FD N/A 38385FCH2 2055-04-20 4.9388 53328530.00 53401594.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-039 VM N/A 38385EH80 2055-03-20 6.6388 50067546.00 49806470.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 FP N/A 38385DAM8 2055-02-20 5.3188 50789708.00 51027921.94 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-022 FD N/A 38385CR26 2055-02-20 5.3488 52560588.00 52814422.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-022 YF N/A 38383MRX8 2052-02-20 3 58433123.65 50203850.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-211 HF N/A 38383LS92 2052-12-20 4.6388 54312846.00 54365172.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 FA N/A 38381NAA6 2055-06-20 5.3888 15786508.64 15864661.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 AF N/A 38385DAG1 2055-02-20 5.3388 50789708.00 51032651.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 WF N/A 38384X4D2 2054-11-20 5.2888 52313723.70 52669720.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-119 WF N/A 38385WLT9 2056-07-20 4.6388 32775270.85 32740903.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-165 EY N/A 38384D7E1 2053-11-20 6.5 50000000.00 51125133.27 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-08 2026-09-08 2026-09-08 Y TD Securities (USA) LLC 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 N N .0372 500000000.00 500000000.00 .0028 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 3488578.92 3627339.04 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 55.84 54.13 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 382223549.31 378793269.52 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 4411681.36 4376704.40 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 223376.27 226516.36 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 455530733.22 432848087.88 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 8935050.85 8941476.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 1787010.17 1784005.08 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 4013513.15 4017007.05 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 2257217.22 2164838.79 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 10000723.19 9736424.08 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 544479.66 566402.00 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 3468419.21 2815171.55 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 6251855.08 6184857.27 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 110347.88 110023.46 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-08 2026-09-08 2026-09-28 Y BNP Paribas SA 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 823700000.00 823700000.00 .0046 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.680%, 9/1/2026 3.680 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 563.18 567.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 1768466.50 1427993.67 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 49757.87 41812.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7472 M N/A 36179WJR0 2051-07-20 2.5 4578531.94 3847493.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7046 N/A 3142GXZL4 2056-07-01 5.5 3053568.93 3052201.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5999 N/A 31427TUZ7 2056-08-01 5.5 96938.94 97124.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3203 N/A 3140Y9RZ9 2056-08-01 5 44.07 43.06 Agency Mortgage-Backed Securities GNMA GNII SF DP3332 C N/A 3618MHVZ4 2056-03-20 6.5 42.85 44.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 59.46 59.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0381 N/A 3140QKM70 2051-05-01 2 66.30 52.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5628 N/A 3140M7HE4 2055-02-01 4.5 224.85 214.33 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6633 N/A 3140Q2LP1 2036-03-01 4.24 43.17 41.06 Agency Mortgage-Backed Securities GNMA GNII SF DP8198 C N/A 3618MPDB9 2056-04-20 6 85.77 87.93 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 786.41 792.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 153.23 145.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6672 N/A 3142GXMW4 2056-05-01 5.5 2005504.65 1998496.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1586 N/A 31427NXQ7 2053-05-01 6 3908876.24 3993581.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0846 N/A 3140FX5G3 2064-09-01 4 99.29 90.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M N/A 3618N5XP9 2055-10-20 5 1317658.67 1285154.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9565 N/A 3133KRTW4 2053-08-01 5.5 288548.76 288475.86 Agency Mortgage-Backed Securities GNMA GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 49.56 49.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 383552.53 375991.43 Agency Mortgage-Backed Securities GNMA GNII SF DF0795 C N/A 3618JH3C0 2055-08-20 7 127.83 135.27 Agency Mortgage-Backed Securities GNMA GNII SF DP8599 C N/A 3618MPRU2 2056-05-20 6.5 43.05 45.12 Agency Mortgage-Backed Securities GNMA GNII SF DN6115 C N/A 3618M8YL2 2055-11-20 7.5 5392.55 5847.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7948 N/A 3140BYZN7 2056-05-01 5.5 42.82 42.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7188 N/A 3142GX7A9 2056-08-01 5.5 183133.81 182635.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2198 N/A 3140BSNQ6 2055-11-01 6 42.69 43.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4486 N/A 3140W46Y8 2055-09-01 5.5 431.95 432.84 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 2992395.02 2514609.28 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 56559.18 47529.13 Agency Mortgage-Backed Securities GNMA GNII SF MA8100 M N/A 36179W7M4 2052-06-20 4 133623.43 123634.19 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 500823.62 461796.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA5867 N/A 3140W6QV7 2052-02-01 2 26137.23 20709.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5650 N/A 3140W6H47 2054-01-01 2.5 2199710.12 1820001.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6256 N/A 3140W65S7 2056-06-01 5 54003.74 52674.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5191 N/A 3140W5XV1 2055-09-01 6 704372.98 718549.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4957 N/A 3140W5QK3 2056-04-01 5.5 256213.33 256584.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3861 N/A 3140W4JF5 2052-04-01 2.5 101606.54 85369.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3358 N/A 3140W3WU9 2055-09-01 6.5 69.98 72.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2767 N/A 3140W3CD9 2055-09-01 6 1988315.92 2046555.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3582 N/A 3140W36U8 2055-11-01 6 2559.17 2654.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3485 N/A 3140W32T5 2055-09-01 5.5 43252.68 43275.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1818 N/A 3140W2AU5 2055-04-01 6 4018.58 4087.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1079 N/A 3140W1FV0 2053-07-01 4.5 37.66 36.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0725 N/A 3140W0YX7 2054-01-01 6 56.38 57.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2486 N/A 3140UVXQ7 2056-09-01 7 17574.13 18622.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4101 N/A 3140UKRX3 2056-07-01 6 86.85 89.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6736 N/A 3140UAPW9 2056-04-01 5.5 3376.33 3377.70 Agency Mortgage-Backed Securities GNMA GNII SF DP6470 C N/A 3618MMFK4 2056-01-20 6.5 42.73 45.00 Agency Mortgage-Backed Securities GNMA GNII SF DP5522 C N/A 3618MLD36 2056-08-20 6 11935.38 12432.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1732 N/A 3130G0Y65 2056-08-01 5 16935.31 16654.22 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 5.05 4.56 Agency Mortgage-Backed Securities FMAC FMAR 842179 G N/A 31288RM47 2051-01-01 6.012 32532.02 33921.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4970 N/A 3140QQQY4 2052-10-01 5.5 31.14 31.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2064 N/A 3130G1FE7 2056-08-01 5 246997.00 241253.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 258689.11 258739.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2528 N/A 3140U5Y26 2056-02-01 5.5 829902.57 827002.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3534 N/A 3140N74U1 2056-04-01 5.5 137.01 136.53 Agency Mortgage-Backed Securities GNMA GNII SF DP3309 C N/A 3618MHVA9 2056-02-20 6.5 1690.54 1776.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3099 N/A 3140UJNR3 2056-07-01 5 126556.56 124049.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4309 N/A 31427RYF1 2056-03-01 5 2898232.63 2820080.82 Agency Mortgage-Backed Securities GNMA GNII SF DP6648 C N/A 3618MML50 2056-02-20 6.5 82.42 86.39 Agency Mortgage-Backed Securities GNMA GNII SF DP6521 C N/A 3618MMG64 2056-01-20 6.5 633.27 662.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1619 N/A 3130G0VM3 2056-08-01 5.5 733892.15 732694.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3235 N/A 3140Y9SZ8 2056-08-01 5.5 1073.71 1070.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6802 N/A 3140BXRY4 2056-01-01 5.5 1609879.53 1613114.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3756 N/A 3140W4E60 2055-03-01 5.5 34827.38 34833.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5884 N/A 3140W6RE4 2053-12-01 3 118918.08 102159.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 72047.88 72060.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3379 N/A 31427QXH0 2054-10-01 5.5 38.93 39.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 N/A 3142GWVF3 2056-03-01 5 42.84 41.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 113.66 108.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 1041451.77 990500.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3615 N/A 3140QPAR8 2052-05-01 4 635730.68 587339.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3265 N/A 3140QNTX0 2052-04-01 3 30.59 26.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3122 N/A 3140QNPG1 2052-03-01 3 80789.78 69452.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3599 N/A 3140QN7M8 2052-05-01 3.5 32.20 28.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2364 N/A 3140QMTW4 2051-12-01 2 201.41 158.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1309 N/A 3140QLN36 2051-08-01 2 98.91 77.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1280 N/A 3140QLM60 2051-08-01 2.5 357289.03 297293.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5841 N/A 3140U9P36 2056-04-01 5 88.14 85.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5315 N/A 3140U83Z1 2056-04-01 5.5 42.87 43.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3004 N/A 3140U6KS2 2056-03-01 4.5 42.71 40.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1420 N/A 3142GRSJ0 2054-05-01 5.5 8765.93 8783.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5891 N/A 31427TRM0 2056-01-01 6.5 135082.02 140900.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4779 N/A 3140A5JZ2 2054-02-01 6 95.63 98.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW3649 N/A 3138XTBT1 2044-04-01 4.5 1.45 1.42 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6174 N/A 3138LJ2G4 2037-07-01 3.21 43.38 37.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL9994 N/A 3138ESC89 2032-04-01 2.5 25.05 23.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL5686 N/A 3138ENJ83 2044-09-01 4 60.29 57.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5888 N/A 31427TRJ7 2056-03-01 6.5 1866205.31 1935653.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3022 N/A 31427QLC4 2055-10-01 6 84268.71 86731.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2819 N/A 31427QDZ2 2055-08-01 5 25077.33 24356.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8256 N/A 31427JE61 2055-11-01 5.5 59050.00 58843.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 N/A 31427HGQ9 2055-11-01 6.5 5367.10 5588.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1812 N/A 31426YAN6 2055-09-01 6 37.78 38.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8223 N/A 31426FD53 2055-01-01 5 45867.95 44539.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5809 N/A 31426BN36 2055-01-01 6.5 53413.70 55382.89 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6148 N/A 31418FZN0 2056-08-01 7 9055195.44 9542032.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6013 N/A 31418FVF1 2041-02-01 3 42.28 39.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5973 N/A 31418FT72 2056-02-01 6 37.01 37.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 10078.01 10251.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 26798.52 24617.13 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5703 N/A 31418FKR7 2055-05-01 7 1957574.04 2061110.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 158855.14 154772.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5496 N/A 31418FDA2 2054-10-01 5 643.25 624.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL252571 N/A 31371HQY7 2029-07-01 7 .11 .12 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-01 2.5 689.99 569.36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2084 N/A 3133L8J55 2036-07-01 2 10483.13 9558.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9081 N/A 3133KRCS1 2053-05-01 6.5 37023.28 38877.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8321 N/A 3133KQG67 2052-12-01 6 18.70 19.16 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3114 N/A 3133KJN73 2050-07-01 2.5 126554.27 105452.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4539 N/A 3133CVBG8 2054-09-01 6 105.19 107.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2330 N/A 3133CEST0 2053-10-01 5.5 341.12 345.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8415 N/A 3133C9K44 2053-08-01 5.5 77195.93 77412.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6069 N/A 3133C6W62 2053-06-01 5 26.70 26.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4575 N/A 3133C5CL3 2053-06-01 5.5 31.03 31.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7755 N/A 3140QFTM1 2050-10-01 3 39.33 34.01 Agency Mortgage-Backed Securities GNMA GNII SF DP5376 C N/A 3618MK6M4 2056-07-20 6 131525.56 137008.20 Agency Mortgage-Backed Securities GNMA GNII SF DP3311 C N/A 3618MHVC5 2056-02-20 6.5 220.96 231.87 Agency Mortgage-Backed Securities GNMA GNII SF DP3334 C N/A 3618MHV35 2056-03-20 6.5 43.56 45.63 Agency Mortgage-Backed Securities GNMA GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 508.04 537.56 Agency Mortgage-Backed Securities GNMA GNII SF DP0886 C N/A 3618ME6X4 2056-01-20 7.5 42.82 46.47 Agency Mortgage-Backed Securities GNMA GNII SF DP0884 C N/A 3618ME6V8 2056-01-20 7 554.41 593.47 Agency Mortgage-Backed Securities GNMA GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 42.77 46.26 Agency Mortgage-Backed Securities GNMA GNII SF DL8136 C N/A 3618LLBD7 2055-08-20 7 42.63 44.99 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6682 N/A 3140Q2M88 2036-04-01 4.25 518.99 493.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 N/A 3140Q2LJ5 2033-04-01 3.98 44.07 41.99 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6578 N/A 3140Q2JY5 2033-03-01 4.14 43.04 41.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2471 N/A 3140NWW92 2034-12-01 4.69 86.51 85.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4070 N/A 3140NLQY8 2053-06-01 5 16161.56 15996.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 N/A 3140N8ZZ4 2053-04-01 7 32.64 35.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4399 N/A 3140N83H9 2052-11-01 6 4521.89 4644.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1421 N/A 3140MSSK2 2052-12-01 6 62.08 64.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 N/A 3140MMY28 2052-08-01 4.5 1335.10 1270.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV1666 N/A 3140MEZ82 2055-05-01 4.5 82.73 79.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 477279.05 409791.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4259 N/A 3140M5WV3 2053-11-01 6.5 30.46 32.17 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP6626 N/A 3140KELG1 2050-08-01 2 52.18 41.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 N/A 3140JCG24 2054-02-01 4.762 31.90 31.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4681 N/A 3140J9FX4 2044-05-01 5.5 230986.76 236241.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBM1505 N/A 3140J5U72 2040-09-01 6.5 39806.62 41395.93 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL5691 N/A 3140HXKD1 2027-03-01 1.77 90.51 89.30 Agency Mortgage-Backed Securities GNMA GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 38.42 41.08 Agency Mortgage-Backed Securities GNMA GNII SF DP3329 C N/A 3618MHVW1 2056-03-20 6.5 42.93 45.32 Agency Mortgage-Backed Securities GNMA GNII SF DJ4771 C N/A 3618KRJQ8 2055-04-20 7 859.17 919.24 Agency Mortgage-Backed Securities GNMA GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 29.78 32.30 Agency Mortgage-Backed Securities GNMA GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 247.50 269.73 Agency Mortgage-Backed Securities GNMA GNII SF DG1234 C N/A 3618JWLP8 2055-01-20 6.5 42.33 44.78 Agency Mortgage-Backed Securities GNMA GNII SF DA9885 C N/A 3618H06W2 2054-04-20 7.5 30.77 33.36 Agency Mortgage-Backed Securities GNMA GNII SF DA7708 C N/A 3618GXR57 2054-03-20 5 57484.17 56286.30 Agency Mortgage-Backed Securities GNMA GNII SF DA5635 C N/A 3618GVHL7 2054-03-20 5 5001.62 4897.40 Agency Mortgage-Backed Securities GNMA GNII SF DA2499 C N/A 3618GRX46 2054-03-20 5.5 30.33 30.60 Agency Mortgage-Backed Securities GNMA GNII SF DA1869 C N/A 3618GRCE7 2054-03-20 5.5 29.68 30.23 Agency Mortgage-Backed Securities GNMA GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 171.09 189.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 828.96 842.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 552.27 551.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 1479.71 1513.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 28.72 28.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 10854.22 10046.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 1368.75 1301.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 260.71 224.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4282 N/A 31418DXL1 2051-03-01 2.5 35678.95 29495.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 16925.31 15257.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3686 N/A 31418DCY6 2049-06-01 3.5 18.57 16.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3691 N/A 31418DC59 2049-07-01 3 8000.22 6953.92 Agency Mortgage-Backed Securities GNMA GNII SF DJ4772 C N/A 3618KRJR6 2055-03-20 7 39.25 41.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4032 N/A 3133C4PR9 2053-06-01 5.5 66247.77 66329.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF6276 N/A 3133BT6M7 2053-01-01 4.5 100.37 95.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1648 N/A 3133BNZM8 2052-10-01 5 46422.25 45412.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1317 N/A 3133BNPA5 2052-10-01 5.5 609.56 620.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0468 N/A 3133BMQV0 2052-09-01 5 48.46 47.79 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB2668 N/A 3133A86D4 2050-08-01 2.5 98.09 82.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA0530 N/A 31334WST9 2049-06-01 3.5 6.89 6.28 Agency Mortgage-Backed Securities FMAC FKAR 03.200 WNWN0160 N/A 3132XEFA4 2038-11-01 3.2 46400.69 39348.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3637 N/A 3132E0BE1 2053-08-01 6 49.41 50.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8402 N/A 3132DWKP7 2054-02-01 6 21.63 22.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 4253.66 4043.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 N/A 3132DWH63 2053-07-01 4 166824.71 153646.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 33.87 32.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 3.16 2.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3214 N/A 3140Y9SC9 2056-08-01 5 94206.60 91475.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3180 N/A 3140Y9RA4 2056-08-01 5.5 3916631.25 3922182.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3005 N/A 3140Y9KT0 2056-07-01 5.5 1389856.92 1389234.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2891 N/A 3140Y9F90 2056-06-01 5.5 4126557.95 4134280.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2232 N/A 3140Y8PS9 2056-03-01 5.5 583481.89 585052.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 29.30 29.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 33.55 29.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 89284.33 84962.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 124.31 111.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8236 N/A 3132DWEH2 2052-08-01 3.5 33.27 29.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 246487.39 241498.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 45023.57 37229.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE5067 N/A 3140FQTZ0 2046-11-01 3.5 1321.35 1208.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4684 N/A 3140BVF21 2055-11-01 5 3109.93 3046.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3295 N/A 3140BTUV5 2055-11-01 5.5 117.38 117.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2760 N/A 3140BTB61 2056-03-01 5 43.68 42.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9751 N/A 3140BNZR2 2055-10-01 5.5 4086.44 4088.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9204 N/A 3140BNGN2 2055-10-01 5.5 26836.52 26799.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8732 N/A 3140BMV23 2055-09-01 6 243387.15 248577.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6757 N/A 3140BKQK3 2055-06-01 6.5 34.01 35.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6360 N/A 3140B7B69 2055-05-01 5.5 18510.98 18518.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5112 N/A 3140B5VE4 2055-04-01 6.5 11664.84 12178.20 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD3219 N/A 3140B3SH6 2055-02-01 7 20256.02 21583.77 Agency Mortgage-Backed Securities GNMA GNII SF CZ2469 C N/A 3618GDW63 2054-01-20 7.5 1377.34 1516.40 Agency Mortgage-Backed Securities GNMA GNII SF CX5121 C N/A 3618FRVN7 2054-03-20 5 14471.38 14169.82 Agency Mortgage-Backed Securities GNMA GNII SF CV6268 C N/A 3618F26D2 2053-09-20 7 250.28 267.46 Agency Mortgage-Backed Securities GNMA GNII SF CV0800 C N/A 3618BV3H6 2053-10-20 7.5 32.81 35.46 Agency Mortgage-Backed Securities GNMA GNII SF CT6580 C N/A 3618BCJZ1 2054-09-20 7.5 990.27 1091.25 Agency Mortgage-Backed Securities GNMA GNII SF MA9965 M N/A 36180ACA9 2054-10-20 5.5 388.94 389.56 Agency Mortgage-Backed Securities GNMA GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 506331.35 479829.97 Agency Mortgage-Backed Securities GNMA GNII SF CB4292 C N/A 3617UPXV6 2051-03-20 4 69.63 63.57 Agency Mortgage-Backed Securities GNMA GNII SF BU3071 C N/A 3617N4MU5 2050-04-20 5 26.41 26.02 Agency Mortgage-Backed Securities GNMA GNII SF BT3675 C N/A 3617MSCL4 2050-04-20 4 11.99 10.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9670 M N/A 36179YW75 2054-05-20 6.5 15.94 16.58 Agency Mortgage-Backed Securities GNMA GNII SF MA9608 M N/A 36179YU93 2054-04-20 7 271291.28 283970.98 Agency Mortgage-Backed Securities GNMA GNII SF MA9606 M N/A 36179YU77 2054-04-20 6 19.67 20.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 141822.86 147581.68 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 469.90 472.50 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 40.94 42.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD2230 N/A 3140B2PQ1 2055-01-01 4.5 54986.95 52443.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7266 N/A 3140AVCC3 2054-12-01 6 44755.58 46134.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5577 N/A 3140ATFT8 2054-11-01 6.5 81606.09 85116.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5218 N/A 3140ASYQ5 2054-09-01 5.5 33333.11 33277.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4374 N/A 3140AR2G4 2054-10-01 5.5 406.09 412.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2210 N/A 3140APN42 2054-08-01 6 92.47 94.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0181 N/A 3140AMFX4 2054-07-01 6.5 34722.79 36293.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKDC0835 N/A 3140AM4V0 2055-02-01 7 45.89 47.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB3354 N/A 3140ACWQ2 2054-06-01 5 41.58 40.49 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0546 N/A 3140A9TC4 2054-02-01 7.5 9095.86 9743.45 Agency Mortgage-Backed Securities GNMA GNAR AT MB1366 M N/A 3618N6QU4 2056-08-20 4 43.04 42.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2241 N/A 3140Y8P34 2056-03-01 5.5 238.55 238.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTCC1744 N/A 3140Y75E4 2045-12-01 5.5 292123.42 295886.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0288 N/A 3140Y6KA7 2055-04-01 6.5 735033.92 770393.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0854 N/A 3140Y65Q9 2055-08-01 5.5 3153.64 3165.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8928 N/A 3140XQ4N4 2054-09-01 6 1626223.89 1665985.07 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 2920133.08 2920697.64 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 815844.92 768645.85 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 60577.44 59123.98 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 2118250.14 2119962.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M N/A 3618N5PJ2 2055-06-20 5.5 173.79 173.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0423 M N/A 3618N5PH6 2055-06-20 5 39.59 38.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 3146209.82 3147258.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 2333977.60 2334428.84 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 4488551.86 4497678.58 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 33204.06 32483.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 30.61 30.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 33.52 26.40 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 96.29 76.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8178 N/A 3132DWCP6 2051-11-01 2.5 22880.91 18903.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 30.68 29.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6652 N/A 3132DUL96 2054-11-01 3.5 161920.77 144598.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD5993 N/A 3132DTUS7 2050-04-01 3 36.47 31.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5740 N/A 3140XMLW4 2053-09-01 6.5 173970.74 180634.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 N/A 3140XKH78 2052-05-01 3.5 13329.74 11923.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3284 N/A 3140XJUJ0 2052-11-01 5.5 858168.51 861972.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 88313.08 84434.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0898 N/A 3140XF7L9 2052-02-01 3 4338770.89 3763055.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM8672 N/A 3140XCT65 2046-11-01 4 920.39 858.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3091 N/A 3140X6NH0 2050-04-01 2.5 15061.17 12598.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 30304.63 26508.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6616 N/A 3140W7K66 2055-11-01 5 2205202.47 2168579.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6469 N/A 3140W7FK1 2052-06-01 4 42.57 39.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6466 N/A 3140W7FG0 2054-04-01 4 4781.20 4449.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6432 N/A 3140W7EE6 2056-07-01 5 23503.02 22972.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6308 N/A 3140W7AJ9 2056-04-01 6.5 29754.82 31036.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6324 N/A 3140W7A26 2056-05-01 6.5 9237061.13 9580824.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5871 N/A 3140W6QZ8 2052-04-01 2.5 42.34 35.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6175 N/A 3132DT2G4 2054-09-01 6 2181.97 2231.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5063 N/A 3132DSTU6 2054-03-01 5.5 67.46 68.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 34.46 33.60 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 2305.28 1895.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3139 N/A 3132DQPY6 2052-07-01 3.5 10696.26 9555.04 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2464 N/A 3132DPWZ7 2052-02-01 2 39662.23 31321.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2269 N/A 3132DPQW1 2052-01-01 3 34.00 29.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 91513.50 84565.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0892 N/A 3132DM7D1 2052-01-01 2 55.22 44.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0786 N/A 3132DM2T1 2051-12-01 2 26310.67 21168.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0877 N/A 3131XT6N5 2046-03-01 3.5 12257.01 11197.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2885 N/A 3130G2CX6 2056-08-01 6 414099.00 421259.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2066 N/A 3130G1FG2 2056-08-01 5 10189.84 9963.95 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 43978.39 39563.26 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 30.91 27.65 Agency Mortgage-Backed Securities GNMA GNII SF MA6656 M N/A 36179VMD9 2050-05-20 3 42.67 37.34 Agency Mortgage-Backed Securities GNMA GNII SF MA5651 M N/A 36179UH47 2048-12-20 4 7.73 7.17 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 2212.84 2053.01 Agency Mortgage-Backed Securities GNMA GNII SF MA5191 M N/A 36179TXU4 2048-05-20 3.5 13.50 12.24 Agency Mortgage-Backed Securities GNMA GNII SF MA4510 M N/A 36179TAK1 2047-06-20 3.5 20601.38 18627.69 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 128200.69 117089.11 Agency Mortgage-Backed Securities GNMA GNII SF MA3521 M N/A 36179R4E6 2046-03-20 3.5 8.68 7.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2046 N/A 3142JQHY8 2055-12-01 5.5 41.07 40.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0109 N/A 3142J6DP5 2056-04-01 4.5 73303.33 69249.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7045 N/A 3142GXZK6 2056-07-01 5.5 923271.95 923719.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6978 N/A 3142GXXG7 2056-07-01 5.5 271589.76 274425.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6899 N/A 3142GXUZ8 2056-06-01 5.5 1759287.67 1762720.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6850 N/A 3142GXTG2 2056-06-01 5.5 1020612.76 1021107.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7125 N/A 3142GX4K0 2056-08-01 5.5 2613132.41 2622519.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5758 N/A 3142GWMG1 2056-01-01 6.5 317713.98 332224.19 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2476 N/A 3142GSXE3 2054-09-01 7 21.83 23.18 Agency Mortgage-Backed Securities GNMA GNII SF MB0091 M N/A 3618N5C56 2054-12-20 5 333890.94 326180.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0026 M N/A 3618N5A41 2054-11-20 5.5 3048515.98 3053342.80 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 75.50 73.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 3547841.19 3459949.33 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 9218.98 8991.56 Agency Mortgage-Backed Securities GNMA GNII SF DQ7754 C N/A 3618N1TK4 2056-03-20 6.5 21565.41 22561.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ7230 C N/A 3618N1A73 2056-02-20 6.5 641.97 675.03 Agency Mortgage-Backed Securities GNMA GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 42.80 44.90 Agency Mortgage-Backed Securities GNMA GNII SF DQ5945 C N/A 3618MYTA5 2056-02-20 7 44.61 46.81 Agency Mortgage-Backed Securities GNMA GNII SF DQ2952 C N/A 3618MVH55 2056-02-20 7 21624.83 23143.75 Agency Mortgage-Backed Securities GNMA GNII SF DQ2628 C N/A 3618MU4M4 2056-03-20 7.5 262.70 286.88 Agency Mortgage-Backed Securities GNMA GNII SF DQ2626 C N/A 3618MU4K8 2056-03-20 7 43.01 46.46 Agency Mortgage-Backed Securities GNMA GNII SF DP9018 C N/A 3618MQAT1 2056-01-20 6.5 555.44 581.11 Agency Mortgage-Backed Securities GNMA GNII SF DP8124 C N/A 3618MPAZ9 2056-03-20 6.5 42.85 45.47 Agency Mortgage-Backed Securities GNMA GNII SF DP7965 C N/A 3618MNZ61 2056-02-20 6.5 295.80 312.98 Agency Mortgage-Backed Securities GNMA GNII SF DP7747 C N/A 3618MNTC5 2056-01-20 6 42.74 44.47 Agency Mortgage-Backed Securities GNMA GNII SF DP7969 C N/A 3618MN2A8 2056-02-20 6.5 42.80 45.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2500 N/A 3140U5X68 2056-08-01 5 31624.65 30923.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9099 N/A 3140U1DD4 2055-12-01 6.5 533.13 559.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 37.78 37.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 N/A 3140QUN28 2054-05-01 6.5 1004049.13 1044567.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6514 N/A 3140QSGY1 2053-06-01 5 33.44 33.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6404 N/A 3140QSDJ7 2053-06-01 5.5 1239755.53 1253770.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6304 N/A 3140QSAE1 2053-05-01 4.5 41234.68 39390.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 4839.84 4618.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0387 N/A 3140Q7ND5 2047-09-01 4 4076.11 3817.14 Agency Mortgage-Backed Securities GNMA GNII SF MA8423 M N/A 36179XLC8 2052-11-20 2.5 37845.78 31851.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 854.57 705.51 Agency Mortgage-Backed Securities GNMA GNII SF MA6820 M N/A 36179VSH4 2050-08-20 3 59.63 52.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5417 N/A 31418FAT4 2054-07-01 4 3362.22 3090.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3605 N/A 3132E0AE2 2053-08-01 5.5 55.82 56.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 220383.13 228031.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6778 N/A 3140XNQ80 2054-01-01 6.5 11756.39 12228.37 Agency Mortgage-Backed Securities GNMA GNII SF BU8834 C N/A 3617NAY79 2050-05-20 4 97372.58 90067.04 Agency Mortgage-Backed Securities GNMA GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 3000965.53 2423527.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 31.24 30.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7990 M N/A 36179W2X5 2052-04-20 4 29.25 26.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ1252 C N/A 3618MTL97 2056-04-20 6 299.55 310.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAY0046 N/A 3138YDBQ1 2044-12-01 4.5 8.33 8.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9291 N/A 3140QHKD6 2051-02-01 2.5 59495.32 48844.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 28.59 28.76 Agency Mortgage-Backed Securities GNMA GNII SF DA8159 C N/A 3618GYB45 2054-03-20 5 136222.86 134194.59 Agency Mortgage-Backed Securities GNMA GNII SF CQ3399 C N/A 3618A5X40 2053-07-20 7.5 31.99 34.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0792 N/A 3132DM2Z7 2051-12-01 2 1882538.43 1498260.88 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8889 N/A 3140QU2X3 2054-07-01 7 240.95 257.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 N/A 3132DMYM1 2051-07-01 2 409040.83 329123.53 Agency Mortgage-Backed Securities GNMA GNII SF MA7935 M N/A 36179WY85 2052-03-20 2 343.08 277.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 35637.45 29442.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX8165 N/A 3140NDCB1 2053-04-01 4.5 34.07 32.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 32.12 28.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 32.19 28.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9867 N/A 3140LL6D8 2030-11-01 5.3 32292.34 32996.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 N/A 3132DWHE6 2053-06-01 5 8208.54 8004.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2482 N/A 3133CEXK3 2053-10-01 5.5 106.01 106.29 Agency Mortgage-Backed Securities FMAC FMAR 841739 G N/A 31288Q4Y3 2054-01-01 4.257 38.87 37.65 Agency Mortgage-Backed Securities GNMA GNII SF MA9669 M N/A 36179YW67 2054-05-20 6 189421.59 193477.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ5826 N/A 3133CWPK2 2054-10-01 5 109.90 106.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8086 N/A 3140XP6Y0 2054-06-01 6.5 121182.55 126966.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6258 N/A 3132DT5T3 2053-11-01 5 35.39 34.53 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 36.18 35.34 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF1743 N/A 3133BN5C3 2052-10-01 4 2607.86 2430.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2859 N/A 3140QNE99 2052-02-01 2.5 30.97 25.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 1656.58 1479.83 Agency Mortgage-Backed Securities GNMA GNII SF MA9904 M N/A 36180AAD5 2054-09-20 4.5 600822.94 566904.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5270 N/A 3132DS2B7 2054-05-01 5 36.41 35.83 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0204 N/A 3142GQGN6 2053-11-01 7 137676.95 147448.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5383 N/A 3140QC6V3 2050-03-01 4.5 7258.04 6969.97 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 2971754.92 2399619.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M N/A 36179XBU9 2052-07-20 4.5 20498.21 19493.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 1169.98 1077.18 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 92.63 93.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5096 N/A 3140MWUW4 2053-01-01 6.5 35478.52 37376.40 Agency Mortgage-Backed Securities GNMA GNII SF DG1265 C N/A 3618JWMN2 2055-04-20 6.5 276.57 292.95 Agency Mortgage-Backed Securities GNMA GNII SF MB0143 M N/A 3618N5ER6 2055-01-20 3.5 1247179.37 1098222.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0455 N/A 3140W0QH1 2054-05-01 6.5 653776.19 687058.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5610 N/A 31418FGU5 2045-01-01 6 314164.38 321429.11 Agency Mortgage-Backed Securities GNMA GNII SF DQ7231 C N/A 3618N1A81 2056-02-20 6.5 13650.29 14348.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3642 N/A 3140XKBL3 2052-11-01 5 76694.03 74888.40 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7549 N/A 3132DVL60 2052-01-01 2 58514.59 47075.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3728 N/A 3140W4EA1 2052-04-01 2.5 131131.45 109133.41 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD3304 N/A 3132DQU53 2051-02-01 1.5 1008834.28 755626.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7722 N/A 3140AVSL6 2054-12-01 6 115.61 119.14 Agency Mortgage-Backed Securities GNMA GNII SF DG1232 C N/A 3618JWLM5 2055-01-20 6.5 59207.47 62671.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 952124.64 952308.71 Agency Mortgage-Backed Securities GNMA GNAR AF MB0695 M N/A 3618N5XZ7 2055-10-20 4.5 41294.46 40838.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1964 N/A 3130G1CA8 2056-08-01 5 43.04 42.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5192 N/A 3140Q0XW7 2035-11-01 4.17 45.62 43.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3961 N/A 31427RMK3 2053-02-01 3 782.77 671.42 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN1756 N/A 3132XF5S3 2035-09-01 4.4 141720.91 136402.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3213 N/A 3140Y9SB1 2056-08-01 5 44.07 42.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5704 N/A 3140W6KS0 2056-04-01 6 166777.68 170570.37 Agency Mortgage-Backed Securities GNMA GNII SF MA9018 M N/A 36179YAT1 2053-07-20 6 41.55 42.70 Agency Mortgage-Backed Securities GNMA GNII SF MB0624 M N/A 3618N5VS5 2055-09-20 6 64.88 66.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 N/A 3140Y7DU9 2055-09-01 5.5 49.05 49.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 14503.27 14452.56 Agency Mortgage-Backed Securities GNMA GNII SF DJ4785 C N/A 3618KRJ62 2055-04-20 7.5 42495.76 46077.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA3496 N/A 3142JR3E5 2056-01-01 6 291161.98 296196.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4954 N/A 3140W5QG2 2056-05-01 5.5 148.66 148.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8140 N/A 3140QUBJ4 2054-03-01 5.5 1512.67 1522.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5263 N/A 31418EZ52 2054-01-01 4 986.10 907.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 2485391.25 2488754.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0467 N/A 3140N4QV2 2052-12-01 4.5 485976.56 460160.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3215 N/A 3140Y9SD7 2056-08-01 5 320891.48 311587.13 Agency Mortgage-Backed Securities GNMA GNII SF DN7332 C N/A 3618MAED7 2055-11-20 6.5 3990.08 4152.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6041 N/A 3140W6WB4 2056-01-01 6 130.95 134.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3113 N/A 3140QNN73 2052-03-01 3 29.80 26.16 Agency Mortgage-Backed Securities GNMA GNII SF DP3310 C N/A 3618MHVB7 2056-02-20 6.5 299.39 314.35 Agency Mortgage-Backed Securities GNMA GNII SF DP8154 C N/A 3618MPBX3 2056-03-20 6.5 1384.20 1461.92 Agency Mortgage-Backed Securities GNMA GNRA 2025-102 FL N/A 38385G3L1 2055-06-20 4.7888 349893.39 353362.32 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 N/A 3137FVE99 2045-04-25 2 1138.10 1051.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-005 MJ N/A 38384HSF6 2054-01-20 5.5 496643.77 490397.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 719234.11 716810.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 FD N/A 38384MLB1 2054-04-20 4.7388 6302.41 6335.23 Agency Collateralized Mortgage Obligation FNMA FNRA CL068FB R22F068 N/A 3136BPCC3 2052-10-25 4.5132 33.49 33.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8888 3349735.89 3285949.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-050 FH N/A 38383PLV1 2052-03-20 3.5 82382.69 71806.52 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH N/A 38384XRY1 2054-10-20 4.8388 7281023.59 7276149.20 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 N/A 3136BWU38 2054-02-25 5 761595.35 758012.55 Agency Collateralized Mortgage Obligation FNMA FNRA CL073FA R24F073 N/A 3136BTBC6 2054-10-25 4.8932 260764.19 261445.18 Agency Collateralized Mortgage Obligation FNMA FNRA CL026FC R24F026 N/A 3136BRWF0 2054-05-25 4.8932 364624.14 366669.15 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FG R19F057 N/A 3136B6QJ5 2049-10-25 4.2077 8.03 7.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-106 F N/A 38385TZY0 2055-12-20 4.7588 23364631.42 23298581.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 HF N/A 38385E2S2 2055-04-20 4.9588 393771.23 397172.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-051 FK N/A 38385DU95 2055-03-20 4.6888 304935.13 306674.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FW N/A 38384YPP0 2054-10-20 4.6888 190832.70 190965.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.2388 21.46 21.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-170 FA N/A 38384DR33 2053-11-20 4.8888 739002.64 747906.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA N/A 38383RJX6 2052-04-20 4 645344.10 582253.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-170 FA N/A 38381T3E3 2052-09-20 4.6388 744999.94 728564.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7388 11467.98 11559.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-117 FA N/A 38381NJ25 2055-07-20 4.7888 16998.41 17167.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-11 FA N/A 38380UWP4 2048-01-20 4.0669 5.89 5.76 Agency Collateralized Mortgage Obligation GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 10.29 9.23 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 917671.85 866370.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3392 N/A 3140XJXW8 2052-09-01 4 31.40 29.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 N/A 31418FTB3 2056-01-01 5.5 19834.71 19765.36 Agency Mortgage-Backed Securities GNMA GNII SF DP3312 C N/A 3618MHVD3 2056-02-20 6.5 557.16 584.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7171 N/A 3142GX6H5 2056-08-01 5 45.36 44.14 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9921 N/A 3140BPAX1 2055-11-01 7 232.01 248.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6181 N/A 3140W62P6 2056-05-01 5 210.96 206.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 1522421.87 1528120.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8727 M N/A 36179XVU7 2053-03-20 6 52.52 53.97 Agency Mortgage-Backed Securities GNMA GNII SF MA8648 M N/A 36179XTD8 2053-02-20 5.5 471311.89 473893.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8571 M N/A 36179XQY5 2053-01-20 6 236.90 242.50 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 154195.82 155432.37 Agency Mortgage-Backed Securities GNMA GNII SF MA8490 M N/A 36179XNF9 2052-12-20 5 31515.33 30977.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 17366.78 17124.37 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 101713.20 97189.00 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 472.04 435.65 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 187.62 184.48 Agency Mortgage-Backed Securities GNMA GNII SF MA8200 M N/A 36179XDD5 2052-08-20 4 4263.66 3923.95 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 291819.11 269107.80 Agency Mortgage-Backed Securities USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 4.30 4.28 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 72738.40 72738.27 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0373 170000000.00 170000000.00 .0010 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.670%, 9/1/2026 3.670 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 406.81 404.87 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 36.98 37.10 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 23078848.97 22964686.43 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 56746842.11 56826028.62 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 16271225.00 16344900.93 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 73.97 74.82 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 36.98 37.18 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 123274969.92 115837715.95 U.S. Treasuries (including strips) USTR BILL 11/03/26 N/A 912797VP9 2026-11-03 0 36.98 36.74 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 221.90 218.53 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BG 28 N/A 91282CRH6 2028-08-31 4.125 142919791.73 142310953.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 106663944.36 107650454.70 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 266410879.06 266410384.23 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 46525235.81 46747873.05 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 28702126.69 27727858.74 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 36.98 36.48 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 147.93 141.88 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0372 787000000.00 787000000.00 .0044 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.670%, 9/1/2026 3.670 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.000 CLBJ7307 N/A 3140H9DM2 2048-01-01 4 171.97 161.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 R3BF0207 N/A 3140FXGR7 2047-04-01 4.5 94635.20 92056.01 Agency Mortgage-Backed Securities FCSB 2.32 FCOR 23-32 CB N/A 3133ENLS7 2032-01-26 2.32 888.89 792.76 Agency Debentures and Agency Strips FNMA FNMS 07.000 CLDF0851 N/A 3140BQ5M9 2055-11-01 7 91472.75 96381.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0303 N/A 3140BCKR2 2055-06-01 5.5 437.34 438.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1942 N/A 3140ABEQ4 2054-09-01 5 422.82 413.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6951 N/A 3133WDWL2 2054-06-01 7 313.22 335.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 364.23 365.91 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3021 N/A 3133KJLA8 2050-07-01 2.5 398.90 329.75 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH4054 N/A 3133CGQF7 2053-11-01 7.5 292.85 316.52 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q08985 G N/A 3132GUJ62 2042-06-01 4 52.04 49.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7578 N/A 3132DVM36 2055-04-01 6 379.20 390.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7430 N/A 3132DVHF5 2055-01-01 5.5 6188599.45 6199691.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4642 N/A 3132DSEP3 2054-01-01 6.5 1243349.60 1306451.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0670 N/A 3132DMW76 2051-09-01 3 279.56 243.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM1502 N/A 3131XUU39 2046-08-01 3.5 85.43 77.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC2038 N/A 3130G1EL2 2056-08-01 7 1704603.56 1798369.25 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08742 G N/A 3128MJZG8 2047-01-01 3.5 419.11 382.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3799 N/A 3140W4GH4 2055-09-01 6 1826750.67 1885955.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3583 N/A 3140W36V6 2055-11-01 6 1975286.90 2042375.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1139 N/A 3140UUHR5 2056-08-01 6 1824949.06 1864344.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3084 N/A 3140U6NA8 2056-01-01 6 683882.53 707422.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9202 N/A 3140QVGL2 2054-09-01 5 1167237.99 1142164.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8979 N/A 3140QU6R2 2054-08-01 5 423.54 413.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8968 N/A 3140QU6E1 2054-08-01 5 366.77 360.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7642 N/A 3140QTP45 2053-12-01 6 1269492.89 1300427.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7998 N/A 3140QT3G2 2054-02-01 6 289.61 298.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2751 N/A 3140QNBV3 2052-02-01 2.5 362.90 299.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4859 N/A 3140QCMH6 2049-12-01 3 157.04 137.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4802 N/A 3140QCKQ8 2049-12-01 3.5 140.49 127.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY7062 N/A 3140NPZ45 2053-08-01 7 39.11 41.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY6470 N/A 3140NPFL9 2053-08-01 6 300185.08 306526.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2733 N/A 3140NKBB6 2053-05-01 5.5 70861.77 70978.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4200 N/A 3140M5U29 2053-10-01 6 237.28 242.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR7697 N/A 3140L6RT3 2051-04-01 2 282.52 226.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR5566 N/A 3140L4FG9 2051-03-01 2 287.76 228.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1109 N/A 3140J5GT0 2044-10-01 4 704486.86 673999.01 Agency Mortgage-Backed Securities GNMA GNII SF CV2676 C N/A 3618BX6M8 2055-11-20 7.5 441.62 481.00 Agency Mortgage-Backed Securities GNMA GNII SF CV0622 C N/A 3618BVVP7 2053-09-20 7 310.21 325.85 Agency Mortgage-Backed Securities GNMA GNII SF CU0334 C N/A 3618BHLP9 2053-09-20 7 226.37 242.91 Agency Mortgage-Backed Securities GNMA GNII SF CU0333 C N/A 3618BHLN4 2053-09-20 7 430.73 462.37 Agency Mortgage-Backed Securities GNMA GNII SF MA9721 M N/A 36179YYS7 2054-06-20 3.5 333.61 298.16 Agency Mortgage-Backed Securities GNMA GNII SF MA9601 M N/A 36179YU28 2054-04-20 3.5 337.51 300.26 Agency Mortgage-Backed Securities GNMA GNMI SP 783588 X N/A 36241L6Z4 2027-06-15 3 6.70 6.69 Agency Mortgage-Backed Securities GNMA GNII SF 005115 M N/A 36202FVG8 2041-07-20 4.5 17.90 17.38 Agency Mortgage-Backed Securities GNMA GNII SF DT6379 C N/A 3618W6CQ8 2056-07-20 6 444.05 462.01 Agency Mortgage-Backed Securities GNMA GNII SF DS4322 C N/A 3618VQYT5 2056-07-20 6 447.58 469.47 Agency Mortgage-Backed Securities GNMA GNII SF DS1387 C N/A 3618VMRG0 2056-07-20 6.5 444.04 473.39 Agency Mortgage-Backed Securities GNMA GNII SF MB1286 M N/A 3618N6NC7 2056-07-20 6 451.93 461.27 Agency Mortgage-Backed Securities GNMA GNII SF MB1213 M N/A 3618N6K30 2056-06-20 3.5 885.56 779.77 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 414.98 415.06 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 395.97 396.04 Agency Mortgage-Backed Securities GNMA GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 396.30 387.10 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 214.39 219.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0812 M N/A 3618N53W7 2055-12-20 4.5 884.22 833.06 Agency Mortgage-Backed Securities GNMA GNII SF DP8692 C N/A 3618MPUR5 2056-03-20 4.5 883.44 824.24 Agency Mortgage-Backed Securities GNMA GNII SF MA8642 M N/A 36179XS72 2053-02-20 2.5 634.03 534.20 Agency Mortgage-Backed Securities GNMA GNII SF MA8345 M N/A 36179XHW9 2052-10-20 3.5 335.84 299.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 12036843.66 10532093.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7589 M N/A 36179WNE4 2051-09-20 2.5 403388.23 338976.54 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 230.70 193.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ7059 N/A 3142GXZZ3 2056-07-01 6 446.57 455.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4181 N/A 3142GUUF8 2055-05-01 6.5 337.91 354.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4703 N/A 31427SGM4 2056-03-01 5 442.26 430.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2834 N/A 31427QEG3 2055-10-01 5.5 2011116.22 2023310.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1540 N/A 31427NWA3 2055-02-01 5.5 1690228.71 1706639.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3864 N/A 31418DJJ2 2034-12-01 2.5 747936.15 699583.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3359 N/A 31418CWV2 2038-04-01 3 1448890.35 1345103.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA8548 N/A 3140YWQA4 2054-02-01 6 1914614.39 1973791.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5361 N/A 3140XL5X2 2050-09-01 4.5 1323634.11 1278273.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 314.22 300.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9477 N/A 3140XDQ74 2051-11-01 2.5 296.97 249.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6524 N/A 3140XAHA3 2051-03-01 2.5 258.75 213.91 Agency Mortgage-Backed Securities GNMA GNII SF DN5618 C N/A 3618M8G32 2055-09-20 7 449.59 474.88 Agency Mortgage-Backed Securities GNMA GNII SF DM0804 C N/A 3618LP3M7 2055-09-20 7.5 440.76 478.24 Agency Mortgage-Backed Securities GNMA GNII SF DL7326 C N/A 3618LKD70 2055-08-20 7.5 881.06 961.24 Agency Mortgage-Backed Securities GNMA GNII SF DJ4218 C N/A 3618KQVK9 2055-07-20 6.5 879.49 940.74 Agency Mortgage-Backed Securities GNMA GNII SF DJ4236 C N/A 3618KQV52 2055-05-20 7 426.81 460.47 Agency Mortgage-Backed Securities GNMA GNII SF CZ0148 C N/A 3618GBEV2 2053-11-20 7 366.45 395.32 Agency Mortgage-Backed Securities GNMA GNII SF CX0786 C N/A 3618FL2T9 2053-09-20 7 1430285.17 1528989.63 Agency Mortgage-Backed Securities GNMA GNII SF CW3803 C N/A 3618FCGL1 2053-08-20 7 2772171.54 2962529.16 Agency Mortgage-Backed Securities GNMA GNII SF CV9349 C N/A 3618F6L61 2053-07-20 6.5 345.37 364.99 Agency Mortgage-Backed Securities GNMA GNII SF CV6289 C N/A 3618F27A7 2053-09-20 7 313.16 334.77 Agency Mortgage-Backed Securities GNMA GNII SF CV6285 C N/A 3618F26W0 2053-09-20 7 946174.81 1011778.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4615 N/A 3132A5DU6 2045-05-01 4 39.31 37.15 Agency Mortgage-Backed Securities GNMA GNII SF MA9235 M N/A 36179YHL1 2053-10-20 2.5 321.37 270.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH4271 N/A 3140GSW99 2047-06-01 4 74.26 69.42 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 309.91 277.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4994 N/A 3140X8RQ2 2050-12-01 2 271.74 217.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL5314 N/A 3131XL3X3 2043-03-01 3 70.03 63.67 Agency Mortgage-Backed Securities GNMA GNII SF CX8450 C N/A 3618FVL74 2053-11-20 6.5 418.98 442.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8290 N/A 3133KQF76 2052-12-01 4.5 678.40 647.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3384 N/A 3140XJXN8 2050-10-01 4.5 315.45 300.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 159.08 139.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV2451 N/A 3140MFWM1 2052-06-01 3 358.01 307.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTBJ3862 N/A 3140H5JG7 2038-01-01 3 83.77 77.71 Agency Mortgage-Backed Securities GNMA GNII SF MA9012 M N/A 36179YAM6 2053-07-20 3 314.47 276.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7602 N/A 3140QTNU9 2053-12-01 6 5054734.52 5167050.72 Agency Mortgage-Backed Securities GNMA GNII SF DD7532 C N/A 3618J1LM3 2054-09-20 7 372.44 398.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1291 N/A 3140J5NH8 2041-12-01 4.5 159.58 155.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCB6022 N/A 3140QRVQ3 2043-04-01 5 1143548.17 1127273.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5481 N/A 3132DTCS7 2054-06-01 5.5 350.31 353.63 Agency Mortgage-Backed Securities GNMA GNII SF MA6153 M N/A 36179UZS4 2049-09-20 3 9752580.42 8568100.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA6404 N/A 3140A7DJ0 2054-01-01 6.5 384.40 402.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5126 N/A 31418EVU1 2043-08-01 4.5 871649.21 847792.17 Agency Mortgage-Backed Securities GNMA GNII SF MA9360 M N/A 36179YMH4 2053-12-20 4.5 393.58 372.85 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8099 N/A 3132DV7L3 2050-10-01 2.5 216.21 178.40 Agency Mortgage-Backed Securities GNMA GNII SF DF7613 C N/A 3618JRN69 2055-03-20 7 876.41 945.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2332 N/A 31426YSW7 2055-09-01 6 371.58 377.99 Agency Mortgage-Backed Securities GNMA GNII SF DT3373 C N/A 3618W2XA9 2056-07-20 6 443.85 457.32 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 382.86 374.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7575 N/A 3132DVMY8 2055-01-01 5.5 391.40 394.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 375.04 375.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7122 N/A 3132DU4F1 2054-11-01 6.5 294.26 309.36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC3293 N/A 3130G2RP7 2056-08-01 7 444.44 470.07 Agency Mortgage-Backed Securities GNMA GNII SF DN5619 C N/A 3618M8G40 2055-09-20 7 440.33 466.95 Agency Mortgage-Backed Securities GNMA GNII SF DR1236 C N/A 3618V9LR1 2056-04-20 5.5 442.04 454.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ2271 C N/A 3618MUQY4 2056-03-20 5.5 441.91 454.16 Agency Mortgage-Backed Securities GNMA GNII SF CV2228 C N/A 3618BXPM7 2053-06-20 6.5 317.55 343.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8833 N/A 3140QUY75 2054-07-01 5.5 360.97 363.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1103 N/A 3140BRGM5 2055-10-01 6.5 297.84 310.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8725 M N/A 36179XVS2 2053-03-20 5 315.99 310.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8970 N/A 3140QU6G6 2054-08-01 5 393.93 386.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 542169.14 540273.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2838 N/A 31427QEL2 2055-10-01 5.5 1702378.79 1719595.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7682 N/A 3140UBRC9 2056-04-01 5 442.89 430.99 Agency Mortgage-Backed Securities GNMA GNII SF DK7884 C N/A 3618L7XM4 2055-09-20 7 440.81 473.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ9055 N/A 31427KBZ7 2055-11-01 6 441.07 448.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTA6148 N/A 3142JUZN3 2056-02-01 7 442.55 473.49 Agency Mortgage-Backed Securities GNMA GNII SF DN9452 C N/A 3618MCQD0 2055-12-20 6.5 883.21 944.70 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDG1986 N/A 3140U5F43 2056-02-01 7 492245.01 521836.48 Agency Mortgage-Backed Securities GNMA GNII SP 788377 C N/A 3622AEFS0 2055-12-20 6.5 741.19 773.90 Agency Mortgage-Backed Securities FMAC FERA 5646FQ 10/25/53 N/A 3137HRD48 2053-10-25 4.5432 9620729.14 9599892.55 Agency Collateralized Mortgage Obligation FMAC FERA 5645FD 04/25/56 N/A 3137HQUZ2 2056-04-25 4.6932 1606.03 1595.97 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.6932 272.04 273.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-122 FL N/A 38385TV65 2056-07-20 4.6388 91903.95 91805.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-063 KF N/A 38385RXB6 2056-04-20 4.8088 79818113.08 79642143.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-001 AF N/A 38385K6E5 2056-01-20 4.7388 15366818.31 15315369.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-100 FJ N/A 38385GT33 2055-06-20 4.8388 2553359.86 2584693.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-167 F N/A 38384YZC8 2054-10-20 4.7388 9018660.94 8979745.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-198 FC N/A 38384Y4M0 2054-12-20 5.0688 249.22 249.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-060 FA N/A 38383XSX3 2053-04-20 4.5388 113162.91 112856.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FE N/A 38383GJV4 2052-01-20 3.5 17582491.86 15325628.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-221 FA N/A 38383FRT2 2051-12-20 3.5 5743232.44 5001622.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 25144485.54 21925097.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-191 FA N/A 38382MHD4 2048-10-20 4.0669 4048130.15 3967959.66 Agency Collateralized Mortgage Obligation FMAC FERA 5565MF 05/25/55 N/A 3137HMNH9 2055-05-25 5.2432 405262.35 406462.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-051 FK N/A 38385DU95 2055-03-20 4.6888 129330.89 130068.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 KF N/A 38383VAQ1 2053-01-20 4.3888 6237025.35 6226117.01 Agency Collateralized Mortgage Obligation FMAC FERA 5606FG 11/25/55 N/A 3137HPE66 2055-12-25 4.8432 903408.43 900849.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-194 F N/A 38383DCX4 2051-11-20 3.9388 14378840.22 12898460.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-113 FG N/A 38384QQZ4 2054-07-20 4.9388 240580.73 242376.68 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-046 BF N/A 38385PDL0 2056-03-20 4.6388 43644076.56 42086961.65 Agency Collateralized Mortgage Obligation USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 489.08 489.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 25820355.56 25604490.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 82088.89 82196.33 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 407555.56 370136.11 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 32418687.49 32304959.12 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 4956266.67 4616540.44 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 9096977.78 6112236.63 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 1204.32 829.61 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 10221866.67 6436916.54 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 1972844.44 1959330.46 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 88.89 82.22 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 755.56 536.72 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 44383022.22 43882599.79 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 1333.33 1326.74 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 400000000.00 400000000.00 .0022 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.660%, 9/21/2026 3.660 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 30630026.98 21141656.20 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 66.67 54.87 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 266.67 198.15 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 133.33 125.11 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 133.33 127.27 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 163400.00 162275.39 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 1295400.00 1310971.18 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 41944807.11 38538479.12 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 2500176.26 2459122.65 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 15058648.25 15005820.83 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 31512.21 29502.35 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 104935546.52 103391413.67 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 263933.33 245842.08 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 1456767.63 1287626.67 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 266.67 241.45 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 4279666.67 3670917.57 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 133.33 129.02 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 7162466.67 6359734.15 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 66.67 44.79 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 51824000.00 29921999.17 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 3699600.00 2020490.53 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 99333.33 67206.77 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 1750650.58 884271.29 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 133.33 82.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 133.33 133.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 533.33 526.87 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 533.33 523.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 66.67 63.85 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 37177693.28 35625327.59 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 8538405.81 8267256.73 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 66.67 66.67 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 1784933.33 1805023.68 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 36443444.35 35967565.65 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 20333.33 20184.47 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 16872333.33 17109513.87 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 21341266.67 21560455.47 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 34390000.00 33633763.90 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 1739200.00 1734157.07 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 258933.33 259705.04 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 724527.54 700868.13 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 5666.67 5623.69 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 556533.33 566711.51 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 35708146.28 34819288.43 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 77600.00 75515.46 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 1449666.67 1451564.07 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 1593800.00 1474275.39 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 133.33 126.26 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 49595733.33 48905856.68 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 66.67 60.87 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 66133.33 63654.63 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 1634516.36 1500735.52 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 839733.33 830010.19 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 3470933.33 3331502.92 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 66.67 66.63 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 180.65 124.44 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 1354.89 1431.17 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 1853333.33 1861725.21 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 1122533.33 1125120.00 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 817577.64 442099.83 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 266.67 253.27 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 66.67 40.44 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 66.67 65.69 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 66.67 58.59 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 7466.67 7219.69 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 432.06 434.57 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 666.67 657.68 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 33800.00 27351.91 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 47640866.67 22382337.85 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 11176133.33 6257512.19 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 3053779.00 2070922.87 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 40666.67 28988.40 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-08 2026-09-08 2026-09-21 Y Credit Agricole Corporate and Investment Bank 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0371 500000000.00 500000000.00 .0028 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.650%, 9/18/2026 3.650 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 265600.00 265970.63 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 43260400.00 43504947.75 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 10309760.00 10152534.37 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 32846326.20 33036735.28 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 38855280.00 39275664.40 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 57225200.00 58747342.11 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 403760.00 398543.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 17830960.00 17914452.35 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 9520040.00 8645963.74 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 48.21 43.30 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 8321880.00 7791498.10 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 28533280.00 17309289.42 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 40.00 39.64 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 391600.00 398416.06 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 40.00 39.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 80.00 79.20 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 16880411.45 12549802.59 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 11563920.00 11626627.62 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 14876821.96 10858931.75 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 750880.00 400251.49 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 51511680.00 50099229.74 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.9096 80.00 80.37 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 409080.00 400164.18 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 1369280.00 1300248.05 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 8892163.98 4808380.29 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 51.33 25.93 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 7916360.00 8022076.58 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 316880.00 314003.87 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 183480.00 183504.64 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 80.00 49.70 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 40.00 37.26 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 574.70 547.17 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 20079680.00 19809005.91 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 153.99 77.78 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 91238560.00 42865136.96 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 40.00 30.36 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 406.89 288.52 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 45500560.00 36021687.49 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 18120.00 17002.72 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 560.00 582.55 U.S. Treasuries (including strips) USTR 3 3/8 TRIB 32 N/A 912810FQ6 2032-04-15 3.375 677.62 728.84 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 24628080.00 24459377.65 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 45275000.00 45031873.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 9051360.00 9064830.95 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 29548800.00 29147813.15 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 2080.00 2079.32 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 24216720.00 23117523.08 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 82457600.00 80854308.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 84732640.00 84371401.14 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 19998000.00 20133609.39 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 80.00 77.58 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 888240.00 837370.04 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 80.00 68.77 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 22338.36 20360.28 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 437293.25 398570.78 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 40.00 34.64 U.S. Treasuries (including strips) USTR 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 17640.00 17668.42 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 45100960.00 43642494.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 19600000.00 19752300.57 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 240.00 134.38 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-08 2026-09-08 2026-09-18 Y Credit Agricole Corporate and Investment Bank 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0370 800000000.00 800000000.00 .0045 N N Y N ING Financial Markets LLC ING Financial Markets LLC, REPO, 3.670%, 9/1/2026 3.670 963FWZ000 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 787009 C N/A 3622ACVA5 2051-09-20 3 762.34 675.50 Agency Mortgage-Backed Securities GNMA GNMI SF 608700 X N/A 36202TGH3 2034-10-15 6 1165.50 1175.10 Agency Mortgage-Backed Securities GNMA GNII SF DT1493 C N/A 3618W0US7 2056-08-20 7 1000.00 1080.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0228 N/A 31427MHE4 2055-01-01 5.5 41597675.06 41774437.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2066 N/A 31426YJL1 2055-09-01 6.5 821.39 862.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAE0732 N/A 31419AY68 2040-12-01 6.395 1337546.69 1395157.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1508 N/A 31418AVA3 2043-07-01 3.5 3448131.40 3180958.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB8759 N/A 31417FWV6 2043-03-01 3.5 10234990.28 9467290.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4951 N/A 31417BQD2 2042-04-01 4 1942747.50 1857789.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP923295 N/A 31412EXY7 2037-03-01 6.5 201608.28 202615.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3432 N/A 3140XJY64 2052-11-01 5.5 42450087.79 42835124.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3353 N/A 3140W3WP0 2053-11-01 5.5 3888497.03 3900019.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTCB9297 N/A 3140QVKK9 2044-10-01 6 2776457.75 2854776.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4098 N/A 3140QPRU3 2052-07-01 4.5 707.51 677.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6601 N/A 3140Q2KP2 2036-04-01 4.44 9417000.00 9071160.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5013 N/A 3140NMSB4 2053-07-01 5.5 2160672.01 2180983.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV2611 N/A 3140MF3V3 2052-07-01 4.5 6402808.56 6134550.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS8420 N/A 3140LKLA9 2033-05-01 4.27 965.66 938.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6866 N/A 3140GVTY1 2047-08-01 4 2443048.52 2275414.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ8292 N/A 3140E1GA5 2045-08-01 3.5 153.26 140.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE3291 N/A 3140BFUR4 2055-07-01 6.5 1441210.97 1503135.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9210 N/A 3140AXGU5 2054-12-01 5 3467217.82 3374170.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL838756 N/A 31407RZV9 2035-09-01 6 263436.46 273162.27 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAM8448 N/A 3138L9L67 2045-05-01 3.45 5392339.21 4460165.53 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL9337 N/A 3138ERLT5 2044-10-01 5.978 26.39 27.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH0567 N/A 3138A1TZ4 2040-12-01 5.5 91894.69 92530.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9171 N/A 3133KRFL3 2053-06-01 6 661.81 681.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF4587 N/A 3133BSCY6 2052-12-01 4.5 767.80 734.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1103 N/A 3133BNGL1 2052-10-01 5.5 7401503.78 7469881.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7661 N/A 3133BHQN9 2052-08-01 5 4082401.88 3989676.92 Agency Mortgage-Backed Securities FMAC 07.000 FRPC G80366 G N/A 31335PMP7 2031-03-01 7 85457.30 86141.16 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q57396 G N/A 3132Y1GE2 2048-07-01 4 3035834.74 2848360.81 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q37989 G N/A 3132QU2X0 2045-12-01 4 4505538.36 4244871.94 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V85488 G N/A 3132LBCZ1 2049-04-01 4.5 2988441.39 2879073.40 Agency Mortgage-Backed Securities FMAC 05.500 FGPC Q00637 G N/A 3132GDV66 2041-05-01 5.5 96818.09 97815.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4102 N/A 3132E0RX2 2053-10-01 6.5 54918234.76 58195846.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7116 N/A 3132DU3Z8 2054-11-01 6 723.44 739.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5618 N/A 3132DTG38 2054-02-01 7 15042061.35 16020748.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM7842 N/A 3131Y2WB0 2048-08-01 4 1336762.19 1244900.34 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A93619 G N/A 312942AU9 2040-08-01 5.5 177021.42 178529.17 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A89952 G N/A 312937BV6 2039-11-01 5.5 50.25 51.10 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A80301 G N/A 312926KN7 2035-11-01 5.5 833779.42 837438.32 Agency Mortgage-Backed Securities FMAC 08.000 FGPC G20025 G N/A 31283LA22 2037-06-01 8 892473.02 919874.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAL5971 N/A 3138ENT58 2044-10-01 4 760691.14 722510.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM6130 N/A 3131Y0Y30 2048-04-01 4.5 207.56 198.82 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A92668 G N/A 3129406D6 2040-06-01 5.5 184636.45 186608.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5077 N/A 3140NMUB1 2053-07-01 5.5 3249776.06 3262711.25 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49995 G N/A 3132WQC94 2047-08-01 4 3130392.88 2939496.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5974 N/A 3140H7T80 2048-07-01 4 415302.06 387008.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY8486 N/A 3140NRNC6 2053-08-01 5 1177569.74 1152018.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN1938 N/A 3140JJEL9 2048-11-01 4 519213.19 483739.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK5489 N/A 3140HKC30 2048-05-01 4 754856.99 708330.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1206 N/A 31329JKT3 2042-06-01 4 1368043.59 1309810.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4374 N/A 3142GU2G7 2055-06-01 5.5 2968472.44 2971777.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0575 N/A 3140JGT96 2048-11-01 4 754585.44 707992.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 694.33 623.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8131 N/A 3140NDA98 2053-04-01 5.5 3122314.40 3147540.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL7512 N/A 3131XPKZ0 2043-12-01 4 1401784.64 1336171.77 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-09-01 2026-09-01 2026-09-01 N N N .0372 250000000.00 250000000.00 .0014 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.670%, 9/1/2026 3.670 965TNUII1 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y GNMA GNII SF MB0363 M N/A 3618N5MM8 2055-05-20 4 43665876.57 39718015.54 Agency Mortgage-Backed Securities GNMA GNII SF MB0238 M N/A 3618N5HQ5 2029-10-20 7.5 20750.14 21158.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0088 M N/A 3618N5C23 2054-12-20 3.5 69573.08 61286.70 Agency Mortgage-Backed Securities GNMA GNII SF MB0788 M N/A 3618N52W8 2040-11-20 6.5 105290.55 109548.78 Agency Mortgage-Backed Securities GNMA GNII JM MB0778 M N/A 3618N52L2 2040-11-20 5.5 1452639.87 1447313.53 Agency Mortgage-Backed Securities GNMA GNII ET DN6640 C N/A 3618M9LV2 2066-03-20 5.5 14551907.74 14545407.88 Agency Mortgage-Backed Securities GNMA GNII ET DN4810 C N/A 3618M7KX3 2065-09-20 2 727111.78 552073.19 Agency Mortgage-Backed Securities GNMA GNII SF DN1522 C N/A 3618M3VP7 2055-10-20 5.5 3530072.85 3554901.03 Agency Mortgage-Backed Securities GNMA GNII SF DN0006 C N/A 3618M2AF4 2055-09-20 6.5 27226.22 28501.62 Agency Mortgage-Backed Securities GNMA GNII SF DM9596 C N/A 3618M0UV1 2055-10-20 6.5 414301.83 430957.87 Agency Mortgage-Backed Securities GNMA GNII SF DM7882 C N/A 3618LXXK1 2055-10-20 6.5 1017851.56 1054059.26 Agency Mortgage-Backed Securities GNMA GNII ET DM6732 C N/A 3618LWPR7 2065-09-20 4.5 189440.30 177776.46 Agency Mortgage-Backed Securities GNMA GNII ET DM5644 C N/A 3618LVHV9 2065-08-20 4.5 400482.12 375824.44 Agency Mortgage-Backed Securities GNMA GNII ET DL6727 C N/A 3618LJPL9 2065-07-20 2 269025.00 204262.79 Agency Mortgage-Backed Securities GNMA GNII SF DK6489 C N/A 3618L6F61 2055-07-20 7 1216242.79 1270002.34 Agency Mortgage-Backed Securities GNMA GNPL PN DF3879 N/A 3618JMJY4 2059-11-15 4.98 20786.51 20585.11 Agency Mortgage-Backed Securities GNMA GNII SF DC4815 C N/A 3618HKK44 2054-07-20 6.5 2650044.64 2726266.99 Agency Mortgage-Backed Securities GNMA GNII SF AN7494 C N/A 36186QKF8 2045-06-20 3 1165707.28 1016317.23 Agency Mortgage-Backed Securities GNMA GNII SF AJ4134 C N/A 36182YSX8 2044-08-20 3.5 621149.01 550088.73 Agency Mortgage-Backed Securities GNMA GNII RG CN0929 C N/A 3617YYA63 2034-09-20 6 638406.40 661492.46 Agency Mortgage-Backed Securities GNMA GNII SF CM0894 C N/A 3617YK7F7 2052-02-20 2.5 524923.80 430626.14 Agency Mortgage-Backed Securities GNMA GNII SF CJ2896 C N/A 3617XKGD3 2051-11-20 2.5 872957.10 716142.87 Agency Mortgage-Backed Securities GNMA GNII RG CF0263 C N/A 3617W1JG6 2038-12-20 6 228478.20 234759.52 Agency Mortgage-Backed Securities GNMA GNPL LM CD9017 N/A 3617VLAS6 2060-04-15 3.3 34472.81 32110.45 Agency Mortgage-Backed Securities GNMA GNII SF CB4517 C N/A 3617UQAS6 2051-02-20 3 65975.91 57702.46 Agency Mortgage-Backed Securities GNMA GNII SF BY8781 C N/A 3617QRXJ4 2050-10-20 3 331192.38 305154.03 Agency Mortgage-Backed Securities GNMA GNII SF BY6430 C N/A 3617QPEB6 2050-10-20 3 343460.44 300354.78 Agency Mortgage-Backed Securities GNMA GNII SF BY6428 C N/A 3617QPD92 2050-10-20 3 407920.57 357223.39 Agency Mortgage-Backed Securities GNMA GNII SF BV9815 C N/A 3617NP3Y1 2036-01-20 6 470073.53 479949.30 Agency Mortgage-Backed Securities GNMA GNII SF MA9577 M N/A 36179YUA0 2039-07-20 6.5 23376.86 24275.62 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 107577.96 94562.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9017 M N/A 36179YAS3 2053-07-20 5.5 3784795.42 3808383.52 Agency Mortgage-Backed Securities GNMA GNII SF MA9878 M N/A 36179Y6P4 2039-11-20 5 59406.81 59357.30 Agency Mortgage-Backed Securities GNMA GNII SF MA8692 M N/A 36179XUR5 2038-07-20 3.5 233836.90 221248.68 Agency Mortgage-Backed Securities GNMA GNII SF MA8568 M N/A 36179XQV1 2053-01-20 4.5 745566.89 708756.02 Agency Mortgage-Backed Securities GNMA GNII SF MA8542 M N/A 36179XP34 2038-10-20 7 113850.15 118020.75 Agency Mortgage-Backed Securities GNMA GNII RG CO0464 C N/A 3617FBQR1 2047-04-20 3.5 255587.47 225606.20 Agency Mortgage-Backed Securities GNMA GNMI SF BC3009 X N/A 3617B6KW1 2047-12-15 3 296397.18 261775.03 Agency Mortgage-Backed Securities GNMA GNII SF CP4685 C N/A 3617FUF26 2040-06-20 5 1392428.93 1381688.67 Agency Mortgage-Backed Securities GNMA GNII SF MA6093 M N/A 36179UXW7 2049-08-20 5 4171136.02 4146178.72 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 37963873.61 37291406.88 Agency Mortgage-Backed Securities GNMA GNII SF MA8770 M N/A 36179XW77 2038-04-20 5 71302.53 71243.11 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 55522500.74 56037934.60 Agency Mortgage-Backed Securities GNMA GNII SP 785053 C N/A 3622AAQE7 2050-06-20 4.5 15628023.50 14608279.34 Agency Mortgage-Backed Securities GNMA GNII SF DA5833 C N/A 3618GVPS3 2054-03-20 7.5 2655958.79 2885322.08 Agency Mortgage-Backed Securities GNMA GNII SF CM0319 C N/A 3617YKK88 2052-06-20 4 791775.57 726682.38 Agency Mortgage-Backed Securities GNMA GNCL CL CR4180 N/A 3618AJUD3 2067-05-15 5.18 58591.00 58742.97 Agency Mortgage-Backed Securities GNMA GNII SF AO1154 C N/A 3617A1H72 2045-07-20 3 1456223.40 1273267.86 Agency Mortgage-Backed Securities GNMA GNII SF DJ1895 C N/A 3618KNC84 2055-04-20 7 1655433.63 1728601.03 Agency Mortgage-Backed Securities GNMA GNII SF MB0462 M N/A 3618N5QQ5 2040-06-20 7 128449.97 134128.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 137755926.35 138165245.08 Agency Mortgage-Backed Securities GNMA GNII SF DK5711 C N/A 3618L5KY6 2055-07-20 7 1165872.71 1217402.35 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 922503460.02 899649974.61 Agency Mortgage-Backed Securities GNMA GNII ET DN4301 C N/A 3618M6X60 2065-10-20 2 664491.55 504527.61 Agency Mortgage-Backed Securities GNMA GNII ET DG7055 C N/A 3618K3ZU4 2064-10-20 2 58372.82 44322.93 Agency Mortgage-Backed Securities GNMA GNII SF DI6416 C N/A 3618NQDV2 2055-05-20 6.5 933464.78 970818.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0683 M N/A 3618N5XM6 2055-10-20 4 63651662.68 57896491.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0305 M N/A 3618N5KT5 2055-04-20 4 193985312.75 176446971.24 Agency Mortgage-Backed Securities GNMA GNII SF MA6039 M N/A 36179UV82 2049-07-20 3.5 5318464.50 4792445.32 Agency Mortgage-Backed Securities GNMA GNII SF DM8768 C N/A 3618LYW53 2055-12-20 5 2061081.58 2017829.09 Agency Mortgage-Backed Securities GNMA GNII ET DS6666 C N/A 3618VTMP0 2066-07-20 6 60748.39 62072.46 Agency Mortgage-Backed Securities GNMA GNII SF DN8010 C N/A 3618MA3T4 2055-11-20 6.5 353393.40 367824.81 Agency Mortgage-Backed Securities GNMA GNII JM MB1272 M N/A 3618N6MW4 2056-07-20 5 2236523.37 2169956.98 Agency Mortgage-Backed Securities GNMA GNII SF MA8178 M N/A 36179XCP9 2037-08-20 5 427382.90 428397.37 Agency Mortgage-Backed Securities GNMA GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 7670796.42 7313490.72 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 5806109.78 5518115.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7590 M N/A 36179WNF1 2051-09-20 3 43057551.38 37675357.45 Agency Mortgage-Backed Securities GNMA GNII SF MA8025 M N/A 36179W4J4 2037-11-20 6.5 255394.66 273164.93 Agency Mortgage-Backed Securities GNMA GNII SF MA6067 M N/A 36179UW40 2034-08-20 4.5 284150.97 281323.10 Agency Mortgage-Backed Securities GNMA GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 111507.55 104258.48 Agency Mortgage-Backed Securities GNMA GNII SF MA2372 M N/A 36179QT50 2044-11-20 4 2578585.71 2437906.67 Agency Mortgage-Backed Securities GNMA GNAR WB 788119 M N/A 3622AD4C9 2055-08-20 5.264 12986624.59 13111185.80 Agency Mortgage-Backed Securities GNMA GNMI SF 558897 X N/A 36213M3E6 2032-08-15 6.5 30340.35 30856.34 Agency Mortgage-Backed Securities GNMA GNII SF AX3814 C N/A 36196FGX6 2047-01-20 3.5 315347.60 278996.12 Agency Mortgage-Backed Securities GNMA GNII SF AV5049 C N/A 36195FTE5 2046-10-20 3.5 782423.04 698230.93 Agency Mortgage-Backed Securities GNMA GNII SF AR4962 C N/A 36193BQP4 2046-04-20 3 260042.15 227377.21 Agency Mortgage-Backed Securities GNMA GNII SF DT0515 C N/A 3618VYSC2 2056-07-20 5.5 3375260.00 3405766.72 Agency Mortgage-Backed Securities GNMA GNII SF MB1287 M N/A 3618N6ND5 2056-07-20 6.5 691942320.12 718842731.28 Agency Mortgage-Backed Securities GNMA GNII SF MB1218 M N/A 3618N6K89 2056-06-20 6 501106315.87 511464183.42 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 133943995.89 130625756.68 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 159790482.81 145342759.94 Agency Mortgage-Backed Securities GNMA GNII SF MB0459 M N/A 3618N5QM4 2040-07-20 5.5 323867.33 328935.96 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 3000000000.00 3000000000.00 .0168 N Y Y N Standard Chartered Bank Standard Chartered Bank, REPO, 3.680%, 9/1/2026 3.680 966RQU009 RILFO74KP1CM8P6PCT96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 02.000 CIBP3507 N/A 3140KA3R5 2036-06-01 2 235.17 213.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQF6211 N/A 3133BT3U2 2052-12-01 7 226480.31 242317.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0189 N/A 3140FXF72 2057-06-01 3 176.01 149.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 11538.01 11390.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 298.23 244.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 N/A 3140LNJM0 2051-09-01 3 289.32 254.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8429 N/A 3138YNLK1 2045-08-01 3.5 204.39 184.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDC2926 N/A 3140AQHC9 2039-09-01 5 402.11 404.34 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 N/A 3132DWM91 2054-11-01 4 4972.86 4569.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8709 N/A 3132A9VA2 2033-07-01 2.5 49.61 46.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8501 N/A 3140QGNT0 2051-01-01 2 282.55 223.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4931 N/A 3140QQPR0 2037-10-01 4.5 289.38 286.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4752 N/A 3140QQH65 2037-09-01 4.5 12159.90 11973.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4967 N/A 3133CHQU2 2053-11-01 6.5 218.77 229.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 5378.29 4441.09 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08621 G N/A 3128MJVP2 2044-12-01 4.5 75.93 73.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZT2112 N/A 3132AEKZ8 2048-11-01 4 265.14 246.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3839 N/A 3132E0HQ8 2053-09-01 5.5 144760.23 145124.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7716 N/A 3140NCSE0 2053-02-01 5 472.16 459.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5141 N/A 3133KYWA3 2042-01-01 2 61857.04 52983.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3258 N/A 3140QNTQ5 2052-04-01 3.5 648.20 581.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 N/A 3140H8EZ4 2038-01-01 4 76.01 72.54 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA3672 N/A 3140A4CJ8 2053-10-01 7.5 190.35 203.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 649.08 651.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 126536.22 99979.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZT1100 N/A 3132ADGH5 2042-12-01 3.5 884.10 817.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5282 N/A 3140MW2Q8 2053-05-01 5 365.32 355.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1640 N/A 3140JHZE6 2048-11-01 4.5 2492151.76 2415640.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0758 N/A 3133W6ZX8 2054-03-01 6.5 241.12 250.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 N/A 3140MTRE5 2052-08-01 4.5 397.20 377.10 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 10440055.34 10234247.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 34889.91 33983.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4801 N/A 3142GVKP5 2055-09-01 6 417.61 430.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4861 N/A 3140AEMK2 2054-12-01 4.5 443.15 421.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD7459 N/A 3140B8JD4 2055-04-01 5 431.72 423.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1319 N/A 31426XPD4 2055-07-01 5.5 11413.87 11373.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 N/A 3140B6DS1 2055-06-01 6 396.68 407.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4500 N/A 3142K6AA9 2056-06-01 5.5 453.13 452.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6065 N/A 31427TW36 2054-06-01 5.5 2642581.65 2635775.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC8358 N/A 3140AWJC4 2054-12-01 4.5 403.00 384.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0622 M N/A 3618N5VQ9 2055-09-20 5 159468.95 155592.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7095 N/A 3132DU3C9 2054-11-01 5 11618.51 11374.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9343 N/A 3142JYLZ3 2056-04-01 4.5 456.20 430.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 389.02 390.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 396.33 388.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8015 N/A 3142K93Z6 2056-07-01 5.5 454.23 456.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5921 N/A 3133KMSJ5 2051-09-01 2.5 275.65 231.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7551 N/A 3132DVL86 2052-01-01 3 2216957.79 1938929.11 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQY0812 N/A 31426J3W7 2055-04-01 7.5 55091.63 58971.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6714 N/A 3142K8N86 2056-07-01 6 555813.34 567613.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 380.06 363.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0710 N/A 3140B0YG7 2055-01-01 6.5 381.83 395.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9196 N/A 3142KBGE4 2056-07-01 5.5 454.39 454.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 N/A 3140UFLU6 2056-07-01 5 419.10 409.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 340.19 355.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4023 N/A 3130G3LD8 2056-09-01 6 514421.73 526192.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7795 N/A 3140L6UV4 2051-04-01 2.5 283.36 234.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0145 N/A 3140BQET4 2055-09-01 6.5 449.98 473.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ4669 N/A 3142GVFK2 2055-08-01 4.5 436.32 414.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5505 N/A 31427TDK9 2056-06-01 6 3690628.72 3765581.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6075 N/A 31427TXD3 2056-07-01 5.5 62645.27 63135.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS9682 N/A 3132AAXK5 2040-05-01 6 160.43 166.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2836 N/A 3140B3EJ7 2055-06-01 7 388497.55 421446.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2665 N/A 3142JQ6B0 2056-01-01 6 404.70 414.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 N/A 3132A5JR7 2048-06-01 4 35.05 32.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD0291 N/A 3132DMKC8 2050-03-01 5 245884.85 242241.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9450 N/A 3142JYQC9 2056-04-01 6 14646.55 14995.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1015 N/A 3130G0AR5 2056-08-01 6.5 711.95 747.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9779 N/A 31426U2M5 2055-07-01 6.5 455886.28 482302.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0722 N/A 3131XTYT1 2046-01-01 4 42.85 40.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 421.05 386.82 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 N/A 31426WL81 2055-07-01 7 450.25 481.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1511 N/A 3132DNVC4 2052-08-01 5 47480.55 46512.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2149 N/A 3130G1H39 2056-08-01 6 572865.09 592351.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7991 N/A 3140UB2Z5 2056-04-01 5.5 58142.28 58224.68 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 30334.34 30340.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6472 N/A 31427UFN8 2056-06-01 5.5 11362.04 11378.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0449 N/A 3133W4QA3 2056-08-01 5.5 4857049.55 4874128.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9209 N/A 3142JYGT3 2056-04-01 5 453.18 441.28 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 20919154.24 19705424.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5950 N/A 3140W6TG7 2052-04-01 3 453.23 393.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1090 N/A 3142K2F88 2056-04-01 4.5 452.93 429.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBH8915 N/A 3140GX3Z2 2056-09-01 6 458.56 468.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4109 N/A 3142K5R70 2056-06-01 5 450.52 438.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2080 N/A 3142K3J25 2056-05-01 5 1707849.85 1667578.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1930 N/A 3140Y8EC6 2056-02-01 5 2907325.02 2847857.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4308 N/A 31427RYE4 2056-02-01 5 444.83 433.84 Agency Mortgage-Backed Securities GNMA GNII SF MB1141 M N/A 3618N6HT7 2056-05-20 4.5 15591058.94 14686465.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5441 N/A 3140W6BK7 2056-05-01 5.5 27885871.00 27998734.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4162 N/A 3130G3QQ4 2056-09-01 6 2150650.39 2219322.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 N/A 3140U0JQ1 2056-02-01 5.5 451.08 455.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7540 N/A 3142K9LW3 2056-07-01 5.5 454.18 452.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 N/A 3142GVZM6 2055-11-01 6 419.99 431.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9408 N/A 3142KBN22 2056-07-01 6 453.03 464.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2302 N/A 3142JQRY7 2056-01-01 6 418.56 429.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2241 N/A 3142K3P36 2056-05-01 5.5 452.82 452.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8741 N/A 3142KAWB4 2056-07-01 5 454.35 443.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6455 N/A 31427UE58 2056-09-01 6 11118.21 11376.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0522 N/A 3133W4SK9 2056-07-01 6 84103.20 85911.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7032 N/A 3142GXY68 2056-07-01 5 2210861.13 2148936.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7429 N/A 3142K9HF5 2056-07-01 5.5 538179.09 542791.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6427 N/A 3140MLD98 2055-12-01 6 95.42 97.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6499 N/A 31427UGH0 2052-05-01 2.5 1598496.82 1339066.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2868 N/A 3140MUFJ4 2041-04-01 3.5 518522.17 489287.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2170 N/A 3130G1JQ6 2056-08-01 5.5 454.92 454.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3710 N/A 3130G3AL2 2056-08-01 5 454.92 443.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7719 N/A 3142K9SH9 2056-06-01 4.5 453.97 429.74 Agency Mortgage-Backed Securities CASH N/A CASH CASH 2026-09-01 0 61374230.03 61374230.03 Cash FNMA FNMS 05.500 CLDF0192 N/A 3140BQGA3 2055-10-01 5.5 824210.81 821330.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9224 N/A 3140BNHA9 2055-10-01 6 450.54 463.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8823 N/A 3140BMYV6 2055-09-01 6.5 273.36 284.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8811 N/A 3140BMYH7 2055-09-01 6 445.70 455.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE3344 N/A 3140BFWE1 2055-07-01 6.5 1032423.23 1080501.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3254 N/A 3140BFTL9 2055-07-01 6 366.22 374.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3229 N/A 3140BFST3 2055-07-01 6 1998465.40 2046446.55 Agency Mortgage-Backed Securities GNMA GNRA 2026-122 FB N/A 38385TU25 2056-07-20 4.4688 449.47 449.48 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-28 KF N/A 38382AEQ4 2049-10-20 3.5 852267.37 746879.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-043 FA N/A 38383XAF1 2053-03-20 4.5388 18454718.86 18404759.50 Agency Collateralized Mortgage Obligation FNMA FNRA CL001FB R22F001 N/A 3136BLLT5 2052-02-25 3 263704.79 221322.16 Agency Collateralized Mortgage Obligation FNMA FNMS 06.500 CLDE0843 N/A 3140BC5D0 2055-06-01 6.5 445.37 467.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD7751 N/A 3140B8TH4 2055-05-01 4.5 696192.67 666244.55 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1913 N/A 3140B2DT8 2055-01-01 7 401.11 428.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 409.88 410.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3370 N/A 31426MW81 2055-05-01 6.5 285110.44 295621.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9571 N/A 31426GT54 2055-04-01 6.5 285.12 296.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX3925 N/A 31425YLF2 2055-01-01 6.5 397799.12 419966.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5854 N/A 31418FQG5 2055-10-01 6 1436130.99 1460869.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 259.00 264.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 350948.21 323328.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 301458.05 269295.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 8788.23 7272.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 58.52 53.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAC5192 N/A 31417QXW9 2039-12-01 4 65872.70 62219.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2881 N/A 3140Y9FX7 2056-06-01 5 450.43 438.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1673 N/A 3140W12F9 2055-07-01 6 121968.45 126110.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0155 N/A 3140W0E50 2054-12-01 5.5 823079.81 826563.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2152 N/A 3140UVMA4 2056-09-01 5.5 454.92 454.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG6854 N/A 3140UATL9 2056-04-01 6.5 453.69 473.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 N/A 3140UACW3 2056-04-01 5.5 452.26 456.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4428 N/A 3140U74N9 2056-04-01 5 452.99 441.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 452.71 441.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3207 N/A 3140U6R55 2056-02-01 5.5 451.74 455.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 N/A 3140U0B22 2056-01-01 6.5 352.59 368.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9316 N/A 3140QVK60 2054-10-01 5 28691.00 27959.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 356.90 367.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7863 N/A 3140QTWZ8 2054-01-01 6 6774370.40 6923149.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 N/A 3140QTLK3 2053-11-01 7 4096.99 4389.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 3228984.80 3343255.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 4139227.74 3938806.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4619 N/A 3140QQDZ5 2052-09-01 4.5 32954.86 31411.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 301.79 300.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 3065402.66 3199175.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2406 N/A 3140Y8U87 2056-04-01 6 440.28 456.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8792 N/A 3140XQXW2 2054-08-01 6 316.75 323.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8341 N/A 3140XQHT7 2053-09-01 5 415036.22 405550.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8105 N/A 3140XQAF4 2052-10-01 2 267800.90 211111.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7148 N/A 3140XN5J9 2052-04-01 2.5 21910.53 18337.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1855 N/A 3140XHBZ9 2052-05-01 4 848657.42 784841.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7100 N/A 3140XA3J9 2050-06-01 3.5 254794.79 231739.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1658 N/A 3140ANZY8 2054-09-01 6.5 192.47 201.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8949 N/A 3140AJ5K0 2054-07-01 7 258.28 275.98 Agency Mortgage-Backed Securities GNMA GNII SP 788723 C N/A 3622AESL1 2055-12-20 6 16974428.38 17125670.53 Agency Mortgage-Backed Securities GNMA GNII SF MB1283 M N/A 3618N6M95 2056-07-20 4.5 123629.03 116456.08 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 868113.70 846743.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0995 M N/A 3618N6C96 2056-03-20 4.5 8800360.00 8289763.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 1427198.71 1429629.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 N/A 3140QGLX3 2051-01-01 2 3250726.75 2609022.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDB7478 N/A 3140AHJY9 2040-03-01 4.5 413.67 407.27 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 N/A 3140AGPP3 2054-06-01 7.5 85.15 90.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB2873 N/A 3140ACFP3 2055-02-01 4.5 380.44 363.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1968 N/A 3140ABFJ9 2054-09-01 6.5 515828.58 551974.06 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6394 N/A 3140A7C85 2054-01-01 7.5 280913.52 304122.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0464 N/A 3140A0QS1 2053-10-01 6.5 124.56 129.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU4010 N/A 3138X3N40 2043-08-01 2.5 76.87 67.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAT0238 N/A 3138WMHQ7 2043-03-01 2.5 23104.45 20005.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7805 N/A 3138EQU75 2043-08-01 3 101.84 91.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0152 N/A 3138EGE26 2040-06-01 6 24.55 25.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 62.76 58.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 N/A 31371LZB8 2034-11-01 5.5 25.79 25.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO2318 N/A 3133WLSF2 2039-08-01 6 290.86 299.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO2231 N/A 3133WLPQ1 2039-07-01 6 775380.67 800323.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9058 N/A 3133WGB38 2054-07-01 6 2439.76 2499.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 N/A 3133WFMW4 2054-06-01 7 347.34 372.50 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 4093382.56 3991975.83 Agency Mortgage-Backed Securities GNMA GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 11867940.77 11181261.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 1445458.56 1361833.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 7803853.00 7352376.69 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 14971104.49 14611897.80 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 2989267.27 2915213.15 Agency Mortgage-Backed Securities GNMA GNII SF MB0870 M N/A 3618N56G9 2056-01-20 4.5 13473540.08 12691805.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8676 N/A 3142KAUA8 2056-07-01 5.5 454.51 456.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8430 N/A 3142KALL4 2056-07-01 5.5 1028203.23 1032218.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8425 N/A 3142KALF7 2056-07-01 5 454.42 442.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8234 N/A 3140QGEG8 2050-12-01 3 256.10 223.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA6106 N/A 3140QDYC2 2050-06-01 4 958.40 890.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 290.45 260.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 GLCA0840 N/A 3140Q75A1 2047-12-01 3 142.96 124.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 N/A 3140NHAK4 2053-03-01 6 306.43 313.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0849 N/A 3140NG5K2 2053-05-01 5.5 209.78 209.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2869 N/A 3140MUFK1 2041-04-01 3.5 447.68 422.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 N/A 3140MTZS5 2056-01-01 5.5 1286929.19 1285950.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBW1804 N/A 3140MTAE3 2037-07-01 2.5 262.69 244.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 258.96 247.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9870 N/A 3140MP6G1 2052-05-01 3.5 287912.12 257193.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV5988 N/A 3140MKUN0 2055-08-01 6.5 682097.52 711292.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 319.04 262.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0184 N/A 3140M1F25 2051-10-01 2 296.93 234.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4096 N/A 3140L2RS4 2051-01-01 2 574.15 457.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8171 N/A 3142KACH3 2056-07-01 6.5 1283518.96 1344013.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8927 N/A 3142KA4M1 2056-07-01 5.5 460.25 463.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7659 N/A 3142K9QM0 2056-07-01 5.5 479864.31 483976.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7641 N/A 3142K9P33 2056-07-01 5 454.69 444.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7614 N/A 3142K9N84 2056-07-01 5.5 457.81 457.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7549 N/A 3142K9L78 2056-07-01 6 455.49 466.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7349 N/A 3142K9EX9 2056-07-01 5.5 2790114.73 2811451.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6847 N/A 3142K8TD9 2056-06-01 5.5 453.75 457.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6868 N/A 3142K8T23 2056-07-01 5.5 11405.25 11400.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6766 N/A 3142K8QU4 2056-07-01 6.5 510413.68 537558.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6684 N/A 3142K8NA1 2056-06-01 5.5 2358923.16 2358381.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6060 N/A 3142K7WW5 2056-06-01 5.5 448.24 452.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5206 N/A 3142K6YC9 2056-06-01 6.5 454.20 474.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4807 N/A 3142K6KV2 2056-06-01 5.5 1464590.05 1477142.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4299 N/A 3142K5X57 2056-05-01 5.5 2748297.06 2767648.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4116 N/A 3142K5SE4 2056-05-01 5 453.55 441.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0684 N/A 3142K1XN7 2056-04-01 5 1052030.48 1028662.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0064 N/A 3142K1CA8 2056-04-01 5 452.92 442.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9218 N/A 3142JYG48 2056-03-01 4.5 452.44 427.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5140 N/A 3142JTWA7 2056-02-01 5.5 2537238.63 2544018.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3935 N/A 3142JSLR4 2055-12-01 5.5 451.39 456.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3291 N/A 3142JRUR6 2056-01-01 5 1484768.05 1446989.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0143 N/A 3142J6ER0 2056-08-01 4 453.28 416.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 226001574.59 219435475.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6835 N/A 3142GXSZ1 2056-06-01 5 458.76 448.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 N/A 3142GWU56 2056-03-01 5 740716.17 720815.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5655 N/A 3142GWH93 2056-01-01 5 2452126.29 2397926.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1359 N/A 3142K2QM5 2056-04-01 5 2236961.12 2186510.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1076 N/A 3142K2FS4 2056-04-01 4.5 452.87 429.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5601 N/A 3142GWGK9 2055-12-01 4.5 454.05 430.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 418.89 419.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 445.36 447.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3244 N/A 3142GTTA4 2055-01-01 5 482662.70 472413.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 11677.39 11385.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1861 N/A 3142GSB72 2054-06-01 6.5 3547640.53 3678614.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1276 N/A 3142GRM23 2054-04-01 6.5 10902.79 11386.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5892 N/A 31427TRN8 2055-07-01 6.5 219173.37 228613.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5852 N/A 31427TQE9 2056-07-01 5 454.11 445.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5673 N/A 31427TJT4 2056-01-01 6 80635.14 82169.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6292 N/A 31427T7E0 2055-12-01 5.5 454.92 456.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4693 N/A 31427SGB8 2055-01-01 5 436.75 424.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 N/A 31427RS92 2055-12-01 5.5 436.09 434.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3955 N/A 31427RMD9 2056-02-01 5.5 165919.03 166669.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 415902.87 416078.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3548 N/A 31427Q5J7 2055-11-01 5.5 11377.58 11373.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2341 N/A 31427PS70 2055-08-01 5.5 11418.43 11378.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 426.65 428.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1079 N/A 31427NFV6 2054-12-01 5.5 388.26 392.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 409.95 400.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ8016 N/A 31427H4A7 2055-11-01 5 552712.83 537216.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2623 N/A 31426Y4H6 2055-09-01 5.5 429.24 430.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ6341 N/A 3140KSBK2 2050-11-01 3 154.29 134.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWBM6665 N/A 3140JBMP8 2032-12-01 2.5 162.86 155.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJBM7190 N/A 3140JB7C4 2034-09-01 3.5 217.57 208.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3655 N/A 3140H5BZ3 2048-02-01 3.5 109.63 99.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0191 N/A 3140FXF98 2057-06-01 4 933434.96 859304.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6023 N/A 3140F1VR0 2046-05-01 3.5 51.35 46.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4592 N/A 3140BVC65 2055-12-01 6.5 432.42 461.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 N/A 3140BTCW3 2041-03-01 3.5 219379.11 207044.01 Agency Mortgage-Backed Securities FMAC 05.500 FGPC T30397 G N/A 31286DNN7 2037-11-01 5.5 43.20 43.89 Agency Mortgage-Backed Securities FMAC 05.700 FGPC T30372 G N/A 31286DMV0 2037-12-01 5.7 34.47 35.26 Agency Mortgage-Backed Securities FMAC 05.620 FGPC T30185 G N/A 31286DF22 2037-08-01 5.62 455.94 464.55 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 424.51 422.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB4648 N/A 3133ABEV8 2050-10-01 2.5 1222238.37 1016988.29 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 69.22 64.12 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U90275 G N/A 3132H3JU8 2042-10-01 3.5 73.22 67.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD4116 N/A 3132E0SD5 2052-12-01 4.5 1182.80 1124.36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8536 N/A 3132DWPV9 2055-05-01 7 12668.83 13338.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8400 N/A 3132DWKM4 2054-02-01 5 373.02 362.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 335.01 327.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 N/A 3132DVEJ0 2043-06-01 3 373.61 339.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5876 N/A 3132DTQ52 2054-05-01 6 345.07 353.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4756 N/A 3132DSH96 2054-02-01 6 203493.61 210684.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4519 N/A 3132DSAU6 2053-12-01 6 243577.25 249486.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3336 N/A 3132DQV52 2053-07-01 5 946.98 927.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2715 N/A 3132DQAQ9 2050-09-01 4.5 121404.15 115806.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2477 N/A 3132DPXE3 2053-03-01 5.5 79219.01 79647.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2359 N/A 3132DPTQ1 2053-02-01 5.5 11176.73 11376.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1926 N/A 3132DPD70 2052-11-01 5.5 19327.28 19479.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 347478.01 312127.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1465 N/A 3132DNTW3 2052-08-01 5 347.95 341.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1118 N/A 3132DNG31 2052-06-01 3.5 23391.99 21012.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0856 N/A 3132DM5R2 2052-01-01 2 1417910.61 1119109.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0847 N/A 3132DM5G6 2052-02-01 2.5 349.74 287.72 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0672 N/A 3132D9W91 2042-08-01 2 402.97 346.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8292 N/A 3132D6F96 2039-04-01 4.5 545.90 537.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1224 N/A 3132CXLD2 2034-05-01 3.5 192.59 189.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1003 N/A 3132CXDG4 2037-06-01 2.5 266.29 247.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0530 N/A 3132ACST8 2047-01-01 4 85.18 80.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0520 N/A 3132ACSH4 2047-04-01 3 10281713.10 9037245.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 79.95 73.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9374 N/A 3132AAMX9 2045-04-01 3.5 86.36 79.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 41.40 39.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9826 N/A 3132AA4K7 2046-10-01 3 517.47 457.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 N/A 3133WEMN7 2054-06-01 6 280.52 286.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0683 N/A 3133W4XL1 2056-08-01 5.5 454.84 456.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0102 N/A 3133W4DF6 2056-07-01 6 454.03 461.88 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5044 N/A 3133LPS99 2030-11-01 1.5 108.32 102.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5403 N/A 3133L0AC6 2046-05-01 4 450.85 420.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5173 N/A 3133KYXA2 2042-08-01 3 18899.42 17291.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9429 N/A 3133KRPN8 2053-07-01 5.5 11271.31 11377.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4712 N/A 3132A5GV1 2047-04-01 3 224.64 197.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 47.37 43.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4606 N/A 3132A5DK8 2045-03-01 3 54.25 48.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3243 N/A 3132A3S84 2041-05-01 4.5 27.62 26.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2856 N/A 3132A3E55 2040-01-01 5 17.96 17.90 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2441 N/A 31329KWA8 2037-01-01 3 76.10 71.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 N/A 31329KQP2 2032-05-01 3.5 26.62 25.92 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T69915 G N/A 31323FAQ4 2048-05-01 3.5 384.77 348.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2661 N/A 3131XV5W1 2047-02-01 3.5 264529.99 240485.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8411 N/A 3133KQKY1 2053-01-01 5.5 18191.73 18362.74 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA4652 N/A 3133KLEZ6 2051-02-01 2 287.12 228.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3173 N/A 3133KJQ21 2050-07-01 3 181.00 156.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6499 N/A 3133CXGG9 2054-10-01 5.5 422511.43 428416.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 N/A 3133CU7M2 2054-09-01 5.5 340.04 341.27 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 N/A 3133CJUT6 2053-12-01 7 199.93 214.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7367 N/A 3133C8FG5 2053-07-01 5.5 2052051.92 2067192.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2440 N/A 3133C2V96 2053-05-01 6 375051.05 392239.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF0107 N/A 3133BMDL6 2052-09-01 5.5 58462.89 58664.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE4044 N/A 3133BDP58 2052-06-01 2.5 384.34 317.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0258 N/A 3133B9JB1 2052-04-01 3.5 876782.15 795015.78 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB8131 N/A 3133AFA84 2051-02-01 2 385971.37 305038.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL9899 N/A 3131XR7L2 2045-07-01 3.5 140147.51 128367.79 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 N/A 3131XHNA0 2041-10-01 4 33.13 31.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 20.66 20.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3JZJ2789 N/A 3131WTC25 2039-06-01 4.5 114.60 111.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 N/A 3131WQZ59 2040-12-01 4 24.98 23.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4348 N/A 3130G3WJ3 2056-09-01 6.5 454.92 475.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4148 N/A 3130G3QA9 2056-09-01 5.5 3355427.17 3370567.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4117 N/A 3130G3PB8 2056-09-01 5.5 1336573.01 1346794.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4110 N/A 3130G3N46 2056-09-01 6 2386341.80 2456624.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4040 N/A 3130G3LW6 2056-09-01 6 486446.06 497977.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3165 N/A 3130G2MP2 2056-09-01 5.5 454.92 455.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3680 N/A 3130G26S4 2056-08-01 6 971332.67 997406.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3590 N/A 3130G22Y5 2056-08-01 6 458.10 473.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2274 N/A 3130G1MY5 2056-08-01 6 1844826.04 1911044.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2169 N/A 3130G1JP8 2056-08-01 5 306177.83 297865.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1378 N/A 3130G0M43 2056-08-01 6 1006777.18 1036427.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1858 N/A 3130G05U4 2056-08-01 5.5 454.92 456.70 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G07137 G N/A 3128M9HN5 2039-10-01 6 302.05 314.98 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07692 G N/A 3128M92Z4 2044-03-01 4.5 6243.80 6068.72 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05741 G N/A 3128M7WA0 2039-12-01 4.5 456.24 445.69 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05562 G N/A 3128M7QP4 2039-07-01 4.5 80.28 78.46 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G N/A 31281BN63 2036-09-01 5.5 411.90 418.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1110 N/A 3140ANGU7 2054-09-01 5.5 3229.00 3272.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7097 N/A 3133C73E5 2053-07-01 6 79.11 80.48 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6399 N/A 3140A7DD3 2054-01-01 7.5 376.41 404.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6153 N/A 3140AFZT6 2054-08-01 6.5 249.16 262.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 2705.52 2706.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3851 N/A 3140QPH59 2052-06-01 4 13676.81 12687.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8987 N/A 3140QU6Z4 2054-08-01 5.5 386.20 387.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5277 N/A 3140AE2K4 2054-06-01 5.5 848453.09 850288.58 Agency Mortgage-Backed Securities USTR BILL 11/10/26 N/A 912797VW4 2026-11-10 0 45.49 45.16 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 568648000.00 568648000.00 .0032 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.680%, 9/1/2026 3.680 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF DT5404 C N/A 3618W5AD1 2056-07-20 5.5 120384.82 121604.24 Agency Mortgage-Backed Securities GNMA GNII SF DS2625 C N/A 3618VN4J7 2056-05-20 5.5 166.95 169.29 Agency Mortgage-Backed Securities GNMA GNPL PN DM9073 N/A 3618M0CJ8 2061-05-15 5.37 10018.49 10105.76 Agency Mortgage-Backed Securities GNMA GNII SF DU3107 C N/A 3618WENY2 2056-08-20 5.5 2059618.67 2078234.19 Agency Mortgage-Backed Securities GNMA GNII SF DS0899 C N/A 3618VL7L3 2056-08-20 6 1306538.67 1341505.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6176 N/A 31418F2J5 2056-09-01 5.5 535309.33 533437.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4135 N/A 31427RSZ4 2056-02-01 5 24430060.66 23808942.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 N/A 3140Y8WZ5 2056-04-01 5.5 305.80 304.73 Agency Mortgage-Backed Securities GNMA GNII SF DU2113 C N/A 3618WDK27 2056-07-20 5.5 348940.05 353125.35 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8562 N/A 3140QUQQ2 2054-05-01 7 2155250.60 2305265.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7797 N/A 3140QTUX5 2054-01-01 6.5 142266.77 150118.85 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB1947 N/A 3140QMEV2 2036-10-01 1.5 33333.36 29574.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV6367 N/A 3140MLCD0 2055-11-01 5 435921.91 428708.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4106 N/A 3140M5R49 2053-07-01 6.5 116.37 122.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR2217 N/A 3140L0PB7 2051-08-01 2.5 62479.27 52129.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2849 N/A 3140EXEX7 2046-09-01 3 454.67 398.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5330 N/A 3140BV4Q0 2055-12-01 6.5 44577.42 46647.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL2877 N/A 3138EKFT7 2028-01-01 3.5 152.90 152.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI4841 N/A 3133WBLW4 2054-05-01 6 113304.18 115555.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0349 N/A 3133W4L67 2056-07-01 6.5 327387.20 341879.54 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN4169 N/A 3133GAT22 2035-12-01 2 348230.93 317003.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD4749 N/A 3133B2H28 2052-01-01 2.5 88544.67 72703.44 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q51913 G N/A 3132XUDT9 2047-11-01 3.5 15447.78 13927.88 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 383.23 353.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 N/A 3132DSUY6 2052-03-01 2.5 98082.47 81540.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8132 N/A 3132D6A91 2036-12-01 2 8773.97 7963.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8682 N/A 3132A9UF2 2033-01-01 3 85587.40 82205.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1252 N/A 3130G0H64 2056-08-01 5.5 141818.67 141323.06 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18673 G N/A 3128MMXB4 2033-01-01 3 42370.00 40741.30 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G18628 G N/A 3128MMVW0 2031-12-01 2 26276.00 24889.48 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08863 G N/A 3128MJ5Z9 2049-02-01 4.5 4557.88 4374.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 23367.20 20123.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA2479 N/A 31418BXH4 2045-12-01 3.5 181140.01 163992.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3223 N/A 3140Y9SM7 2056-08-01 5.5 3940437.33 3972446.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2725 N/A 3140Y9A38 2056-05-01 5 21070059.44 20547409.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICC0783 N/A 3140Y62R0 2040-07-01 6 457543.84 470062.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6617 N/A 3140XNK78 2049-07-01 6 2466603.66 2568138.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 6213.70 6266.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1571 N/A 3140XGW96 2052-04-01 2 255.74 201.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 N/A 3140X9VZ5 2051-02-01 2 5782.05 4547.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5783 N/A 3140X9M93 2038-06-01 3 5318.22 4993.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNFM5726 N/A 3140X9LG8 2029-04-01 4 550.25 548.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1635 N/A 3140X4Y91 2049-09-01 3.5 164.61 147.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6030 N/A 3140W6VY5 2056-04-01 5.5 776441.54 773726.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4912 N/A 3140W5N67 2051-04-01 3.5 10009332.51 9057471.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5251 N/A 3140ULZR5 2056-06-01 5 173634.69 170109.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0211 N/A 3140UFGV0 2056-06-01 5.5 62391.72 62173.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9157 N/A 3140UDE70 2056-05-01 4.5 183499.24 173965.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4453 N/A 3140U75P3 2056-03-01 5.5 78923.00 78647.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2719 N/A 3140U6AV6 2056-02-01 5.5 61865.92 61652.44 Agency Mortgage-Backed Securities GNMA GNII SP 787113 C N/A 3622ACYJ3 2050-05-20 3 7320.32 6431.39 Agency Mortgage-Backed Securities GNMA GNII SP 786134 C N/A 3622ABV33 2052-04-20 3 8999.52 7833.35 Agency Mortgage-Backed Securities GNMA GNII SP 785225 C N/A 3622AAVS0 2050-12-20 3 14012.54 12349.08 Agency Mortgage-Backed Securities GNMA GNII SP 785106 C N/A 3622AAR30 2050-08-20 3.5 164.48 147.96 Agency Mortgage-Backed Securities GNMA GNII SP 785399 C N/A 3622AA3G7 2051-03-20 2.5 332871.60 280968.05 Agency Mortgage-Backed Securities GNMA GNMI SP 781018 X N/A 36225BDX3 2028-09-15 7.5 18.57 18.81 Agency Mortgage-Backed Securities GNMA GNMI SF 561520 X N/A 36213QYR4 2031-07-15 7 43.70 44.23 Agency Mortgage-Backed Securities GNMA GNMI SF 508736 X N/A 36211CEH1 2029-05-15 7 39.45 40.10 Agency Mortgage-Backed Securities GNMA GNII SF 748877 C N/A 3620C46N5 2040-09-20 5.5 23756.98 24034.66 Agency Mortgage-Backed Securities GNMA GNMI SF 611503 X N/A 36202WKQ1 2033-04-15 5.5 4950.31 4947.16 Agency Mortgage-Backed Securities GNMA GNMI SF 598688 X N/A 36200ECZ2 2033-06-15 5 10583.18 10532.29 Agency Mortgage-Backed Securities GNMA GNII SF DU8786 C N/A 3618WLXP4 2056-08-20 6 1648698.67 1692824.44 Agency Mortgage-Backed Securities GNMA GNII SF DU8441 C N/A 3618WLLW2 2056-08-20 5.5 2443178.67 2469976.26 Agency Mortgage-Backed Securities GNMA GNII SF DU8434 C N/A 3618WLLP7 2056-08-20 5.5 904440.00 916134.71 Agency Mortgage-Backed Securities GNMA GNII ET DU7303 C N/A 3618WKDG8 2066-08-20 6.5 1721170.67 1788975.61 Agency Mortgage-Backed Securities GNMA GNII ET DU8059 C N/A 3618WK5U6 2066-08-20 6 3972421.33 4059008.20 Agency Mortgage-Backed Securities GNMA GNII SF DU7014 C N/A 3618WJYK9 2056-08-20 6.5 856392.00 895970.73 Agency Mortgage-Backed Securities GNMA GNII SF DU6917 C N/A 3618WJVJ5 2056-08-20 6 847441.33 870119.71 Agency Mortgage-Backed Securities GNMA GNII SF DU3938 C N/A 3618WFLT2 2056-08-20 6 213456.67 222490.15 Agency Mortgage-Backed Securities GNMA GNII SF DU3920 C N/A 3618WFK97 2056-08-20 5.5 172203.00 174563.27 Agency Mortgage-Backed Securities GNMA GNII SF DU3763 C N/A 3618WFFC6 2056-07-20 5.5 66700.74 67148.12 Agency Mortgage-Backed Securities GNMA GNII SF DS0846 C N/A 3618VL5F8 2056-07-20 5.5 333.97 343.17 Agency Mortgage-Backed Securities GNMA GNPL PN DR7525 N/A 3618VGLE4 2061-06-15 4.73 295570.46 283417.39 Agency Mortgage-Backed Securities GNMA GNII SF DR6875 C N/A 3618VFT81 2056-05-20 5 333.14 328.26 Agency Mortgage-Backed Securities GNMA GNII SF DR5981 C N/A 3618VEUE9 2056-06-20 5.5 357390.37 360620.94 Agency Mortgage-Backed Securities GNMA GNII SF DR5961 C N/A 3618VETS0 2056-06-20 5.5 259697.50 262044.74 Agency Mortgage-Backed Securities GNMA GNII SF DR5281 C N/A 3618VD2N2 2056-06-20 6 67314.06 69157.26 Agency Mortgage-Backed Securities GNMA GNPL PN DR2935 N/A 3618VBHL4 2061-06-15 5.44 191543.52 193147.19 Agency Mortgage-Backed Securities GNMA GNII SF DO1347 C N/A 3618NWP87 2056-07-20 5.5 62372.13 63168.83 Agency Mortgage-Backed Securities GNMA GNII SF DO1045 C N/A 3618NWES5 2056-02-20 5.5 251275.53 258234.19 Agency Mortgage-Backed Securities GNMA GNII SF MB1342 M N/A 3618N6P43 2056-08-20 4.5 126814.17 119456.28 Agency Mortgage-Backed Securities GNMA GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 9973702.90 9975431.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 4647690.62 4743758.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0486 M N/A 3618N5RG6 2055-07-20 6 6127796.89 6254458.45 Agency Mortgage-Backed Securities GNMA GNII JM MB0474 M N/A 3618N5Q44 2055-07-20 6.5 35215.29 35971.95 Agency Mortgage-Backed Securities GNMA GNII JM MB0298 M N/A 3618N5KL2 2055-04-20 7 49370.57 50702.60 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8654 N/A 3618N2TK2 2061-04-15 5.15 7659.76 7647.04 Agency Mortgage-Backed Securities GNMA GNII SF DU2193 C N/A 3618WDNJ7 2056-08-20 5.5 1391496.00 1404074.20 Agency Mortgage-Backed Securities GNMA GNII SF DU2182 C N/A 3618WDM74 2056-08-20 5.5 372068.67 377400.16 Agency Mortgage-Backed Securities GNMA GNII SF DU2137 C N/A 3618WDLS9 2056-08-20 5.5 239442.33 242564.02 Agency Mortgage-Backed Securities GNMA GNII SF DU1153 C N/A 3618WCH64 2056-07-20 6 86203.80 89382.48 Agency Mortgage-Backed Securities GNMA GNII SF DU0326 C N/A 3618WBLF1 2056-07-20 6 729079.96 746324.89 Agency Mortgage-Backed Securities GNMA GNII SF DU0299 C N/A 3618WBKL9 2056-08-20 6.5 192343.00 201592.52 Agency Mortgage-Backed Securities GNMA GNII ET DT8563 C N/A 3618W8QQ9 2063-09-20 5 49651.00 48584.33 Agency Mortgage-Backed Securities GNMA GNII ET DT8556 C N/A 3618W8QH9 2066-08-20 6.5 6348608.00 6598709.30 Agency Mortgage-Backed Securities GNMA GNII ET DT8547 C N/A 3618W8P80 2063-11-20 6.5 32270.33 33541.55 Agency Mortgage-Backed Securities GNMA GNII SF DT7677 C N/A 3618W7Q65 2056-07-20 6 1486313.90 1526092.12 Agency Mortgage-Backed Securities GNMA GNII SF DT6414 C N/A 3618W6DT1 2056-07-20 5.5 432716.67 437166.87 Agency Mortgage-Backed Securities GNMA GNII SF DT5527 C N/A 3618W5D89 2056-08-20 5.5 1577525.33 1591783.53 Agency Mortgage-Backed Securities GNMA GNII SF DT3994 C N/A 3618W3NK6 2056-07-20 6 334.20 342.66 Agency Mortgage-Backed Securities GNMA GNII SF DT1293 C N/A 3618W0NJ5 2056-08-20 6 2173853.33 2232032.17 Agency Mortgage-Backed Securities GNMA GNII SF DQ5891 C N/A 3618MYRL3 2056-03-20 6.5 105537.98 110412.85 Agency Mortgage-Backed Securities GNMA GNII SF DQ5374 C N/A 3618MX6K0 2056-07-20 5 166.38 164.19 Agency Mortgage-Backed Securities GNMA GNII SF DQ5282 C N/A 3618MX2P3 2056-06-20 5.5 470903.24 474340.05 Agency Mortgage-Backed Securities GNMA GNII SF DQ4221 C N/A 3618MWVN8 2056-05-20 5.5 99616.23 100888.56 Agency Mortgage-Backed Securities GNMA GNII SF DT0531 C N/A 3618VYSU2 2056-08-20 5.5 225849.33 224941.27 Agency Mortgage-Backed Securities GNMA GNII SF DT0543 C N/A 3618VYS81 2056-08-20 5.5 201944.67 204523.97 Agency Mortgage-Backed Securities GNMA GNII SF DT0398 C N/A 3618VYNP8 2056-07-20 5.5 410911.09 414561.35 Agency Mortgage-Backed Securities GNMA GNII SF DT0226 C N/A 3618VYHB6 2056-07-20 5 166.49 161.12 Agency Mortgage-Backed Securities GNMA GNII SF DT0191 C N/A 3618VYF85 2056-07-20 6 118532.93 122693.92 Agency Mortgage-Backed Securities GNMA GNII ET DT0042 C N/A 3618VYBK2 2064-07-20 7 25382.00 26432.14 Agency Mortgage-Backed Securities GNMA GNII SF DT0810 C N/A 3618VY3T2 2056-07-20 6 1942008.00 1993981.96 Agency Mortgage-Backed Securities GNMA GNII SF DP8628 C N/A 3618MPSR8 2056-04-20 6.5 1295740.85 1355612.71 Agency Mortgage-Backed Securities GNMA GNII SF DP6195 C N/A 3618ML3C7 2056-03-20 6 737.38 767.94 Agency Mortgage-Backed Securities GNMA GNII SF DP6185 C N/A 3618ML2S3 2056-03-20 5.5 506.39 510.97 Agency Mortgage-Backed Securities GNMA GNII SF DL7433 C N/A 3618LKHJ0 2056-08-20 6 167981.00 174566.53 Agency Mortgage-Backed Securities GNMA GNII SF DL1040 C N/A 3618LCEM4 2056-02-20 5 390.00 381.85 Agency Mortgage-Backed Securities GNMA GNPL PN DJ8023 N/A 3618KU4G9 2060-07-15 4.44 1152.03 1091.45 Agency Mortgage-Backed Securities GNMA GNII ET DE5749 C N/A 3618JBL66 2064-12-20 6.5 180842.56 187853.40 Agency Mortgage-Backed Securities GNMA GNPL PN CY8215 N/A 3618G8DU2 2065-07-15 6.68 121209.77 130889.54 Agency Mortgage-Backed Securities GNMA GNII SF CT7789 C N/A 3618BDUN3 2056-05-20 6.5 166.26 177.35 Agency Mortgage-Backed Securities GNMA GNII SF DS9034 C N/A 3618VWBB6 2056-07-20 6 320387.22 330854.92 Agency Mortgage-Backed Securities GNMA GNII SF DS8776 C N/A 3618VVXD0 2056-06-20 5.5 168794.34 170175.81 Agency Mortgage-Backed Securities GNMA GNII SF DS8636 C N/A 3618VVSZ7 2056-06-20 6.5 12668.77 13254.68 Agency Mortgage-Backed Securities GNMA GNII SF DS8580 C N/A 3618VVQ97 2056-05-20 6.5 166.69 175.43 Agency Mortgage-Backed Securities GNMA GNPL PN DS7484 N/A 3618VUJ55 2061-07-15 5.54 59123.09 60135.67 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M N/A 36179YS54 2054-03-20 5 150992.92 147730.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 28460.48 28593.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9852 M N/A 36179Y5M2 2054-08-20 6 321548.14 328194.54 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 334651.18 308606.40 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 216306.71 189265.78 Agency Mortgage-Backed Securities GNMA GNII SF MA7882 M N/A 36179WXK9 2052-02-20 3 5373193.46 4701490.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 44479.82 37377.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 3272626.37 2642929.42 Agency Mortgage-Backed Securities GNMA GNII SF MA7474 M N/A 36179WJT6 2051-07-20 3.5 6266297.43 5616380.04 Agency Mortgage-Backed Securities GNMA GNII SF MA7311 M N/A 36179WDQ8 2051-04-20 2 1471751.25 1188596.12 Agency Mortgage-Backed Securities GNMA GNII SF DS7114 C N/A 3618VT3X4 2056-06-20 5.5 832851.92 840380.35 Agency Mortgage-Backed Securities GNMA GNII SF DS6124 C N/A 3618VSYV6 2056-07-20 6 79334.49 81573.54 Agency Mortgage-Backed Securities GNMA GNII SF DS6131 C N/A 3618VSY46 2056-07-20 5.5 224272.44 223468.28 Agency Mortgage-Backed Securities GNMA GNII SF DS5909 C N/A 3618VSR69 2056-05-20 5.5 208161.36 208748.45 Agency Mortgage-Backed Securities GNMA GNII SF DS5534 C N/A 3618VSEF3 2056-06-20 5 504514.76 493897.59 Agency Mortgage-Backed Securities GNMA GNII SF DS3157 C N/A 3618VPQJ8 2056-07-20 6 310710.88 318060.13 Agency Mortgage-Backed Securities GNMA GNII SF DS1619 C N/A 3618VMYQ0 2056-05-20 5 332.62 327.69 Agency Mortgage-Backed Securities GNMA GNII SF DS0962 C N/A 3618VMB77 2056-08-20 5.5 1394488.00 1407094.64 Agency Mortgage-Backed Securities GNMA GNII SF DS0906 C N/A 3618VMAF0 2056-08-20 5.5 855160.00 864022.31 Agency Mortgage-Backed Securities GNMA GNII SF DS1688 C N/A 3618VM2V4 2056-04-20 5.5 51145.71 51608.03 Agency Mortgage-Backed Securities GNMA GNII SF DS1685 C N/A 3618VM2S1 2056-05-20 5.5 1162.74 1194.95 Agency Mortgage-Backed Securities GNMA GNII SF DS0571 C N/A 3618VLT47 2056-07-20 5.5 53236.31 54057.12 Agency Mortgage-Backed Securities GNMA GNII SF DS0023 C N/A 3618VLAY1 2056-08-20 6 191140.00 196254.52 Agency Mortgage-Backed Securities GNMA GNII SF DS0001 C N/A 3618VLAA3 2056-08-20 6 236857.00 244594.65 Agency Mortgage-Backed Securities GNMA GNII SF MA7990 M N/A 36179W2X5 2052-04-20 4 1014880.13 934858.19 Agency Mortgage-Backed Securities GNMA GNMI SF 621024 X N/A 36290X4H0 2033-09-15 4.5 8421.38 8341.62 Agency Mortgage-Backed Securities GNMA GNMI SP 782949 X N/A 36241LH25 2040-05-15 5 169337.47 170245.57 Agency Mortgage-Backed Securities GNMA GNII SP 788722 C N/A 3622AESK3 2056-05-20 6.5 875985.50 916550.35 Agency Mortgage-Backed Securities GNMA GNII SF MA5654 M N/A 36179UH70 2048-12-20 5.5 24589.32 25078.73 Agency Mortgage-Backed Securities GNMA GNII SF MA5265 M N/A 36179TZ65 2048-06-20 4.5 315097.20 302676.07 Agency Mortgage-Backed Securities GNMA GNII SF MA4900 M N/A 36179TNR2 2047-12-20 3.5 40.69 36.86 Agency Mortgage-Backed Securities GNMA GNII SF MA3873 M N/A 36179SJS7 2046-08-20 3 14445.35 12825.01 Agency Mortgage-Backed Securities GNMA GNII SF MA3808 M N/A 36179SGR2 2046-07-20 6 2700.03 2825.83 Agency Mortgage-Backed Securities GNMA GNII SF MA3735 M N/A 36179SEG8 2046-06-20 3 11083.65 9807.44 Agency Mortgage-Backed Securities GNMA GNII SF MA0154 M N/A 36179ME30 2042-06-20 3.5 36666.67 33965.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 434002.44 435755.09 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLRJ3135 N/A 3142GTPV2 2054-10-01 7.5 1317380.15 1408747.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5728 N/A 31427TLJ3 2056-04-01 6 2184966.21 2253775.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4504 N/A 31427SAE8 2051-01-01 3.5 16523542.33 14995571.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7516 N/A 31427HK68 2055-09-01 6.5 39581.51 41641.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQY3408 N/A 31426MYE6 2055-05-01 4 95326.63 87566.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6142 N/A 31418FZG5 2056-08-01 4 163290.69 149980.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5972 N/A 31418FT64 2056-02-01 5.5 856608.61 853613.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5907 N/A 31418FR58 2055-12-01 4 2229248.51 2047772.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5742 N/A 31418FLY1 2045-06-01 6 1620317.80 1650985.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB2503 N/A 3140QMX90 2036-12-01 2.5 290273.23 269660.74 Agency Mortgage-Backed Securities GNMA GNMI SF 604712 X N/A 36200MYH0 2033-10-15 5 142788.33 142616.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8474 N/A 3140QUMY9 2054-04-01 4.5 91511.70 86755.38 Agency Mortgage-Backed Securities GNMA GNPL PN 699710 N/A 36296SKX2 2044-07-15 5.425 247.83 248.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2003 N/A 3131XVGL3 2046-11-01 3 188085.58 165018.76 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBV2490 N/A 3140MFXU2 2037-06-01 1.5 81015.03 71917.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 64.62 62.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA1275 N/A 31329JMY0 2043-01-01 3 147.23 132.87 Agency Mortgage-Backed Securities GNMA GNPL PN CP0906 N/A 3617FQAF1 2063-03-15 5.2 162.88 163.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6580 N/A 3132DUJZ1 2054-10-01 5.5 101748.76 102190.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 731410.19 663551.90 Agency Mortgage-Backed Securities GNMA GNPL PN CQ9709 N/A 3618ACYE2 2058-04-15 5 803.08 797.24 Agency Mortgage-Backed Securities GNMA GNII SF MA4003 M N/A 36179SNU7 2046-10-20 3 788979.89 700720.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2000 N/A 3140Y8GJ9 2056-02-01 5 204610.40 199185.49 Agency Mortgage-Backed Securities GNMA GNII SF DS1753 C N/A 3618VM5N9 2056-05-20 5.5 666.58 672.60 Agency Mortgage-Backed Securities GNMA GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 71986.58 70605.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3307 N/A 3142GTU95 2055-01-01 6.5 1331287.27 1400745.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDF5652 N/A 3140BWH68 2040-11-01 6 161.41 166.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0106 N/A 3142JCDL1 2041-08-01 4 848360.25 816159.33 Agency Mortgage-Backed Securities GNMA GNPL PN DR2916 N/A 3618VBGZ4 2061-04-15 5.34 5792.12 5839.90 Agency Mortgage-Backed Securities GNMA GNII ET DP7092 C N/A 3618MM2Z5 2066-01-20 7 196699.16 204910.04 Agency Mortgage-Backed Securities GNMA GNII SF DU8694 C N/A 3618WLUT9 2056-08-20 5.5 6707722.67 6759602.43 Agency Mortgage-Backed Securities GNMA GNII SF DK1267 C N/A 3618L0MQ2 2056-07-20 6 1387881.68 1420709.25 Agency Mortgage-Backed Securities GNMA GNII SF DU2130 C N/A 3618WDLK6 2056-08-20 6 374590.00 387877.83 Agency Mortgage-Backed Securities GNMA GNPL PN CG6827 N/A 3617WLSQ0 2058-02-15 4.35 978.60 943.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2819 N/A 3142JRDZ7 2056-01-01 6.5 496.14 520.38 Agency Mortgage-Backed Securities GNMA GNII SF DT0583 C N/A 3618VYUG0 2056-07-20 5.5 493838.89 498302.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 637.33 547.81 Agency Mortgage-Backed Securities GNMA GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 406645.78 396823.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8141 N/A 3132DWBJ1 2051-04-01 2.5 30680.27 25320.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2071 N/A 31426YJR8 2055-09-01 6.5 495.21 518.46 Agency Mortgage-Backed Securities GNMA GNII SF DS6679 C N/A 3618VTM47 2056-07-20 5.5 167967.84 169251.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2648 N/A 3140UV5J4 2056-09-01 6 1346232.00 1378965.63 Agency Mortgage-Backed Securities GNMA GNII SF DR5643 C N/A 3618VEHU8 2056-05-20 5.5 242665.42 244858.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL9472 N/A 3138ERQ29 2043-10-01 4 16472.15 15768.63 Agency Mortgage-Backed Securities GNMA GNII SF DO6791 C N/A 3618V3RL1 2056-05-20 6.5 55722.94 58579.06 Agency Mortgage-Backed Securities GNMA GNII SF DJ6121 C N/A 3618KSYS5 2055-05-20 6.5 178460.89 188641.13 Agency Mortgage-Backed Securities GNMA GNII SF DU4315 C N/A 3618WFYL5 2056-08-20 5.5 173917.33 175830.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 13636.69 13871.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3533 N/A 3140XJ4T7 2052-01-01 2 6765.73 5386.54 Agency Mortgage-Backed Securities GNMA GNII SF DT1828 C N/A 3618W1A57 2056-07-20 5.5 158509.33 160953.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6292 N/A 3140U97E2 2056-05-01 6 1036060.00 1064638.68 Agency Mortgage-Backed Securities GNMA GNII SF DS3153 C N/A 3618VPQE9 2056-07-20 6 97917.40 100564.99 Agency Mortgage-Backed Securities GNMA GNII ET DU8063 C N/A 3618WK5Y8 2066-08-20 6 1508752.00 1541638.27 Agency Mortgage-Backed Securities GNMA GNPL PN DS7489 N/A 3618VUKA2 2061-09-15 4.9 2776000.00 2702198.19 Agency Mortgage-Backed Securities GNMA GNII SF DQ8191 C N/A 3618N2C46 2056-04-20 5 830.62 818.44 Agency Mortgage-Backed Securities GNMA GNII SF DS7769 C N/A 3618VUT21 2056-06-20 5.5 356790.31 360015.46 Agency Mortgage-Backed Securities GNMA GNII SF DT0347 C N/A 3618VYL47 2056-06-20 5.5 679436.65 676704.86 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0438 N/A 3618KLPX9 2061-07-15 5.21 354718.14 352987.70 Agency Mortgage-Backed Securities GNMA GNII SF DS0891 C N/A 3618VL7C3 2056-07-20 6 349131.51 358475.32 Agency Mortgage-Backed Securities GNMA GNII SF DR9699 C N/A 3618VJX47 2056-02-20 6.5 200309.28 209565.70 Agency Mortgage-Backed Securities GNMA GNII SF DU3826 C N/A 3618WFHB6 2056-08-20 5.5 451240.00 455318.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5938 N/A 3140W6S45 2056-05-01 5 2354655.53 2302225.99 Agency Mortgage-Backed Securities GNMA GNII SF DS6678 C N/A 3618VTM39 2056-07-20 5.5 46832.30 47394.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ7030 N/A 3142GXY43 2056-07-01 5 1160977.44 1127247.18 Agency Mortgage-Backed Securities GNMA GNII SF DS9025 C N/A 3618VWA27 2056-07-20 6 363191.61 372911.71 Agency Mortgage-Backed Securities GNMA GNPL PN DR2932 N/A 3618VBHH3 2061-06-15 5.4 332.83 335.81 Agency Mortgage-Backed Securities GNMA GNII SF DU2992 C N/A 3618WEKD1 2056-07-20 6 464471.31 476900.56 Agency Mortgage-Backed Securities GNMA GNII ET DT0068 C N/A 3618VYCD7 2066-07-20 6.5 91619.50 95228.73 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 200000000.00 200000000.00 .0011 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.670%, 9/1/2026 3.670 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 88.89 88.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 27007200.00 27047394.24 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 21917688.89 21500633.39 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 8082473.43 7366767.55 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 21731688.89 20127409.32 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 2311.11 1085.79 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 12757756.39 9084546.97 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 8888888.89 7145566.18 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 177410844.44 176440407.12 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 9027777.78 8618006.95 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 6036577.78 5826927.43 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 222.22 220.46 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 36084533.33 22872157.13 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 300000000.00 300000000.00 .0017 N Y Y N Societe Generale, New York Branch Societe Generale, New York Branch, REPO, 3.660%, 9/2/2026 3.660 988FSF000 254900J6B390XMPVLV82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRQ0064 N/A 3142J6CA9 2055-11-01 5.5 72613782.42 72359876.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 79219215.64 79380769.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 56917881.76 57898349.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 N/A 3142GUD75 2055-03-01 6 28682399.07 29597367.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 49107590.74 49343912.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 N/A 31427TW85 2054-02-01 6.5 116551557.36 120861245.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3325 N/A 31427QVT6 2055-10-01 6 82657750.79 84881244.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1707 N/A 31427N3R8 2055-03-01 5.5 87960130.95 88150330.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 55967438.84 54346435.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 N/A 3140Y9FC3 2056-06-01 6 86922107.96 89401039.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1223 N/A 3140Y7LD8 2055-10-01 5.5 88009254.47 88134256.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 70135504.19 70819068.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1672 N/A 3140Y72E7 2055-12-01 5 63464816.28 62414515.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0524 N/A 3140Y6SN1 2055-06-01 5.5 91128315.27 90933057.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4175 N/A 31427RT91 2056-02-01 5 58179013.95 56694731.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5053 N/A 3140W5TK0 2056-04-01 5.5 45323893.35 45387905.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2487 N/A 31427PXR0 2054-09-01 6.5 66976294.11 70015187.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1131 N/A 31427NHH5 2055-05-01 5 78440192.50 76703265.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4558 N/A 31427SB49 2053-10-01 4.5 97667732.23 92905160.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 51720514.33 53016630.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9795 N/A 3140QV3D4 2055-01-01 5.5 53261158.00 53609130.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5808 N/A 31427TN28 2056-06-01 5 66060347.34 64153889.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6163 N/A 3142GWZ51 2056-02-01 5 84047356.32 81987915.96 Agency Mortgage-Backed Securities USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 240.00 239.93 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-09-02 2026-09-02 2026-09-02 Y Societe Generale, New York Branch 1.0000 2 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0371 1600000000.00 1600000000.00 .0090 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.670%, 9/1/2026 3.670 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII RG DT8649 C N/A 3618W8TE3 2055-05-20 6 522145.43 545339.65 Agency Mortgage-Backed Securities GNMA GNII SF DS4880 C N/A 3618VRM58 2056-08-20 7.5 435437.61 474704.94 Agency Mortgage-Backed Securities GNMA GNPL PN CZ2399 N/A 3618GDUY4 2066-03-15 5.74 163497.36 168513.35 Agency Mortgage-Backed Securities GNMA GNII SF DS2680 C N/A 3618VN6R7 2056-06-20 6 235199.66 239853.79 Agency Mortgage-Backed Securities GNMA GNII SF DQ1208 C N/A 3618MTKV9 2056-01-20 7 38171.98 40054.45 Agency Mortgage-Backed Securities GNMA GNII SF DR2604 C N/A 3618VA3M9 2056-05-20 6.5 280338.91 297539.57 Agency Mortgage-Backed Securities GNMA GNII SF DO5605 C N/A 3618V2GN1 2056-01-20 6 290258.15 298026.33 Agency Mortgage-Backed Securities GNMA GNII SF DP6073 C N/A 3618MLXA8 2056-02-20 5.5 1921472.50 1923306.23 Agency Mortgage-Backed Securities GNMA GNII JM MB1206 M N/A 3618N6KU0 2056-06-20 6 2967308.35 2987248.66 Agency Mortgage-Backed Securities GNMA GNII SF DT5847 C N/A 3618W5P86 2056-07-20 5.5 1521422.87 1534938.17 Agency Mortgage-Backed Securities GNMA GNII ET DQ1791 C N/A 3618MT7C6 2065-12-20 6.5 952162.76 989670.99 Agency Mortgage-Backed Securities GNMA GNII ET CY1125 C N/A 3618G0HA9 2063-09-20 7 42138.42 43860.08 Agency Mortgage-Backed Securities GNMA GNII SF CX7260 C N/A 3618FUB51 2054-01-20 7 65800.33 69062.27 Agency Mortgage-Backed Securities GNMA GNII SP 787214 C N/A 3622AC3X6 2054-01-20 6.5 872484.05 906665.07 Agency Mortgage-Backed Securities GNMA GNII SP 785791 C N/A 3622ABKC5 2051-12-20 2.5 329107.76 275276.70 Agency Mortgage-Backed Securities GNMA GNMI SP 785335 X N/A 3622AAY81 2047-03-15 5 405466.53 403876.15 Agency Mortgage-Backed Securities GNMA GNII SP 784985 M N/A 3622AANA8 2048-09-20 3.5 204554.79 184588.54 Agency Mortgage-Backed Securities GNMA GNMI SP 784839 X N/A 3622AAHQ0 2049-06-15 3.5 1260706.06 1129902.35 Agency Mortgage-Backed Securities GNMA GNII SP 784825 C N/A 3622AAHA5 2049-10-20 3.5 50402.42 44379.97 Agency Mortgage-Backed Securities GNMA GNMI SP 781429 X N/A 36225BSS8 2032-03-15 8 1114.41 1161.09 Agency Mortgage-Backed Securities GNMA GNMI SF 546215 X N/A 36212WYL5 2040-04-15 4.5 2029.31 1962.26 Agency Mortgage-Backed Securities GNMA GNMI BD 531521 X N/A 36212EPE1 2031-01-15 6.5 1028.59 1032.49 Agency Mortgage-Backed Securities GNMA GNMI BD 518347 X N/A 36211NZL5 2029-12-15 6 336.94 336.43 Agency Mortgage-Backed Securities GNMA GNMI BD 500680 X N/A 36210SFV5 2029-11-15 6 237.48 238.69 Agency Mortgage-Backed Securities GNMA GNMI BD 500649 X N/A 36210SEW4 2029-08-15 6 334.93 336.94 Agency Mortgage-Backed Securities GNMA GNMI BD 500582 X N/A 36210SCT3 2029-02-15 6 1121.40 1128.94 Agency Mortgage-Backed Securities GNMA GNMI BD 500596 X N/A 36210SC97 2029-03-15 6 887.09 892.73 Agency Mortgage-Backed Securities GNMA GNMI SF 748672 X N/A 3620C4W97 2030-10-15 4 64030.48 63261.24 Agency Mortgage-Backed Securities GNMA GNII SF DL0466 C N/A 3618LBQT8 2055-08-20 6.5 322345.30 334305.17 Agency Mortgage-Backed Securities GNMA GNII SF DL0159 C N/A 3618LBE87 2055-10-20 6.5 205420.71 215185.31 Agency Mortgage-Backed Securities GNMA GNII SF DK6069 C N/A 3618L5W64 2055-07-20 6.5 139159.90 146848.16 Agency Mortgage-Backed Securities GNMA GNII SF DK4280 C N/A 3618L3XH4 2055-06-20 6.5 198592.43 207675.58 Agency Mortgage-Backed Securities GNMA GNII BD DK3591 C N/A 3618L27C6 2055-06-20 5 223303.52 211878.79 Agency Mortgage-Backed Securities GNMA GNII SF DK0494 C N/A 3618KYRP6 2055-05-20 7 161484.85 168958.42 Agency Mortgage-Backed Securities GNMA GNII ET DJ7237 C N/A 3618KUBE6 2065-04-20 5 65658.61 64251.72 Agency Mortgage-Backed Securities GNMA GNII SF DJ5354 C N/A 3618KR5P5 2055-05-20 6.5 11904.64 12449.37 Agency Mortgage-Backed Securities GNMA GNII SF DJ1399 C N/A 3618KMRU1 2055-09-20 6.5 310625.21 335713.68 Agency Mortgage-Backed Securities GNMA GNII ET DP9911 C N/A 3618MRAL6 2066-01-20 7 992247.90 1036369.52 Agency Mortgage-Backed Securities GNMA GNCL CL DM8163 N/A 3618LYB80 2068-05-15 4.94 270176.90 257323.68 Agency Mortgage-Backed Securities GNMA GNII ET DQ6051 C N/A 3618MYWL7 2066-02-20 6.5 29606.03 30772.29 Agency Mortgage-Backed Securities GNMA GNII RG DT8616 C N/A 3618W8SD6 2054-10-20 6 476935.59 498119.63 Agency Mortgage-Backed Securities GNMA GNII SF DP0581 C N/A 3618MEUE9 2055-12-20 4.5 433212.04 410316.79 Agency Mortgage-Backed Securities GNMA GNII SF DN6570 C N/A 3618M9JP8 2056-03-20 5.5 4768042.52 4802841.28 Agency Mortgage-Backed Securities GNMA GNII SF DT1681 C N/A 3618W02N9 2056-08-20 6.5 1037262.62 1097455.66 Agency Mortgage-Backed Securities GNMA GNII SF DS4269 C N/A 3618VQW67 2056-06-20 6 200358.44 208398.22 Agency Mortgage-Backed Securities GNMA GNII SF DQ6237 C N/A 3618MY4W4 2056-06-20 6.5 220939.50 231331.76 Agency Mortgage-Backed Securities GNMA GNII SF DS9335 C N/A 3618VWLQ2 2056-06-20 5 359772.53 353899.48 Agency Mortgage-Backed Securities GNMA GNII ET DR3136 C N/A 3618VBPV3 2066-05-20 6.5 80880.25 84066.42 Agency Mortgage-Backed Securities GNMA GNII SF DM9253 C N/A 3618M0H61 2056-02-20 5.5 49462.52 49909.58 Agency Mortgage-Backed Securities GNMA GNII SF DT5466 C N/A 3618W5CB3 2056-08-20 5.5 1559532.32 1573629.45 Agency Mortgage-Backed Securities GNMA GNII RG DT0091 C N/A 3618VYC47 2055-04-20 6 1436155.13 1499947.70 Agency Mortgage-Backed Securities GNMA GNII ET DS1190 C N/A 3618VMKB8 2066-02-20 5.5 52221.40 52198.12 Agency Mortgage-Backed Securities GNMA GNII SF MB1119 M N/A 3618N6G50 2041-05-20 4.5 1035599.91 1016481.70 Agency Mortgage-Backed Securities GNMA GNII SF MB1259 M N/A 3618N6MH7 2041-08-20 4.5 812419.51 797820.33 Agency Mortgage-Backed Securities GNMA GNII ET DP9942 C N/A 3618MRBK7 2065-11-20 6.5 31777.89 33029.71 Agency Mortgage-Backed Securities GNMA GNII SF DN8230 C N/A 3618MBEB9 2055-11-20 6.5 274361.87 286929.19 Agency Mortgage-Backed Securities GNMA GNII SF DR9671 C N/A 3618VJW89 2056-06-20 6 363802.02 377217.58 Agency Mortgage-Backed Securities GNMA GNII SF DQ3336 C N/A 3618MVV59 2056-02-20 5 449465.35 440939.74 Agency Mortgage-Backed Securities GNMA GNII SF DS4903 C N/A 3618VRNU2 2056-07-20 6.5 711554.39 744436.51 Agency Mortgage-Backed Securities GNMA GNII SF DR1302 C N/A 3618V9NT5 2056-06-20 5.5 330287.67 333120.00 Agency Mortgage-Backed Securities GNMA GNII SF DT5858 C N/A 3618W5QK8 2056-07-20 6 428907.49 439984.03 Agency Mortgage-Backed Securities GNMA GNII SF DP5378 C N/A 3618MK6P7 2056-07-20 5 1137035.60 1118765.33 Agency Mortgage-Backed Securities GNMA GNII ET DN5295 C N/A 3618M73C8 2065-11-20 7 575756.13 599423.93 Agency Mortgage-Backed Securities GNMA GNII SF DH9118 C N/A 3618KJDX7 2055-01-20 7 118764.07 125598.27 Agency Mortgage-Backed Securities GNMA GNII SF DH7979 C N/A 3618KG2L1 2055-01-20 7 887023.18 952646.34 Agency Mortgage-Backed Securities GNMA GNII SF DH1407 C N/A 3618K9R48 2056-06-20 5 621884.89 606475.62 Agency Mortgage-Backed Securities GNMA GNII SF DG7433 C N/A 3618K4HJ7 2055-03-20 7 713024.89 765881.66 Agency Mortgage-Backed Securities GNMA GNII ET DG6418 C N/A 3618K3DX2 2065-03-20 6.5 531355.90 552056.28 Agency Mortgage-Backed Securities GNMA GNII ET DG6428 C N/A 3618K3D95 2065-07-20 7 138498.87 144192.05 Agency Mortgage-Backed Securities GNMA GNII SF DG4146 C N/A 3618K0TB9 2054-12-20 7 1640988.66 1761390.19 Agency Mortgage-Backed Securities GNMA GNCL CL DG0402 N/A 3618JVNT0 2067-10-15 6 955096.74 990789.66 Agency Mortgage-Backed Securities GNMA GNII SF DS4541 C N/A 3618VRBJ0 2056-07-20 5 1003497.92 984869.66 Agency Mortgage-Backed Securities GNMA GNII SF DS4315 C N/A 3618VQYL2 2056-07-20 5.5 512413.79 523340.68 Agency Mortgage-Backed Securities GNMA GNII SF DS4277 C N/A 3618VQXE9 2056-06-20 6 298224.11 311175.68 Agency Mortgage-Backed Securities GNMA GNII SF DS4302 C N/A 3618VQX74 2056-06-20 5.5 222745.73 226497.73 Agency Mortgage-Backed Securities GNMA GNII SF DS4267 C N/A 3618VQW42 2056-06-20 6 254216.23 266017.71 Agency Mortgage-Backed Securities GNMA GNII SF DS3793 C N/A 3618VQGA6 2056-05-20 5 450817.39 443571.70 Agency Mortgage-Backed Securities GNMA GNII SF DS3225 C N/A 3618VPSN7 2056-05-20 6 210036.79 215657.38 Agency Mortgage-Backed Securities GNMA GNII RG CK5781 C N/A 3617Y1M62 2045-07-20 3 2273.24 1998.75 Agency Mortgage-Backed Securities GNMA GNII SF DU1275 C N/A 3618WCMY7 2056-08-20 6 629827.72 646683.80 Agency Mortgage-Backed Securities GNMA GNII SF DP1930 C N/A 3618MGEB8 2056-07-20 5 609090.30 594942.15 Agency Mortgage-Backed Securities GNMA GNII SF DR0092 C N/A 3618V8C51 2056-04-20 5.5 1723228.33 1736552.90 Agency Mortgage-Backed Securities GNMA GNII SF DU8677 C N/A 3618WLUA0 2056-08-20 5.5 1172413.79 1181481.63 Agency Mortgage-Backed Securities GNMA GNII SF DQ6228 C N/A 3618MY4M6 2056-06-20 6 166224.70 171966.10 Agency Mortgage-Backed Securities GNMA GNII SF DR9681 C N/A 3618VJXJ4 2056-06-20 6 252352.67 259106.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ9119 C N/A 3618N3DY7 2056-04-20 6.5 304172.72 323143.26 Agency Mortgage-Backed Securities GNMA GNII SF DS1322 C N/A 3618VMPF4 2056-06-20 5.5 1025437.24 1047462.94 Agency Mortgage-Backed Securities GNMA GNII SF DN5304 C N/A 3618M73M6 2055-11-20 6.5 634335.22 657185.67 Agency Mortgage-Backed Securities GNMA GNII SF DS3190 C N/A 3618VPRK4 2056-05-20 5 223790.56 219636.04 Agency Mortgage-Backed Securities GNMA GNII SF DT4875 C N/A 3618W4MY5 2056-07-20 5 221295.71 217600.89 Agency Mortgage-Backed Securities GNMA GNII SF DU6071 C N/A 3618WHW82 2056-08-20 6.5 323438.48 339033.61 Agency Mortgage-Backed Securities GNMA GNII ET DP1121 C N/A 3618MFG69 2066-01-20 5.5 352001.37 351844.49 Agency Mortgage-Backed Securities GNMA GNII SF DT0548 C N/A 3618VYTD9 2056-08-20 5 244948.51 241317.06 Agency Mortgage-Backed Securities GNMA GNII SF DM9961 C N/A 3618M1B65 2055-12-20 6.5 213936.20 222792.45 Agency Mortgage-Backed Securities GNMA GNII SF DO3465 C N/A 3618NYZ66 2055-10-20 6.5 308466.25 326483.35 Agency Mortgage-Backed Securities GNMA GNII SF DT5141 C N/A 3618W4WA6 2056-07-20 6 221583.93 229651.14 Agency Mortgage-Backed Securities GNMA GNII SF DS7766 C N/A 3618VUTX3 2056-06-20 6 251704.78 256452.94 Agency Mortgage-Backed Securities GNMA GNII SF DN5889 C N/A 3618M8RJ5 2055-11-20 6 285650.53 296310.72 Agency Mortgage-Backed Securities GNMA GNII SF DS2525 C N/A 3618VNYW5 2056-07-20 6 690100.13 724877.72 Agency Mortgage-Backed Securities GNMA GNII SF CK2585 C N/A 3617XW2S9 2052-04-20 3.5 179640.96 156040.93 Agency Mortgage-Backed Securities GNMA GNMI SF CJ2165 X N/A 3617XJMN7 2052-04-15 3.5 101428.62 92087.32 Agency Mortgage-Backed Securities GNMA GNII RG CI8163 C N/A 3617XDB85 2048-04-20 3.5 195975.45 173186.78 Agency Mortgage-Backed Securities GNMA GNII RG CI7920 C N/A 3617XCYR0 2045-04-20 3 2848.83 2504.98 Agency Mortgage-Backed Securities GNMA GNII RG CI4150 C N/A 3617X8TF1 2051-05-20 3 2714.21 2364.73 Agency Mortgage-Backed Securities GNMA GNII RG CI4462 C N/A 3617X85X8 2044-07-20 4 394461.92 362924.43 Agency Mortgage-Backed Securities GNMA GNII RG CH2338 C N/A 3617WTS34 2047-02-20 3 3133.08 2723.65 Agency Mortgage-Backed Securities GNMA GNPL PN CF6767 N/A 3617W8QU2 2064-04-15 2.65 95210.86 80684.76 Agency Mortgage-Backed Securities GNMA GNII RG CF4628 C N/A 3617W6D97 2039-02-20 6 171640.90 178283.06 Agency Mortgage-Backed Securities GNMA GNPL PN CF1638 N/A 3617W2ZB7 2064-03-15 2.29 96312.94 78216.64 Agency Mortgage-Backed Securities GNMA GNII SF BZ8540 C N/A 3617U4PZ3 2051-01-20 3.5 51923.93 46156.31 Agency Mortgage-Backed Securities GNMA GNII SF BY6419 C N/A 3617QPDY7 2050-10-20 3.5 13352.88 11869.33 Agency Mortgage-Backed Securities GNMA GNII SF BX4940 C N/A 3617Q9PZ7 2050-08-20 3.5 290123.26 255774.60 Agency Mortgage-Backed Securities GNMA GNII RG BU9000 C N/A 3617NA7M6 2050-05-20 3 318573.38 276545.90 Agency Mortgage-Backed Securities GNMA GNII SF BS7608 C N/A 3617MJNZ1 2050-05-20 3.5 90295.23 80313.69 Agency Mortgage-Backed Securities GNMA GNMI SF BQ8587 X N/A 3617LTRG8 2049-10-15 3.5 41977.81 37717.39 Agency Mortgage-Backed Securities GNMA GNMI SF CO1904 X N/A 3617FDDH3 2052-08-15 5 262918.62 267857.98 Agency Mortgage-Backed Securities GNMA GNII SF 002617 M N/A 36202C4A8 2028-07-20 7.5 564.42 571.39 Agency Mortgage-Backed Securities GNMA GNPL PN 579853 N/A 36201DE24 2044-02-15 5.75 455353.78 457079.42 Agency Mortgage-Backed Securities GNMA GNMI SF 603589 X N/A 36200KRJ8 2033-04-15 6 1825.88 1848.09 Agency Mortgage-Backed Securities GNMA GNMI SF 597325 X N/A 36200CSN6 2033-03-15 6.25 105.66 106.81 Agency Mortgage-Backed Securities GNMA GNMI SF 595780 X N/A 36200A2M0 2035-07-15 5.5 2816.12 2818.89 Agency Mortgage-Backed Securities GNMA GNMI SF AY2645 X N/A 36196R5E4 2047-02-15 4.5 13615.82 13061.01 Agency Mortgage-Backed Securities GNMA GNHF RF AX6734 H N/A 36196JPT7 2066-12-20 4.603 172.92 171.60 Agency Mortgage-Backed Securities GNMA GNHF RF AX6744 H N/A 36196JP59 2067-01-20 4.603 225.00 223.27 Agency Mortgage-Backed Securities GNMA GNII SF DU9138 C N/A 3618WMEK4 2056-08-20 6 323672.57 332335.35 Agency Mortgage-Backed Securities GNMA GNII SF DU9828 C N/A 3618WM4M1 2056-08-20 5.5 484056.05 493367.99 Agency Mortgage-Backed Securities GNMA GNII SF DU9821 C N/A 3618WM4E9 2056-08-20 6.5 206699.68 216251.41 Agency Mortgage-Backed Securities GNMA GNII SF DU5929 C N/A 3618WHSS3 2056-08-20 6.5 196246.83 205870.12 Agency Mortgage-Backed Securities GNMA GNII SF DU5767 C N/A 3618WHMQ3 2056-08-20 5.5 371292.90 374014.60 Agency Mortgage-Backed Securities GNMA GNII SF DU4328 C N/A 3618WFYZ4 2056-08-20 6 326917.43 338514.49 Agency Mortgage-Backed Securities GNMA GNII SF DU4314 C N/A 3618WFYK7 2056-08-20 5 233682.78 228763.68 Agency Mortgage-Backed Securities GNMA GNII SF DU3123 C N/A 3618WEPG9 2056-08-20 5 1148924.87 1124738.47 Agency Mortgage-Backed Securities GNMA GNII SF DU2978 C N/A 3618WEJX9 2056-08-20 5.5 888681.84 896427.00 Agency Mortgage-Backed Securities GNMA GNII SF DU2782 C N/A 3618WECT5 2056-07-20 6.5 442124.28 462603.33 Agency Mortgage-Backed Securities GNMA GNII SF DU2773 C N/A 3618WECJ7 2056-07-20 6 598275.19 620618.38 Agency Mortgage-Backed Securities GNMA GNII SF DU2194 C N/A 3618WDNK4 2056-08-20 6 213518.05 219231.79 Agency Mortgage-Backed Securities GNMA GNII ET DR0517 C N/A 3618V8SE5 2066-04-20 6 1126863.90 1151425.02 Agency Mortgage-Backed Securities GNMA GNII SF DR0332 C N/A 3618V8LM4 2056-05-20 6.5 331214.54 351481.45 Agency Mortgage-Backed Securities GNMA GNII SF DO9076 C N/A 3618V6CM8 2056-05-20 5.5 201313.98 206107.13 Agency Mortgage-Backed Securities GNMA GNII SF DO9896 C N/A 3618V67H5 2056-01-20 6.5 718503.26 757190.83 Agency Mortgage-Backed Securities GNMA GNII SF DO7559 C N/A 3618V4MG5 2055-12-20 5.5 3042799.62 3052784.06 Agency Mortgage-Backed Securities GNMA GNII SF DO7558 C N/A 3618V4MF7 2055-12-20 5 2829551.64 2770602.65 Agency Mortgage-Backed Securities GNMA GNII ET DO7975 C N/A 3618V42G7 2065-12-20 6.5 40035.40 41612.50 Agency Mortgage-Backed Securities GNMA GNII SF DO6858 C N/A 3618V3TP0 2056-06-20 6 1149942.67 1191809.78 Agency Mortgage-Backed Securities GNMA GNII ET DO6811 C N/A 3618V3R80 2066-05-20 6 401677.94 410432.91 Agency Mortgage-Backed Securities GNMA GNII SF DO6805 C N/A 3618V3R23 2056-05-20 6 341490.67 351053.09 Agency Mortgage-Backed Securities GNMA GNPL PN DO6601 N/A 3618V3KN4 2061-07-15 6.03 4014826.30 4187162.72 Agency Mortgage-Backed Securities GNMA GNPL PN DO6593 N/A 3618V3KE4 2061-07-15 6.03 3577412.78 3730973.22 Agency Mortgage-Backed Securities GNMA GNPL PN DO6579 N/A 3618V3JY2 2061-03-15 5.06 178830.90 174186.25 Agency Mortgage-Backed Securities GNMA GNPL PN DO6584 N/A 3618V3J55 2061-04-15 5 1166091.32 1138010.29 Agency Mortgage-Backed Securities GNMA GNII SF DO5577 C N/A 3618V2FS1 2055-12-20 6 454225.46 470256.43 Agency Mortgage-Backed Securities GNMA GNII SF DO5517 C N/A 3618V2DW4 2055-11-20 6 697932.96 722565.11 Agency Mortgage-Backed Securities GNMA GNII SF DO5483 C N/A 3618V2CU9 2055-11-20 6.5 678408.42 714403.19 Agency Mortgage-Backed Securities GNMA GNII SF DO5029 C N/A 3618V1SS9 2055-12-20 6.5 171394.05 179249.15 Agency Mortgage-Backed Securities GNMA GNII SF DO4956 C N/A 3618V1QH5 2056-01-20 6.5 659997.84 690496.78 Agency Mortgage-Backed Securities GNMA GNII ET DO1854 C N/A 3618NXBX5 2065-11-20 5.5 66533.61 66503.89 Agency Mortgage-Backed Securities GNMA GNII RG CN9872 C N/A 3617F96H0 2042-07-20 3.5 46738.30 41308.46 Agency Mortgage-Backed Securities GNMA GNII RG CN9860 C N/A 3617F95V0 2043-12-20 3.5 1008871.28 891647.17 Agency Mortgage-Backed Securities GNMA GNII RG CN5873 C N/A 3617F5Q29 2052-02-20 3 18236.84 15852.17 Agency Mortgage-Backed Securities GNMA GNII RG CN5009 C N/A 3617F4R62 2051-07-20 3 142699.40 124042.60 Agency Mortgage-Backed Securities GNMA GNII SF BD9085 C N/A 3617BRCW4 2047-12-20 4 11077.64 10134.52 Agency Mortgage-Backed Securities GNMA GNII SF MA9663 M N/A 36179YWY6 2054-04-20 3 900292.06 791922.10 Agency Mortgage-Backed Securities GNMA GNII JM MA9477 M N/A 36179YQ64 2054-02-20 6.5 216316.45 221835.04 Agency Mortgage-Backed Securities GNMA GNII SF MA9365 M N/A 36179YMN1 2053-12-20 7 717417.98 749809.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M N/A 36179YHT4 2053-10-20 6 1895137.42 1945718.64 Agency Mortgage-Backed Securities GNMA GNII SF MA8318 M N/A 36179XG34 2037-10-20 4 43856.24 42185.90 Agency Mortgage-Backed Securities GNMA GNII SF MA8204 M N/A 36179XDH6 2052-08-20 6 8171.36 8406.82 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 789926.20 776707.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7939 M N/A 36179WZC5 2052-03-20 4 808581.75 746153.85 Agency Mortgage-Backed Securities GNMA GNII SF MA7886 M N/A 36179WXP8 2052-02-20 5 12770.46 12553.06 Agency Mortgage-Backed Securities GNMA GNII SF MA7706 M N/A 36179WR34 2051-11-20 3 366033.00 320297.18 Agency Mortgage-Backed Securities GNMA GNII SF MA7595 M N/A 36179WNL8 2051-08-20 5.5 119415.21 122160.49 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 28115.75 23626.83 Agency Mortgage-Backed Securities GNMA GNII SF MA7994 M N/A 36179W3B2 2052-04-20 6 5728.23 5934.43 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M N/A 36179W2L1 2052-04-20 3 713999.86 611655.12 Agency Mortgage-Backed Securities GNMA GNII ET DU1908 C N/A 3618WDDM1 2066-07-20 6 334673.52 341968.40 Agency Mortgage-Backed Securities GNMA GNII SF DU1901 C N/A 3618WDDE9 2056-08-20 6 258927.98 265857.93 Agency Mortgage-Backed Securities GNMA GNII SF DU0306 C N/A 3618WBKT2 2056-08-20 5.5 211163.06 213071.83 Agency Mortgage-Backed Securities GNMA GNII SF DU0305 C N/A 3618WBKS4 2056-08-20 6 300721.01 313635.48 Agency Mortgage-Backed Securities GNMA GNII SF DU0297 C N/A 3618WBKJ4 2056-07-20 5.5 297853.29 300545.68 Agency Mortgage-Backed Securities GNMA GNII SF DT8178 C N/A 3618W8CP6 2056-08-20 6.5 698209.54 744385.40 Agency Mortgage-Backed Securities GNMA GNII SF DT8174 C N/A 3618W8CK7 2056-07-20 6.5 207776.34 221494.71 Agency Mortgage-Backed Securities GNMA GNII SF DT7891 C N/A 3618W7XU4 2056-07-20 6 392752.76 406535.63 Agency Mortgage-Backed Securities GNMA GNII SF DT7880 C N/A 3618W7XH3 2056-08-20 5.5 675309.56 678474.29 Agency Mortgage-Backed Securities GNMA GNII SF DT7845 C N/A 3618W7WE1 2056-07-20 5 677499.47 662733.15 Agency Mortgage-Backed Securities GNMA GNII SF DT5482 C N/A 3618W5CT4 2056-08-20 6.5 257404.23 269288.24 Agency Mortgage-Backed Securities GNMA GNII SF DT5480 C N/A 3618W5CR8 2056-08-20 6.5 235803.68 246709.75 Agency Mortgage-Backed Securities GNMA GNII SF DT5448 C N/A 3618W5BR9 2056-08-20 5.5 567221.61 572348.91 Agency Mortgage-Backed Securities GNMA GNII SF DT5446 C N/A 3618W5BP3 2056-08-20 5.5 495968.55 500451.78 Agency Mortgage-Backed Securities GNMA GNII SF DT5461 C N/A 3618W5B65 2056-08-20 5.5 650298.85 656986.74 Agency Mortgage-Backed Securities GNMA GNII SF DT5427 C N/A 3618W5A41 2056-07-20 5.5 680996.40 687045.24 Agency Mortgage-Backed Securities GNMA GNII SF DT6207 C N/A 3618W53Q0 2056-08-20 6 1822625.10 1868003.00 Agency Mortgage-Backed Securities GNMA GNII SF DI9116 C N/A 3618NTDV6 2055-10-20 6.5 197421.25 206477.10 Agency Mortgage-Backed Securities GNMA GNII ET DI7167 C N/A 3618NQ6C2 2065-04-20 6.5 180076.70 187092.25 Agency Mortgage-Backed Securities GNMA GNII SF DI5118 C N/A 3618NNVK3 2055-06-20 6.5 243136.96 255472.67 Agency Mortgage-Backed Securities GNMA GNII SF DI5375 C N/A 3618NN6L9 2055-04-20 6.5 498183.63 525399.24 Agency Mortgage-Backed Securities GNMA GNII SF DI5373 C N/A 3618NN6J4 2055-04-20 6.5 1322070.95 1390650.30 Agency Mortgage-Backed Securities GNMA GNII SF DI5369 C N/A 3618NN6E5 2055-04-20 7 3127921.61 3341490.89 Agency Mortgage-Backed Securities GNMA GNII SF DI3629 C N/A 3618NMA69 2055-04-20 6.5 231880.45 242937.36 Agency Mortgage-Backed Securities GNMA GNII SF DI3165 C N/A 3618NLQS6 2055-03-20 7 176820.94 183690.66 Agency Mortgage-Backed Securities GNMA GNII SF DI3056 C N/A 3618NLMD3 2055-07-20 6.5 827503.92 865409.95 Agency Mortgage-Backed Securities GNMA GNII SF DI2724 C N/A 3618NLAZ7 2055-12-20 7 200923.31 212606.86 Agency Mortgage-Backed Securities GNMA GNII SF DU1162 C N/A 3618WCJF2 2056-07-20 5 244930.08 239774.95 Agency Mortgage-Backed Securities GNMA GNII SF DI2050 C N/A 3618NKH33 2055-05-20 7 146932.25 154100.10 Agency Mortgage-Backed Securities GNMA GNII JM MB1370 M N/A 3618N6QY6 2056-05-20 4 506029.84 455472.56 Agency Mortgage-Backed Securities GNMA GNII SF MB1146 M N/A 3618N6HY6 2056-05-20 7 3081411.62 3233045.83 Agency Mortgage-Backed Securities GNMA GNII JM MB1060 M N/A 3618N6FA0 2056-04-20 6 1487597.82 1499376.62 Agency Mortgage-Backed Securities GNMA GNII JM MB0986 M N/A 3618N6CY1 2056-03-20 6 1183228.09 1192596.89 Agency Mortgage-Backed Securities GNMA GNII JM MB0736 M N/A 3618N5ZA0 2055-11-20 7 173399.52 177476.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0689 M N/A 3618N5XT1 2055-10-20 7 2224.57 2309.93 Agency Mortgage-Backed Securities GNMA GNII JM MB0675 M N/A 3618N5XD6 2055-10-20 6.5 113890.49 116079.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 3390294.28 3308949.82 Agency Mortgage-Backed Securities GNMA GNII SF MA6664 M N/A 36179VMM9 2039-01-20 7 6115.93 6365.80 Agency Mortgage-Backed Securities GNMA GNII SF MA6658 M N/A 36179VMF4 2050-05-20 4 744448.85 690341.06 Agency Mortgage-Backed Securities GNMA GNII SF MA6157 M N/A 36179UZW5 2049-09-20 5 149592.45 148697.39 Agency Mortgage-Backed Securities GNMA GNII SF MA5653 M N/A 36179UH62 2048-12-20 5 2513087.20 2494926.79 Agency Mortgage-Backed Securities GNMA GNII SF MA5135 M N/A 36179TV44 2048-04-20 3 260630.60 228623.86 Agency Mortgage-Backed Securities GNMA GNII SF MA5077 M N/A 36179TUA1 2048-03-20 3.5 1580185.39 1425408.86 Agency Mortgage-Backed Securities GNMA GNII SF MA4962 M N/A 36179TQP3 2048-01-20 3.5 984645.34 892321.71 Agency Mortgage-Backed Securities GNMA GNII SF MA4838 M N/A 36179TLT0 2047-11-20 4 713201.69 662302.86 Agency Mortgage-Backed Securities GNMA GNII JM MA4827 M N/A 36179TLG8 2047-11-20 3 6076.05 5266.18 Agency Mortgage-Backed Securities GNMA GNII SF MA4775 M N/A 36179TJU0 2045-05-20 2 4199.47 3453.88 Agency Mortgage-Backed Securities GNMA GNII JM MA4768 M N/A 36179TJM8 2047-10-20 3 35846.56 31068.82 Agency Mortgage-Backed Securities GNMA GNII SF MA4358 M N/A 36179SZX8 2032-04-20 4 5583.75 5489.71 Agency Mortgage-Backed Securities GNMA GNII SF MA4264 M N/A 36179SWZ6 2047-02-20 4.5 24415.08 23527.81 Agency Mortgage-Backed Securities GNMA GNII SF MA4263 M N/A 36179SWY9 2047-02-20 4 205464.81 192362.18 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 2601793.67 2358897.15 Agency Mortgage-Backed Securities GNMA GNII SF MA4384 M N/A 36179S2R7 2047-04-20 4.5 74101.19 71407.99 Agency Mortgage-Backed Securities GNMA GNII SF MA3244 M N/A 36179RS91 2045-11-20 3.5 595101.87 544135.36 Agency Mortgage-Backed Securities GNMA GNII SF MA2449 M N/A 36179QWJ6 2044-12-20 5.5 40882.35 41829.98 Agency Mortgage-Backed Securities GNMA GNII JM MA2294 M N/A 36179QRP8 2044-10-20 4 155.58 142.37 Agency Mortgage-Backed Securities GNMA GNII SF DT6189 C N/A 3618W52W8 2056-07-20 6 1787739.13 1832248.48 Agency Mortgage-Backed Securities GNMA GNII SF DT5109 C N/A 3618W4VA7 2056-07-20 6 533891.01 552330.00 Agency Mortgage-Backed Securities GNMA GNII SF DT5105 C N/A 3618W4U67 2056-07-20 6 462662.31 479939.04 Agency Mortgage-Backed Securities GNMA GNII SF DT4808 C N/A 3618W4KV3 2056-08-20 6 1213649.93 1282366.79 Agency Mortgage-Backed Securities GNMA GNII SF DT4804 C N/A 3618W4KR2 2056-08-20 6 1191466.30 1240025.70 Agency Mortgage-Backed Securities GNMA GNII SF DT5360 C N/A 3618W45V0 2056-06-20 5.5 332171.52 341371.79 Agency Mortgage-Backed Securities GNMA GNII SF DT4164 C N/A 3618W3TV6 2056-08-20 6 923211.77 946596.72 Agency Mortgage-Backed Securities GNMA GNII SF DT2328 C N/A 3618W1SR0 2056-07-20 5.5 454567.75 460727.30 Agency Mortgage-Backed Securities GNMA GNII SF DT2327 C N/A 3618W1SQ2 2056-07-20 5 195668.35 191549.27 Agency Mortgage-Backed Securities GNMA GNII SF DT2325 C N/A 3618W1SN9 2056-07-20 5 198016.79 194340.94 Agency Mortgage-Backed Securities GNMA GNII SF DT1991 C N/A 3618W1F86 2056-08-20 6 364330.71 378612.48 Agency Mortgage-Backed Securities GNMA GNII SF DT1613 C N/A 3618W0YJ3 2056-07-20 5 321898.30 315124.49 Agency Mortgage-Backed Securities GNMA GNII SF DT1632 C N/A 3618W0Y53 2056-07-20 7 459725.34 492091.54 Agency Mortgage-Backed Securities GNMA GNII SF DT1023 C N/A 3618W0D49 2056-07-20 5 879546.83 861031.19 Agency Mortgage-Backed Securities GNMA GNII SF DT1691 C N/A 3618W02Y5 2056-08-20 7 5336915.13 5711771.15 Agency Mortgage-Backed Securities GNMA GNII SF DT1689 C N/A 3618W02W9 2056-08-20 7 951882.76 1018820.42 Agency Mortgage-Backed Securities GNMA GNII SF DT1679 C N/A 3618W02L3 2056-08-20 6.5 858236.60 908068.96 Agency Mortgage-Backed Securities GNMA GNII SF DT0428 C N/A 3618VYPM3 2056-08-20 5.5 631362.02 637069.11 Agency Mortgage-Backed Securities GNMA GNII SF DS9403 C N/A 3618VWNU1 2056-07-20 5.5 741838.97 745315.48 Agency Mortgage-Backed Securities GNMA GNII SF 004520 M N/A 36202FAV8 2039-08-20 5 38133.07 38185.10 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 14426.68 14520.02 Agency Mortgage-Backed Securities GNMA GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 99.02 99.19 Agency Mortgage-Backed Securities GNMA GNII JM 004262 M N/A 36202EWX3 2038-10-20 7 1913.67 1965.53 Agency Mortgage-Backed Securities GNMA GNII SF MA3035 M N/A 36179RLQ0 2045-08-20 4 5227848.12 4895139.15 Agency Mortgage-Backed Securities GNMA GNII SF 004245 M N/A 36202EWE5 2038-09-20 6 12022.03 12533.29 Agency Mortgage-Backed Securities GNMA GNII JM 004239 M N/A 36202EV89 2038-09-20 6 2354.30 2388.86 Agency Mortgage-Backed Securities GNMA GNII JM 004187 M N/A 36202EUL1 2038-07-20 5.5 10845.13 10847.40 Agency Mortgage-Backed Securities GNMA GNII SF 004427 M N/A 36202E4L0 2039-04-20 6.5 521.36 552.84 Agency Mortgage-Backed Securities GNMA GNII SF 002658 M N/A 36202C5T6 2028-10-20 6.5 1704.92 1770.47 Agency Mortgage-Backed Securities GNMA GNII SF MA0674 M N/A 36179MXB1 2028-01-20 2.5 3643.28 3608.21 Agency Mortgage-Backed Securities GNMA GNII SF MA0601 M N/A 36179MU24 2027-12-20 2.5 8732.58 8655.23 Agency Mortgage-Backed Securities GNMA GNII SF MA0463 M N/A 36179MQQ6 2042-10-20 4 88806.87 84227.39 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 227376.44 210554.37 Agency Mortgage-Backed Securities GNMA GNII SF MA0088 M N/A 36179MCZ1 2042-05-20 3.5 582301.79 539528.03 Agency Mortgage-Backed Securities GNMA GNII SF MA0851 M N/A 36179M5L0 2043-03-20 3 2547.41 2287.60 Agency Mortgage-Backed Securities GNMA GNMI SF AA5821 X N/A 36178DPE5 2042-11-15 3 66299.50 59821.37 Agency Mortgage-Backed Securities GNMA GNMI SF 779240 X N/A 36176XPZ6 2042-05-15 3.5 15889.72 14638.31 Agency Mortgage-Backed Securities GNMA GNMI SF 775156 X N/A 36176S5R7 2041-10-15 4.5 15561.38 15193.96 Agency Mortgage-Backed Securities GNMA GNMI SF 765307 X N/A 36176GAG1 2041-05-15 5 6825.50 6833.23 Agency Mortgage-Backed Securities GNMA GNII SF DS2549 C N/A 3618VNZN4 2056-06-20 5.5 861055.28 869909.80 Agency Mortgage-Backed Securities GNMA GNII SF DS1992 C N/A 3618VNF97 2056-06-20 6 378626.56 399594.14 Agency Mortgage-Backed Securities GNMA GNMI SF CL5121 X N/A 3617YCVN1 2052-03-15 4.5 413747.15 399721.12 Agency Mortgage-Backed Securities GNMA GNII RG CL3183 C N/A 3617YARC4 2045-05-20 3 2953.43 2596.97 Agency Mortgage-Backed Securities GNMA GNII SF DS9116 C N/A 3618VWDV0 2056-07-20 6.5 224325.69 234771.11 Agency Mortgage-Backed Securities GNMA GNII ET DS7857 C N/A 3618VUWS0 2066-07-20 6 327968.54 335117.27 Agency Mortgage-Backed Securities GNMA GNII SF DS7765 C N/A 3618VUTW5 2056-06-20 6.5 210684.50 221980.07 Agency Mortgage-Backed Securities GNMA GNII SF DS8077 C N/A 3618VU6N0 2056-06-20 6 209005.31 219798.55 Agency Mortgage-Backed Securities GNMA GNII SF DS7017 C N/A 3618VTYN2 2056-07-20 5.5 685360.51 691555.03 Agency Mortgage-Backed Securities GNMA GNII SF DS6661 C N/A 3618VTMJ4 2056-08-20 6 212349.15 221335.55 Agency Mortgage-Backed Securities GNMA GNII JM 004261 M N/A 36202EWW5 2038-10-20 6.5 270.71 271.46 Agency Mortgage-Backed Securities GNMA GNII SF DF5211 C N/A 3618JNYG4 2054-10-20 8 449808.71 494825.41 Agency Mortgage-Backed Securities GNMA GNII SF DS6527 C N/A 3618VTHC5 2056-07-20 6 195537.91 204057.30 Agency Mortgage-Backed Securities GNMA GNII SF DS6453 C N/A 3618VTE20 2053-06-20 5 456475.24 441760.15 Agency Mortgage-Backed Securities GNMA GNII ET DS5190 C N/A 3618VRXT4 2066-05-20 6 3565789.57 3643509.51 Agency Mortgage-Backed Securities GNMA GNII SF DS4904 C N/A 3618VRNV0 2056-07-20 6.5 1042874.23 1091067.18 Agency Mortgage-Backed Securities GNMA GNII SF DS0072 C N/A 3618VLCH6 2056-08-20 6 220460.30 228589.33 Agency Mortgage-Backed Securities GNMA GNII SF DR9672 C N/A 3618VJW97 2056-07-20 6 623850.28 646563.42 Agency Mortgage-Backed Securities GNMA GNII SF DR9561 C N/A 3618VJTS9 2056-05-20 6 236564.68 245399.43 Agency Mortgage-Backed Securities GNMA GNII ET DR9533 C N/A 3618VJSW1 2066-04-20 6 219630.22 224417.28 Agency Mortgage-Backed Securities GNMA GNII SF DR9099 C N/A 3618VJDC1 2056-06-20 7.5 705013.86 769899.10 Agency Mortgage-Backed Securities GNMA GNII SF DR9123 C N/A 3618VJD49 2056-06-20 8 223714.89 242857.43 Agency Mortgage-Backed Securities GNMA GNII SF DR6416 C N/A 3618VFDV7 2056-05-20 6 424443.16 443456.94 Agency Mortgage-Backed Securities GNMA GNII ET DR4790 C N/A 3618VDKB8 2066-04-20 6 4261026.09 4353899.42 Agency Mortgage-Backed Securities GNMA GNII SF DR3727 C N/A 3618VCD85 2056-03-20 5.5 1884884.26 1897818.96 Agency Mortgage-Backed Securities GNMA GNII SF DR3687 C N/A 3618VCCY9 2056-03-20 5.5 552373.77 557367.41 Agency Mortgage-Backed Securities GNMA GNII ET DR3128 C N/A 3618VBPM3 2066-05-20 6.5 349524.45 363293.50 Agency Mortgage-Backed Securities GNMA GNII SF DR3551 C N/A 3618VB5L7 2056-04-20 6 270018.48 275061.88 Agency Mortgage-Backed Securities GNMA GNII SF DR1920 C N/A 3618VADZ9 2056-08-20 5 250206.00 244938.58 Agency Mortgage-Backed Securities GNMA GNII SF DR2625 C N/A 3618VA4J5 2056-05-20 5.5 756770.76 764620.99 Agency Mortgage-Backed Securities GNMA GNII SF DR2589 C N/A 3618VA2W8 2056-05-20 6.5 212945.49 224230.89 Agency Mortgage-Backed Securities GNMA GNMI SF AG5716 X N/A 36182AK59 2043-10-15 3.75 19821.70 18326.55 Agency Mortgage-Backed Securities GNMA GNII SF CU6750 C N/A 3618BQQB5 2053-08-20 6.5 884879.26 928986.66 Agency Mortgage-Backed Securities GNMA GNMI SF 690955 X N/A 36296GTL5 2038-06-15 5 105.17 104.42 Agency Mortgage-Backed Securities GNMA GNII JM 004240 M N/A 36202EV97 2038-09-20 6.5 3248.36 3349.50 Agency Mortgage-Backed Securities GNMA GNII ET DF4224 C N/A 3618JMVR5 2064-10-20 6.5 501125.33 520491.66 Agency Mortgage-Backed Securities GNMA GNII ET DF3620 C N/A 3618JMAV9 2064-09-20 6.5 614883.75 638720.74 Agency Mortgage-Backed Securities GNMA GNII SF DF0803 C N/A 3618JH3L0 2056-01-20 6.5 240281.73 256012.17 Agency Mortgage-Backed Securities GNMA GNII SF DF0794 C N/A 3618JH3B2 2055-06-20 7 197451.33 208278.24 Agency Mortgage-Backed Securities GNMA GNII SF DE6159 C N/A 3618JBZY0 2054-08-20 6 333176.99 346928.20 Agency Mortgage-Backed Securities GNMA GNPL PN DE4036 N/A 3618J9PV2 2064-09-15 5.98 8206.52 8531.72 Agency Mortgage-Backed Securities GNMA GNII ET DE1643 C N/A 3618J6ZG0 2064-08-20 7 207701.15 216208.66 Agency Mortgage-Backed Securities GNMA GNII SF DE1696 C N/A 3618J63D2 2054-09-20 6.5 268018.07 280202.35 Agency Mortgage-Backed Securities GNMA GNII SF DD7546 C N/A 3618J1L35 2044-10-20 7 51134.09 53163.11 Agency Mortgage-Backed Securities GNMA GNII SF DD6446 C N/A 3618J0ET8 2054-07-20 5 252943.48 247672.05 Agency Mortgage-Backed Securities GNMA GNII SF DD2450 C N/A 3618HUWK3 2054-07-20 7 261418.98 273650.08 Agency Mortgage-Backed Securities GNMA GNII SF DC7433 C N/A 3618HNHJ9 2054-08-20 6.5 105466.56 111846.52 Agency Mortgage-Backed Securities GNMA GNII SF DC4788 C N/A 3618HKJ95 2047-07-20 7 124698.46 133327.76 Agency Mortgage-Backed Securities GNMA GNII SF DC4705 C N/A 3618HKGN7 2054-05-20 7 101416.19 108309.99 Agency Mortgage-Backed Securities GNMA GNII SF DC1840 C N/A 3618HGBH4 2054-09-20 7 193354.89 203204.26 Agency Mortgage-Backed Securities GNMA GNII SF DC1640 C N/A 3618HFZD9 2054-06-20 7 86708.67 92096.08 Agency Mortgage-Backed Securities GNMA GNII JM MB0541 M N/A 3618N5S75 2055-08-20 4.5 219968.77 205396.06 Agency Mortgage-Backed Securities GNMA GNII JM MB0474 M N/A 3618N5Q44 2055-07-20 6.5 217420.07 222091.70 Agency Mortgage-Backed Securities GNMA GNII SF MB0282 M N/A 3618N5J42 2040-04-20 5 429113.64 428417.05 Agency Mortgage-Backed Securities GNMA GNII SF DF5139 C N/A 3618JNV85 2054-10-20 6.5 4486729.36 4753679.29 Agency Mortgage-Backed Securities GNMA GNII JM 004260 M N/A 36202EWV7 2038-10-20 6 4123.59 4190.39 Agency Mortgage-Backed Securities GNMA GNII JM 004286 M N/A 36202EXP9 2038-11-20 6.5 604.96 620.58 Agency Mortgage-Backed Securities GNMA GNMI MH 455985 X N/A 36208NRE5 2027-09-15 6.25 1921.66 1934.82 Agency Mortgage-Backed Securities GNMA GNMI SF BC3797 X N/A 3617B7GE4 2047-10-15 3.5 20182.20 17925.42 Agency Mortgage-Backed Securities GNMA GNII SF DD6695 C N/A 3618J0NL5 2054-07-20 7 168658.47 178297.87 Agency Mortgage-Backed Securities GNMA GNII SP 786535 C N/A 3622ACEG1 2053-02-20 5.5 50656.83 51228.15 Agency Mortgage-Backed Securities GNMA GNII SF 004345 M N/A 36202EZJ1 2039-01-20 6.5 269.99 287.70 Agency Mortgage-Backed Securities GNMA GNMI SF 704506 X N/A 36296XU77 2039-05-15 5 17170.05 17262.12 Agency Mortgage-Backed Securities GNMA GNII FS 004459 M N/A 36202E5U9 2039-06-20 5 474.58 475.59 Agency Mortgage-Backed Securities GNMA GNMI SF 713743 X N/A 36297J5C4 2039-08-15 4.5 50173.27 48988.83 Agency Mortgage-Backed Securities GNMA GNMI SF 737377 X N/A 3620ARFS5 2040-03-15 5 25828.76 25672.92 Agency Mortgage-Backed Securities GNMA GNII JM MA6530 M N/A 36179VHF0 2050-03-20 2.5 5553.21 4610.99 Agency Mortgage-Backed Securities GNMA GNII SF DB8310 C N/A 3618HBGT4 2054-06-20 6 266939.28 279474.48 Agency Mortgage-Backed Securities GNMA GNII JM 004738 M N/A 36202FHP4 2040-07-20 5 2249.54 2208.29 Agency Mortgage-Backed Securities GNMA GNMI SF 745239 X N/A 3620C04Y1 2040-07-15 4.5 2500.31 2410.92 Agency Mortgage-Backed Securities GNMA GNMI SF 747741 X N/A 3620C3WA6 2040-09-15 4.75 8353.56 8251.61 Agency Mortgage-Backed Securities GNMA GNMI SF 759183 X N/A 36230UFY0 2041-02-15 3.5 31431.00 29114.74 Agency Mortgage-Backed Securities GNMA GNII SF CX1344 C N/A 3618FMP54 2053-09-20 6 194292.66 200422.21 Agency Mortgage-Backed Securities GNMA GNII JM 005051 M N/A 36202FTG1 2041-05-20 4 138751.77 126977.90 Agency Mortgage-Backed Securities GNMA GNII JM 005121 M N/A 36202FVN3 2041-07-20 4 4822.37 4413.50 Agency Mortgage-Backed Securities GNMA GNMI SF 767556 X N/A 36176JQH6 2041-08-15 4.5 18577.98 18101.18 Agency Mortgage-Backed Securities GNMA GNMI SF 792344 X N/A 36177LTA2 2041-11-15 4.25 60144.68 57031.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6413 M N/A 36179VDS6 2050-01-20 5 87723.45 87198.58 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M N/A 36202F4T0 2042-03-20 5 3202.35 3206.72 Agency Mortgage-Backed Securities GNMA GNII SF 796727 C N/A 36177RPM7 2038-12-20 6.5 18505.16 19556.45 Agency Mortgage-Backed Securities GNMA GNMI SF AB9108 X N/A 36178WDM8 2042-10-15 3 15733.69 14196.51 Agency Mortgage-Backed Securities GNMA GNII SF DQ9807 C N/A 3618N33Q5 2056-05-20 7 451865.31 483654.64 Agency Mortgage-Backed Securities GNMA GNII SF DQ8974 C N/A 3618N26K7 2056-03-20 6.5 360866.16 383720.78 Agency Mortgage-Backed Securities GNMA GNII SF DQ7792 C N/A 3618N1UR7 2056-04-20 5 291239.62 285110.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ7262 C N/A 3618N1B72 2056-05-20 6 304566.76 321053.27 Agency Mortgage-Backed Securities GNMA GNII SF DQ6835 C N/A 3618N0SY7 2056-06-20 6 222656.72 232078.88 Agency Mortgage-Backed Securities GNMA GNII SF DQ6162 C N/A 3618MYZ34 2056-05-20 6 155624.28 163467.74 Agency Mortgage-Backed Securities GNMA GNII SF DQ5887 C N/A 3618MYRG4 2056-04-20 5 843692.29 827375.00 Agency Mortgage-Backed Securities GNMA GNII SF DQ5520 C N/A 3618MYDZ7 2056-08-20 5.5 2980216.46 3001967.07 Agency Mortgage-Backed Securities GNMA GNII SF DQ5456 C N/A 3618MYBZ9 2056-07-20 5.5 3097379.62 3119502.14 Agency Mortgage-Backed Securities GNMA GNII SF DQ6238 C N/A 3618MY4X2 2056-06-20 6.5 262001.83 274199.76 Agency Mortgage-Backed Securities GNMA GNII SF DQ4566 C N/A 3618MXCB3 2056-03-20 5 221612.46 218085.42 Agency Mortgage-Backed Securities GNMA GNMI SF 710692 X N/A 36297FRM6 2039-07-15 5 1307.27 1302.63 Agency Mortgage-Backed Securities GNMA GNMI SF 698342 X N/A 36296QZF9 2039-05-15 5 86186.97 86088.86 Agency Mortgage-Backed Securities GNMA GNMI SF 685813 X N/A 36296A3W2 2041-01-15 3.5 7505.19 6940.24 Agency Mortgage-Backed Securities GNMA GNMI SF 617611 X N/A 36290UDQ6 2037-07-15 6 1071.38 1132.12 Agency Mortgage-Backed Securities GNMA GNII SP 782378 M N/A 36241KUB2 2035-09-20 5 34916.95 34922.38 Agency Mortgage-Backed Securities GNMA GNMI SP 782126 X N/A 36241KLF3 2036-11-15 6 3838.97 4056.42 Agency Mortgage-Backed Securities GNMA GNMI SP 781802 X N/A 36241KAB4 2033-12-15 4.5 69969.05 68756.28 Agency Mortgage-Backed Securities GNMA GNII SP 788067 C N/A 3622ADZ84 2055-06-20 7 4885368.79 5205132.46 Agency Mortgage-Backed Securities GNMA GNII SP 786795 C N/A 3622ACNL0 2053-07-20 6 422161.63 441022.54 Agency Mortgage-Backed Securities GNMA GNII SP 786429 C N/A 3622ACA67 2052-06-20 4 56010.55 51535.38 Agency Mortgage-Backed Securities GNMA GNII SP 787248 C N/A 3622AC5H9 2052-06-20 4 9625.16 8766.43 Agency Mortgage-Backed Securities GNMA GNII JM MB0858 M N/A 3618N55U9 2056-01-20 4.5 420916.08 393030.39 Agency Mortgage-Backed Securities GNMA GNMI SF AB9203 X N/A 36178WGL7 2042-11-15 3 179147.84 161645.10 Agency Mortgage-Backed Securities GNMA GNII SF CL5518 C N/A 3617YDDX7 2052-03-20 3 793596.34 688294.84 Agency Mortgage-Backed Securities GNMA GNMI SF AJ3916 X N/A 36182YK57 2044-11-15 3 11535.66 10252.28 Agency Mortgage-Backed Securities GNMA GNII RG CM1120 C N/A 3617YLG57 2046-12-20 3 2384.43 2072.81 Agency Mortgage-Backed Securities GNMA GNII RG CI7921 C N/A 3617XCYS8 2047-11-20 3 2700.13 2374.06 Agency Mortgage-Backed Securities GNMA GNII SF MA0759 M N/A 36179MZY9 2028-02-20 4 867.93 866.70 Agency Mortgage-Backed Securities GNMA GNII SF MA9728 M N/A 36179YYZ1 2054-06-20 7 103717.79 108199.58 Agency Mortgage-Backed Securities GNMA GNII SF MA7991 M N/A 36179W2Y3 2052-04-20 4.5 58228.11 55533.90 Agency Mortgage-Backed Securities GNMA GNII SF CY7196 C N/A 3618G67H2 2053-12-20 7.5 170067.81 185587.18 Agency Mortgage-Backed Securities GNMA GNMI SF AE7454 X N/A 36181BH78 2043-05-15 3 104656.26 94067.14 Agency Mortgage-Backed Securities GNMA GNII SF DE8954 C N/A 3618JE5P6 2054-09-20 8 235599.38 259279.87 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 130989.03 110161.69 Agency Mortgage-Backed Securities GNMA GNII SF 002644 M N/A 36202C5D1 2028-09-20 6.5 3640.83 3780.81 Agency Mortgage-Backed Securities GNMA GNII SF 002673 M N/A 36202C6J7 2028-11-20 6.5 303.12 314.78 Agency Mortgage-Backed Securities GNMA GNMI SF 514855 X N/A 36211J5Q6 2030-06-15 8 132.63 136.12 Agency Mortgage-Backed Securities GNMA GNMI SF 552232 X N/A 36213EPR1 2031-12-15 6 4648.76 4712.35 Agency Mortgage-Backed Securities GNMA GNII SF DC1841 C N/A 3618HGBJ0 2054-09-20 7 132590.22 139013.33 Agency Mortgage-Backed Securities GNMA GNII SF MA9011 M N/A 36179YAL8 2053-07-20 2.5 62054.80 52229.68 Agency Mortgage-Backed Securities GNMA GNII SF DA2373 C N/A 3618GRT66 2054-03-20 6 303156.10 317392.61 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 686038.40 618850.32 Agency Mortgage-Backed Securities GNMA GNII SF CR9741 C N/A 3618AQZE0 2054-06-20 7 202502.27 214075.95 Agency Mortgage-Backed Securities GNMA GNII ET CZ8798 C N/A 3618GLX31 2064-02-20 7 274980.39 286243.41 Agency Mortgage-Backed Securities GNMA GNII SF DD0330 C N/A 3618HSLK0 2054-07-20 6 288207.99 297591.18 Agency Mortgage-Backed Securities GNMA GNII SF BX4946 C N/A 3617Q9P79 2050-09-20 3 317461.14 277670.56 Agency Mortgage-Backed Securities GNMA GNII SF MA5195 M N/A 36179TXY6 2048-05-20 5.5 14005.02 14300.85 Agency Mortgage-Backed Securities GNMA GNII SF MA3666 M N/A 36179SCB1 2046-05-20 5 92843.29 92684.21 Agency Mortgage-Backed Securities GNMA GNII SP 787236 C N/A 3622AC4V9 2054-01-20 6.5 758464.36 792926.46 Agency Mortgage-Backed Securities GNMA GNII SF DQ4204 C N/A 3618MWU58 2056-06-20 6 349387.23 362214.63 Agency Mortgage-Backed Securities GNMA GNII SF DQ4461 C N/A 3618MW5W7 2056-03-20 6.5 1961154.90 2099288.20 Agency Mortgage-Backed Securities GNMA GNII SF DQ4406 C N/A 3618MW3P4 2056-04-20 5 439007.11 432564.98 Agency Mortgage-Backed Securities GNMA GNII SF DP1929 C N/A 3618MGEA0 2056-07-20 5 436383.64 427197.19 Agency Mortgage-Backed Securities GNMA GNII SF DP1216 C N/A 3618MFK56 2055-12-20 7.5 261908.25 284227.02 Agency Mortgage-Backed Securities GNMA GNII SF DP0868 C N/A 3618ME6D8 2056-01-20 6 2678758.43 2800424.96 Agency Mortgage-Backed Securities GNMA GNII ET DP0836 C N/A 3618ME4V0 2066-01-20 6 136541.23 139517.42 Agency Mortgage-Backed Securities GNMA GNII SF DP0793 C N/A 3618ME3A7 2056-01-20 6.5 209097.42 218766.23 Agency Mortgage-Backed Securities GNMA GNII SF DN9461 C N/A 3618MCQN8 2055-11-20 6 1792529.24 1840203.34 Agency Mortgage-Backed Securities GNMA GNII SF DN8231 C N/A 3618MBEC7 2055-11-20 6.5 240628.84 251639.93 Agency Mortgage-Backed Securities GNMA GNII SF DN7609 C N/A 3618MAN21 2055-09-20 6.5 597920.46 629727.24 Agency Mortgage-Backed Securities GNMA GNII SF DN7538 C N/A 3618MALT4 2055-11-20 6.5 224946.84 235720.37 Agency Mortgage-Backed Securities GNMA GNII SF DN6663 C N/A 3618M9ML3 2056-03-20 5 210637.28 206006.35 Agency Mortgage-Backed Securities GNMA GNII SF DN6547 C N/A 3618M9HY1 2056-03-20 5 212822.38 208706.54 Agency Mortgage-Backed Securities GNMA GNII SF DN6111 C N/A 3618M8YG3 2055-11-20 7.5 277647.15 303651.03 Agency Mortgage-Backed Securities GNMA GNII SF DN6281 C N/A 3618M86S8 2056-01-20 5.5 1370702.54 1380706.38 Agency Mortgage-Backed Securities GNMA GNII ET DN5165 C N/A 3618M7W28 2065-11-20 6.5 610748.38 634167.94 Agency Mortgage-Backed Securities GNMA GNII SF DN4868 C N/A 3618M7MR4 2055-12-20 6 1348391.36 1381739.77 Agency Mortgage-Backed Securities GNMA GNII SF DN4700 C N/A 3618M7GH3 2056-01-20 6.5 470670.14 488044.31 Agency Mortgage-Backed Securities GNMA GNII SF DN5306 C N/A 3618M73P9 2055-11-20 6.5 514483.60 533980.30 Agency Mortgage-Backed Securities GNMA GNII RG DN3863 C N/A 3618M6JG4 2054-04-20 6.5 885994.30 939146.58 Agency Mortgage-Backed Securities GNMA GNII SF DN2371 C N/A 3618M4T45 2055-10-20 7 502409.64 539925.24 Agency Mortgage-Backed Securities GNMA GNMI SF 743362 X N/A 3620AXZ35 2040-06-15 4.75 13343.95 13111.28 Agency Mortgage-Backed Securities GNMA GNMI SF 741262 X N/A 3620AVQP0 2040-06-15 4.5 3528.84 3398.98 Agency Mortgage-Backed Securities GNMA GNMI SF 717787 X N/A 3620A3NC4 2039-06-15 4.5 31188.29 30062.92 Agency Mortgage-Backed Securities GNMA GNII SF CX2744 C N/A 3618FPBM5 2053-12-20 7 184147.29 193863.70 Agency Mortgage-Backed Securities GNMA GNII SF MA9174 M N/A 36179YFP4 2053-09-20 7 825553.57 861942.60 Agency Mortgage-Backed Securities GNMA GNII SF BZ8532 C N/A 3617U4PR1 2041-01-20 2.5 1824.40 1628.69 Agency Mortgage-Backed Securities GNMA GNMI SF 626978 X N/A 36291FQ76 2040-03-15 3.5 43209.61 40030.66 Agency Mortgage-Backed Securities GNMA GNII SF BF2605 C N/A 3617G83N1 2048-05-20 5.5 73402.85 75732.90 Agency Mortgage-Backed Securities GNMA GNII ET CX1913 C N/A 3618FNDS5 2063-10-20 7 568198.03 591413.08 Agency Mortgage-Backed Securities GNMA GNII JM MA9294 M N/A 36179YKF0 2053-11-20 6.5 165171.18 170029.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 1565432.31 1376030.66 Agency Mortgage-Backed Securities GNMA GNII SF DA2478 C N/A 3618GRXF1 2054-02-20 7 67772.95 71059.82 Agency Mortgage-Backed Securities GNMA GNII SP 786082 C N/A 3622ABUF7 2051-11-20 3 36965.40 31972.01 Agency Mortgage-Backed Securities GNMA GNII SF CY3477 C N/A 3618G22J2 2053-12-20 7 206022.48 217674.35 Agency Mortgage-Backed Securities GNMA GNII SF MA8949 M N/A 36179X5J1 2053-06-20 6 895528.94 919838.97 Agency Mortgage-Backed Securities GNMA GNII SF MA4840 M N/A 36179TLV5 2047-11-20 5 86138.77 85991.19 Agency Mortgage-Backed Securities GNMA GNII SF CN1896 C N/A 3617F0C90 2052-06-20 4.5 214591.85 202512.90 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M N/A 36179SGK7 2046-07-20 3 559652.98 495052.24 Agency Mortgage-Backed Securities GNMA GNII SF DF4681 C N/A 3618JNFW0 2054-10-20 5 507683.39 496008.02 Agency Mortgage-Backed Securities GNMA GNII SF DE1533 C N/A 3618J6V25 2054-08-20 7.5 545795.87 591373.64 Agency Mortgage-Backed Securities GNMA GNII ET DG9604 C N/A 3618K6U57 2065-08-20 6.5 351962.48 371036.97 Agency Mortgage-Backed Securities GNMA GNII ET DH8956 C N/A 3618KH5R3 2065-03-20 7 1126361.25 1172661.83 Agency Mortgage-Backed Securities GNMA GNII SF DI2083 C N/A 3618NKJ49 2055-04-20 6.5 528253.66 552390.45 Agency Mortgage-Backed Securities GNMA GNII ET DM9262 C N/A 3618M0JF9 2066-02-20 6.5 55845.89 58045.87 Agency Mortgage-Backed Securities GNMA GNII SF DL8678 C N/A 3618LLUB0 2055-08-20 7 165518.67 176023.04 Agency Mortgage-Backed Securities GNMA GNII SF DK2818 C N/A 3618L2DX3 2055-05-20 6.5 13905.15 14578.81 Agency Mortgage-Backed Securities GNMA GNII SF AV9452 C N/A 36195LQD7 2046-12-20 3 438845.03 377554.62 Agency Mortgage-Backed Securities GNMA GNII SF DE0400 C N/A 3618J5NR1 2054-08-20 6.5 742819.67 786948.86 Agency Mortgage-Backed Securities GNMA GNII SF MA6476 M N/A 36179VFR6 2050-02-20 4 3086124.23 2863162.04 Agency Mortgage-Backed Securities GNMA GNII SF CW7161 C N/A 3618FF5W2 2053-09-20 6 6962.02 7237.82 Agency Mortgage-Backed Securities GNMA GNII SF CW5583 C N/A 3618FEFY0 2053-10-20 6 139235.88 145751.00 Agency Mortgage-Backed Securities GNMA GNII SF CW6202 C N/A 3618FE3K3 2053-10-20 7 184735.38 194619.34 Agency Mortgage-Backed Securities GNMA GNII ET CV8315 C N/A 3618F5GY8 2063-12-20 7.5 231888.09 242560.74 Agency Mortgage-Backed Securities GNMA GNII SF CV6060 C N/A 3618F2WV3 2053-07-20 6.5 233395.76 248042.20 Agency Mortgage-Backed Securities GNMA GNPL PN CU1283 N/A 3618BJM82 2065-08-15 5 25595.63 25257.58 Agency Mortgage-Backed Securities GNMA GNII SF CU0862 C N/A 3618BH5X0 2053-05-20 6.5 733859.27 777020.96 Agency Mortgage-Backed Securities GNMA GNII SF CQ6197 C N/A 3618A83E5 2052-11-20 5 269795.55 268724.65 Agency Mortgage-Backed Securities GNMA GNMI SF AM8565 X N/A 36185BQS8 2045-05-15 3.5 104322.07 94162.21 Agency Mortgage-Backed Securities GNMA GNII SF DM9679 C N/A 3618M0XG1 2055-11-20 3.5 206017.34 179327.31 Agency Mortgage-Backed Securities GNMA GNII ET DM9703 C N/A 3618M0X89 2065-11-20 6 1693829.56 1735692.56 Agency Mortgage-Backed Securities GNMA GNII SF DM9419 C N/A 3618M0PC9 2055-11-20 7.5 363818.53 394750.38 Agency Mortgage-Backed Securities GNMA GNII SF DM8655 C N/A 3618LYTL2 2055-10-20 7 328903.07 359243.17 Agency Mortgage-Backed Securities GNMA GNII SF DM8944 C N/A 3618LY5D6 2056-05-20 4.5 282071.62 265707.24 Agency Mortgage-Backed Securities GNMA GNII SF DB6117 C N/A 3618H8YN4 2054-05-20 7 68546.11 71648.94 Agency Mortgage-Backed Securities GNMA GNII SF DB0672 C N/A 3618H2W90 2054-04-20 6 868843.14 901366.55 Agency Mortgage-Backed Securities GNMA GNII SF DB0346 C N/A 3618H2L35 2054-04-20 6 190657.25 199188.40 Agency Mortgage-Backed Securities GNMA GNII SF DA9666 C N/A 3618H0W37 2054-03-20 6 3811.53 3947.85 Agency Mortgage-Backed Securities GNMA GNII SF DA5596 C N/A 3618GVGD6 2054-04-20 7 167516.25 175829.63 Agency Mortgage-Backed Securities GNMA GNII SF DA2168 C N/A 3618GRMR7 2054-02-20 6 313106.72 323309.30 Agency Mortgage-Backed Securities GNMA GNII SF DA2095 C N/A 3618GRKG3 2054-03-20 6 643796.33 664171.20 Agency Mortgage-Backed Securities GNMA GNII SF DA1994 C N/A 3618GRGB9 2054-02-20 8 686313.87 754757.66 Agency Mortgage-Backed Securities GNMA GNII ET CZ8996 C N/A 3618GL7H9 2064-04-20 7.5 28355.96 29591.31 Agency Mortgage-Backed Securities GNMA GNII ET CZ5828 C N/A 3618GHPM7 2063-11-20 7 22841.70 23777.33 Agency Mortgage-Backed Securities GNMA GNII SF CZ1470 C N/A 3618GCT36 2054-08-20 7.5 692670.34 758480.95 Agency Mortgage-Backed Securities GNMA GNII SF CZ1261 C N/A 3618GCMJ8 2054-03-20 7.5 1079127.37 1143618.18 Agency Mortgage-Backed Securities GNMA GNII SF DA5388 C N/A 3618GU6Z0 2054-07-20 6.5 204130.90 213837.05 Agency Mortgage-Backed Securities GNMA GNII SF DH9304 C N/A 3618KJKR2 2055-02-20 6 865616.15 879817.45 Agency Mortgage-Backed Securities GNMA GNII SF DJ2501 C N/A 3618KNX65 2055-05-20 6.5 319840.41 334465.64 Agency Mortgage-Backed Securities GNMA GNII SF DT7877 C N/A 3618W7XE0 2056-08-20 5.5 278945.38 280773.12 Agency Mortgage-Backed Securities GNMA GNII JM MB1057 M N/A 3618N6E78 2056-04-20 4.5 1930541.28 1802637.13 Agency Mortgage-Backed Securities GNMA GNII SP 785324 C N/A 3622AAYV0 2050-06-20 5.5 104464.08 106852.06 Agency Mortgage-Backed Securities GNMA GNPL PN CF9497 N/A 3617WBRS9 2064-02-15 2.4 95395.67 76147.88 Agency Mortgage-Backed Securities GNMA GNII SF DM3464 C N/A 3618LSZ53 2055-09-20 7 174790.90 183283.18 Agency Mortgage-Backed Securities GNMA GNII SF DI5721 C N/A 3618NPLA1 2055-03-20 7 637260.51 681301.79 Agency Mortgage-Backed Securities GNMA GNII SF DS3272 C N/A 3618VPT55 2056-06-20 5.5 220564.38 226674.75 Agency Mortgage-Backed Securities GNMA GNII SF DU6952 C N/A 3618WJWM7 2056-08-20 6.5 2734248.74 2835125.20 Agency Mortgage-Backed Securities GNMA GNII RG CO9678 C N/A 3617FMXF5 2050-01-20 5 489909.96 478799.62 Agency Mortgage-Backed Securities GNMA GNII SF DM2782 C N/A 3618LSCT6 2055-10-20 6.5 397262.91 415527.74 Agency Mortgage-Backed Securities GNMA GNII SF DJ2983 C N/A 3618KPJ41 2055-07-20 5.5 961182.49 971627.98 Agency Mortgage-Backed Securities GNMA GNII SF DT4809 C N/A 3618W4KW1 2056-08-20 6 626765.38 663040.05 Agency Mortgage-Backed Securities GNMA GNII SF DR9566 C N/A 3618VJTX8 2056-05-20 6 617570.98 634098.41 Agency Mortgage-Backed Securities GNMA GNII SF DS2005 C N/A 3618VNGN5 2056-07-20 6 399569.77 417842.10 Agency Mortgage-Backed Securities GNMA GNII ET DQ7786 C N/A 3618N1UK2 2066-03-20 6 70182.16 71711.92 Agency Mortgage-Backed Securities GNMA GNII SF BT0812 C N/A 3617MN3V3 2050-03-20 3 17046.60 14723.10 Agency Mortgage-Backed Securities GNMA GNII SF DI0991 C N/A 3618NJC49 2055-04-20 6 204855.07 210688.11 Agency Mortgage-Backed Securities GNMA GNII SF CV2651 C N/A 3618BX5L1 2056-03-20 7.5 478603.12 521761.63 Agency Mortgage-Backed Securities GNMA GNII SF DO7174 C N/A 3618V36K6 2055-12-20 6.5 427895.26 447467.47 Agency Mortgage-Backed Securities GNMA GNII SF DQ1130 C N/A 3618MTHF8 2056-01-20 6 682203.68 704491.27 Agency Mortgage-Backed Securities GNMA GNII SF DQ7272 C N/A 3618N1CH9 2056-06-20 6 662157.73 690997.35 Agency Mortgage-Backed Securities GNMA GNII SF DT5469 C N/A 3618W5CE7 2056-08-20 5.5 1096455.45 1117548.33 Agency Mortgage-Backed Securities GNMA GNII SF CX9295 C N/A 3618FWKG3 2053-12-20 7 193718.27 203558.25 Agency Mortgage-Backed Securities GNMA GNII SF CY6047 C N/A 3618G5WG8 2053-11-20 7.5 1913812.49 2070555.65 Agency Mortgage-Backed Securities GNMA GNII SF CY5502 C N/A 3618G5DF1 2054-01-20 7 215371.50 227680.05 Agency Mortgage-Backed Securities GNMA GNII ET CY4691 C N/A 3618G4F88 2063-11-20 7.5 33634.01 35194.19 Agency Mortgage-Backed Securities GNMA GNII SF CY3633 C N/A 3618G3BA9 2053-12-20 7 244888.88 256554.25 Agency Mortgage-Backed Securities GNMA GNII SF DQ2002 C N/A 3618MUGK5 2056-02-20 6.5 739999.20 774194.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ2629 C N/A 3618MU4N2 2056-04-20 7.5 675589.54 737764.04 Agency Mortgage-Backed Securities GNMA GNII SF DQ1126 C N/A 3618MTHB7 2056-01-20 6 396516.61 411138.16 Agency Mortgage-Backed Securities GNMA GNII SF DM6455 C N/A 3618LWE40 2055-10-20 7.5 219538.87 229453.02 Agency Mortgage-Backed Securities GNMA GNII SF DM6211 C N/A 3618LV3U6 2055-09-20 5.5 1029330.02 1057553.56 Agency Mortgage-Backed Securities GNMA GNII BD DM3796 C N/A 3618LTGD5 2056-05-20 3 286699.30 237303.88 Agency Mortgage-Backed Securities GNMA GNII SF DL9080 C N/A 3618LMCR3 2055-10-20 6.5 62027.48 64500.06 Agency Mortgage-Backed Securities GNMA GNII SF DL8821 C N/A 3618LLYS9 2055-09-20 6 696867.36 728309.32 Agency Mortgage-Backed Securities GNMA GNII SF DL8677 C N/A 3618LLUA2 2055-08-20 7 254246.10 269733.08 Agency Mortgage-Backed Securities GNMA GNII SF DL8662 C N/A 3618LLTT3 2055-09-20 6.5 199622.65 209665.00 Agency Mortgage-Backed Securities GNMA GNII SF DL8641 C N/A 3618LLS64 2055-09-20 7.5 202457.20 219620.71 Agency Mortgage-Backed Securities GNMA GNII SF DL8266 C N/A 3618LLFF8 2055-09-20 7 1284783.18 1399659.93 Agency Mortgage-Backed Securities GNMA GNII SF DL7643 C N/A 3618LKP44 2055-09-20 7 1729280.90 1848793.81 Agency Mortgage-Backed Securities GNMA GNII SF DL7596 C N/A 3618LKNM6 2055-07-20 7 1988022.64 2133894.46 Agency Mortgage-Backed Securities GNMA GNII SF DL3831 C N/A 3618LFHG7 2055-10-20 6.5 225742.01 236060.60 Agency Mortgage-Backed Securities GNMA GNII SF DQ0957 C N/A 3618MTB23 2056-02-20 5.5 271385.94 273838.82 Agency Mortgage-Backed Securities GNMA GNII SF DQ0554 C N/A 3618MSTK6 2056-03-20 5 276152.78 270384.41 Agency Mortgage-Backed Securities GNMA GNII ET DQ0366 C N/A 3618MSMP2 2066-03-20 6.5 389600.21 404947.99 Agency Mortgage-Backed Securities GNMA GNII ET DQ0360 C N/A 3618MSMH0 2066-03-20 6.5 243008.33 252581.08 Agency Mortgage-Backed Securities GNMA GNII SF DQ0335 C N/A 3618MSLQ1 2056-03-20 5.5 1830037.48 1863081.25 Agency Mortgage-Backed Securities GNMA GNII ET DP9893 C N/A 3618MQ7E8 2065-11-20 6.5 857121.94 890886.26 Agency Mortgage-Backed Securities GNMA GNII SF DL8645 C N/A 3618LLTA4 2055-09-20 7 921351.42 985939.38 Agency Mortgage-Backed Securities GNMA GNII SF DP7775 C N/A 3618MNT84 2056-01-20 4.5 236723.20 224169.06 Agency Mortgage-Backed Securities GNMA GNII SF DS1670 C N/A 3618VM2B8 2056-04-20 5.5 345126.60 348245.62 Agency Mortgage-Backed Securities GNMA GNII SF DU1969 C N/A 3618WDFJ6 2056-07-20 6.5 2314387.88 2421334.97 Agency Mortgage-Backed Securities GNMA GNII SF DU2805 C N/A 3618WEDJ6 2056-07-20 6.5 300088.69 313952.09 Agency Mortgage-Backed Securities GNMA GNII SF DR0378 C N/A 3618V8M35 2056-05-20 6 837243.07 866678.03 Agency Mortgage-Backed Securities GNMA GNII SF DL8242 C N/A 3618LLEP7 2055-09-20 7 1066155.88 1176998.07 Agency Mortgage-Backed Securities GNMA GNII ET DI2695 C N/A 3618NK7G5 2063-12-20 7.5 27564.96 28860.76 Agency Mortgage-Backed Securities GNMA GNII SF DS4586 C N/A 3618VRCX8 2056-07-20 5 372773.24 364926.24 Agency Mortgage-Backed Securities GNMA GNII SF DS8884 C N/A 3618VV2R3 2056-07-20 6.5 448049.49 469338.86 Agency Mortgage-Backed Securities GNMA GNII SF DS7075 C N/A 3618VT2G2 2056-07-20 6.5 403639.06 422296.33 Agency Mortgage-Backed Securities GNMA GNII SF DT4807 C N/A 3618W4KU5 2056-08-20 6 1872688.74 1969394.38 Agency Mortgage-Backed Securities GNMA GNII SF DK4306 C N/A 3618L3YB6 2055-07-20 5.5 237320.69 239421.77 Agency Mortgage-Backed Securities GNMA GNII SF DG8745 C N/A 3618K5WE8 2055-01-20 6 157870.67 163995.10 Agency Mortgage-Backed Securities GNMA GNII ET DQ1013 C N/A 3618MTDS4 2066-04-20 6 436644.56 446162.11 Agency Mortgage-Backed Securities GNMA GNII SF DO5203 C N/A 3618V1X87 2056-01-20 6.5 178414.67 189049.02 Agency Mortgage-Backed Securities GNMA GNII SF DP6488 C N/A 3618MMF57 2056-01-20 6.5 214314.98 227464.63 Agency Mortgage-Backed Securities GNMA GNII SF BG7951 C N/A 3617GSZQ5 2048-06-20 4.5 15728.97 14716.02 Agency Mortgage-Backed Securities GNMA GNCL CL DF6561 N/A 3618JQJE9 2068-02-15 5.94 1528829.15 1569534.22 Agency Mortgage-Backed Securities GNMA GNII JM MB0545 M N/A 3618N5TB5 2055-08-20 6.5 411663.72 420965.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ8111 C N/A 3618N2AL0 2056-03-20 5.5 439802.97 444299.66 Agency Mortgage-Backed Securities GNMA GNMI SF AM0475 X N/A 36184KQ42 2045-04-15 3.5 16555.60 14953.11 Agency Mortgage-Backed Securities GNMA GNII SF DT8280 C N/A 3618W8FV0 2056-08-20 6 4570406.62 4790805.34 Agency Mortgage-Backed Securities GNMA GNII SF DU7082 C N/A 3618WJ2P3 2056-08-20 5 1110260.23 1086888.88 Agency Mortgage-Backed Securities GNMA GNII SF DL3485 C N/A 3618LE2S0 2055-07-20 6.5 23179.78 24345.85 Agency Mortgage-Backed Securities GNMA GNII SF DI6933 C N/A 3618NQV26 2055-03-20 7 155258.70 162616.15 Agency Mortgage-Backed Securities GNMA GNII SF DP8742 C N/A 3618MPWB8 2056-01-20 6.5 1015240.84 1065047.20 Agency Mortgage-Backed Securities GNMA GNII ET DP8295 C N/A 3618MPGC4 2063-11-20 5.5 44082.34 44035.28 Agency Mortgage-Backed Securities GNMA GNII SF DP7776 C N/A 3618MNT92 2056-01-20 4.5 327409.77 310045.92 Agency Mortgage-Backed Securities GNMA GNII SF DP7722 C N/A 3618MNSK8 2056-01-20 4.5 350056.69 331492.48 Agency Mortgage-Backed Securities GNMA GNII SF DP5843 C N/A 3618MLP41 2055-12-20 6.5 243556.77 257662.52 Agency Mortgage-Backed Securities GNMA GNII SF DP5565 C N/A 3618MLFE0 2056-08-20 6 1092264.46 1121496.73 Agency Mortgage-Backed Securities GNMA GNII SF DP5224 C N/A 3618MKYV3 2056-06-20 6 272941.80 282876.88 Agency Mortgage-Backed Securities GNMA GNII SF DP3243 C N/A 3618MHS88 2055-12-20 6.5 556548.85 582083.13 Agency Mortgage-Backed Securities GNMA GNMI SF AL2604 X N/A 36183X3M0 2045-03-15 3.5 70398.32 63544.52 Agency Mortgage-Backed Securities GNMA GNMI SF AF0707 X N/A 36181FYC9 2043-08-15 3.25 104707.58 93706.82 Agency Mortgage-Backed Securities GNMA GNII SF AE8491 C N/A 36181CNG9 2044-07-20 4 21999.72 20370.40 Agency Mortgage-Backed Securities GNMA GNMI SF AD3523 X N/A 36180E4G7 2043-05-15 3.5 88235.97 80070.14 Agency 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5641.23 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M N/A 36202FJR8 2040-08-20 5 113624.88 113433.62 Agency Mortgage-Backed Securities GNMA GNII JM 004674 M N/A 36202FFP6 2040-04-20 5 123.07 121.71 Agency Mortgage-Backed Securities GNMA GNII FS 004649 M N/A 36202FEW2 2040-03-20 4.5 991.60 940.58 Agency Mortgage-Backed Securities GNMA GNII JM 004613 M N/A 36202FDS2 2040-01-20 5.5 606.98 600.75 Agency Mortgage-Backed Securities GNMA GNII SF DM0865 C N/A 3618LP6A0 2055-09-20 5 660362.90 646503.64 Agency Mortgage-Backed Securities GNMA GNII SF DP7718 C N/A 3618MNSF9 2055-12-20 6 2236538.96 2326995.78 Agency Mortgage-Backed Securities GNMA GNII SF DU3129 C N/A 3618WEPN4 2056-08-20 5 974055.45 953548.33 Agency Mortgage-Backed Securities GNMA GNII AP 784449 M N/A 3622A25J7 2044-09-20 4.5 1372.62 1310.89 Agency Mortgage-Backed Securities GNMA GNII SF DL2018 C N/A 3618LDG32 2055-06-20 7.5 210745.46 227476.75 Agency Mortgage-Backed Securities GNMA GNII SF DS5014 C N/A 3618VRSB9 2056-07-20 6 285275.28 296719.67 Agency Mortgage-Backed Securities GNMA GNII SF DH6704 C N/A 3618KFNV8 2056-04-20 5 924621.78 908205.74 Agency Mortgage-Backed Securities GNMA GNII SF DF4808 C N/A 3618JNKV6 2054-11-20 6 256963.89 265615.09 Agency Mortgage-Backed Securities GNMA GNCL CL DL3194 N/A 3618LERP9 2068-07-15 5.34 1806839.72 1790348.70 Agency Mortgage-Backed Securities GNMA GNII ET DE2342 C N/A 3618J7S76 2064-09-20 7.5 18887.30 19760.57 Agency Mortgage-Backed Securities GNMA GNII SP 788172 C N/A 3622AD6H6 2055-09-20 6.5 2534.35 2593.24 Agency Mortgage-Backed Securities GNMA GNII SF DT8293 C N/A 3618W8GA5 2056-08-20 6 1271104.46 1327554.21 Agency Mortgage-Backed Securities GNMA GNII ET DO1968 C N/A 3618NXFH6 2065-10-20 6.5 74978.47 77899.31 Agency Mortgage-Backed Securities GNMA GNII ET DL6720 C N/A 3618LJPD7 2065-05-20 6.5 59682.73 62008.01 Agency Mortgage-Backed Securities GNMA GNII SF DQ4418 C N/A 3618MW4B4 2056-05-20 7.5 1447591.25 1580817.41 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 80501995.40 80308374.10 U.S. Treasuries (including strips) USTR TINT 11/15/33 N/A 9128337U8 2033-11-15 0 29272396.39 20909302.01 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 25298813.79 24461979.63 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 22243201.85 21952750.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 50755434.48 50580702.00 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 133977195.40 135823598.83 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 5928974.71 5916396.65 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 12118655.17 11274383.24 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 14477473.56 9861336.15 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 42121466.67 36496879.17 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 6062981.61 5821933.67 U.S. Treasuries (including strips) USTR TINT 08/15/30 N/A 912833XY1 2030-08-15 0 50959618.94 42626396.30 U.S. Treasuries (including strips) USTR TINT 11/15/28 N/A 912833WR7 2028-11-15 0 18986850.57 17239376.79 U.S. Treasuries (including strips) USTR TINT 02/15/36 N/A 9128335B2 2036-02-15 0 13645520.92 8672042.39 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 6322749.43 6266005.67 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 278920055.17 276588207.72 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 197026091.95 191432090.54 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 27035550.89 26176998.98 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 18241214.94 17686024.73 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 477055.17 467804.49 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 1275000000.00 1275000000.00 .0071 N Y Y N Fixed Income Clearing Corporation ("FICC") - MS Fixed Income Clearing Corporation ("FICC") - MS, REPO, 3.670%, 9/1/2026 3.670 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - MS Y USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 1273488000.00 1266044462.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 4484500.00 4492357.58 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 38474800.00 38334823.66 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 70000000.00 70324475.49 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 59324500.00 56458182.00 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 1072700.00 1066262.73 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 94966100.00 93279485.55 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 1500000000.00 1500000000.00 .0084 N Y Y N Fixed Income Clearing Corporation ("FICC") - CREDITAG Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO, 3.670%, 9/1/2026 3.670 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG N UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 900000.00 897808.11 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 25895000.00 25102845.21 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48470448.37 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46271485.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 29000000.00 26837461.30 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 50000000.00 47525644.13 U.S. Treasuries (including strips) UST - 3.8750 - 08/15/2034 N/A 91282CLF6 2034-08-15 3.875 49549000.00 47096962.82 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 52815896.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 52815896.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50144021.74 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 14849000.00 14891771.58 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49359883.26 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 18000000.00 17769557.97 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 4856000.00 4836214.59 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49796278.70 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35461785.43 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 38764000.00 27492813.01 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49878228.15 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 6750000000.00 6750000000.00 .0378 N Y Y N Fixed Income Clearing Corporation ("FICC") - BARCLAYS Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO, 3.680%, 9/1/2026 3.680 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - BARCLAYS Y USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 200.00 199.30 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 600.00 564.12 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 100.00 97.37 U.S. Treasuries (including strips) USTR 5 1/8 BOND 56 N/A 912810UW6 2056-08-15 5.125 144308800.00 141677078.06 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 153187400.00 141621118.57 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 401253100.00 375855532.07 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 250000000.00 235870304.35 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 21667800.00 19622573.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 300.00 282.32 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 302668400.00 283123048.53 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 99660000.00 67302625.18 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 361819000.00 291057712.08 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 353874000.00 238814546.03 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 200000000.00 105277543.48 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 424000.00 229491.94 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 535495900.00 360098082.84 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 100.00 55.52 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 189786800.00 130234074.50 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 1680000.00 1171677.94 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 92597400.00 62373789.81 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 12000000.00 8922556.17 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 13916900.00 11992240.53 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 56234500.00 49923514.78 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 65824400.00 63194091.32 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 343600.00 356237.92 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 25523000.00 25675155.92 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 55528200.00 47246714.59 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 10300000.00 6861988.75 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 3500000.00 2617893.25 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 555522400.00 252886283.66 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 177734000.00 126695371.36 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 5086400.00 4800678.45 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 760000.00 749309.48 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 1913700.00 1403148.47 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 3895200.00 2657261.24 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 3000000000.00 3000000000.00 .0168 N Y Y N Federated Hermes Money Market Obligations Trust 2026-09-08 Stephen Van Meter Stephen Van Meter Chief Compliance Officer