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Obligation Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-07 2026-09-07 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch NR Moody's NR Standard & Poor's NR N N 0.0374 400000000.00 400000000.00 0.0020 N N Y N BMO Capital Markets Corp. 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104952.99 Agency Collateralized Mortgage Obligation FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.74233 N/A 5013438.00 29423.66 Agency Collateralized Mortgage Obligation FNRA CL019SC R26F019 N/A 3136BY6D9 2056-04-25 0.25681 N/A 119357441.00 710117.70 Agency Collateralized Mortgage Obligation FNRA CL020IO R23F020 N/A 3136BP3E9 2061-03-25 1.956692 N/A 36562866.00 973703.26 Agency Collateralized Mortgage Obligation FNRA CL042WI R21F042 N/A 3136BGAV3 2046-02-25 2.16634 N/A 18923538.00 352844.50 Agency Collateralized Mortgage Obligation FNRA CL050TB R25F050 N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 28408.62 Agency Collateralized Mortgage Obligation FNRA CL054DI R24F054 N/A 3136BSSJ5 2046-12-25 0 N/A 110538878.00 920.26 Agency Collateralized Mortgage Obligation FNRA CL056ES R24F056 N/A 3136BSSR7 2054-08-25 3.45681 N/A 100138.00 6261.27 Agency Collateralized Mortgage Obligation FNRA CL056JS R24F056 N/A 3136BSSY2 2054-08-25 3.45681 N/A 12930761.00 707932.03 Agency Collateralized Mortgage 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31375184.00 12238660.20 Agency Collateralized Mortgage Obligation FNRM CL061KI R21F061 N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 625847.06 Agency Collateralized Mortgage Obligation FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 7127338.00 2592384.67 Agency Collateralized Mortgage Obligation FNRM RC082AI R25F082 N/A 3136BXF74 2052-08-25 5.5 N/A 12787965.00 1159517.65 Agency Collateralized Mortgage Obligation FNRM RC112CI R25F112 N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 742562.35 Agency Collateralized Mortgage Obligation FNST TR0429 C13 RC N/A 31423YVV8 2051-09-01 2 N/A 1149963.00 125178.36 Agency Collateralized Mortgage Obligation GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.5 N/A 1001.00 937.45 Agency Mortgage-Backed Securities GNII SF 005232 M N/A 36202FY59 2041-11-20 3.5 N/A 996995.00 60547.12 Agency Mortgage-Backed Securities GNII SF BT5018 C N/A 3617MTSF8 2050-03-20 4 N/A 1000.00 130.34 Agency Mortgage-Backed Securities GNII SF BU2920 C N/A 3617N4G57 2050-04-20 4 N/A 1000.00 457.40 Agency Mortgage-Backed Securities GNII SF BU8834 C 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4 N/A 2000.00 318.41 Agency Mortgage-Backed Securities GNII SF BZ3902 C 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4 N/A 59171.00 37229.61 Agency Mortgage-Backed Securities GNII SF BZ7364 C 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4 N/A 1000.00 502.88 Agency Mortgage-Backed Securities GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 37523.00 21820.18 Agency Mortgage-Backed Securities GNII SF CB8590 C 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 3345577.00 1882136.98 Agency Mortgage-Backed Securities GNII SF CE3259 C 549300M8ZYFG0OCMTT87 3617VRTQ7 2051-08-20 4 N/A 1016.00 729.99 Agency Mortgage-Backed Securities GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.5 N/A 153188.00 61378.94 Agency Mortgage-Backed Securities GNII SF CT6580 C N/A 3618BCJZ1 2054-09-20 7.5 N/A 9462.00 9597.30 Agency Mortgage-Backed Securities GNII SF CZ1645 C 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.5 N/A 1498184.00 1463580.70 Agency Mortgage-Backed Securities GNII SF CZ2469 C 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.5 N/A 1000.00 668.73 Agency Mortgage-Backed Securities GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 N/A 430837.00 464377.93 Agency Mortgage-Backed Securities GNII SF DA1869 C 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 11809.00 8295.46 Agency Mortgage-Backed Securities GNII SF DA5635 C N/A 3618GVHL7 2054-03-20 5 N/A 1000.00 565.07 Agency Mortgage-Backed Securities GNII SF DA6289 C N/A 3618GV7A2 2054-05-20 7.5 N/A 1000.00 1073.53 Agency Mortgage-Backed Securities GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 2280543.00 2094383.69 Agency Mortgage-Backed Securities GNII SF DA8867 C N/A 3618GYZ80 2054-03-20 5 N/A 1000.00 946.25 Agency Mortgage-Backed Securities GNII SF DA9885 C N/A 3618H06W2 2054-04-20 7.5 N/A 1000.00 775.03 Agency Mortgage-Backed Securities GNII SF DG1234 C 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.5 N/A 566595.00 589584.68 Agency Mortgage-Backed Securities GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 1000.00 850.33 Agency Mortgage-Backed Securities GNII SF DH1484 C N/A 3618K9UH5 2054-12-20 7 N/A 1749434.00 1857720.42 Agency Mortgage-Backed Securities GNII SF DH6156 C N/A 3618KEZV8 2055-01-20 7 N/A 1000.00 949.15 Agency Mortgage-Backed Securities GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 N/A 527254.00 466991.49 Agency Mortgage-Backed Securities GNII SF DH7130 C N/A 3618KF4P2 2055-01-20 6.5 N/A 50503.00 32496.42 Agency Mortgage-Backed Securities GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 1695274.00 1476595.32 Agency Mortgage-Backed Securities GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7 N/A 199187.00 194347.38 Agency Mortgage-Backed Securities GNII SF DJ4779 C N/A 3618KRJY1 2055-03-20 7.5 N/A 1572582.00 1509308.86 Agency Mortgage-Backed Securities GNII SF DJ4780 C N/A 3618KRJZ8 2055-04-20 7.5 N/A 3000.00 3215.91 Agency Mortgage-Backed Securities GNII SF DJ4783 C 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 2006.00 2148.82 Agency Mortgage-Backed Securities GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 N/A 4917.00 3690.57 Agency Mortgage-Backed Securities GNII SF DJ9519 C N/A 3618KWSG9 2056-01-20 6.5 N/A 283256.00 297029.94 Agency Mortgage-Backed Securities GNII SF DN1970 C N/A 3618M4FK4 2056-01-20 7.5 N/A 1001.00 1041.41 Agency Mortgage-Backed Securities GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 N/A 8000.00 8598.18 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 20025.00 21564.30 Agency Mortgage-Backed Securities GNII SF DP0286 C 549300M8ZYFG0OCMTT87 3618MEJ77 2056-03-20 6.5 N/A 2539621.00 2705683.09 Agency Mortgage-Backed Securities GNII SF DP0479 C N/A 3618MEQ87 2056-01-20 6.5 N/A 1000.00 1042.66 Agency Mortgage-Backed Securities GNII SF DP0883 C N/A 3618ME6U0 2056-01-20 7 N/A 1000.00 1064.35 Agency Mortgage-Backed Securities GNII SF DP0886 C 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.5 N/A 4672.00 5044.67 Agency Mortgage-Backed Securities GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 N/A 270812.00 285062.35 Agency Mortgage-Backed Securities GNII SF DP1323 C 549300M8ZYFG0OCMTT87 3618MFPG7 2056-03-20 6.5 N/A 385881.00 406260.14 Agency Mortgage-Backed Securities GNII SF DP1324 C N/A 3618MFPH5 2056-02-20 6.5 N/A 1000.00 1053.30 Agency Mortgage-Backed Securities GNII SF DP3314 C N/A 3618MHVF8 2056-02-20 6.5 N/A 1000.00 1041.50 Agency Mortgage-Backed Securities GNII SF DP3318 C N/A 3618MHVK7 2056-02-20 6.5 N/A 322869.00 336552.36 Agency Mortgage-Backed Securities GNII SF DP3329 C N/A 3618MHVW1 2056-03-20 6.5 N/A 194125.00 203990.14 Agency Mortgage-Backed Securities GNII SF DP3333 C 549300M8ZYFG0OCMTT87 3618MHV27 2056-03-20 6.5 N/A 730241.00 761416.60 Agency Mortgage-Backed Securities GNII SF DP3336 C 549300M8ZYFG0OCMTT87 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3477567.28 Agency Mortgage-Backed Securities GNII SF DP6470 C 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.5 N/A 2000.00 2091.00 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.5 N/A 10866.00 11325.16 Agency Mortgage-Backed Securities GNII SF DP6651 C 549300M8ZYFG0OCMTT87 3618MML84 2056-02-20 6.5 N/A 309471.00 322413.33 Agency Mortgage-Backed Securities GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 4015808.00 4149449.65 Agency Mortgage-Backed Securities GNII SF DP8123 C 549300M8ZYFG0OCMTT87 3618MPAY2 2056-03-20 6.5 N/A 281816.00 297673.67 Agency Mortgage-Backed Securities GNII SF DP8127 C N/A 3618MPA48 2056-03-20 6.5 N/A 810351.00 855947.08 Agency Mortgage-Backed Securities GNII SF DP8129 C 549300M8ZYFG0OCMTT87 3618MPA63 2056-03-20 6.5 N/A 292595.00 308977.74 Agency Mortgage-Backed Securities GNII SF DP8185 C 549300M8ZYFG0OCMTT87 3618MPCW4 2056-03-20 6 N/A 2243066.00 2320210.70 Agency Mortgage-Backed Securities GNII SF DP8198 C N/A 3618MPDB9 2056-04-20 6 N/A 1000.00 1021.54 Agency Mortgage-Backed Securities GNII SF DP8628 C 549300M8ZYFG0OCMTT87 3618MPSR8 2056-04-20 6.5 N/A 1950448.00 2033419.07 Agency Mortgage-Backed Securities GNII SF DP8675 C 549300M8ZYFG0OCMTT87 3618MPT89 2056-02-20 7 N/A 434917.00 453812.73 Agency Mortgage-Backed Securities GNII SF DP8691 C 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 1615002.00 1680891.48 Agency Mortgage-Backed Securities GNII SF DQ1225 C 549300M8ZYFG0OCMTT87 3618MTLE6 2056-03-20 6 N/A 3344654.00 3417655.75 Agency Mortgage-Backed Securities GNII SF DQ1226 C 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 1000.00 1021.95 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 486012.00 528661.90 Agency Mortgage-Backed Securities GNII SF DQ2961 C 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.5 N/A 2492639.00 2622995.00 Agency Mortgage-Backed Securities GNII SF DQ2962 C N/A 3618MVJF1 2056-02-20 6.5 N/A 1000.00 1052.34 Agency Mortgage-Backed Securities GNII SF DQ5895 C N/A 3618MYRQ2 2056-03-20 6.5 N/A 1000.00 1043.11 Agency Mortgage-Backed Securities GNII SF DQ5897 C N/A 3618MYRS8 2056-03-20 6.5 N/A 31066.00 32355.75 Agency Mortgage-Backed Securities GNII SF DQ5945 C N/A 3618MYTA5 2056-02-20 7 N/A 3000.00 3128.16 Agency Mortgage-Backed Securities GNII SF DQ5953 C 549300M8ZYFG0OCMTT87 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 230831.95 Agency Mortgage-Backed Securities GNII SF DQ6959 C N/A 3618N0WU0 2056-03-20 6.5 N/A 336876.00 350908.52 Agency Mortgage-Backed Securities GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 N/A 6959.00 7259.86 Agency Mortgage-Backed Securities GNII SF DR2949 C N/A 3618VBH26 2056-05-20 6 N/A 179543.00 160991.82 Agency Mortgage-Backed Securities GNII SF DR9654 C N/A 3618VJWP1 2056-06-20 6 N/A 321960.00 332984.75 Agency Mortgage-Backed Securities GNII SF DR9656 C N/A 3618VJWR7 2056-06-20 6 N/A 1000.00 1032.01 Agency Mortgage-Backed Securities GNII SF DR9674 C N/A 3618VJXB1 2056-06-20 6 N/A 2321799.00 2399766.51 Agency Mortgage-Backed Securities GNII SF DR9676 C N/A 3618VJXD7 2056-07-20 6 N/A 1000.00 1025.82 Agency Mortgage-Backed Securities GNII SF DS1308 C N/A 3618VMNZ2 2056-06-20 6 N/A 1008.00 1053.45 Agency Mortgage-Backed Securities GNII SF DS3955 C N/A 3618VQMC5 2056-05-20 5 N/A 1000.00 975.55 Agency Mortgage-Backed Securities GNII SF DT3711 C N/A 3618W3DQ4 2056-06-20 6 N/A 1000.00 1043.16 Agency Mortgage-Backed Securities GNII SF DT8020 C N/A 3618W74D4 2056-08-20 6.5 N/A 1000.00 1050.63 Agency Mortgage-Backed Securities GNII SF DT8023 C N/A 3618W74G7 2056-08-20 6.5 N/A 1000.00 1046.21 Agency Mortgage-Backed Securities GNII SF DU4347 C N/A 3618WFZL4 2056-08-20 6 N/A 1000.00 1026.76 Agency Mortgage-Backed Securities GNII SF DU6056 C N/A 3618WHWR0 2056-08-20 6.5 N/A 1000.00 1048.22 Agency Mortgage-Backed Securities GNII SF DU6061 C N/A 3618WHWW9 2056-08-20 6.5 N/A 1000.00 1046.21 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 16297470.00 1434909.28 Agency Mortgage-Backed Securities GNII SF MA3521 M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 3115.00 273.89 Agency Mortgage-Backed Securities GNII SF MA4510 M N/A 36179TAK1 2047-03-20 3.5 N/A 1000.00 104.98 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 6271107.00 669178.83 Agency Mortgage-Backed Securities GNII SF MA4837 M N/A 36179TLS2 2047-11-20 3.5 N/A 2046.00 228.33 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 1022.00 108.02 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 4884998.00 519702.29 Agency Mortgage-Backed Securities GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4 N/A 1024.00 83.76 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 41926387.00 3422401.34 Agency Mortgage-Backed Securities GNII SF MA6090 M N/A 36179UXT4 2049-08-20 3.5 N/A 2024.00 215.94 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 673696.00 308848.13 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 1024.00 638.76 Agency Mortgage-Backed Securities GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 119584.00 74837.30 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 4328940.00 2773704.26 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.5 N/A 3024.00 1979.59 Agency Mortgage-Backed Securities GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 N/A 1008.00 656.04 Agency Mortgage-Backed Securities GNII SF MA8201 M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 1000.00 662.89 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 73481410.00 49239005.99 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 10349351.00 5913246.34 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 44117299.00 29111060.34 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6 N/A 1232.00 522.80 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 7743106.00 4426941.10 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 1732.00 722.01 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 1389071.00 884931.56 Agency Mortgage-Backed Securities GNII SF MA9018 M 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 2008.00 957.83 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 329312.00 230883.39 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 521028.00 352881.28 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.5 N/A 6202078.00 3950385.52 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1018906.00 877476.48 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 915246.00 427043.94 Agency Mortgage-Backed Securities GNII SF MA9670 M 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 274128.00 101743.61 Agency Mortgage-Backed Securities GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 883016.00 592682.23 Agency Mortgage-Backed Securities GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5 N/A 1000.00 821.03 Agency Mortgage-Backed Securities GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 N/A 1000.00 848.25 Agency Mortgage-Backed Securities GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.5 N/A 15701072.00 11709234.75 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5 N/A 12951866.00 10988208.46 Agency Mortgage-Backed Securities GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 N/A 2000.00 1683.94 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 645489.00 445353.92 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 6163566.00 4292626.67 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5 N/A 2100426.00 1814685.73 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1999.00 1433.84 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 52196142.00 45461699.07 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 1000.00 759.70 Agency Mortgage-Backed Securities GNII SF MB0423 M N/A 3618N5PH6 2055-06-20 5 N/A 849172.00 758488.42 Agency Mortgage-Backed Securities GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 N/A 1306620.00 1184192.31 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 2024.00 1619.43 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5 N/A 4567488.00 4191959.49 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 4757597.00 3988177.06 Agency Mortgage-Backed Securities GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 N/A 1000.00 915.65 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 1546842.00 1442952.42 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 105152870.00 95898226.42 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 2148731.00 2053050.75 Agency Mortgage-Backed Securities GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 N/A 252271.00 245806.46 Agency Mortgage-Backed Securities GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 N/A 1024.00 947.51 Agency Mortgage-Backed Securities GNII SF MB0937 M N/A 3618N6BF3 2056-02-20 5.5 N/A 1008.00 989.19 Agency Mortgage-Backed Securities GNII SF MB0995 M N/A 3618N6C96 2056-03-20 4.5 N/A 1060.00 986.96 Agency Mortgage-Backed Securities GNII SF MB1140 M N/A 3618N6HS9 2047-08-20 4 N/A 12659776.00 11424254.72 Agency Mortgage-Backed Securities GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 N/A 253399.00 252776.44 Agency Mortgage-Backed Securities GNII SP 785194 C N/A 3622AAUT9 2050-11-20 4 N/A 1246842.00 399677.64 Agency Mortgage-Backed Securities GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 10006.01 Agency Collateralized Mortgage Obligation GNRA 2014-069 WI N/A 38379BG28 2037-09-20 1.17003 N/A 104785743.00 221429.79 Agency Collateralized Mortgage Obligation GNRA 2014-22 IA N/A 38379APY0 2043-09-20 1.01379 N/A 36086707.00 27942.04 Agency Collateralized Mortgage Obligation GNRA 2015-057 AS N/A 38379LKS4 2045-04-20 1.83307 N/A 136500000.00 713245.15 Agency Collateralized Mortgage Obligation GNRA 2015-126 IA N/A 38379QGB5 2044-06-20 1.16322 N/A 31229106.00 52057.20 Agency Collateralized Mortgage Obligation GNRA 2017-060 SE N/A 38376UEJ4 2038-10-20 2.73307 N/A 13891689.00 32253.29 Agency Collateralized Mortgage Obligation GNRA 2018-127 SA N/A 38380YXX8 2044-07-20 1.21089 N/A 103749492.00 746295.18 Agency Collateralized Mortgage Obligation GNRA 2018-51 WI N/A 38380WGF0 2046-11-20 1.15119 N/A 25850465.00 88721.97 Agency Collateralized Mortgage Obligation GNRA 2019-11 SD N/A 38381BSJ4 2045-08-20 1.04335 N/A 52945957.00 343444.65 Agency Collateralized Mortgage Obligation GNRA 2020-011 IO N/A 38382B5H2 2048-10-20 0.9785 N/A 2509218.00 12769.90 Agency Collateralized Mortgage Obligation GNRA 2021-077 FA N/A 38382Q2Q2 2051-05-20 3 N/A 1000.00 502.96 Agency Collateralized Mortgage Obligation GNRA 2021-135 GS N/A 38382XAJ4 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132297.99 Agency Collateralized Mortgage Obligation GNRM 2024-157 BO N/A 38384WBY0 2053-08-20 0 N/A 10276534.00 4208621.29 Agency Collateralized Mortgage Obligation GNRM 2025-118 CI N/A 38381NG36 2052-03-20 6 N/A 3881308.00 135038.39 Agency Collateralized Mortgage Obligation GNRM 2025-118 PO N/A 38381NA57 2055-07-20 0 N/A 35840.00 21448.41 Agency Collateralized Mortgage Obligation MNAR XX.XXX HXBZ5137 N/A 3140Q0V74 2030-10-01 3.82 N/A 2021608.00 1961368.80 Agency Mortgage-Backed Securities MNRA CL013A2 R18M013 N/A 3136B3DE7 2030-09-25 3.89343 N/A 2590.00 1642.02 Agency Collateralized Mortgage Obligation MNRM CL004A2 R19M004 N/A 3136B35Z9 2031-02-25 3.61 N/A 1000.00 791.31 Agency Collateralized Mortgage Obligation MNRM CL050A2 R20M050 N/A 3136BCGS3 2030-10-25 1.2 N/A 5000.00 3636.65 Agency Collateralized Mortgage Obligation TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 1220.27 904.80 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-09-07 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0370 400000000.00 400000000.00 0.0020 N N Y N BNP Paribas SA BNP Paribas SA 3.84000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 N/A 1000.00 588.42 Agency Mortgage-Backed Securities FERA 5541SA 05/25/55 N/A 3137HL3P5 2055-05-25 1.50681 N/A 250000000.00 7992818.03 Agency Collateralized Mortgage Obligation FERM 5605AI 12/25/52 N/A 3137HP4R1 2052-12-25 5.5 N/A 20350688.00 2483775.93 Agency Collateralized Mortgage Obligation FGRA 4923IT 01/15/53 N/A 3137FPYD1 2053-01-15 0.487558 N/A 100096.00 305.21 Agency Collateralized Mortgage Obligation FHLMC STACR REMIC TR 2025-DNA3 A-1 20450925 FLT N/A 35564UAQ0 2045-09-25 4.59319 N/A 11140.00 6550.80 Agency Collateralized Mortgage Obligation FNMS 02.000 CLFM5179 N/A 3140X8XH5 2050-12-01 2 N/A 1002.00 487.23 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5090 N/A 3140X8UQ8 2050-11-01 2.5 N/A 1022.00 428.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6906 N/A 3140XNU85 2049-05-01 3.5 N/A 1028.00 731.03 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 1000.00 666.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBW6230 N/A 3140MX4Q4 2052-09-01 4 N/A 1000.00 684.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9983 N/A 3140QWCV2 2055-02-01 5.5 N/A 1000.00 914.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4486 N/A 3140W46Y8 2055-09-01 5.5 N/A 1000.00 962.51 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4453 N/A 3140BG5P4 2055-06-01 7.5 N/A 1004.00 1074.11 Agency Mortgage-Backed Securities FNRA CL012SD R25F012 N/A 3136BVGE2 2055-03-25 2.23681 N/A 56767890.00 2777465.06 Agency Collateralized Mortgage Obligation FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.74233 N/A 40416794.00 237204.49 Agency Collateralized Mortgage Obligation FNRA CL046SL R25F046 N/A 3136BV7B8 2055-06-25 1.35681 N/A 113336640.00 1790450.76 Agency Collateralized Mortgage Obligation FNRA CL053AS R18F053 N/A 3136B2PA4 2048-07-25 1.946988 N/A 4371960.00 29782.85 Agency Collateralized Mortgage Obligation FNRA CL065BS R16F065 N/A 3136ATST2 2046-09-25 2.34233 N/A 31164258.00 287730.90 Agency Collateralized Mortgage Obligation FNRA RC040PS R16F040 N/A 3136ASM78 2046-07-25 1.459531 N/A 157677272.00 396523.39 Agency Collateralized Mortgage Obligation FNRM CL034EI R21F034 N/A 3136BHVN6 2041-06-25 3 N/A 100011.00 3894.52 Agency Collateralized Mortgage Obligation FNRM CL061KI R21F061 N/A 3136BGVA6 2049-04-25 2.5 N/A 3521280.00 373522.44 Agency Collateralized Mortgage Obligation FNRM RC003CI R26F003 N/A 3136BYUE0 2048-04-25 5 N/A 3515500.00 435065.99 Agency Collateralized Mortgage Obligation FTRA 4521AS 05/15/41 N/A 3137BLN61 2041-05-15 2.084009 N/A 100096.00 272.43 Agency Collateralized Mortgage Obligation GNAR AT MB1366 M N/A 3618N6QU4 2056-08-20 4 N/A 706906.00 694413.79 Agency Mortgage-Backed Securities GNII RG CE4961 C N/A 3617VTQN3 2050-01-20 5 N/A 699483.00 237635.50 Agency Mortgage-Backed Securities GNII SF BR8836 C N/A 3617M7Y93 2050-02-20 4 N/A 4998106.00 1296338.20 Agency Mortgage-Backed Securities GNII SF BT3672 C N/A 3617MSCH3 2050-04-20 4 N/A 121073.00 19322.26 Agency Mortgage-Backed Securities GNII SF BU3071 C N/A 3617N4MU5 2050-04-20 5 N/A 10881.00 6577.70 Agency Mortgage-Backed Securities GNII SF BZ7364 C 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4 N/A 689930.00 346952.10 Agency Mortgage-Backed Securities GNII SF CB8590 C 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 1000.00 562.57 Agency Mortgage-Backed Securities GNII SF DA1869 C 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 2929062.00 2057576.64 Agency Mortgage-Backed Securities GNII SF DA2499 C N/A 3618GRX46 2054-03-20 5.5 N/A 1778634.00 1264425.79 Agency Mortgage-Backed Securities GNII SF DA5655 C N/A 3618GVH86 2054-03-20 5 N/A 1000.00 521.73 Agency Mortgage-Backed Securities GNII SF DA6320 C N/A 3618GWAV0 2054-03-20 7.5 N/A 75057.00 63619.75 Agency Mortgage-Backed Securities GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 1000.00 918.37 Agency Mortgage-Backed Securities GNII SF DA8159 C N/A 3618GYB45 2054-03-20 5 N/A 1000.00 670.35 Agency Mortgage-Backed Securities GNII SF DG1234 C 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.5 N/A 1000.00 1040.58 Agency Mortgage-Backed Securities GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 464842.00 395266.95 Agency Mortgage-Backed Securities GNII SF DJ4783 C 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1071.20 Agency Mortgage-Backed Securities GNII SF DJ4785 C N/A 3618KRJ62 2055-04-20 7.5 N/A 1097.00 928.51 Agency Mortgage-Backed Securities GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 N/A 19481.00 20937.65 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1076.87 Agency Mortgage-Backed Securities GNII SF DO6782 C N/A 3618V3RB3 2056-01-20 6.5 N/A 1000.00 1045.06 Agency Mortgage-Backed Securities GNII SF DP0884 C N/A 3618ME6V8 2056-01-20 7 N/A 124586.00 132671.34 Agency Mortgage-Backed Securities GNII SF DP1326 C N/A 3618MFPK8 2056-03-20 6.5 N/A 939785.00 989043.74 Agency Mortgage-Backed Securities GNII SF DP3310 C N/A 3618MHVB7 2056-02-20 6.5 N/A 1000.00 1043.45 Agency Mortgage-Backed Securities GNII SF DP3334 C N/A 3618MHV35 2056-03-20 6.5 N/A 546234.00 569428.74 Agency Mortgage-Backed Securities GNII SF DP5375 C N/A 3618MK6L6 2056-07-20 6 N/A 854843.00 900549.76 Agency Mortgage-Backed Securities GNII SF DP5376 C N/A 3618MK6M4 2056-07-20 6 N/A 2140.00 2227.14 Agency Mortgage-Backed Securities GNII SF DP6658 C N/A 3618MMMF7 2056-02-20 6.5 N/A 1000.00 1041.24 Agency Mortgage-Backed Securities GNII SF DQ1226 C 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 411005.00 420027.14 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 1028.00 1118.21 Agency Mortgage-Backed Securities GNII SF DQ2953 C N/A 3618MVH63 2056-02-20 7 N/A 220428.00 234863.54 Agency Mortgage-Backed Securities GNII SF DR1663 C N/A 3618V9Z47 2056-04-20 7 N/A 813861.00 868387.38 Agency Mortgage-Backed Securities GNII SF DR2948 C N/A 3618VBHZ3 2056-05-20 6 N/A 5851.00 6062.61 Agency Mortgage-Backed Securities GNII SF DR9655 C N/A 3618VJWQ9 2056-06-20 6 N/A 5178974.00 5348933.54 Agency Mortgage-Backed Securities GNII SF DR9657 C N/A 3618VJWS5 2056-06-20 6 N/A 5562.00 5732.77 Agency Mortgage-Backed Securities GNII SF DR9659 C N/A 3618VJWU0 2056-06-20 6 N/A 15110.00 15483.67 Agency Mortgage-Backed Securities GNII SF DS1307 C N/A 3618VMNY5 2056-06-20 6 N/A 2008.00 2096.69 Agency Mortgage-Backed Securities GNII SF DS1309 C N/A 3618VMN25 2056-06-20 6.5 N/A 3836474.00 4082269.85 Agency Mortgage-Backed Securities GNII SF DS1312 C N/A 3618VMN58 2056-06-20 6 N/A 23327.00 24388.22 Agency Mortgage-Backed Securities GNII SF DS4314 C N/A 3618VQYK4 2056-07-20 5.5 N/A 1000.00 1022.03 Agency Mortgage-Backed Securities GNII SF DS7140 C N/A 3618VT4Z8 2056-05-20 6.5 N/A 1000.00 1045.99 Agency Mortgage-Backed Securities GNII SF DT3711 C N/A 3618W3DQ4 2056-06-20 6 N/A 946432.00 987283.74 Agency Mortgage-Backed Securities GNII SF DU4347 C N/A 3618WFZL4 2056-08-20 6 N/A 1000.00 1026.76 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 15464284.00 1645205.14 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 49877.00 4071.40 Agency Mortgage-Backed Securities GNII SF MA5930 M N/A 36179UST0 2049-05-20 3.5 N/A 497263594.00 43023604.56 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3 N/A 3256338.00 709676.52 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 3167232.00 713787.68 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3 N/A 64197964.00 16928545.64 Agency Mortgage-Backed Securities GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 N/A 4105.00 2036.52 Agency Mortgage-Backed Securities GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 N/A 1024.00 550.72 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.5 N/A 1397122.00 784519.85 Agency Mortgage-Backed Securities GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 2048.00 1162.14 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 49803959.00 31911149.86 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 1024.00 686.17 Agency Mortgage-Backed Securities GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 N/A 1293.00 882.14 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 230400.00 155495.69 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 1000.00 659.86 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 1000.00 416.87 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 3456512.00 2202030.38 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 2032.00 1376.23 Agency Mortgage-Backed Securities GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 N/A 4035304.00 1353106.73 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 2198088.00 1892981.81 Agency Mortgage-Backed Securities GNII SF MA9670 M 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 43905070.00 16295527.52 Agency Mortgage-Backed Securities GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.5 N/A 3096.00 2642.63 Agency Mortgage-Backed Securities GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.5 N/A 1081.00 806.17 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5 N/A 1008.00 855.18 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 344792.00 237888.59 Agency Mortgage-Backed Securities GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 N/A 1000.00 843.96 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 1024.00 713.17 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5 N/A 1024.00 884.70 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1528832.00 1096602.19 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 8534738.00 6483853.51 Agency Mortgage-Backed Securities GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 23557221.00 18568690.50 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 1664.00 1331.39 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 3072.00 2575.18 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 55983700.00 51815792.11 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 6761615.00 6166516.29 Agency Mortgage-Backed Securities GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 N/A 622343.00 591948.43 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 157952.00 150918.60 Agency Mortgage-Backed Securities GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 N/A 1000.00 974.37 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 18825872.00 18042140.68 Agency Mortgage-Backed Securities GNII SF MB0995 M N/A 3618N6C96 2056-03-20 4.5 N/A 2043.00 1902.23 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 4149414.00 4003148.50 Agency Mortgage-Backed Securities GNII SF MB1140 M N/A 3618N6HS9 2047-08-20 4 N/A 15512432.00 13998507.91 Agency Mortgage-Backed Securities GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 N/A 1000.00 997.54 Agency Mortgage-Backed Securities GNII SP 785626 C N/A 3622ABD74 2051-07-20 3 N/A 1024.00 455.65 Agency Mortgage-Backed Securities GNII SP 788238 M N/A 3622AEBF2 2052-05-20 3 N/A 30739135.00 24722628.84 Agency Mortgage-Backed Securities GNMI SF 747570 X N/A 3620C3QX3 2040-07-15 5 N/A 563322.00 11851.44 Agency Mortgage-Backed Securities GNRA 2014-118 KS N/A 38379EHH8 2044-08-16 1.84632 N/A 35501323.00 462094.83 Agency Collateralized Mortgage Obligation GNRA 2016-12 WI N/A 38379YUX4 2045-03-20 1.14374 N/A 58587192.00 85219.39 Agency Collateralized Mortgage Obligation GNRA 2018-51 WI N/A 38380WGF0 2046-11-20 1.15119 N/A 2029944.00 6967.02 Agency Collateralized Mortgage Obligation GNRA 2019-159 IT N/A 38382BJH7 2046-03-20 0.92838 N/A 56803643.00 447424.71 Agency Collateralized Mortgage Obligation GNRA 2021-049 SA N/A 38382PY97 2051-03-20 2.53307 N/A 30184459.00 1026299.79 Agency Collateralized Mortgage Obligation GNRA 2021-136 SA N/A 38382WQ75 2051-08-20 0 N/A 77580416.00 323869.83 Agency Collateralized Mortgage Obligation GNRA 2023-135 TA N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 43660.23 Agency Collateralized Mortgage Obligation GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.46116 N/A 14694519.00 662923.66 Agency Collateralized Mortgage Obligation GNRA 2024-064 T N/A 38384MQF7 2054-04-20 0.2 N/A 200169.00 828.07 Agency Collateralized Mortgage Obligation GNRA 2025-001 SB N/A 38385CFZ6 2053-07-20 0.86116 N/A 100000.00 1429.46 Agency Collateralized Mortgage Obligation GNRA 2025-095 SC N/A 38385GTM1 2055-05-20 1.49116 N/A 10890416.00 338767.93 Agency Collateralized Mortgage Obligation GNRA 2025-118 SD N/A 38381NC30 2055-07-20 2.31116 N/A 39350976.00 1352417.11 Agency Collateralized Mortgage Obligation GNRA 2025-146 TA N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 57824.87 Agency Collateralized Mortgage Obligation GNRA 2026-007 SA N/A 38385LAE8 2054-09-20 1.20116 N/A 5933839.00 130898.08 Agency Collateralized Mortgage Obligation GNRA 2026-007 TA N/A 38385LAF5 2054-09-20 0.11 N/A 100001.00 214.54 Agency Collateralized Mortgage Obligation GNRA 2026-032 SC N/A 38385MWM4 2056-02-20 2.06116 N/A 103701.00 6203.35 Agency Collateralized Mortgage Obligation GNRA 2026-052 FB N/A 38385NMP6 2056-03-20 4.63884 N/A 1024.00 972.22 Agency Collateralized Mortgage Obligation GNRM 2019-108 VI N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 6974.90 Agency Collateralized Mortgage Obligation GNRM 2024-051 AC N/A 38384KSX0 2054-03-20 5.5 N/A 1014.00 1013.88 Agency Collateralized Mortgage Obligation MNRA CL023X1 R21M023 N/A 3136BKBW1 2031-11-25 0.59005 N/A 23373663.00 313565.11 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-10-05 2026-10-05 Y BNP PARIBAS SA 1.0000 35 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0384 300000000.00 300000000.00 0.0015 N N N Y BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9BWSG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 276645400.00 292283079.36 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 90120000.00 66965166.69 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 46870400.00 44221201.44 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 8765500.00 4515599.92 U.S. Treasuries (including strips) BILL 02/04/27 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0 N/A 9100.00 8948.21 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 6615.73 6006.84 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-10-28 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0367 400000000.00 400000000.00 0.0020 N N Y N BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJA2QAY8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 47779800.00 47400989.28 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 7883100.00 7936556.46 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 1788200.00 1793400.75 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 10300.00 10278.15 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 288597600.00 271469301.07 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 313700.00 76427.67 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 75152800.00 23362826.09 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 25326500.00 22931006.21 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 400.00 94.29 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 53.92 19.93 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 10014945.27 6281143.33 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 11.94 6.68 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 2666185.91 970065.08 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 128.34 41.88 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 7.99 2.34 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 28117608.18 19320002.23 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 1.90 1.24 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 28.56 17.66 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 6575889.70 3845126.56 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 167.66 87.27 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 143.36 57.93 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 95.84 34.37 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 7690597.37 2602498.15 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 76.16 20.92 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 2.01 1.03 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-11-03 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0367 400000000.00 400000000.00 0.0020 N N Y N BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DB63 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 6000.00 5753.87 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 169200.00 164081.50 U.S. Treasuries (including strips) FERA 5605MS 12/25/55 N/A 3137HP6Z1 2055-12-25 1.90681 N/A 116747008.00 4674752.77 Agency Collateralized Mortgage Obligation FERA 5652SJ 04/25/56 N/A 3137HRJJ9 2056-04-25 2.00681 N/A 36186960.00 2134683.92 Agency Collateralized Mortgage Obligation FERM 5588PO 07/25/54 N/A 3137HNJF6 2054-07-25 0 N/A 21940288.00 11252404.00 Agency Collateralized Mortgage Obligation FERM 5673BO 06/25/56 N/A 3137HRX38 2056-06-25 0 N/A 2027356.00 1379009.32 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33523223.00 414343.41 Agency Collateralized Mortgage Obligation FNMS 02.000 CLFA3910 N/A 3140W4KY2 2052-03-01 2 N/A 1000.00 764.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5020 N/A 3140QQSJ5 2052-10-01 5.5 N/A 1000.00 719.48 Agency Mortgage-Backed Securities FNRA CL010AS R17F010 N/A 3136AVPP8 2047-03-25 1.989036 N/A 129096691.00 495049.12 Agency Collateralized Mortgage Obligation FNRM CL026EI R21F026 N/A 3136BHEZ8 2041-05-25 3.5 N/A 42700000.00 1818698.99 Agency Collateralized Mortgage Obligation FNRM CL050MI R20F050 N/A 3136BAZS6 2050-07-25 4.5 N/A 9571280.00 513200.57 Agency Collateralized Mortgage Obligation FNRM CL072BI R20F072 N/A 3136BB2H4 2050-10-25 3.5 N/A 20706496.00 835592.58 Agency Collateralized Mortgage Obligation FTRA 4521AS 05/15/41 N/A 3137BLN61 2041-05-15 2.084009 N/A 118967168.00 323790.07 Agency Collateralized Mortgage Obligation GNAR AF MB1297 M N/A 3618N6NP8 2056-06-20 4.5 N/A 26165357.00 25790099.09 Agency Mortgage-Backed Securities GNAR AF MB1354 M N/A 3618N6QG5 2056-07-20 4 N/A 1010640.00 979778.42 Agency Mortgage-Backed Securities GNAR WK 787184 M N/A 3622AC2R0 2049-08-20 5.146 N/A 227878.00 142972.80 Agency Mortgage-Backed Securities GNII ET DS4069 C N/A 3618VQQW7 2066-05-20 6 N/A 22745340.00 23070622.35 Agency Mortgage-Backed Securities GNII JP 782981 C N/A 36241LJ23 2033-01-20 6.45 N/A 127457.00 7613.29 Agency Mortgage-Backed Securities GNII SF BZ3455 C N/A 3617QXZU4 2050-12-20 5 N/A 1190858.00 171256.92 Agency Mortgage-Backed Securities GNII SF CB8590 C 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 3905080.00 2196899.22 Agency Mortgage-Backed Securities GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 N/A 148613.00 160182.62 Agency Mortgage-Backed Securities GNII SF DA8091 C N/A 3618GX7C4 2054-03-20 5.5 N/A 23210112.00 18963158.92 Agency Mortgage-Backed Securities GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 N/A 16872.00 14943.61 Agency Mortgage-Backed Securities GNII SF DH7130 C N/A 3618KF4P2 2055-01-20 6.5 N/A 1170068.00 752886.49 Agency Mortgage-Backed Securities GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 N/A 29133440.00 27154038.08 Agency Mortgage-Backed Securities GNII SF DN1970 C N/A 3618M4FK4 2056-01-20 7.5 N/A 34222.00 35603.54 Agency Mortgage-Backed Securities GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 N/A 5931.00 6374.48 Agency Mortgage-Backed Securities GNII SF DO2447 C N/A 3618NXWG9 2056-02-20 6.5 N/A 32094.00 33397.34 Agency Mortgage-Backed Securities GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 N/A 6126.00 6448.36 Agency Mortgage-Backed Securities GNII SF DP1327 C N/A 3618MFPL6 2056-02-20 6.5 N/A 1152758.00 1213855.51 Agency Mortgage-Backed Securities GNII SF DP3317 C N/A 3618MHVJ0 2056-02-20 6.5 N/A 818920.00 854793.70 Agency Mortgage-Backed Securities GNII SF DP7964 C N/A 3618MNZ53 2056-02-20 6.5 N/A 626483.00 659359.39 Agency Mortgage-Backed Securities GNII SF DP8126 C N/A 3618MPA30 2056-03-20 6.5 N/A 588495.00 621424.37 Agency Mortgage-Backed Securities GNII SF DP8599 C N/A 3618MPRU2 2056-05-20 6.5 N/A 1285442.00 1343720.53 Agency Mortgage-Backed Securities GNII SF DQ0618 C N/A 3618MSVK3 2056-02-20 6.5 N/A 181338.00 188734.52 Agency Mortgage-Backed Securities GNII SF DQ2624 C N/A 3618MU4H5 2056-03-20 7 N/A 596720.00 641878.76 Agency Mortgage-Backed Securities GNII SF DQ2626 C N/A 3618MU4K8 2056-03-20 7 N/A 4838.00 5201.92 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 332371.00 361538.16 Agency Mortgage-Backed Securities GNII SF DQ5297 C N/A 3618MX3E7 2056-07-20 6 N/A 2610339.00 2723600.53 Agency Mortgage-Backed Securities GNII SF DQ6962 C N/A 3618N0WX4 2056-03-20 6.5 N/A 164545.00 171716.00 Agency Mortgage-Backed Securities GNII SF DS1368 C N/A 3618VMQV8 2056-06-20 6.5 N/A 503568.00 535893.24 Agency Mortgage-Backed Securities GNII SF DS6174 C N/A 3618VS2F6 2056-07-20 6 N/A 680822.00 714296.36 Agency Mortgage-Backed Securities GNII SF DT8021 C N/A 3618W74E2 2056-08-20 6.5 N/A 204492.00 214586.07 Agency Mortgage-Backed Securities GNII SF DU3443 C N/A 3618WEZG8 2056-08-20 6 N/A 111774.00 116600.62 Agency Mortgage-Backed Securities GNII SF DU4445 C N/A 3618WF5E3 2056-08-20 6.5 N/A 1129526.00 1204884.21 Agency Mortgage-Backed Securities GNII SF DU6987 C N/A 3618WJXQ7 2056-08-20 5 N/A 2739188.00 2690382.98 Agency Mortgage-Backed Securities GNII SF DU9411 C N/A 3618WMN40 2056-08-20 6.5 N/A 3146108.00 3291488.60 Agency Mortgage-Backed Securities GNII SF MA3521 M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 1137990.00 100057.69 Agency Mortgage-Backed Securities GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 N/A 56478464.00 28019303.53 Agency Mortgage-Backed Securities GNII SF MA7704 M N/A 36179WRZ3 2051-11-20 2 N/A 5164020.00 2809100.96 Agency Mortgage-Backed Securities GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.5 N/A 41496512.00 23864936.46 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 19325920.00 12950065.75 Agency Mortgage-Backed Securities GNII SF MA8347 M N/A 36179XHY5 2052-10-20 4.5 N/A 1482032.00 1013304.64 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.5 N/A 1608018.00 1101459.81 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 14610816.00 9860758.99 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 73319423.00 30564483.74 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 334895.00 212715.36 Agency Mortgage-Backed Securities GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 N/A 78899700.00 40523768.67 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 29378272.00 21072477.12 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5 N/A 45970816.00 42191199.73 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 9260768.00 7763075.04 Agency Mortgage-Backed Securities GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 N/A 11608672.00 10101973.96 Agency Mortgage-Backed Securities GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 N/A 745897.00 682978.44 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 1119388.00 1020869.18 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 1859000.00 1781608.82 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 87575040.00 84488048.20 Agency Mortgage-Backed Securities GNII SP 783802 C N/A 3622A2GK2 2043-04-20 3.5 N/A 214362.00 26095.73 Agency Mortgage-Backed Securities GNII SP 785194 C N/A 3622AAUT9 2050-11-20 4 N/A 49295999.00 15801928.94 Agency Mortgage-Backed Securities GNII SP 786326 C N/A 3622AB4K5 2052-08-20 5.5 N/A 1024.00 774.27 Agency Mortgage-Backed Securities GNMI SF 726316 X N/A 3620AC3Z5 2039-09-15 5 N/A 9407024.00 330282.32 Agency Mortgage-Backed Securities GNMI SP 781750 X 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.5 N/A 22089.00 111.52 Agency Mortgage-Backed Securities GNMI SP 784142 X N/A 3622A2S78 2040-08-15 6 N/A 811350.00 115421.77 Agency Mortgage-Backed Securities GNRA 2013-010 AS N/A 38378FAV2 2043-01-20 2.53307 N/A 83666193.00 295808.81 Agency Collateralized Mortgage Obligation GNRA 2014-008 JS N/A 38378P8A9 2044-01-16 0.74632 N/A 198452992.00 158315.10 Agency Collateralized Mortgage Obligation GNRA 2020-036 SA N/A 38382DS83 2050-03-20 0 N/A 200000000.00 172485.80 Agency Collateralized Mortgage Obligation GNRA 2023-165 SC N/A 38384D6R3 2053-11-20 2.71116 N/A 185323010.00 2419524.19 Agency Collateralized Mortgage Obligation GNRA 2024-061 FH N/A 38384MFM4 2054-04-20 4.78884 N/A 12974112.00 6804782.51 Agency Collateralized Mortgage Obligation GNRA 2024-186 S N/A 38384XVT7 2053-02-20 1.91116 N/A 59912179.00 2203951.22 Agency Collateralized Mortgage Obligation GNRA 2025-001 SB N/A 38385CFZ6 2053-07-20 0.86116 N/A 49900000.00 713298.09 Agency Collateralized Mortgage Obligation GNRA 2026-004 BS N/A 38385LMY1 2056-01-20 2.06116 N/A 63995840.00 3205336.22 Agency Collateralized Mortgage Obligation GNRA 2026-007 SE N/A 38385LAV0 2056-01-20 0.86116 N/A 100000000.00 1357958.35 Agency Collateralized Mortgage Obligation GNRA 2026-052 SP N/A 38385NMM3 2056-03-20 1.41116 N/A 51107165.00 1648061.51 Agency Collateralized Mortgage Obligation GNRA 2026-079 SA N/A 38385PWN5 2056-04-20 2.06116 N/A 6295806.00 268328.00 Agency Collateralized Mortgage Obligation GNRM 2021-103 EI N/A 38382TY65 2051-06-20 3 N/A 4950000.00 365600.13 Agency Collateralized Mortgage Obligation GNRM 2021-117 ID N/A 38382WFQ5 2051-06-20 3.5 N/A 17022165.00 1236359.23 Agency Collateralized Mortgage Obligation GNRM 2021-156 GI N/A 38383APP3 2051-09-20 3 N/A 3426000.00 245491.14 Agency Collateralized Mortgage Obligation GNRM 2021-177 QI N/A 38383CKZ2 2051-10-20 3 N/A 4538000.00 393326.43 Agency Collateralized Mortgage Obligation GNRM 2024-027 IG N/A 38384JGW8 2054-02-20 6 N/A 18035540.00 2656616.02 Agency Collateralized Mortgage Obligation GNRM 2025-203 PO N/A 38385H4S3 2053-06-20 0 N/A 16721800.00 11113474.21 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 501000000.00 501000000.00 0.0025 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBF3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 154526200.00 133205407.24 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 186600.00 84944.51 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 73916500.00 45644741.93 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 9900.00 6014.04 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 291100.00 135498.27 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 87272200.00 43695446.99 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 199999000.00 134490771.02 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 4233600.00 2237179.10 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 106384700.00 55999599.40 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 477300.00 315759.23 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 7118700.00 5068886.43 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 57850300.00 36156336.89 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 63473900.00 37651591.51 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 33414600.00 32723808.35 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 25000000.00 17691712.50 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 80871700.00 54576878.56 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 1900000.00 1054791.77 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 4999000.00 2705731.57 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 8400.00 6757.20 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 650000.00 548512.53 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 47000000.00 46109017.93 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 49998500.00 48203115.34 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 8966400.00 6838189.87 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 96256800.00 74198648.21 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 2899200.00 2840338.03 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 49800000.00 44211134.37 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 497273800.00 471635746.59 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 37109000.00 26703760.63 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 288000.00 284833.30 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 88540600.00 81408346.70 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 170003800.00 152709912.14 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 34248800.00 34405300.64 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 112197000.00 95463919.91 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 670630500.00 570467023.78 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 3700200.00 3690626.94 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 123992000.00 121789880.52 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 1139000.00 949329.71 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 199167200.00 199358171.96 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 105630000.00 104148472.08 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 77058000.00 76397832.74 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 2865300.00 2783648.17 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 380773300.00 356184185.38 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 219698600.00 205654195.06 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 39957600.00 36924706.97 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 160889800.00 153124401.34 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 5701800.00 5367376.17 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 11724000.00 10650939.49 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 26400.00 26245.69 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 98504400.00 92269501.90 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 82440000.00 74658477.65 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 9200000.00 9388457.95 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1600.00 1633.62 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 115080400.00 95133644.36 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 678945000.00 652119971.61 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 212300.00 203170.49 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125 N/A 48998000.00 48104436.26 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 55611000.00 54634410.39 U.S. Treasuries (including strips) BILL 02/04/27 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0 N/A 2001400.00 1968172.76 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 N/A 15500000.00 14975309.50 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 1481900.00 1476255.44 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0 N/A 141000.00 140050.79 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 N/A 8500000.00 8391225.50 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.955607854 N/A 5600.00 5621.01 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 4500000000.00 4500000000.00 0.0227 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 16936000.00 14768043.63 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 49999500.00 47696672.49 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 41249000.00 18777472.01 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 7927100.00 4994051.80 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 15335200.00 9096568.61 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 924900.00 529364.91 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 14687500.00 10078746.09 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 30870000.00 16708528.43 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 199400.00 197833.46 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 43105100.00 35246569.86 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 3807300.00 2934821.37 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 200.00 143.92 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 872000.00 875984.62 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 N/A 32111000.00 31649575.40 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 1000.00 961.92 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 206200.00 199525.96 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 849000.00 799204.18 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 N/A 9100.00 9081.55 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 3200.00 3181.30 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 90000.00 89599.90 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 6506000.00 6482330.32 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 1418500.00 1356793.21 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 1116000.00 1086982.40 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 402700.00 416422.65 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 1600.00 1561.34 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 200000000.00 200000000.00 0.0010 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 883100.00 832389.50 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 100.00 98.53 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 12018200.00 7290662.06 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 14264500.00 13858851.50 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 33038600.00 31411276.57 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 1696000.00 1686722.88 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 54000000.00 54000000.00 0.0003 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJC2DB06 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 2500.00 2353.90 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 142820400.00 158242307.43 U.S. Treasuries (including strips) TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 195853025.28 188165010.63 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 113130209.40 107490329.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 445000000.00 445000000.00 0.0023 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYJC2DB14 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 1973300.00 1930582.39 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 1185700.00 1129089.69 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 25426500.00 24440094.77 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 1000.00 948.18 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 100.00 86.66 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 104101300.00 92007437.84 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 100.00 87.24 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 7250500.00 5351511.77 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 22439400.00 22196012.76 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 65823400.00 64041979.83 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 75808500.00 76188250.87 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 4145500.00 4163697.45 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 105772000.00 103880930.58 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 6022400.00 5977292.22 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 100.00 101.61 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 4165600.00 4175312.01 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 2443700.00 2415565.32 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 100.00 93.61 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 177022200.00 175987505.24 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 85154100.00 84775544.21 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 453003000.00 415544802.35 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 200.00 203.28 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 16362600.00 16233459.25 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 500.00 490.92 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 180041200.00 174555344.64 U.S. Treasuries (including strips) BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0 N/A 2900.00 2876.21 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 N/A 800.00 789.76 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1250000000.00 1250000000.00 0.0063 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.68000000 N/A 549300HN4UKV1E2R3U73 BYJC2DB30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 3.70 FCOR 27-42 K N/A 3133ENSR2 2042-03-24 3.7 N/A 6815000.00 5671341.53 Agency Debentures and Agency Strips 4.14 FCOR 27-30 JZ N/A 3133EWMM9 2030-04-29 4.14 N/A 23621000.00 23586891.28 Agency Debentures and Agency Strips 4.25 FHOR 23-38 YY N/A 3130AFG27 2038-11-29 4.25 N/A 2000000.00 1824736.22 Agency Debentures and Agency Strips GNII ET DC8418 C N/A 3618HPK76 2064-06-20 2.5 N/A 638064.00 426437.89 Agency Mortgage-Backed Securities GNII SF DU3923 C N/A 3618WFLC9 2056-08-20 5.5 N/A 2038948.00 2054715.86 Agency Mortgage-Backed Securities GNII SF MA8645 M N/A 36179XTA4 2053-02-20 4 N/A 134675.00 95337.64 Agency Mortgage-Backed Securities GNMI SF 487613 X N/A 36210BVE2 2029-06-15 7 N/A 463855.00 540.59 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 33000000.00 33000000.00 0.0002 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.69000000 N/A 549300HN4UKV1E2R3U73 BYJC2DBC0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 4441500.00 3828682.88 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 100.00 99.33 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 5900.00 5656.27 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 100.00 95.51 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 200.00 190.34 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 228200.00 227237.54 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 154999000.00 77604902.69 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 200.00 200.31 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 100.00 52.84 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 7473500.00 4944116.02 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 687800.00 407990.76 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 102120000.00 98137756.94 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 200.00 192.05 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 293500.00 288985.82 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 100.00 94.02 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 18319800.00 17695204.74 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 100.00 98.59 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 167774000.00 167896496.90 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 120178800.00 119278660.79 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 8379000.00 8554562.36 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 100.00 99.74 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 N/A 900.00 887.07 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 400.00 398.92 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 154200.00 156678.59 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 N/A 143361400.00 143811085.75 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 17829800.00 17602077.41 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 300.00 295.79 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 1000.00 996.36 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 114130000.00 113229236.42 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 83299200.00 81133301.28 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 3523900.00 3507876.83 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 164576000.00 161685866.55 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 1000000000.00 1000000000.00 0.0051 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJC2DBK2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 1600.00 1688.60 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0 N/A 1067700.00 1048610.59 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 4073600.00 4049789.81 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJC2DD53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 437100.00 493296.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849607854 N/A 20314680.00 20400751.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 64555440.00 64244435.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 23369040.00 23552427.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 84264240.00 109713163.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 229987200.00 235605791.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 45690540.00 71866770.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 85249080.00 86123392.71 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 600000000.00 600000000.00 0.0030 N Y Y N Bank of Montreal Bank of Montreal 3.66000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJC2DAZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 77191400.00 74999767.43 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 61064000.00 60907285.75 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 95577200.00 96652970.73 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 228000000.00 228000000.00 0.0012 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.66000000 N/A L3I9ZG2KFGXZ61BMYR72 BYJC2DB48 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 N/A 33415000.00 33050428.73 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 12619700.00 11903226.48 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 1790500.00 2019429.58 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 18578800.00 13182320.17 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 N/A 100.00 100.05 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 7000.00 6979.70 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 120000.00 116288.22 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375 N/A 10180800.00 10089432.02 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 18700.00 18980.94 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 69000000.00 69000000.00 0.0004 N Y Y N Barclays Bank plc Barclays Bank plc 3.71000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 04912S 06/25/49 N/A 3137FNQH6 2049-06-25 2.29233 N/A 21189621.00 526645.98 Agency Collateralized Mortgage Obligation FERA 05319S 07/25/53 N/A 3137HAB70 2053-07-25 2.30681 N/A 300000.00 6736.37 Agency Collateralized Mortgage Obligation FERA 05358S 11/25/53 N/A 3137HAWE2 2053-11-25 2.70681 N/A 200064.00 7611.30 Agency Collateralized Mortgage Obligation FERA 05544S 06/25/55 N/A 3137HLP97 2055-06-25 3.35681 N/A 400000.00 22315.06 Agency Collateralized Mortgage Obligation FERA 4923NS 11/25/49 N/A 3137FPYZ2 2049-11-25 2.24233 N/A 13600000.00 474535.56 Agency Collateralized Mortgage Obligation FERA 4923QS 11/25/49 N/A 3137FPZ32 2049-11-25 2.24233 N/A 22870000.00 897466.87 Agency Collateralized Mortgage Obligation FERA 4979YS 06/25/50 N/A 3137FTYA9 2050-06-25 2.29233 N/A 15000000.00 357635.33 Agency Collateralized Mortgage Obligation FERA 5003AS 08/25/50 N/A 3137FVHZ8 2050-08-25 2.34233 N/A 17800000.00 1382576.94 Agency Collateralized Mortgage Obligation FERA 5003BS 08/25/50 N/A 3137FVJ60 2050-08-25 2.34233 N/A 10000000.00 476816.04 Agency Collateralized Mortgage Obligation FERA 5056SA 12/25/50 N/A 3137F74P7 2050-12-25 2.65681 N/A 31500000.00 2274506.63 Agency Collateralized Mortgage Obligation FERA 5062BS 01/25/51 N/A 3137F8TX1 2051-01-25 2.65681 N/A 9600000.00 810389.80 Agency Collateralized Mortgage Obligation FERA 5070CS 02/25/51 N/A 3137F9WG2 2051-02-25 0.63681 N/A 200192.00 1313.29 Agency Collateralized Mortgage Obligation FERA 5236SA 07/25/52 N/A 3137H8C41 2052-07-25 0.15681 N/A 40000000.00 288730.43 Agency Collateralized Mortgage Obligation FERA 5245CS 08/25/52 N/A 3137H8MB4 2052-08-25 1.65681 N/A 200032.00 8981.22 Agency Collateralized Mortgage Obligation FERA 5249PS 08/25/52 N/A 3137H8LT6 2052-08-25 2.30681 N/A 100032.00 5048.57 Agency Collateralized Mortgage Obligation FERA 5273SA 11/25/52 N/A 3137H9FT1 2052-11-25 1.10681 N/A 300192.00 5695.38 Agency Collateralized Mortgage Obligation FERA 5349SG 10/25/53 N/A 3137HASA5 2053-10-25 3.40681 N/A 400000.00 11788.85 Agency Collateralized Mortgage Obligation FERA 5363SA 12/25/53 N/A 3137HB5G5 2053-12-25 3.20681 N/A 75000000.00 2052558.84 Agency Collateralized Mortgage Obligation FERA 5364SB 12/25/53 N/A 3137HBBW3 2053-12-25 3.35681 N/A 300000.00 6103.00 Agency Collateralized Mortgage Obligation FERA 5366SA 12/25/53 N/A 3137HB4A9 2053-12-25 2.55681 N/A 200192.00 4030.94 Agency Collateralized Mortgage Obligation FERA 5367SA 12/25/53 N/A 3137HB7F5 2053-12-25 2.82681 N/A 62202487.00 1905693.58 Agency Collateralized Mortgage Obligation FERA 5389SE 03/25/54 N/A 3137HBWE0 2054-03-25 3.35681 N/A 30000000.00 957063.04 Agency Collateralized Mortgage Obligation FERA 5391SB 03/25/54 N/A 3137HBV27 2054-03-25 2.85681 N/A 400000.00 5429.84 Agency Collateralized Mortgage Obligation FERA 5398SD 04/25/54 N/A 3137HCE65 2054-04-25 2.90681 N/A 100000000.00 1411166.62 Agency Collateralized Mortgage Obligation FERA 5400SB 04/25/54 N/A 3137HC3Q3 2054-04-25 2.25681 N/A 73304980.00 1486871.06 Agency Collateralized Mortgage Obligation FERA 5400SD 04/25/54 N/A 3137HC3R1 2054-04-25 2.60681 N/A 62000000.00 1535503.10 Agency Collateralized Mortgage Obligation FERA 5408LS 12/25/53 N/A 3137HCN32 2053-12-25 1.45681 N/A 200000.00 3825.85 Agency Collateralized Mortgage Obligation FERA 5420SM 06/25/54 N/A 3137HDCZ1 2054-06-25 1.45681 N/A 200000.00 3370.75 Agency Collateralized Mortgage Obligation FERA 5440SQ 08/25/54 N/A 3137HFCA1 2054-08-25 1.45681 N/A 400096.00 11930.12 Agency Collateralized Mortgage Obligation FERA 5440SV 07/25/54 N/A 3137HDZE3 2054-07-25 3.45681 N/A 125509859.00 9462041.11 Agency Collateralized Mortgage Obligation FERA 5441SD 08/25/54 N/A 3137HF2Z7 2054-08-25 1.48681 N/A 200064.00 5320.39 Agency Collateralized Mortgage Obligation FERA 5443SA 08/25/54 N/A 3137HDXN5 2054-08-25 2.15681 N/A 300000.00 4422.38 Agency Collateralized Mortgage Obligation FERA 5449SL 08/25/54 N/A 3137HFJP1 2054-08-25 1.50681 N/A 100096.00 3015.55 Agency Collateralized Mortgage Obligation FERA 5450GS 09/25/54 N/A 3137HFMF9 2054-09-25 3.45681 N/A 200000.00 11645.64 Agency Collateralized Mortgage Obligation FERA 5458SA 09/25/54 N/A 3137HFY66 2054-09-25 1.65681 N/A 200001.00 9491.36 Agency Collateralized Mortgage Obligation FERA 5458SH 10/25/54 N/A 3137HFYA7 2054-10-25 2.50681 N/A 129447859.00 9613058.80 Agency Collateralized Mortgage Obligation FERA 5458SJ 10/25/54 N/A 3137HFYB5 2054-10-25 2.35681 N/A 19113338.00 1032972.41 Agency Collateralized Mortgage Obligation FERA 5460SN 10/25/54 N/A 3137HFUK9 2054-10-25 1.75681 N/A 86843196.00 4147304.17 Agency Collateralized Mortgage Obligation FERA 5464SA 10/25/54 N/A 3137HFVT9 2054-10-25 1.14681 N/A 66300000.00 1930779.06 Agency Collateralized Mortgage Obligation FERA 5470SG 11/25/54 N/A 3137HHCY5 2054-11-25 1.65681 N/A 77784860.00 1700953.56 Agency Collateralized Mortgage Obligation FERA 5471SL 11/25/54 N/A 3137HHHN4 2054-11-25 1.45681 N/A 300000.00 3836.55 Agency Collateralized Mortgage Obligation FERA 5475CS 11/25/54 N/A 3137HHDB4 2054-11-25 0.90681 N/A 100096.00 1151.71 Agency Collateralized Mortgage Obligation FERA 5476SA 11/25/54 N/A 3137HHFE6 2054-11-25 1.75681 N/A 200000.00 6588.59 Agency Collateralized Mortgage Obligation FERA 5478SH 04/25/54 N/A 3137HHTD3 2054-04-25 1.40681 N/A 300000.00 3564.65 Agency Collateralized Mortgage Obligation FERA 5481HS 12/25/54 N/A 3137HHQL8 2054-12-25 1.40681 N/A 125000000.00 1583380.77 Agency Collateralized Mortgage Obligation FERA 5481SJ 12/25/54 N/A 3137HHRG8 2054-12-25 2.20681 N/A 200000.00 6669.45 Agency Collateralized Mortgage Obligation FERA 5508SB 02/25/55 N/A 3137HJH42 2055-02-25 1.85681 N/A 300000.00 5850.05 Agency Collateralized Mortgage Obligation FERA 5515SM 03/25/55 N/A 3137HKJT2 2055-03-25 1.50681 N/A 200192.00 3758.15 Agency Collateralized Mortgage Obligation FERA 5522BS 03/25/55 N/A 3137HKMC5 2055-03-25 2.30681 N/A 201844783.00 6222595.72 Agency Collateralized Mortgage Obligation FERA 5532SA 04/25/55 N/A 3137HKPR9 2055-04-25 0.65681 N/A 500000.00 4165.69 Agency Collateralized Mortgage Obligation FERA 5534SC 05/25/55 N/A 3137HLFU1 2055-05-25 1.60681 N/A 204158667.00 5251869.49 Agency Collateralized Mortgage Obligation FERA 5547AS 06/25/55 N/A 3137HLV33 2055-06-25 0.35681 N/A 101200.00 589.02 Agency Collateralized Mortgage Obligation FERA 5551SE 06/25/55 N/A 3137HLUF7 2055-06-25 1.45681 N/A 200000.00 3677.85 Agency Collateralized Mortgage Obligation FERA 5562PS 07/25/55 N/A 3137HLYU0 2055-07-25 2.20681 N/A 100096.00 5654.54 Agency Collateralized Mortgage Obligation FERA 5564PS 08/25/55 N/A 3137HMDZ0 2055-08-25 2.15681 N/A 136000000.00 8238537.58 Agency Collateralized Mortgage Obligation FERA 5566GS 10/25/51 N/A 3137HMJG6 2051-10-25 2.90681 N/A 400000.00 51469.64 Agency Collateralized Mortgage Obligation FERA 5568SD 08/25/55 N/A 3137HMNE6 2055-08-25 1.45681 N/A 200192.00 3995.03 Agency Collateralized Mortgage Obligation FERA 5591SA 10/25/55 N/A 3137HNAW8 2055-10-25 2.40681 N/A 300000.00 12036.64 Agency Collateralized Mortgage Obligation FERA 5594SA 11/25/53 N/A 3137HNP93 2053-11-25 3.45681 N/A 61553285.00 5027258.23 Agency Collateralized Mortgage Obligation FERA 5625SU 09/25/55 N/A 3137HPXM0 2055-09-25 1.60681 N/A 200192.00 5810.65 Agency Collateralized Mortgage Obligation FERA 5639MS 03/25/56 N/A 3137HQRW3 2056-03-25 3.15681 N/A 200000.00 17819.67 Agency Collateralized Mortgage Obligation FERA 5647SC 04/25/56 N/A 3137HQX97 2056-04-25 1.40681 N/A 500000.00 14080.98 Agency Collateralized Mortgage Obligation FERA 5653SA 05/25/55 N/A 3137HRQT9 2055-05-25 1.75681 N/A 253077507.00 8347690.06 Agency Collateralized Mortgage Obligation FERA 5664SD 11/25/55 N/A 3137GCCF8 2055-11-25 2.50681 N/A 270063473.00 15029591.02 Agency Collateralized Mortgage Obligation FERA 5665DS 06/25/56 N/A 3137HRVU0 2056-06-25 1.35681 N/A 300064.00 7109.94 Agency Collateralized Mortgage Obligation FERA 5671SB 06/25/56 N/A 3137GCH63 2056-06-25 2.45681 N/A 200000.00 17260.02 Agency Collateralized Mortgage Obligation FERA 5685SB 07/25/56 N/A 3137GBBV6 2056-07-25 1.80681 N/A 163387977.00 8718042.55 Agency Collateralized Mortgage Obligation FERA 5686SE 08/25/56 N/A 3137GBQU2 2056-08-25 3.60681 N/A 133668244.00 14666089.79 Agency Collateralized Mortgage Obligation FERA 5695SB 08/25/56 N/A 3137GBWJ0 2056-08-25 1.80681 N/A 200032.00 7617.80 Agency Collateralized Mortgage Obligation FERA RP3950 09/25/53 N/A 3142G5BU1 2053-09-25 2.05681 N/A 273858212.00 6140305.19 Agency Collateralized Mortgage Obligation FERA RP4552 10/25/53 N/A 3142G5WN4 2053-10-25 1.95681 N/A 200000000.00 3943128.60 Agency Collateralized Mortgage Obligation FERA RP4553 10/25/53 N/A 3142G5WP9 2053-10-25 1.90681 N/A 400004.00 7656.96 Agency Collateralized Mortgage Obligation FERA RP4563 10/25/53 N/A 3142G5WZ7 2053-10-25 2.40681 N/A 200000.00 5602.71 Agency Collateralized Mortgage Obligation FERA RP7785 05/25/54 N/A 3142G9J76 2054-05-25 2.15681 N/A 200000.00 2747.04 Agency Collateralized Mortgage Obligation FERM 4988LI 07/25/50 N/A 3137FUQK3 2050-07-25 4 N/A 400000.00 31183.94 Agency Collateralized Mortgage Obligation FERM 4988WI 06/25/50 N/A 3137FURL0 2050-06-25 3 N/A 200064.00 19850.65 Agency Collateralized Mortgage Obligation FERM 4990BI 07/25/50 N/A 3137FURT3 2050-07-25 4 N/A 300000.00 25277.63 Agency Collateralized Mortgage Obligation FERM 4995BI 06/25/50 N/A 3137FUW83 2050-06-25 4.5 N/A 100032.00 6058.62 Agency Collateralized Mortgage Obligation FERM 4996BI 06/25/50 N/A 3137FUSU9 2050-06-25 2.5 N/A 300000.00 24031.22 Agency Collateralized Mortgage Obligation FERM 5005ID 08/25/50 N/A 3137FVCT7 2050-08-25 3 N/A 25042183.00 2112268.35 Agency Collateralized Mortgage Obligation FERM 5009NI 07/25/50 N/A 3137FWEG1 2050-07-25 3.5 N/A 200000.00 22919.30 Agency Collateralized Mortgage Obligation FERM 5010NI 09/25/50 N/A 3137FVR46 2050-09-25 2 N/A 300000.00 20947.63 Agency Collateralized Mortgage Obligation FERM 5037DI 11/25/50 N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 594798.88 Agency Collateralized Mortgage Obligation FERM 5053GI 12/25/50 N/A 3137F7CA1 2050-12-25 2.5 N/A 12500000.00 1024487.58 Agency Collateralized Mortgage Obligation FERM 5053IL 12/25/50 N/A 3137F7CD5 2050-12-25 3 N/A 300000.00 29804.59 Agency Collateralized Mortgage Obligation FERM 5054AI 12/25/35 N/A 3137F74V4 2035-12-25 1.5 N/A 33133269.00 575263.05 Agency Collateralized Mortgage Obligation FERM 5056PI 12/25/50 N/A 3137F74L6 2050-12-25 2.5 N/A 13488715.00 1067047.35 Agency Collateralized Mortgage Obligation FERM 5060IP 11/25/50 N/A 3137F87A5 2050-11-25 3 N/A 12302666.00 1240961.25 Agency Collateralized Mortgage Obligation FERM 5060PI 12/25/50 N/A 3137F8A29 2050-12-25 3 N/A 400000.00 44901.41 Agency Collateralized Mortgage Obligation FERM 5068GI 11/25/50 N/A 3137F8PA5 2050-11-25 3 N/A 400000.00 23586.42 Agency Collateralized Mortgage Obligation FERM 5069IP 02/25/51 N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 888044.22 Agency Collateralized Mortgage Obligation FERM 5080IG 11/25/48 N/A 3137FXUX4 2048-11-25 4 N/A 6000000.00 702423.14 Agency Collateralized Mortgage Obligation FERM 5080IP 01/25/50 N/A 3137FXV54 2050-01-25 3 N/A 200000.00 14063.35 Agency Collateralized Mortgage Obligation FERM 5080IQ 04/25/50 N/A 3137FXV62 2050-04-25 3.5 N/A 12254713.00 1265305.35 Agency Collateralized Mortgage Obligation FERM 5087IL 03/25/51 N/A 3137FFMC8 2051-03-25 3 N/A 200000.00 14388.53 Agency Collateralized Mortgage Obligation FERM 5087IP 03/25/51 N/A 3137FFME4 2051-03-25 3 N/A 200000.00 19233.11 Agency Collateralized Mortgage Obligation FERM 5095NI 04/25/51 N/A 3137FXZS0 2051-04-25 3 N/A 100032.00 11213.18 Agency Collateralized Mortgage Obligation FERM 5104GI 06/25/49 N/A 3137H0GB8 2049-06-25 3.5 N/A 300000.00 24293.74 Agency Collateralized Mortgage Obligation FERM 5115IM 06/25/51 N/A 3137H0ZX9 2051-06-25 4 N/A 200000.00 15377.86 Agency Collateralized Mortgage Obligation FERM 5131JI 08/25/51 N/A 3137H1TY2 2051-08-25 3 N/A 111364000.00 11027834.36 Agency Collateralized Mortgage Obligation FERM 5140JI 12/25/50 N/A 3137H24K7 2050-12-25 4.5 N/A 7190133.00 935797.89 Agency Collateralized Mortgage Obligation FERM 5144GI 09/25/51 N/A 3137H26C3 2051-09-25 3 N/A 300000.00 25633.32 Agency Collateralized Mortgage Obligation FERM 5145IO 09/25/51 N/A 3137H27K4 2051-09-25 3 N/A 400000.00 44272.25 Agency Collateralized Mortgage Obligation FERM 5172KI 12/25/51 N/A 3137H4PS3 2051-12-25 3 N/A 200000.00 24689.93 Agency Collateralized Mortgage Obligation FERM 5183EI 03/25/51 N/A 3137H4ZD5 2051-03-25 2.5 N/A 6437414.00 546408.20 Agency Collateralized Mortgage Obligation FERM 5184LI 01/25/52 N/A 3137H4UU2 2052-01-25 3 N/A 400000.00 49720.10 Agency Collateralized Mortgage Obligation FERM 5414CI 05/25/54 N/A 3137HCR20 2054-05-25 6.5 N/A 39919303.00 3441064.16 Agency Collateralized Mortgage Obligation FERM 5477BI 11/25/50 N/A 3137HHEA5 2050-11-25 3.5 N/A 26000000.00 4018528.26 Agency Collateralized Mortgage Obligation FERM 5545DI 10/25/44 N/A 3137HLQ62 2044-10-25 6 N/A 300000.00 16527.69 Agency Collateralized Mortgage Obligation FERM 5618JI 12/25/55 N/A 3137HPFQ1 2055-12-25 5.5 N/A 300000.00 58734.52 Agency Collateralized Mortgage Obligation FERM 5657AI 06/25/47 N/A 3137HRKY4 2047-06-25 5.5 N/A 200000.00 28636.41 Agency Collateralized Mortgage Obligation FERM 5672PI 08/25/55 N/A 3137HRXT1 2055-08-25 5.5 N/A 3753363.00 757508.20 Agency Collateralized Mortgage Obligation FGRA 3152SY 03/15/36 N/A 31396R3C9 2036-03-15 2.72902 N/A 100096.00 202.77 Agency Collateralized Mortgage Obligation FGRA 4064SA 06/15/42 N/A 3137AQYT9 2042-06-15 2.24902 N/A 300288.00 1983.11 Agency Collateralized Mortgage Obligation FGRM 2635IE 06/15/33 N/A 31393VLS8 2033-06-15 5.5 N/A 163636363.00 89076.21 Agency Collateralized Mortgage Obligation FGRM 4698IO 07/15/47 N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 164122.52 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-062 X3 20450125 FLT N/A 3137BUX94 2045-01-25 2.150759 N/A 3357000.00 29293.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-071 X3 20451125 FLT N/A 3137FCLG7 2045-11-25 2.078524 N/A 300000.00 7286.43 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 X3 20481025 FLT N/A 3137FX3U0 2048-10-25 2.965458 N/A 200000.00 19914.64 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 X3 20490225 FLT N/A 3137F8ZY2 2049-02-25 2.716413 N/A 555000.00 53842.59 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-124 X3 20490225 FLT N/A 3137F9Z20 2049-02-25 2.709245 N/A 786000.00 78180.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1501 X3 20301225 FLT N/A 3137BKGM6 2030-12-25 4.280364 N/A 200000.00 27484.39 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-737 X3 20480125 FLT N/A 3137FQXM0 2048-01-25 1.801411 N/A 5197957.00 21790.75 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-740 X3 20471125 FLT N/A 3137F72E4 2047-11-25 2.567447 N/A 1907000.00 50713.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-014 X 20551025 FLT N/A 3137F72J3 2055-10-25 2.731461 N/A 2893000.00 334713.95 Agency Collateralized Mortgage Obligation FNRA CL002S R20F002 N/A 3136B8JL4 2059-07-25 2.29233 N/A 15000000.00 440274.38 Agency Collateralized Mortgage Obligation FNRA CL005SD R25F005 N/A 3136BUJ84 2055-02-25 1.50681 N/A 300000.00 9408.36 Agency Collateralized Mortgage Obligation FNRA CL007SB R24F007 N/A 3136BQY78 2053-09-25 2.15681 N/A 200000.00 4755.31 Agency Collateralized Mortgage Obligation FNRA CL013SB R23F013 N/A 3136BPR52 2052-12-25 1.90681 N/A 175000000.00 4074340.93 Agency Collateralized Mortgage Obligation FNRA CL015SA R19F015 N/A 3136B36U9 2049-04-25 2.24233 N/A 22000000.00 431971.87 Agency Collateralized Mortgage Obligation FNRA CL015SB R24F015 N/A 3136BRMF1 2054-04-25 2.05681 N/A 60000000.00 1316121.57 Agency Collateralized Mortgage Obligation FNRA CL015SC R25F015 N/A 3136BVPJ1 2055-04-25 1.60681 N/A 95725046.00 4458703.79 Agency Collateralized Mortgage Obligation FNRA CL018SG R25F018 N/A 3136BVAK4 2055-03-25 2.20681 N/A 37982080.00 1588121.49 Agency Collateralized Mortgage Obligation FNRA CL020SN R26F020 N/A 3136G5DZ0 2055-11-25 1.95681 N/A 166821993.00 10790701.10 Agency Collateralized Mortgage Obligation FNRA CL021DS R26F021 N/A 3136G5FF2 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Agency Collateralized Mortgage Obligation FNRA CL041SD R25F041 N/A 3136BV5S3 2055-06-25 1.35681 N/A 251027590.00 3993253.83 Agency Collateralized Mortgage Obligation FNRA CL044AS R25F044 N/A 3136BWDL7 2055-06-25 0.35681 N/A 50000000.00 282171.69 Agency Collateralized Mortgage Obligation FNRA CL044SB R25F044 N/A 3136BWCT1 2055-06-25 1.45681 N/A 300000.00 9464.76 Agency Collateralized Mortgage Obligation FNRA CL045SA R26F045 N/A 3136G55J5 2056-06-25 1.92681 N/A 100000000.00 4933804.16 Agency Collateralized Mortgage Obligation FNRA CL050SD R24F050 N/A 3136BSPQ2 2054-08-25 3.45681 N/A 75000000.00 1537057.80 Agency Collateralized Mortgage Obligation FNRA CL054SD R26F054 N/A 3136G6RE0 2056-07-25 1.85681 N/A 152499995.00 6264562.22 Agency Collateralized Mortgage Obligation FNRA CL055SA R26F055 N/A 3136G6KP2 2056-07-25 1.90681 N/A 90710381.00 5208435.69 Agency Collateralized Mortgage Obligation FNRA CL057SC R24F057 N/A 3136BSTF2 2054-08-25 2.10681 N/A 115000000.00 1812048.21 Agency Collateralized Mortgage Obligation FNRA CL058SN R23F058 N/A 3136BQXW4 2053-12-25 3.35681 N/A 100032.00 1797.89 Agency Collateralized Mortgage Obligation FNRA CL059HS R19F059 N/A 3136B6MJ9 2049-10-25 2.24233 N/A 400000.00 13178.27 Agency Collateralized Mortgage Obligation FNRA CL060SD R24F060 N/A 3136BSR31 2054-08-25 1.55681 N/A 9603291.00 403238.44 Agency Collateralized Mortgage Obligation FNRA CL060SG R24F060 N/A 3136BSR72 2054-09-25 2.25681 N/A 75991008.00 4735017.87 Agency Collateralized Mortgage Obligation FNRA CL067SA R24F067 N/A 3136BSQW8 2054-09-25 1.68681 N/A 300000.00 5741.54 Agency Collateralized Mortgage Obligation FNRA CL073SA R24F073 N/A 3136BTBJ1 2054-10-25 1.60681 N/A 300000.00 6162.26 Agency Collateralized Mortgage Obligation FNRA CL073SC R24F073 N/A 3136BTBT9 2054-10-25 2.35681 N/A 8492916.00 515532.88 Agency Collateralized Mortgage Obligation FNRA CL073SG R24F073 N/A 3136BTBV4 2054-10-25 1.75681 N/A 17023597.00 809012.73 Agency Collateralized Mortgage Obligation FNRA 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Collateralized Mortgage Obligation GNRA 2025-139 SJ N/A 38381QXE6 2055-08-20 2.26116 N/A 100000000.00 4644208.59 Agency Collateralized Mortgage Obligation GNRA 2025-146 SB N/A 38381QUA7 2055-08-20 1.71116 N/A 300000.00 7585.67 Agency Collateralized Mortgage Obligation GNRA 2025-147 AI N/A 38381MJ92 2066-02-16 0.94752 N/A 96176688.00 7220422.71 Agency Collateralized Mortgage Obligation GNRA 2025-149 SB N/A 38381URD6 2055-09-20 2.31116 N/A 268421067.00 10568415.10 Agency Collateralized Mortgage Obligation GNRA 2025-155 DS N/A 38381UU26 2055-09-20 3.56116 N/A 45430000.00 4196427.09 Agency Collateralized Mortgage Obligation GNRA 2025-156 SB N/A 38383BAQ5 2055-09-20 1.00116 N/A 200000.00 4592.37 Agency Collateralized Mortgage Obligation GNRA 2025-159 SD N/A 38381U6M9 2055-09-20 0.96116 N/A 300020.00 6629.89 Agency Collateralized Mortgage Obligation GNRA 2025-160 SB N/A 38381UMV1 2055-09-20 1.66116 N/A 300000.00 11160.85 Agency Collateralized Mortgage Obligation GNRA 2025-160 SG N/A 38381UNG3 2055-09-20 1.11116 N/A 263000000.00 6417158.62 Agency Collateralized Mortgage Obligation GNRA 2025-168 DS N/A 38385H2E6 2055-10-20 3.56116 N/A 53002000.00 4671849.67 Agency Collateralized Mortgage Obligation GNRA 2025-168 SP N/A 38385HZ75 2055-10-20 2.96116 N/A 67156000.00 5232239.54 Agency Collateralized Mortgage Obligation GNRA 2025-169 SH N/A 38385HRJ8 2055-10-20 1.76116 N/A 97545447.00 5351699.97 Agency Collateralized Mortgage Obligation GNRA 2025-169 SL N/A 38385HLM7 2055-10-20 1.76116 N/A 200032.00 9257.26 Agency Collateralized Mortgage Obligation GNRA 2025-170 SX N/A 38385HP68 2052-07-20 2.36116 N/A 100032.00 5855.32 Agency Collateralized Mortgage Obligation GNRA 2025-171 SD N/A 38385HTX5 2055-10-20 0.28116 N/A 1000000000.00 6402612.06 Agency Collateralized Mortgage Obligation GNRA 2025-173 HS N/A 38383BA28 2051-08-20 2.53307 N/A 4730364.00 472396.59 Agency Collateralized Mortgage Obligation GNRA 2025-173 IK N/A 38383BA93 2055-08-20 6 N/A 4606824.00 517402.50 Agency 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2055-11-20 6 N/A 1875000.00 343604.58 Agency Collateralized Mortgage Obligation GNRM 2025-215 DI N/A 38385KYY0 2051-08-20 5.5 N/A 300000.00 43351.46 Agency Collateralized Mortgage Obligation GNRM 2026-006 IO N/A 38385LQG6 2047-08-20 5 N/A 500000.00 77159.17 Agency Collateralized Mortgage Obligation GNRM 2026-013 HI N/A 38384TPJ5 2060-09-16 0.25 N/A 17039936.00 423175.44 Agency Collateralized Mortgage Obligation GNRM 2026-026 DI N/A 38385NJQ8 2054-03-20 6 N/A 300000.00 49523.37 Agency Collateralized Mortgage Obligation GNRM 2026-047 ET N/A 38385NTM6 2056-03-20 5.5 N/A 9726581.00 9537075.30 Agency Collateralized Mortgage Obligation GNRM 2026-047 UO N/A 38385NPX6 2056-03-20 0 N/A 1103834.00 558441.73 Agency Collateralized Mortgage Obligation GNRM 2026-053 JI N/A 38385NMC5 2056-03-20 6 N/A 200000.00 41366.46 Agency Collateralized Mortgage Obligation GNRM 2026-053 NI N/A 38385NLQ5 2056-03-20 6 N/A 200000.00 41504.63 Agency Collateralized Mortgage Obligation GNRM 2026-061 HI N/A 38385RZT5 2052-04-20 4.5 N/A 500000.00 84760.18 Agency Collateralized Mortgage Obligation GNRM 2026-076 DI N/A 38381SXU6 2056-06-16 0.5 N/A 2500000.00 40316.05 Agency Collateralized Mortgage Obligation GNRM 2026-082 AI N/A 38385SGP2 2049-03-20 5.5 N/A 1106998.00 83376.54 Agency Collateralized Mortgage Obligation GNRM 2026-082 IC N/A 38385SGL1 2050-07-20 4.5 N/A 67880429.00 15105784.62 Agency Collateralized Mortgage Obligation GNRM 2026-143 ET N/A 38385XVT6 2066-08-20 6 N/A 44051302.00 45073512.46 Agency Collateralized Mortgage Obligation GNRM 2026-143 HA N/A 38385XTS1 2066-04-20 4.75 N/A 8126184.00 8127909.46 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-09-07 Y BARCLAYS BANK PLC 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0371 1450000000.00 1450000000.00 0.0073 N N Y N Barclays Bank plc Barclays Bank plc 3.67000000 N/A G5GSEF7VJP5I7OUK5573 BYJB96GK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 50000000.00 23273491.30 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 50309400.00 47347232.84 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 46196200.00 31117850.70 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 185059000.00 122426328.58 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 1038000.00 941161.50 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 107089000.00 102912987.20 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 200000.00 149593.90 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 25560000.00 17539591.50 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 9439000.00 5108901.84 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 1923400.00 1908289.27 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 1000.00 988.49 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 4388100.00 3529915.09 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 2000.00 1598.02 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 56555100.00 43670077.80 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 500.00 482.95 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 114837600.00 87580446.28 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 12127700.00 11881473.35 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 227488000.00 223420802.63 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 54939000.00 55036278.06 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 15979000.00 11716000.11 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 200.00 143.92 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 74352000.00 52127172.13 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 87470000.00 87991454.31 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 7813200.00 6811707.76 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 400.00 397.66 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 274790400.00 258593805.80 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 24999600.00 25511705.80 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 40303400.00 40120140.44 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1236000000.00 1236000000.00 0.0062 N Y Y N Barclays Bank plc Barclays Bank plc 3.66000000 N/A G5GSEF7VJP5I7OUK5573 BYJC2DB89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 10929400.00 6885492.78 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 6071300.00 2054770.77 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 105766000.00 106396526.31 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 14405800.00 14598033.75 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 100104000.00 102154586.37 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 N/A 106092800.00 106565405.74 U.S. Treasuries (including strips) TINT 05/15/55 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 50.50 10.92 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 79611009.54 65775173.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 396500000.00 396500000.00 0.0020 N Y Y N Barclays Bank plc Barclays Bank plc 3.68000000 N/A G5GSEF7VJP5I7OUK5573 BYJC2DBW6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 204300.00 197385.65 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 12325600.00 11816422.19 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 8528000.00 5266190.35 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 51200.00 33200.07 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 53441600.00 33668065.10 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 44178800.00 29708352.92 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 169000.00 168123.25 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 95772000.00 68269825.16 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 200.00 194.74 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 161336000.00 156746212.64 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 3480100.00 3045152.71 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 2600.00 2444.54 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 2026800.00 1971947.43 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 198491600.00 159672407.93 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 111545200.00 86131711.59 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 200000.00 145483.84 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 30478000.00 30155451.33 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 50000000.00 49617796.74 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 1268400.00 1265269.09 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 104076800.00 103432683.39 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 1454000.00 1195829.34 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 80561000.00 78062883.95 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 1100600.00 977083.83 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 8552800.00 7323812.10 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 359782000.00 341232641.21 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 2914000.00 2150906.01 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 894400.00 655785.12 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 1046100.00 752777.06 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 259800.00 256145.53 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 92618000.00 85157297.95 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 1188000.00 1195082.29 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 11238400.00 9559864.34 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 119458500.00 119149440.09 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 37600.00 38037.44 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 423981600.00 415232665.95 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 21377800.00 20998126.55 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 N/A 11900.00 11775.88 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 3091100.00 2694884.28 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 8007800.00 7846667.05 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 50000000.00 48096160.87 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 39700.00 37949.26 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 286200.00 276967.44 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 210731100.00 198310265.38 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 287200.00 291032.45 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625 N/A 200.00 198.24 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 18182200.00 18664285.72 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 17331200.00 17869093.85 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125 N/A 11000000.00 10799395.87 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 65484000.00 64481827.17 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 N/A 25477600.00 24615157.76 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 25052500.00 24751644.53 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 2200000000.00 2200000000.00 0.0111 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 3.78000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERM 5693PA 08/25/56 N/A 3137GBJK2 2056-08-25 5 N/A 52832117.00 51849182.73 Agency Collateralized Mortgage Obligation FEST IO 0401 RP3898 N/A 3142G47L9 2053-06-25 5 N/A 25000000.00 4508144.02 Agency Collateralized Mortgage Obligation FEST IO 0424 RM3390 N/A 3133Q6XT6 2040-08-25 4.5 N/A 22615535.00 2317596.88 Agency Collateralized Mortgage Obligation FEST IO 0424 RM3394 N/A 3133Q6XX7 2040-08-25 5 N/A 29306953.00 2832277.93 Agency Collateralized Mortgage Obligation FEST IP 0472 RM7256 N/A 3133QBBZ5 2031-08-25 4.9 N/A 200000.00 197099.55 Agency Collateralized Mortgage Obligation FEST IP 0476 RM7395 N/A 3133QBGC1 2031-09-25 4.8 N/A 90338004.00 90554273.18 Agency Collateralized Mortgage Obligation FGST GIO 0329 S13840 N/A 31325VHR8 2044-01-15 4 N/A 24213775.00 156014.46 Agency Collateralized Mortgage Obligation FGST GIO 0365 S15996 N/A 31325XUV0 2049-06-15 3.5 N/A 41000000.00 875487.67 Agency Collateralized Mortgage Obligation FGST GIO 0365 S16032 N/A 31325XVZ0 2034-05-15 2.5 N/A 22599278.00 103068.48 Agency Collateralized Mortgage Obligation FGST GIO 0389 S16776 N/A 31325YQ50 2037-05-15 2 N/A 57234111.00 1616410.13 Agency Collateralized Mortgage Obligation FGST GIO 0389 S16793 N/A 31325YRN0 2052-06-15 2 N/A 16210000.00 1610127.73 Agency Collateralized Mortgage Obligation FGST GIO 0390 S16997 N/A 31325YX29 2037-04-15 2 N/A 5041017.00 244503.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-062 X3 20450125 FLT N/A 3137BUX94 2045-01-25 2.150759 N/A 4474000.00 39041.08 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-067 A-2 20270725 3.19400 N/A 3137FAWS3 2027-07-25 3.194 N/A 2329000.00 2309014.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-080 A-2 20280725 FLT N/A 3137FHPJ6 2028-07-25 3.926 N/A 144000.00 142596.24 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-099 X3 20471025 FLT N/A 3137FPJK2 2047-10-25 2.016447 N/A 213530.00 11251.19 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-104 X3 20470225 FLT N/A 3137FREL1 2047-02-25 1.958669 N/A 7849992.00 471276.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 A-1 20291025 1.22800 N/A 3137FRZ95 2029-10-25 1.228 N/A 331000.00 137038.99 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-118 X3 20481025 FLT N/A 3137F62Q9 2048-10-25 2.783684 N/A 184624.00 17245.31 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-120 X3 20481125 FLT N/A 3137F72S3 2048-11-25 2.835447 N/A 4357000.00 424658.81 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 X1 20301225 FLT N/A 3137F8ZX4 2030-12-25 0.846743 N/A 107637700.00 2873396.87 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 A-2 20320325 FLT N/A 3137H74A8 2032-03-25 2.35 N/A 500000.00 441928.17 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46553866.00 1576078.41 Agency Collateralized Mortgage Obligation FERA 4942NS 01/25/50 N/A 3137FQW90 2050-01-25 2.24233 N/A 23332918.00 639895.00 Agency Collateralized Mortgage Obligation FERA 4954SL 02/25/50 N/A 3137FR3C3 2050-02-25 2.29233 N/A 136016008.00 2888100.16 Agency Collateralized Mortgage Obligation FERA 4962SP 03/25/50 N/A 3137FRK34 2050-03-25 2.29233 N/A 16977500.00 415582.83 Agency Collateralized Mortgage Obligation FERA 4975DS 05/25/50 N/A 3137FT2T3 2050-05-25 2.24233 N/A 16666666.00 524288.50 Agency Collateralized Mortgage Obligation FERA 4983SW 06/25/50 N/A 3137FTWU7 2050-06-25 2.29233 N/A 23147541.00 1434638.56 Agency Collateralized Mortgage Obligation FERA 4990SP 07/25/50 N/A 3137FUYM0 2050-07-25 2.34233 N/A 20581257.00 759643.92 Agency Collateralized Mortgage Obligation FERA 4998KS 08/25/50 N/A 3137FVDC3 2050-08-25 2.50681 N/A 25942664.00 1277708.87 Agency Collateralized Mortgage Obligation FERA 4999PS 03/25/44 N/A 3137FV4P4 2044-03-25 2.19233 N/A 43898226.00 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3137HPCB7 2055-12-25 1.10681 N/A 215250018.00 4510808.76 Agency Collateralized Mortgage Obligation FERA 5606SG 11/25/55 N/A 3137HPE74 2055-12-25 1.15681 N/A 50000000.00 958936.15 Agency Collateralized Mortgage Obligation FERA 5617LS 09/25/49 N/A 3137HPNL3 2049-09-25 2.29233 N/A 64502160.00 4693116.76 Agency Collateralized Mortgage Obligation FERA 5632CF 02/25/56 N/A 3137HPV42 2056-02-25 4.59319 N/A 6400000.00 5538651.44 Agency Collateralized Mortgage Obligation FERA 5639FA 03/25/56 N/A 3137HQN56 2056-03-25 4.49319 N/A 850000.00 762403.76 Agency Collateralized Mortgage Obligation FERA 5639FC 03/25/56 N/A 3137HQN64 2056-03-25 4.54319 N/A 13357470.00 12789108.09 Agency Collateralized Mortgage Obligation FERA 5639JS 03/25/56 N/A 3137HQNR8 2056-03-25 0.60681 N/A 22000000.00 268841.16 Agency Collateralized Mortgage Obligation FERA 5639SA 03/25/56 N/A 3137HQNV9 2056-03-25 2.00681 N/A 79898617.00 3418921.07 Agency Collateralized Mortgage Obligation FERA 5649SA 04/25/56 N/A 3137HRAW9 2056-04-25 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Collateralized Mortgage Obligation FERM 05562P 01/25/54 N/A 3137HLYG1 2054-01-25 5 N/A 1500000.00 1378795.58 Agency Collateralized Mortgage Obligation FERM 05701B 09/25/56 N/A 3137GBYQ2 2056-09-25 5 N/A 41947518.00 40630645.58 Agency Collateralized Mortgage Obligation FERM 05701M 09/25/56 N/A 3137GBYX7 2056-09-25 5 N/A 71004304.00 68792141.24 Agency Collateralized Mortgage Obligation FERM 4933PA 10/25/49 N/A 3137FQJK0 2049-10-25 2.5 N/A 37000000.00 10117413.56 Agency Collateralized Mortgage Obligation FERM 4941IM 07/25/49 N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1329111.04 Agency Collateralized Mortgage Obligation FERM 4958HI 03/25/50 N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 851975.21 Agency Collateralized Mortgage Obligation FERM 4977IO 05/25/50 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3009042.14 Agency Collateralized Mortgage Obligation FERM 5050IP 10/25/50 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 164046.48 Agency Collateralized Mortgage Obligation FERM 5103BI 05/25/51 N/A 3137H0BF4 2051-05-25 4 N/A 33481740.00 3772617.33 Agency Collateralized Mortgage Obligation FERM 5113DI 06/25/41 N/A 3137H0J33 2041-06-25 3 N/A 28472940.00 1892405.69 Agency Collateralized Mortgage Obligation FERM 5115IK 12/25/50 N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1098525.69 Agency Collateralized Mortgage Obligation FERM 5121KI 09/25/48 N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 391684.96 Agency Collateralized Mortgage Obligation FERM 5128IE 07/25/51 N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1349144.43 Agency Collateralized Mortgage Obligation FERM 5141IA 11/25/47 N/A 3137H23F9 2047-11-25 4.5 N/A 16197361.00 1315690.06 Agency Collateralized Mortgage Obligation FERM 5152IA 10/25/51 N/A 3137H3BL5 2051-10-25 3.5 N/A 30391074.00 2816047.89 Agency Collateralized Mortgage Obligation FERM 5155NI 10/25/51 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6624938.17 Agency Collateralized Mortgage Obligation FERM 5326UO 10/25/50 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 861836.33 Agency 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3137HPVJ9 2056-01-25 4.5 N/A 4219649.00 3665309.49 Agency Collateralized Mortgage Obligation FERM 5632PE 02/25/56 N/A 3137HPVK6 2056-02-25 4.5 N/A 1468000.00 1192406.49 Agency Collateralized Mortgage Obligation FERM 5632PL 01/25/56 N/A 3137HQBZ3 2056-01-25 4.5 N/A 37652351.00 34995192.25 Agency Collateralized Mortgage Obligation FERM 5639NC 03/25/56 N/A 3137HQS36 2056-03-25 4.5 N/A 56434500.00 52591618.84 Agency Collateralized Mortgage Obligation FERM 5659CI 11/25/46 N/A 3137HRNE5 2046-11-25 5.5 N/A 11339908.00 1622618.35 Agency Collateralized Mortgage Obligation FERM 5668GH 03/25/48 N/A 3137GCFB4 2048-03-25 4.75 N/A 2000000.00 1871919.40 Agency Collateralized Mortgage Obligation FERM 5668GI 03/25/48 N/A 3137GCFC2 2048-03-25 5.5 N/A 8867889.00 1300683.21 Agency Collateralized Mortgage Obligation FERM 5668GK 03/25/48 N/A 3137GCFE8 2048-03-25 5 N/A 23956775.00 22671739.69 Agency Collateralized Mortgage Obligation FERM 5668HI 10/25/50 N/A 3137GCFR9 2050-10-25 5.5 N/A 8575096.00 1417413.45 Agency Collateralized Mortgage Obligation FERM 5693EY 08/25/56 N/A 3137GBJF3 2056-08-25 5 N/A 2111906.00 1857621.25 Agency Collateralized Mortgage Obligation FERM 5693PA 08/25/56 N/A 3137GBJK2 2056-08-25 5 N/A 63902883.00 62713978.65 Agency Collateralized Mortgage Obligation FGRA 2314FG 06/15/29 N/A 3133TTPX3 2029-06-15 4.15098 N/A 15000000.00 6444.03 Agency Collateralized Mortgage Obligation FGRA 2395FD 05/15/29 N/A 31339LME7 2029-05-15 4.35098 N/A 15000000.00 7825.75 Agency Collateralized Mortgage Obligation FGRA 2449FC 03/15/32 N/A 31392KU46 2032-03-15 4.40098 N/A 35000000.00 30168.39 Agency Collateralized Mortgage Obligation FGRA 2538FH 12/15/32 N/A 31393G5S9 2032-12-15 4.20098 N/A 57916989.00 70042.25 Agency Collateralized Mortgage Obligation FGRA 3232KF 10/15/36 N/A 31397BP39 2036-10-15 4.20098 N/A 750000.00 4662.06 Agency Collateralized Mortgage Obligation FGRA 3471SG 08/15/35 N/A 31397WVW2 2035-08-15 2.29902 N/A 200000000.00 123680.86 Agency Collateralized Mortgage Obligation FGRA 3531FA 05/15/39 N/A 31398CUX4 2039-05-15 4.45098 N/A 1745000.00 19704.53 Agency Collateralized Mortgage Obligation FGRA 3702FG 08/15/32 N/A 3137A1G98 2032-08-15 4.20098 N/A 790000.00 16867.15 Agency Collateralized Mortgage Obligation FGRA 3762SE 11/15/40 N/A 3137A3QW2 2040-11-15 2.84902 N/A 21863608.00 187732.95 Agency Collateralized Mortgage Obligation FGRA 3780SM 12/15/40 N/A 3137A4T98 2040-12-15 2.74902 N/A 46000000.00 174598.14 Agency Collateralized Mortgage Obligation FGRA 3801SA 02/15/31 N/A 3137A6KN1 2031-02-15 1.328628 N/A 6000000.00 869065.45 Agency Collateralized Mortgage Obligation FGRA 3838PS 04/15/41 N/A 3137AA3G6 2041-04-15 2.79902 N/A 21899370.00 216418.32 Agency Collateralized Mortgage Obligation FGRA 3842PS 04/15/41 N/A 3137A9QW9 2041-04-15 2.84902 N/A 74504333.00 97836.33 Agency Collateralized Mortgage Obligation FGRA 3864NS 03/15/39 N/A 3137ABE23 2039-03-15 2.24902 N/A 135757553.00 159642.41 Agency Collateralized Mortgage Obligation FGRA 3988NS 01/15/42 N/A 3137AKWP2 2042-01-15 2.72406 N/A 119039665.00 672235.36 Agency Collateralized Mortgage Obligation FGRA 4001FM 02/15/42 N/A 3137ALEC9 2042-02-15 4.25098 N/A 60000.00 6067.57 Agency Collateralized Mortgage Obligation FGRA 4016SC 03/15/42 N/A 3137ANAR6 2042-03-15 2.74902 N/A 120553652.00 538764.33 Agency Collateralized Mortgage Obligation FGRA 4030DS 04/15/42 N/A 3137APKN9 2042-04-15 2.69902 N/A 62000000.00 186335.16 Agency Collateralized Mortgage Obligation FGRA 4057LS 06/15/42 N/A 3137ARJP2 2042-06-15 2.79902 N/A 88571428.00 585253.49 Agency Collateralized Mortgage Obligation FGRA 4076SG 07/15/42 N/A 3137ASG40 2042-07-15 2.94902 N/A 23218083.00 124225.25 Agency Collateralized Mortgage Obligation FGRA 4077HS 07/15/42 N/A 3137ASB37 2042-07-15 2.34902 N/A 110603899.00 356945.70 Agency Collateralized Mortgage Obligation FGRA 4094SK 08/15/42 N/A 3137ASVS0 2042-08-15 2.29902 N/A 15661571.00 221623.45 Agency Collateralized Mortgage Obligation FGRA 4240SA 08/15/43 N/A 3137B3VY1 2043-08-15 2.24902 N/A 300300000.00 3137948.36 Agency Collateralized Mortgage Obligation FGRA 4281CS 12/15/43 N/A 3137B6N23 2043-12-15 2.24902 N/A 14600000.00 64747.54 Agency Collateralized Mortgage Obligation FGRA 4425SA 01/15/45 N/A 3137BG4U0 2045-01-15 2.29902 N/A 52600000.00 671721.63 Agency Collateralized Mortgage Obligation FGRA 4427SA 01/15/45 N/A 3137BGBD0 2045-01-15 1.84902 N/A 82000000.00 429898.12 Agency Collateralized Mortgage Obligation FGRA 4473AS 05/15/45 N/A 3137BJAS2 2045-05-15 1.84902 N/A 36726000.00 212958.92 Agency Collateralized Mortgage Obligation FGRA 4623KS 10/15/46 N/A 3137BSL27 2046-10-15 2.29902 N/A 20715144.00 337284.63 Agency Collateralized Mortgage Obligation FGRA 4631GF 11/15/46 N/A 3137BSZD8 2046-11-15 4.25098 N/A 10300000.00 1598358.66 Agency Collateralized Mortgage Obligation FGRA 4631SA 11/15/46 N/A 3137BT2F7 2046-11-15 2.24902 N/A 107147046.00 2997920.36 Agency Collateralized Mortgage Obligation FGRA 4701SB 07/15/47 N/A 3137F1N46 2047-07-15 0.19902 N/A 100864805.00 333089.12 Agency Collateralized Mortgage Obligation FGRA 4753HS 02/15/48 N/A 3137FDWB4 2048-02-15 2.44902 N/A 20000000.00 402972.77 Agency Collateralized Mortgage Obligation FGRA 4754QS 02/15/48 N/A 3137FDU42 2048-02-15 2.39902 N/A 11000000.00 211972.87 Agency Collateralized Mortgage Obligation FGRA 4820ES 03/15/48 N/A 3137FHHV8 2048-03-15 2.44902 N/A 25941382.00 306019.88 Agency Collateralized Mortgage Obligation FGRA 4853SA 02/15/49 N/A 3137FKT48 2049-02-15 2.84902 N/A 26168899.00 507516.33 Agency Collateralized Mortgage Obligation FGRA 5617ST 07/15/49 N/A 3137HPNS8 2049-07-15 2.24902 N/A 66465405.00 4734823.28 Agency Collateralized Mortgage Obligation FGRA S07108 03/15/44 N/A 3132HT3R5 2044-03-15 4.30098 N/A 1610000.00 176721.96 Agency Collateralized Mortgage Obligation FGRA S13110 12/15/42 N/A 31325UN36 2042-12-15 4.5 N/A 36411804.00 501875.98 Agency Collateralized Mortgage Obligation FGRM 3688CB 06/15/36 N/A 3137A0MG7 2036-06-15 4 N/A 15941727.00 875661.69 Agency Collateralized Mortgage Obligation FGRM 3792LI 11/15/40 N/A 3137A65K4 2040-11-15 4.5 N/A 44435904.00 332535.79 Agency Collateralized Mortgage Obligation FGRM 4010KI 01/15/42 N/A 3137AMTR8 2042-01-15 4.5 N/A 22049000.00 75177.67 Agency Collateralized Mortgage Obligation FGRM 4019GI 12/15/41 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 151686.82 Agency Collateralized Mortgage Obligation FGRM 4194GI 04/15/43 N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 969300.87 Agency Collateralized Mortgage Obligation FGRM 4385IA 09/15/44 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 733410.46 Agency Collateralized Mortgage Obligation FGRM 4491IP 03/15/40 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 71299.53 Agency Collateralized Mortgage Obligation FGRM 4601IC 12/15/45 N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 188176.78 Agency Collateralized Mortgage Obligation FGRM 4617IP 05/15/46 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 304908.05 Agency Collateralized Mortgage Obligation FGRM 4621QI 10/15/46 N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 618030.47 Agency Collateralized Mortgage Obligation FGRM 4734IO 12/15/47 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 84671.78 Agency Collateralized Mortgage Obligation FGRM 4877BI 04/15/49 N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 124428.37 Agency Collateralized Mortgage Obligation FGRM 5107LI 05/15/51 N/A 3137H03M8 2051-05-15 3.5 N/A 22612941.00 1341075.54 Agency Collateralized Mortgage Obligation FNRA CL007FE R03F007 N/A 31392HX40 2033-02-25 4.50767 N/A 14725164.00 21489.95 Agency Collateralized Mortgage Obligation FNRA CL007WS R25F007 N/A 3136BUVV9 2054-09-25 1.45681 N/A 101000000.00 1428524.66 Agency Collateralized Mortgage Obligation FNRA CL008SB R25F008 N/A 3136BURC6 2055-02-25 1.45681 N/A 77000000.00 1031412.84 Agency Collateralized Mortgage Obligation FNRA CL009SD R24F009 N/A 3136BRHA8 2050-03-25 2.24233 N/A 27901889.00 1850672.63 Agency Collateralized Mortgage Obligation FNRA CL009SH R24F009 N/A 3136BRHC4 2049-11-25 2.24233 N/A 69606673.00 4430835.59 Agency Collateralized Mortgage Obligation FNRA CL009SK R24F009 N/A 3136BRGZ4 2049-11-25 2.29233 N/A 96587793.00 6105740.48 Agency Collateralized Mortgage Obligation FNRA CL014A2 R17M014 N/A 3136AY2H5 2027-11-25 2.8686 N/A 50000.00 32967.96 Agency Collateralized Mortgage Obligation FNRA CL020S R25F020 N/A 3136BVCY2 2055-03-25 0.80681 N/A 135833334.00 1397134.05 Agency Collateralized Mortgage Obligation FNRA CL020SL R12F020 N/A 3136A4GQ6 2042-03-25 2.69233 N/A 91164018.00 462499.35 Agency Collateralized Mortgage Obligation FNRA CL020SY R13F020 N/A 3136ACWA5 2043-03-25 2.34233 N/A 13066000.00 148670.32 Agency Collateralized Mortgage Obligation FNRA CL025FG R01F025 N/A 31359SS92 2031-06-25 4.45767 N/A 1000000.00 1742.98 Agency Collateralized Mortgage Obligation FNRA CL026KL R16F026 N/A 3136AR4L9 2042-11-25 1.090485 N/A 4820101.00 1310976.55 Agency Collateralized Mortgage Obligation FNRA CL026SA R20F026 N/A 3136B9YP6 2050-05-25 2.19233 N/A 11870512.00 370407.25 Agency Collateralized Mortgage Obligation FNRA CL027SD R15F027 N/A 3136ANWP8 2045-05-25 1.84233 N/A 85000000.00 758377.12 Agency Collateralized Mortgage Obligation FNRA CL027TG R25F027 N/A 3136BVKV9 2049-08-25 4.500008 N/A 535378.00 82859.51 Agency Collateralized Mortgage Obligation FNRA CL028HS R21F028 N/A 3136BHGN3 2051-05-25 0.10681 N/A 25000000.00 318019.79 Agency Collateralized Mortgage Obligation FNRA CL030SE R26F030 N/A 3136G5TU4 2056-05-25 2.56681 N/A 40035288.00 2786615.84 Agency Collateralized Mortgage Obligation FNRA CL030SJ R15F030 N/A 3136ANRY5 2045-05-25 1.84233 N/A 41575000.00 223958.49 Agency Collateralized Mortgage Obligation FNRA CL032KT R16F032 N/A 3136ASTL0 2042-11-25 1.090485 N/A 2724659.00 686679.79 Agency Collateralized Mortgage Obligation FNRA CL033FP R03F033 N/A 31393BGV1 2033-05-25 4.50767 N/A 1125000.00 3699.05 Agency Collateralized Mortgage Obligation FNRA CL034SC R25F034 N/A 3136BVE38 2055-05-25 2.15681 N/A 100000000.00 2073195.63 Agency Collateralized Mortgage Obligation FNRA CL035AS R15F035 N/A 3136ANM46 2045-06-25 1.86476 N/A 53140421.00 341393.98 Agency Collateralized Mortgage Obligation FNRA CL035SA R15F035 N/A 3136ANL88 2045-06-25 1.84233 N/A 160000000.00 832720.58 Agency Collateralized Mortgage Obligation FNRA CL037ST R15F037 N/A 3136ANZT7 2045-06-25 1.86233 N/A 59885082.00 461074.45 Agency Collateralized Mortgage Obligation FNRA CL038FB R01F038 N/A 313920QJ2 2031-08-25 4.25767 N/A 6000000.00 465.93 Agency Collateralized Mortgage Obligation FNRA CL038FM R19F038 N/A 3136B5ES0 2049-07-25 4.20767 N/A 31967403.00 6662590.97 Agency Collateralized Mortgage Obligation FNRA CL039GI R26F039 N/A 3136G53N8 2049-10-25 3.500001 N/A 1791560.00 242810.45 Agency Collateralized Mortgage Obligation FNRA CL039GS R26F039 N/A 3136G53M0 2049-10-25 2.19233 N/A 42724304.00 3406664.83 Agency Collateralized Mortgage Obligation FNRA CL041F R02F041 N/A 31392DRQ7 2032-07-25 4.30767 N/A 3800000.00 1664.72 Agency Collateralized Mortgage Obligation FNRA CL041SA R26F041 N/A 3136G5Y95 2056-06-25 1.95681 N/A 100000000.00 4226052.75 Agency Collateralized Mortgage Obligation FNRA CL044SA R13F044 N/A 3136ADA90 2043-05-25 2.99233 N/A 69433333.00 665775.88 Agency Collateralized Mortgage Obligation FNRA CL045AS R16F045 N/A 3136ASXT8 2046-07-25 2.24233 N/A 20000000.00 410691.47 Agency Collateralized Mortgage Obligation FNRA CL045SA R25F045 N/A 3136BWEG7 2055-06-25 1.40681 N/A 222035474.00 5446887.67 Agency Collateralized Mortgage Obligation FNRA CL045SE R19F045 N/A 3136B5PP4 2049-08-25 2.29233 N/A 104126044.00 2525993.89 Agency Collateralized Mortgage Obligation FNRA CL046FB R26F046 N/A 3136G6NC8 2056-06-25 4.84319 N/A 14972000.00 14207580.10 Agency Collateralized Mortgage Obligation FNRA CL047SA R24F047 N/A 3136BSGS8 2054-07-25 1.55681 N/A 30000000.00 304200.80 Agency Collateralized Mortgage Obligation FNRA CL050AS R26F050 N/A 3136G6RL4 2056-07-25 1.15681 N/A 76738528.00 1589814.34 Agency Collateralized Mortgage Obligation FNRA CL050GF R26F050 N/A 3136G6SC3 2056-07-25 4.34319 N/A 3532434.00 3434042.55 Agency Collateralized Mortgage Obligation FNRA CL050SA R26F050 N/A 3136G6RJ9 2056-07-25 1.15681 N/A 51278306.00 1154369.00 Agency Collateralized Mortgage Obligation FNRA CL050SD R26F050 N/A 3136G6RN0 2056-07-25 1.85681 N/A 57756546.00 2340542.11 Agency Collateralized Mortgage Obligation FNRA CL050SE R26F050 N/A 3136G6RZ3 2056-07-25 1.85681 N/A 99174604.00 4386086.02 Agency Collateralized Mortgage Obligation FNRA CL053AS R16F053 N/A 3136AS4Y9 2046-08-25 2.24233 N/A 38400349.00 977280.15 Agency Collateralized Mortgage Obligation FNRA CL053SP R23F053 N/A 3136BQTV1 2053-11-25 2.30681 N/A 74472971.00 1751629.98 Agency Collateralized Mortgage Obligation FNRA CL057NS R19F057 N/A 3136B6RW5 2049-10-25 2.24233 N/A 22607858.00 365695.12 Agency Collateralized Mortgage Obligation FNRA CL057S R18F057 N/A 3136B2ZQ8 2048-08-25 2.49233 N/A 37673243.00 446274.67 Agency Collateralized Mortgage Obligation FNRA CL058FM R12F058 N/A 3136A6JP0 2042-06-25 4.25767 N/A 30284159.00 1017751.09 Agency Collateralized Mortgage Obligation FNRA CL060SK R18F060 N/A 3136B2D82 2048-08-25 1.94233 N/A 23967000.00 325438.25 Agency Collateralized Mortgage Obligation FNRA CL066FB R17F066 N/A 3136AYAL7 2047-09-25 4.10767 N/A 3500000.00 963565.62 Agency Collateralized Mortgage Obligation FNRA CL068SC R19F068 N/A 3136B6N90 2049-11-25 2.24233 N/A 32999250.00 855983.35 Agency Collateralized Mortgage Obligation FNRA CL071PS R19F071 N/A 3136B6B69 2049-11-25 2.29233 N/A 33282680.00 821596.32 Agency Collateralized Mortgage Obligation FNRA CL072SY R13F072 N/A 3136AFBZ6 2043-07-25 2.39233 N/A 65450000.00 666546.86 Agency Collateralized Mortgage Obligation FNRA CL074CS R14F074 N/A 3136ALWW7 2044-06-25 2.44233 N/A 32328000.00 152365.39 Agency Collateralized Mortgage Obligation FNRA CL074FE R24F074 N/A 3136BS3U7 2054-10-25 4.54319 N/A 6631589.00 5421258.32 Agency Collateralized Mortgage Obligation FNRA CL074FV R02F074 N/A 31392FRJ8 2032-11-25 4.20767 N/A 8400000.00 901.74 Agency Collateralized Mortgage Obligation FNRA CL075SL R16F075 N/A 3136AT2X1 2046-10-25 2.24233 N/A 18582352.00 407274.42 Agency Collateralized Mortgage Obligation FNRA CL076QF R06F076 N/A 31396KBZ4 2036-08-25 4.15767 N/A 4769000.00 83204.02 Agency Collateralized Mortgage Obligation FNRA CL079SE R15F079 N/A 3136AQKZ2 2045-11-25 2.49233 N/A 24418550.00 233571.41 Agency Collateralized Mortgage Obligation FNRA CL080FM R12F080 N/A 3136A7TZ5 2042-08-25 4.25767 N/A 150000.00 13220.24 Agency Collateralized Mortgage Obligation FNRA CL082F R06F082 N/A 31396KYS5 2036-09-25 4.32767 N/A 18691166.00 24631.91 Agency Collateralized Mortgage Obligation FNRA CL082SA R12F082 N/A 3136A7NM0 2042-08-25 2.31233 N/A 68500000.00 200125.15 Agency Collateralized Mortgage Obligation FNRA CL083SX R14F083 N/A 3136ALY54 2044-12-25 2.34233 N/A 153298627.00 1813281.49 Agency Collateralized Mortgage Obligation FNRA CL083YS R12F083 N/A 3136A7B27 2042-08-25 1.64233 N/A 42404350.00 160290.33 Agency Collateralized Mortgage Obligation FNRA CL084FT R16F084 N/A 3136AUKP5 2046-11-25 4.25767 N/A 19000000.00 3015757.83 Agency Collateralized Mortgage Obligation FNRA CL091DF R04F091 N/A 31394BYN8 2034-12-25 4.10767 N/A 700000.00 3831.70 Agency Collateralized Mortgage Obligation FNRA CL091F R02F091 N/A 31392HAK9 2033-01-25 4.30767 N/A 1500000.00 3481.27 Agency Collateralized Mortgage Obligation FNRA CL097SL R25F097 N/A 3136BX2T0 2055-11-25 1.74681 N/A 50000000.00 1721093.37 Agency Collateralized Mortgage Obligation FNRA CL102SA R25F102 N/A 3136BYCT7 2055-12-25 1.80681 N/A 164996762.00 7005362.77 Agency Collateralized Mortgage Obligation FNRA CL102SB R25F102 N/A 3136BYCR1 2055-12-25 1.15681 N/A 123916130.00 2622023.79 Agency Collateralized Mortgage Obligation FNRA CL102SH R25F102 N/A 3136BYDE9 2055-12-25 1.80681 N/A 141430551.00 5202596.49 Agency Collateralized Mortgage Obligation FNRA CL103NF R12F103 N/A 3136A8C57 2042-09-25 4.15767 N/A 226474.00 20050.83 Agency Collateralized Mortgage Obligation FNRA CL103SB R24F103 N/A 3136BUPA2 2055-01-25 2.90681 N/A 74500000.00 2015613.09 Agency Collateralized Mortgage Obligation FNRA CL103SD R24F103 N/A 3136BUPC8 2055-01-25 2.20681 N/A 105302659.00 2525871.38 Agency Collateralized Mortgage Obligation FNRA CL106ST R16F106 N/A 3136AUZG9 2047-01-25 2.24233 N/A 26845225.00 463041.63 Agency Collateralized Mortgage Obligation FNRA CL115SN R10F115 N/A 31398NPN8 2040-10-25 2.24233 N/A 33422321.00 181675.73 Agency Collateralized Mortgage Obligation FNRA CL119CS R06F119 N/A 31396LM56 2036-12-25 3.44233 N/A 125000000.00 150521.17 Agency Collateralized Mortgage Obligation FNRA CL128SL R12F128 N/A 3136A9PU6 2042-11-25 2.39233 N/A 29250000.00 328566.47 Agency Collateralized Mortgage Obligation FNRA CL134MS R12F134 N/A 3136AATF2 2042-12-25 2.39233 N/A 240214.00 1845.27 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 N/A 31398STD5 2040-12-25 2.24233 N/A 50000000.00 181773.87 Agency Collateralized Mortgage Obligation FNRA CL141SA R12F141 N/A 3136AAAP0 2042-12-25 2.94233 N/A 45267000.00 502362.29 Agency Collateralized Mortgage Obligation FNRA CL142DF R10F142 N/A 31398SKQ5 2040-07-25 4.15767 N/A 125000.00 2298.79 Agency Collateralized Mortgage Obligation FNRA CL146SC R11F146 N/A 3136A3KB6 2042-01-25 2.24233 N/A 128376008.00 524528.30 Agency Collateralized Mortgage Obligation FNRA RC004FD R02F004 N/A 31392BXH4 2032-02-25 4.30767 N/A 3450000.00 1668.58 Agency Collateralized Mortgage Obligation FNRA RC012SK R20F012 N/A 3136B8H51 2050-03-25 2.29233 N/A 110398000.00 2868795.28 Agency Collateralized Mortgage Obligation FNRA RC022SL R26F022 N/A 3136G5UH1 2056-04-25 1.10681 N/A 119571493.00 2159498.78 Agency Collateralized Mortgage Obligation FNRA RC029SE R15F029 N/A 3136ANUF2 2045-05-25 1.89233 N/A 61902119.00 584384.03 Agency Collateralized Mortgage Obligation FNRA RC031S R19F031 N/A 3136B5NQ4 2049-07-25 2.29233 N/A 14527000.00 394451.68 Agency Collateralized Mortgage Obligation FNRA RC032PS R18F032 N/A 3136B1C69 2048-05-25 2.849382 N/A 3000000.00 582306.96 Agency Collateralized Mortgage Obligation FNRA RC034PS R17F034 N/A 3136AWUD7 2047-05-25 2.34233 N/A 141990914.00 2021721.32 Agency Collateralized Mortgage Obligation FNRA RC059SD R19F059 N/A 3136B6NN9 2049-10-25 2.29233 N/A 36516371.00 670001.57 Agency Collateralized Mortgage Obligation FNRA RC066PF R05F066 N/A 31394EKS6 2035-07-25 4.00767 N/A 2400000.00 6834.10 Agency Collateralized Mortgage Obligation FNRA RC069GS R19F069 N/A 3136B7C66 2049-12-25 2.24233 N/A 4500000.00 105670.54 Agency Collateralized Mortgage Obligation FNRA RC107SB R13F107 N/A 3136AGXB3 2043-02-25 2.19233 N/A 123256386.00 1619126.83 Agency Collateralized Mortgage Obligation FNRA RC113SM R12F113 N/A 3136A82V1 2042-10-25 2.34233 N/A 36714285.00 150557.18 Agency Collateralized Mortgage Obligation FNRA RC126SM R11F126 N/A 3136A2WU3 2041-12-25 2.19233 N/A 107252046.00 351381.08 Agency Collateralized Mortgage Obligation FNRM CL007TI R24F007 N/A 3136BQZ51 2054-02-25 6.5 N/A 22071153.00 2436004.52 Agency Collateralized Mortgage Obligation FNRM CL015CZ R14F015 N/A 3136AJZA7 2044-04-25 3.5 N/A 606123.00 563819.06 Agency Collateralized Mortgage Obligation FNRM CL017JV R22F017 N/A 3136BMPU6 2042-08-25 3.5 N/A 3000000.00 2597222.00 Agency Collateralized Mortgage Obligation FNRM CL021AI R13F021 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 73942.70 Agency Collateralized Mortgage Obligation FNRM CL021PO R18F021 N/A 3136B1RS5 2048-04-25 0 N/A 14275000.00 1199946.13 Agency Collateralized Mortgage Obligation FNRM CL028IO R23F028 N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3774401.52 Agency Collateralized Mortgage Obligation FNRM CL029KZ R22F029 N/A 3136BMY69 2042-06-25 1.5 N/A 15422452.00 12136254.94 Agency Collateralized Mortgage Obligation FNRM CL030TI R12F030 N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 14851.09 Agency Collateralized Mortgage Obligation FNRM CL039EV R26F039 N/A 3136G53K4 2056-04-25 4 N/A 7941039.00 7409055.75 Agency Collateralized Mortgage Obligation FNRM CL039PY R26F039 N/A 3136G53R9 2056-06-25 5 N/A 202020.00 178820.36 Agency Collateralized Mortgage Obligation FNRM CL040JI R12F040 N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 74961.67 Agency Collateralized Mortgage Obligation FNRM CL052GI R20F052 N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1076459.25 Agency Collateralized Mortgage Obligation FNRM CL062KI R22F062 N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1466205.54 Agency Collateralized Mortgage Obligation FNRM CL069B R25F069 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2150976.86 Agency Collateralized Mortgage Obligation FNRM CL080MI R12F080 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 149028.41 Agency Collateralized Mortgage Obligation FNRM CL085D R25F085 N/A 3136BXSK1 2052-07-25 4.5 N/A 8000000.00 5459609.01 Agency Collateralized Mortgage Obligation FNRM CL088EZ R13F088 N/A 3136AF6U3 2043-09-25 3 N/A 241739.00 215544.30 Agency Collateralized Mortgage Obligation FNRM CL095IC R21F095 N/A 3136BKUQ3 2051-08-25 3 N/A 18765500.00 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Citigroup Global Markets, Inc. 3.71000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 05357S 11/25/53 N/A 3137HAY83 2053-11-25 0.45 N/A 50000000.00 286364.28 Agency Collateralized Mortgage Obligation FERA 4993LS 07/25/50 N/A 3137FU6N9 2050-07-25 2.2923 N/A 27425568.00 1747784.75 Agency Collateralized Mortgage Obligation FERA 5048SC 12/25/50 N/A 3137F7FG5 2050-12-25 0 N/A 30232128.00 219149.30 Agency Collateralized Mortgage Obligation FERA 5344SB 10/25/53 N/A 3137HAN69 2053-10-25 2.0568 N/A 78498176.00 1639022.80 Agency Collateralized Mortgage Obligation FERA 5357SC 11/25/53 N/A 3137HAXY7 2053-11-25 3.1568 N/A 72354944.00 2130814.36 Agency Collateralized Mortgage Obligation FERA 5362SC 12/25/53 N/A 3137HB6B5 2053-12-25 3.2768 N/A 48069184.00 1655163.60 Agency Collateralized Mortgage Obligation FERA 5369SB 01/25/54 N/A 3137HBDA9 2054-01-25 2.6568 N/A 100000000.00 2333972.91 Agency Collateralized Mortgage Obligation FERA 5369SD 01/25/54 N/A 3137HBFC3 2054-01-25 2.9568 N/A 50000000.00 1272649.82 Agency Collateralized Mortgage Obligation FERA 5386KI 03/25/54 N/A 3137HBY40 2054-03-25 0.3 N/A 27035232.00 122641.77 Agency Collateralized Mortgage Obligation FERA 5391TA 03/25/54 N/A 3137HBV50 2054-03-25 0.25 N/A 20509760.00 65638.91 Agency Collateralized Mortgage Obligation FERA 5396HS 04/25/54 N/A 3137HC4X7 2054-04-25 3.5568 N/A 153250000.00 7619128.11 Agency Collateralized Mortgage Obligation FERA 5396SB 01/25/54 N/A 3137HC5R9 2054-01-25 2.8568 N/A 264474112.00 3663689.39 Agency Collateralized Mortgage Obligation FERA 5410SG 05/25/54 N/A 3137HCVA7 2054-05-25 2.1068 N/A 134401024.00 2711281.45 Agency Collateralized Mortgage Obligation FERA 5411SC 05/25/54 N/A 3137HCS37 2054-05-25 3.4487 N/A 96875000.00 5440506.28 Agency Collateralized Mortgage Obligation FERA 5417SD 06/25/54 N/A 3137HDG20 2054-06-25 2.2568 N/A 100000000.00 2170903.17 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Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DBZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 245696588.80 243780048.58 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 239000000.00 239000000.00 0.0012 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.67000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DC62 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4.250 TVPR 65 A N/A 88059FCG4 2065-09-15 0 N/A 84000.00 8528.44 Agency Debentures and Agency Strips 5.375 TVBD 56 A N/A 880591DZ2 2056-04-01 5.375 N/A 70000.00 69503.41 Agency Debentures and Agency Strips GNAR AF 082538 M N/A 36225EZC9 2040-05-20 5.25 N/A 1350000.00 20984.74 Agency Mortgage-Backed Securities GNAR AF 082736 M N/A 36225FBE8 2041-02-20 5 N/A 500000.00 15575.51 Agency Mortgage-Backed Securities GNAR AR 080021 M N/A 36225CAX4 2026-12-20 5.125 N/A 26804224.00 1137.55 Agency Mortgage-Backed Securities GNAR AR 080352 M N/A 36225CMA1 2029-12-20 5.125 N/A 1000000.00 1208.24 Agency Mortgage-Backed Securities GNAR AR 080406 M N/A 36225CNY8 2030-05-20 5.25 N/A 2500500.00 4780.48 Agency Mortgage-Backed Securities GNAR AR 080764 M N/A 36225CZ66 2033-11-20 5.125 N/A 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082793 M N/A 36225FC72 2041-04-20 5.25 N/A 3700000.00 71637.70 Agency Mortgage-Backed Securities GNAR AT 082929 M N/A 36225FHF9 2041-09-20 5.375 N/A 2000000.00 45929.81 Agency Mortgage-Backed Securities GNAR AT MB1368 M N/A 3618N6QW0 2056-08-20 5 N/A 1071974.00 1076880.07 Agency Mortgage-Backed Securities GNCL CL BY8381 N/A 3617QRJ27 2062-01-15 6.2 N/A 703398.00 738393.93 Agency Mortgage-Backed Securities GNCL CL CI3510 N/A 3617X73T1 2064-06-15 2.65 N/A 500000.00 440239.67 Agency Mortgage-Backed Securities GNCL CL DE4031 N/A 3618J9PQ3 2064-09-15 5.98 N/A 423655.00 426991.00 Agency Mortgage-Backed Securities GNCL CL DE4033 N/A 3618J9PS9 2064-09-15 5.98 N/A 229229.00 231034.03 Agency Mortgage-Backed Securities GNCL CL DG2538 N/A 3618JXZB2 2065-09-15 6.29 N/A 117969.00 121586.72 Agency Mortgage-Backed Securities GNCL CL DJ0360 N/A 3618KLMH7 2067-12-15 4.9 N/A 3487790.00 3019569.31 Agency Mortgage-Backed Securities GNCL CL DM8143 N/A 3618LYBL1 2056-08-15 4.95 N/A 745228.00 669600.77 Agency 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3618GJLY1 2064-01-20 7.5 N/A 3014076.00 809118.59 Agency Mortgage-Backed Securities GNII ET DA6205 C N/A 3618GV3N8 2063-12-20 7.5 N/A 118362.00 122792.43 Agency Mortgage-Backed Securities GNII ET DB0505 C N/A 3618H2R21 2064-04-20 7 N/A 363177.00 142546.42 Agency Mortgage-Backed Securities GNII ET DB1285 C N/A 3618H3NA5 2064-02-20 7.5 N/A 972246.00 195139.09 Agency Mortgage-Backed Securities GNII ET DB5856 C N/A 3618H8QH6 2064-06-20 7 N/A 155843.00 160771.11 Agency Mortgage-Backed Securities GNII ET DC7413 C N/A 3618HNGW1 2064-06-20 7 N/A 714895.00 541020.07 Agency Mortgage-Backed Securities GNII ET DD2742 C N/A 3618HVBK4 2064-04-20 7 N/A 176303.00 182041.41 Agency Mortgage-Backed Securities GNII ET DG9095 C N/A 3618K6C81 2065-02-20 7 N/A 747089.00 124767.27 Agency Mortgage-Backed Securities GNII ET DI1487 C N/A 3618NJUL1 2065-07-20 7 N/A 488535.00 338975.08 Agency Mortgage-Backed Securities GNII ET DI9725 C N/A 3618NTYW1 2065-05-20 7 N/A 3223572.00 2299348.41 Agency Mortgage-Backed Securities GNII ET DL3002 C N/A 3618LEKP6 2065-05-20 7 N/A 719109.00 447125.77 Agency Mortgage-Backed Securities GNII ET DO1855 C N/A 3618NXBY3 2065-12-20 6 N/A 3270540.00 1395773.03 Agency Mortgage-Backed Securities GNII ET DQ0153 C N/A 3618MSE22 2065-12-20 6.5 N/A 142071.00 147293.84 Agency Mortgage-Backed Securities GNII ET DQ1117 C N/A 3618MTG28 2066-01-20 5.5 N/A 2737180.00 2726105.70 Agency Mortgage-Backed Securities GNII ET DQ6321 C N/A 3618N0AW0 2066-04-20 6 N/A 2832876.00 2889719.43 Agency Mortgage-Backed Securities GNII ET DQ9490 C N/A 3618N3RK2 2066-01-20 7 N/A 455325.00 473325.40 Agency Mortgage-Backed Securities GNII ET DR8995 C N/A 3618VH7G3 2065-07-20 7 N/A 300436.00 312862.77 Agency Mortgage-Backed Securities GNII ET DS1640 C N/A 3618VMZD8 2065-04-20 7 N/A 275226.00 286380.77 Agency Mortgage-Backed Securities GNII ET DS3310 C N/A 3618VPVB9 2066-07-20 6.5 N/A 1668528.00 1734257.44 Agency Mortgage-Backed Securities GNII ET DS9701 C N/A 3618VWX63 2066-04-20 6 N/A 3630976.00 3705158.59 Agency Mortgage-Backed Securities GNII ET DU4944 C N/A 3618WGP58 2066-06-20 6.5 N/A 190398.00 197898.48 Agency Mortgage-Backed Securities GNII FS 004385 M N/A 36202E2S7 2039-03-20 5 N/A 900000.00 28156.52 Agency Mortgage-Backed Securities GNII JM 004164 M N/A 36202ETV1 2038-06-20 6 N/A 40560640.00 83115.55 Agency Mortgage-Backed Securities GNII JM MA6588 M N/A 36179VJ92 2050-04-20 2.5 N/A 450000.00 53851.74 Agency Mortgage-Backed Securities GNII JM MB0195 M N/A 3618N5GD5 2054-01-20 7 N/A 1111828.00 580236.69 Agency Mortgage-Backed Securities GNII MH 778204 C N/A 36176WKR1 2037-03-20 4.25 N/A 1066278.00 191777.00 Agency Mortgage-Backed Securities GNII MH 778207 C N/A 36176WKU4 2032-04-20 3.5 N/A 1008766.00 171851.71 Agency Mortgage-Backed Securities GNII RG CF1406 C N/A 3617W2R34 2047-12-20 3 N/A 25000.00 11443.66 Agency Mortgage-Backed Securities GNII RG CI8167 C N/A 3617XDCC5 2050-05-20 4 N/A 1013708.00 432998.97 Agency Mortgage-Backed Securities GNII RG CM2660 C N/A 3617YM5V0 2042-07-20 3.5 N/A 777246.00 459631.62 Agency Mortgage-Backed Securities GNII RG CN9877 C N/A 3617F96N7 2044-05-20 3.5 N/A 1815060.00 1083988.55 Agency Mortgage-Backed Securities GNII RG CP1983 C N/A 3617FRFY3 2046-05-20 3.5 N/A 5129776.00 2619923.45 Agency Mortgage-Backed Securities GNII SF 002535 M N/A 36202CY80 2028-01-20 7 N/A 5701632.00 1244.69 Agency Mortgage-Backed Securities GNII SF 003228 M N/A 36202DSR3 2032-04-20 6.5 N/A 141106176.00 220333.16 Agency Mortgage-Backed Securities GNII SF 004008 M N/A 36202ENZ8 2037-07-20 7 N/A 151000.00 1111.28 Agency Mortgage-Backed Securities GNII SF 004040 M N/A 36202EPZ6 2037-10-20 6.5 N/A 20400000.00 187847.64 Agency Mortgage-Backed Securities GNII SF 004086 M N/A 36202ERF8 2038-02-20 6.5 N/A 310000.00 3046.39 Agency Mortgage-Backed Securities GNII SF 004561 M N/A 36202FB62 2039-10-20 6 N/A 4573664.00 86512.75 Agency Mortgage-Backed Securities GNII SF 004635 M N/A 36202FEG7 2040-02-20 4 N/A 50000.00 1917.29 Agency 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3.5 N/A 322973.00 150128.18 Agency Mortgage-Backed Securities GNII SF BY0839 C N/A 3617QG4Y7 2050-10-20 4.5 N/A 1789626.00 588829.16 Agency Mortgage-Backed Securities GNII SF CB2674 C N/A 3617UM6K7 2051-02-20 2.5 N/A 1090922.00 671866.34 Agency Mortgage-Backed Securities GNII SF CC9800 C N/A 3617V83H7 2051-04-20 3.5 N/A 474005.00 288298.20 Agency Mortgage-Backed Securities GNII SF CD7215 C N/A 3617VJAQ5 2051-05-20 2.5 N/A 7775328.00 3964440.20 Agency Mortgage-Backed Securities GNII SF CJ3866 C N/A 3617XLJK2 2051-12-20 2.5 N/A 1072204.00 661163.38 Agency Mortgage-Backed Securities GNII SF CJ5947 C N/A 3617XNTC5 2051-12-20 2 N/A 400000.00 262844.77 Agency Mortgage-Backed Securities GNII SF CJ7491 C N/A 3617XQKC7 2051-12-20 4 N/A 2311248.00 721263.34 Agency Mortgage-Backed Securities GNII SF CL0477 C N/A 3617Y7Q65 2056-08-20 5.5 N/A 6059064.00 6100649.37 Agency Mortgage-Backed Securities GNII SF CW7050 C N/A 3618FFZP4 2053-09-20 7 N/A 4142176.00 1670487.21 Agency Mortgage-Backed Securities GNII SF CX6151 C N/A 3618FSZQ4 2053-11-20 7 N/A 1567818.00 942114.72 Agency Mortgage-Backed Securities GNII SF CY8403 C N/A 3618G8KQ3 2053-12-20 8 N/A 1682110.00 510028.32 Agency Mortgage-Backed Securities GNII SF CY9482 C N/A 3618G9RB7 2054-01-20 6 N/A 3472.00 2463.38 Agency Mortgage-Backed Securities GNII SF CZ1474 C N/A 3618GCT77 2054-07-20 7.5 N/A 9784800.00 6710237.97 Agency Mortgage-Backed Securities GNII SF CZ1932 C N/A 3618GDED8 2054-01-20 7 N/A 271004.00 82488.81 Agency Mortgage-Backed Securities GNII SF CZ6330 C N/A 3618GJA72 2054-02-20 6 N/A 52270.00 15805.00 Agency Mortgage-Backed Securities GNII SF DA1122 C N/A 3618GQG70 2054-08-20 6 N/A 41953.00 25123.45 Agency Mortgage-Backed Securities GNII SF DA2051 C N/A 3618GRH44 2054-03-20 8 N/A 1123618.00 672483.55 Agency Mortgage-Backed Securities GNII SF DA2144 C N/A 3618GRLZ0 2054-03-20 6 N/A 1604694.00 784175.35 Agency Mortgage-Backed Securities GNII SF DA2175 C N/A 3618GRMY2 2054-02-20 6 N/A 2367460.00 1637955.23 Agency Mortgage-Backed Securities GNII SF DA3599 C N/A 3618GS7L5 2054-03-20 6 N/A 1233970.00 607607.67 Agency Mortgage-Backed Securities GNII SF DA8086 C N/A 3618GX6X9 2054-03-20 7 N/A 1181456.00 736765.46 Agency Mortgage-Backed Securities GNII SF DC5379 C N/A 3618HK6Q1 2054-08-20 7 N/A 2489036.00 1691176.51 Agency Mortgage-Backed Securities GNII SF DC7600 C N/A 3618HNNR4 2054-06-20 7 N/A 1230858.00 710702.78 Agency Mortgage-Backed Securities GNII SF DC8297 C N/A 3618HPGE6 2054-08-20 6.5 N/A 4960544.00 1410479.55 Agency Mortgage-Backed Securities GNII SF DD4765 C N/A 3618HXJJ5 2054-08-20 6.5 N/A 2617856.00 1794862.78 Agency Mortgage-Backed Securities GNII SF DH0488 C N/A 3618K8RH1 2055-02-20 7 N/A 1175140.00 602036.38 Agency Mortgage-Backed Securities GNII SF DH6978 C N/A 3618KFXF2 2055-05-20 7 N/A 1993562.00 1248078.46 Agency Mortgage-Backed Securities GNII SF DI2070 C N/A 3618NKJP2 2055-04-20 7.5 N/A 2349920.00 2510987.04 Agency Mortgage-Backed Securities GNII SF DI3710 C N/A 3618NMDP4 2055-04-20 7 N/A 1153424.00 177455.88 Agency Mortgage-Backed Securities GNII SF DI4587 C N/A 3618NNCY4 2055-09-20 6.5 N/A 1595458.00 1668837.06 Agency Mortgage-Backed Securities GNII SF DJ1643 C N/A 3618KMZG3 2055-04-20 7 N/A 1315708.00 537879.49 Agency Mortgage-Backed Securities GNII SF DJ8291 C N/A 3618KVF83 2055-08-20 6.5 N/A 104883.00 108543.55 Agency Mortgage-Backed Securities GNII SF DK4127 C N/A 3618L3SQ0 2055-06-20 7 N/A 1307744.00 295066.56 Agency Mortgage-Backed Securities GNII SF DL0158 C N/A 3618LBE79 2055-10-20 6.5 N/A 1280136.00 1322278.76 Agency Mortgage-Backed Securities GNII SF DL0851 C N/A 3618LB5L8 2055-09-20 5.5 N/A 12219744.00 11539133.30 Agency Mortgage-Backed Securities GNII SF DL4130 C N/A 3618LFST7 2055-08-20 6.5 N/A 88336.00 91452.74 Agency Mortgage-Backed Securities GNII SF DM7765 C N/A 3618LXTW0 2055-09-20 7 N/A 1160726.00 1193344.41 Agency Mortgage-Backed Securities GNII SF DM7928 C N/A 3618LXYZ7 2055-10-20 6.5 N/A 1012536.00 607432.79 Agency 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3618MTB98 2055-10-20 5.5 N/A 151176.00 151681.87 Agency Mortgage-Backed Securities GNII SF DQ5260 C N/A 3618MXZZ5 2056-06-20 6 N/A 34011008.00 34996817.56 Agency Mortgage-Backed Securities GNII SF DQ5764 C N/A 3618MYMM6 2056-03-20 5 N/A 2469184.00 2402091.25 Agency Mortgage-Backed Securities GNII SF DQ6241 C N/A 3618MY5A1 2056-06-20 6.5 N/A 1254750.00 1310553.85 Agency Mortgage-Backed Securities GNII SF DQ8112 C N/A 3618N2AM8 2056-03-20 5.5 N/A 4912232.00 4927198.41 Agency Mortgage-Backed Securities GNII SF DQ9765 C N/A 3618N3Z64 2056-05-20 6 N/A 12213780.00 12728172.01 Agency Mortgage-Backed Securities GNII SF DR1319 C N/A 3618V9PC0 2056-06-20 5.5 N/A 1500870.00 1508500.97 Agency Mortgage-Backed Securities GNII SF DR9898 C N/A 3618VJ7K0 2056-07-20 5 N/A 1291622.00 1263069.15 Agency Mortgage-Backed Securities GNII SF DS2085 C N/A 3618VNJ69 2056-06-20 5.5 N/A 605191.00 609189.51 Agency Mortgage-Backed Securities GNII SF DS4351 C N/A 3618VQZQ0 2056-07-20 5.5 N/A 1023942.00 1047452.56 Agency Mortgage-Backed Securities GNII SF DS6809 C N/A 3618VTR67 2056-06-20 5.5 N/A 1693976.00 1711643.26 Agency Mortgage-Backed Securities GNII SF DS8680 C N/A 3618VVUD3 2056-07-20 6.5 N/A 1625308.00 1699007.24 Agency Mortgage-Backed Securities GNII SF DS9402 C N/A 3618VWNT4 2056-07-20 5.5 N/A 2313372.00 2323319.29 Agency Mortgage-Backed Securities GNII SF DT1662 C N/A 3618W0Z37 2056-08-20 7 N/A 1997972.00 2138533.99 Agency Mortgage-Backed Securities GNII SF DT3891 C N/A 3618W3KC7 2056-08-20 5 N/A 1122428.00 1107185.05 Agency Mortgage-Backed Securities GNII SF DT5110 C N/A 3618W4VB5 2056-07-20 6 N/A 1718744.00 1773136.54 Agency Mortgage-Backed Securities GNII SF DT5423 C N/A 3618W5AY5 2056-07-20 5.5 N/A 3148820.00 3173561.95 Agency Mortgage-Backed Securities GNII SF DT5452 C N/A 3618W5BV0 2056-08-20 5.5 N/A 2177148.00 2237444.84 Agency Mortgage-Backed Securities GNII SF DT5454 C N/A 3618W5BX6 2056-08-20 6 N/A 1702720.00 1759951.82 Agency Mortgage-Backed Securities GNII SF DT5463 C N/A 3618W5B81 2056-08-20 5.5 N/A 4614496.00 4656212.58 Agency Mortgage-Backed Securities GNII SF DT7876 C N/A 3618W7XD2 2056-08-20 5.5 N/A 2971744.00 2992603.66 Agency Mortgage-Backed Securities GNII SF DU4327 C N/A 3618WFYY7 2056-08-20 6 N/A 2122992.00 2200285.89 Agency Mortgage-Backed Securities GNII SF DU9822 C N/A 3618WM4F6 2056-08-20 6.5 N/A 1913260.00 2001588.84 Agency Mortgage-Backed Securities GNII SF MA0221 M N/A 36179MG61 2042-07-20 4 N/A 1350000.00 71603.99 Agency Mortgage-Backed Securities GNII SF MA2647 M N/A 36179Q5G2 2030-03-20 4 N/A 1808806.00 34632.31 Agency Mortgage-Backed Securities GNII SF MA2926 M N/A 36179RHB8 2030-05-20 2 N/A 165169.00 10002.84 Agency Mortgage-Backed Securities GNII SF MA2962 M N/A 36179RJF7 2045-07-20 4 N/A 24121344.00 1756769.45 Agency Mortgage-Backed Securities GNII SF MA3851 M N/A 36179SH42 2031-08-20 3.5 N/A 242022.00 19030.40 Agency Mortgage-Backed Securities GNII SF MA4721 M N/A 36179TG66 2047-09-20 4.5 N/A 6315440.00 516360.31 Agency 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2039-02-15 5.5 N/A 85000.00 1875.85 Agency Mortgage-Backed Securities GNMI SF 714555 X N/A 36297KZU8 2039-06-15 4.5 N/A 6202424.00 119063.97 Agency Mortgage-Backed Securities GNMI SF 717796 X N/A 3620A3NM2 2039-06-15 4.5 N/A 312464.00 5820.56 Agency Mortgage-Backed Securities GNMI SF 744371 X N/A 3620AY6G6 2041-09-15 4 N/A 45000.00 3481.16 Agency Mortgage-Backed Securities GNMI SF 761925 X N/A 36176CHA6 2041-02-15 4 N/A 310649.00 4786.42 Agency Mortgage-Backed Securities GNMI SF AB1436 X N/A 36178LSZ7 2042-08-15 4 N/A 367922.00 56629.54 Agency Mortgage-Backed Securities GNMI SF AF0709 X N/A 36181FYE5 2043-09-15 3.25 N/A 1898766.00 207381.74 Agency Mortgage-Backed Securities GNMI SF BD7159 X N/A 3617BN5U5 2047-10-15 5 N/A 673143.00 14205.80 Agency Mortgage-Backed Securities GNMI SP 780653 X N/A 36225AWN6 2027-10-15 6.5 N/A 50200442.00 2152.33 Agency Mortgage-Backed Securities GNMI SP 781339 X N/A 36225BPY8 2031-09-15 8 N/A 24997888.00 20556.67 Agency Mortgage-Backed Securities GNMI SP 782379 X N/A 36241KUC0 2038-08-15 6 N/A 387000.00 1488.85 Agency Mortgage-Backed Securities GNMI SP 784396 X N/A 3622A23D2 2047-01-15 3 N/A 815833.00 245433.09 Agency Mortgage-Backed Securities GNMI SP 784747 X N/A 3622AAEU4 2048-05-15 4 N/A 511137.00 37228.27 Agency Mortgage-Backed Securities GNPL PN CF5143 N/A 3617W6WC9 2064-01-15 2.7 N/A 250000.00 206907.33 Agency Mortgage-Backed Securities GNPL PN CF9488 N/A 3617WBRH3 2064-03-15 2.8 N/A 500000.00 396566.50 Agency Mortgage-Backed Securities GNPL PN CJ8161 N/A 3617XRB68 2063-11-15 3.69 N/A 100000.00 89017.72 Agency Mortgage-Backed Securities GNPL PN CJ8169 N/A 3617XRCE0 2063-11-15 2.92 N/A 100000.00 83992.08 Agency Mortgage-Backed Securities GNPL PN CJ8172 N/A 3617XRCH3 2064-04-15 2.7 N/A 100000.00 82875.71 Agency Mortgage-Backed Securities GNPL PN DC4430 N/A 3618HJ4P8 2065-12-15 5.43 N/A 202386.00 202160.79 Agency Mortgage-Backed Securities GNPL PN DK6752 N/A 3618L6QD4 2060-10-15 5.15 N/A 36311.00 35804.80 Agency Mortgage-Backed 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Strips TVIN 09/15/33 N/A 88059E5M2 2033-09-15 0 N/A 1225000.00 858733.57 Agency Debentures and Agency Strips TVIN 09/15/35 N/A 88059E5R1 2035-09-15 0 N/A 85000.00 53302.99 Agency Debentures and Agency Strips TVIN 09/15/37 N/A 88059E5V2 2037-09-15 0 N/A 85000.00 47867.41 Agency Debentures and Agency Strips TVIN 09/15/38 N/A 88059E5X8 2038-09-15 0 N/A 85000.00 45441.08 Agency Debentures and Agency Strips TVIN 09/15/40 N/A 88059E6B5 2040-09-15 0 N/A 85000.00 37698.18 Agency Debentures and Agency Strips TVIN 09/15/41 N/A 88059E6D1 2041-09-15 0 N/A 85000.00 35577.00 Agency Debentures and Agency Strips TVIN 09/15/43 N/A 88059E6H2 2043-09-15 0 N/A 85000.00 31685.88 Agency Debentures and Agency Strips TVIN 09/15/47 N/A 88059E6R0 2047-09-15 0 N/A 85000.00 25133.90 Agency Debentures and Agency Strips TVIN 09/15/49 N/A 88059E6V1 2049-09-15 0 N/A 85000.00 22037.10 Agency Debentures and Agency Strips TVIN 09/15/50 N/A 88059E6X7 2050-09-15 0 N/A 85000.00 20783.01 Agency Debentures and Agency Strips TVIN 09/15/52 N/A 88059E7B4 2052-09-15 0 N/A 85000.00 18484.78 Agency Debentures and Agency Strips TVIN 09/15/53 N/A 88059E7D0 2053-09-15 0 N/A 85000.00 17432.82 Agency Debentures and Agency Strips TVIN 09/15/55 N/A 88059E7H1 2055-09-15 0 N/A 85000.00 15505.10 Agency Debentures and Agency Strips TVIN 09/15/58 N/A 88059E7P3 2058-09-15 0 N/A 85000.00 13005.68 Agency Debentures and Agency Strips TVIN 09/15/64 N/A 88059GBG3 2064-09-15 0 N/A 85000.00 9150.67 Agency Debentures and Agency Strips Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 476000000.00 476000000.00 0.0024 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYJB2KJP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 96000.00 109072.96 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 15124300.00 17201932.43 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 1347900.00 1224143.44 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 N/A 33900.00 15322.16 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 10817900.00 10124103.54 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 92427900.00 76071682.00 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 8303300.00 8141852.03 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 280748000.00 275893380.35 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 2532100.00 2560600.09 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 109497800.00 99141007.72 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 1443400.00 1438911.50 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 16619700.00 16418391.63 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 1043700.00 1036058.92 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 2834600.00 2691694.26 U.S. Treasuries (including strips) 4 3/4 TPRN 56 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0 N/A 25253000.00 5453814.65 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 10500.00 10461.36 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 47636800.00 44043240.32 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 39110000.00 39066269.92 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 2385880.91 1903231.52 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 28929521.85 20664386.39 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 20383.55 10443.86 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-07 2026-09-07 2026-09-21 Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0366 611000000.00 611000000.00 0.0031 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYJC2DBS5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 84250.00 80802.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 150.00 186.54 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 400.00 486.30 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 100.00 108.25 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 11512600.00 12655375.81 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 3460500.00 4502931.85 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 50.00 43.31 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 56608400.00 26018889.36 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 50.00 47.93 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 7499100.00 7109829.06 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 400.00 248.48 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 100.00 61.14 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 841750.00 885367.82 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 35150.00 36956.97 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 100.00 28.06 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 16734550.00 15475250.38 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 12969050.00 12778228.15 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 3200450.00 1111058.62 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 100.00 108.64 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 150.00 146.88 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 500.00 303.32 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 N/A 100.00 45.20 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 43795250.00 40986480.32 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 150.00 144.04 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 50.00 35.64 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 2984750.00 2938419.22 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 398850.00 388309.19 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 50.00 17.11 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 300.00 167.97 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 150.00 148.81 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 200.00 192.21 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 100.00 79.17 U.S. Treasuries (including strips) 3 1/8 TPRN 42 254900HROIFWPRGM1V77 912803DV2 2042-02-15 0 N/A 2324950.00 1054178.83 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 50.00 21.28 U.S. Treasuries (including strips) 3 1/8 TPRN 44 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 2294950.00 892981.11 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 50.00 49.62 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 32965500.00 32846801.81 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 500.00 492.23 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 28181150.00 27800381.31 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 19234500.00 18901902.15 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 29725500.00 29751377.02 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 200.00 202.25 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 28755050.00 28703644.10 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 50.00 50.01 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 126794850.00 126342071.80 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 39550.00 39555.31 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 9600.00 9266.59 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 50.00 49.47 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 27082250.00 26856621.56 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 811500.00 801755.32 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 50.00 35.97 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 50.00 32.46 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 18805450.00 18465068.09 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 15260450.00 15122190.33 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 29655500.00 6990305.50 U.S. Treasuries (including strips) 4 1/4 TPRN F 34 254900HROIFWPRGM1V77 912821QX6 2034-11-15 0 N/A 50.00 34.17 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 4626000.00 3887003.34 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 150.00 149.91 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 1105800.00 1123441.77 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 510650.00 516788.20 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 63736500.00 64386355.97 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 N/A 20127400.00 20189386.93 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 12504850.00 12353383.31 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 N/A 186850.00 185969.72 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 67876450.00 65681476.12 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 150.00 142.44 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 70262100.00 66236729.31 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 23199950.00 21888647.47 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 250.00 232.87 U.S. Treasuries (including strips) 4 3/4 TPRN 37 254900HROIFWPRGM1V77 912803CZ4 2037-02-15 0 N/A 67850.00 41763.98 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 N/A 100.00 99.90 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 50.00 50.54 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 33825000.00 33365983.72 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 208000.00 207344.69 U.S. Treasuries (including strips) 4 3/8 TPRN 39 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 44500.00 23250.23 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 650.00 329.83 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 50.00 48.62 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 909550.00 863872.74 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 100.00 94.27 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 8562850.00 7966300.81 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 50708550.00 46902537.11 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 84731800.00 77364104.75 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 500.00 462.28 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 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254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 143691.92 106543.97 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 9.89 6.28 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 236.44 142.32 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 32.20 15.24 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 0.06 0.03 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 854.40 241.01 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 102.39 26.01 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 20230925.16 17943252.61 U.S. Treasuries (including strips) TINT 05/15/30 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Securities FHDN 10/23/26 N/A 313385L61 2026-10-23 0 N/A 54158000.00 53849840.98 Agency Debentures and Agency Strips FHDN 11/02/26 N/A 313385M86 2026-11-02 0 N/A 3816000.00 3790127.52 Agency Debentures and Agency Strips FKAR 04.200 WNWN5402 N/A 3132XLAC9 2031-03-01 4.2 N/A 3638236.00 3569164.09 Agency Mortgage-Backed Securities FKAR 04.400 WNWN2776 N/A 3132XHCN2 2032-12-01 4.4 N/A 51350000.00 50304548.25 Agency Mortgage-Backed Securities FKAR 04.500 WRWR1004 N/A 3142FEDJ6 2034-04-01 4.5 N/A 39571000.00 38633958.72 Agency Mortgage-Backed Securities FKAR 04.550 WNWN1811 N/A 3132XGAM8 2031-05-01 4.55 N/A 43865000.00 43551877.02 Agency Mortgage-Backed Securities FKAR 04.650 WNWN4163 N/A 3132XJTV2 2036-05-01 4.65 N/A 52399000.00 51313816.71 Agency Mortgage-Backed Securities FKAR WG9014 N/A 31425SAP5 2035-05-01 4.5 N/A 75531000.00 73639703.76 Agency Mortgage-Backed Securities FNDN 10/01/26 N/A 313589H89 2026-10-01 0 N/A 4353000.00 4337982.15 Agency Debentures and Agency Strips FNMS 02.000 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N/A 3140W4XE2 2055-02-01 5.5 N/A 81760290.00 76685203.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6055 N/A 3140W6WR9 2056-06-01 5.5 N/A 9314400.00 9315175.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6488 N/A 3140W7F62 2054-11-01 5.5 N/A 16579398.00 16296195.83 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6489 N/A 3140W7F70 2056-07-01 5.5 N/A 14376530.00 14368071.61 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 7400000.00 5222393.14 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5497 N/A 31418FDB0 2054-10-01 5.5 N/A 4000000.00 2896275.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6989 N/A 3140UAXT7 2056-07-01 6 N/A 1050863.00 1080821.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3125 N/A 3140UJPK6 2056-06-01 6 N/A 1259120.00 1294713.66 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5394 N/A 3140UL7G0 2056-07-01 6 N/A 1286750.00 1322994.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5395 N/A 3140UL7H8 2056-07-01 6 N/A 1699966.00 1745249.54 Agency Mortgage-Backed Securities GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 N/A 38573267.00 37459433.83 Agency Mortgage-Backed Securities GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 N/A 236333590.00 229927838.92 Agency Mortgage-Backed Securities GNII SF MB1343 M N/A 3618N6P50 2056-07-20 5 N/A 38299632.00 37350822.46 Agency Mortgage-Backed Securities GNII SF MB1344 M N/A 3618N6P68 2056-07-20 5.5 N/A 768672.00 768805.24 Agency Mortgage-Backed Securities GNPL PN DJ0407 N/A 3618KLNY9 2061-04-15 4.19 N/A 290000.00 270509.30 Agency Mortgage-Backed Securities GNPL PN DJ4969 N/A 3618KRQW7 2060-04-15 5.75 N/A 100000.00 101697.73 Agency Mortgage-Backed Securities GNPL PN DN1444 549300M8ZYFG0OCMTT87 3618M3S97 2061-04-15 5.3 N/A 120000.00 119059.91 Agency Mortgage-Backed Securities GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 N/A 290000.00 292030.17 Agency Mortgage-Backed Securities GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 N/A 300000.00 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strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 7250300.00 5390332.31 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 138100.00 99343.94 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 630200.00 447677.28 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 19815900.00 13929554.17 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 808300.00 801983.56 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 116100.00 108941.25 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 1007500.00 956707.11 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 350600.00 331723.58 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 33000.00 32087.31 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 16863800.00 15969451.46 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 97000.00 90242.29 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 3399000.00 3142590.89 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 113700.00 103813.43 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 751900.00 723718.46 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 568800.00 582574.41 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 1500000.00 1535649.13 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 157000.00 160581.44 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 160000000.00 160000000.00 0.0008 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-01-27 2027-01-27 N N N 0.0378 164920248.63 164920248.63 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.74000040 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-02-24 2027-02-24 N N N 0.0378 80014155.20 80014155.20 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133EWZV5 254900C5LP6DN9OP9V83 US3133EWZV53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-07-26 2028-07-26 N N N 0.0382 363019125.12 363019125.12 0.0018 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133EWYR5 254900C5LP6DN9OP9V83 US3133EWYR50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-07-19 2028-07-19 N N N 0.0382 70899778.08 70899778.08 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-04-19 2027-04-19 N N N 0.0381 80175669.32 80175669.32 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.00000000 3133EWZW3 254900C5LP6DN9OP9V83 US3133EWZW37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-12-02 2027-09-02 2027-09-02 N N N 0.0376 130075000.00 130075000.00 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-11-06 2026-11-06 N N N 0.0375 343215312.89 343215312.89 0.0017 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76999920 3133EWDR8 254900C5LP6DN9OP9V83 US3133EWDR89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-06-12 2028-06-12 N N N 0.0383 99908231.76 99908231.76 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71000160 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-07-23 2027-07-23 N N N 0.0375 146978544.90 146978544.90 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76999920 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-08-25 2028-08-25 N N N 0.0383 154999366.05 154999366.05 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-02-10 2027-02-10 N N N 0.0380 430077898.80 430077898.80 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-02-01 2027-02-01 N N N 0.0380 422317690.15 422317690.15 0.0021 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.70000080 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-06-23 2027-06-23 N N N 0.0377 129872628.77 129872628.77 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-02-11 2028-02-11 N N N 0.0381 120233874.22 120233874.22 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-01-08 2027-01-08 N N N 0.0378 99524533.72 99524533.72 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-12-23 2026-12-23 N N N 0.0376 114925391.75 114925391.75 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72999960 3133EWYH7 254900C5LP6DN9OP9V83 US3133EWYH78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-10-13 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notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-09-13 2027-09-13 N N N 0.0377 142543906.68 142543906.68 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-08-27 2027-08-27 N N N 0.0377 258311774.78 258311774.78 0.0013 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-03-05 2027-03-05 N N N 0.0346 48069214.08 48069214.08 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency 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N N N 0.0377 692946653.05 692946653.05 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-10-14 2026-10-14 N N N 0.0369 222482953.14 222482953.14 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70500120 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-12-18 2026-12-18 N N N 0.0374 100001016.00 100001016.00 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 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2549001DPIFGXC1TOL40 US3130BBWG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-26 2027-01-25 2027-01-25 N N N 0.0375 490904558.19 490904558.19 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-10-23 2026-10-23 N N N 0.0369 358022730.12 358022730.12 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-01-29 2027-01-29 N N N 0.0381 445610151.71 445610151.71 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.83000040 3130B84H2 2549001DPIFGXC1TOL40 US3130B84H22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2027-10-15 2027-10-15 N N N 0.0388 400033688.00 400033688.00 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.68499960 3130BBV85 2549001DPIFGXC1TOL40 US3130BBV850 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-21 2027-01-21 2027-01-21 N N N 0.0375 671583556.09 671583556.09 0.0034 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-11-30 2026-11-30 N N N 0.0373 223889903.73 223889903.73 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal 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N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-11-23 2026-11-23 N N N 0.0373 444295186.60 444295186.60 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BBQC2 2549001DPIFGXC1TOL40 US3130BBQC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2026-11-04 2026-11-04 N N N 0.0370 892490682.30 892490682.30 0.0045 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BBWJ0 2549001DPIFGXC1TOL40 US3130BBWJ04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-11-19 2027-02-19 2027-02-19 N N N 0.0376 662154509.69 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Variable Rate Notes 3.74000040 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-02-02 2028-02-02 N N N 0.0381 303467007.60 303467007.60 0.0015 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.73500000 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-09-01 2028-03-06 2028-03-06 N N N 0.0382 521759749.50 521759749.50 0.0026 N N N N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.68000000 N/A 549300H47WTHXPU08X20 BYJC2DC96 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 Corp Y 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 1080000000.00 1040780880.00 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 N/A 716315500.00 708844372.39 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 1067667000.00 1055374792.30 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 2750000000.00 2750000000.00 0.0139 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.67000000 N/A 549300H47WTHXPU08X20 BYJC2DCC9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 258915400.00 270644977.57 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 806684600.00 851355061.31 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1100000000.00 1100000000.00 0.0056 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.67000000 N/A 549300H47WTHXPU08X20 BYJC2DC88 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 89828600.00 76940754.06 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 6303500.00 5976827.28 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 5564000.00 5525715.57 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 128860200.00 116838400.54 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 18557200.00 11385029.79 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 69165600.00 41582158.74 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 71578400.00 47686424.81 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 65795100.00 65478123.52 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 6610900.00 6431985.05 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 70405800.00 68630274.39 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 20546300.00 20199831.76 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 6639500.00 6588747.23 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 3977300.00 3917251.64 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 18936700.00 18577715.74 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 98100.00 95856.25 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 25437500.00 20799966.15 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 60900.00 61007.83 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 25500.00 24403.95 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 419800.00 419978.32 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 5305000.00 5266641.86 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 153215700.00 151523667.41 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 145200.00 140430.74 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 936500.00 919867.60 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 2661800.00 2653519.14 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 20508700.00 19580957.75 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 148820800.00 149083446.75 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 200.00 197.70 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 19000200.00 18755971.43 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 7126800.00 6591536.11 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 82684000.00 75855241.68 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 501000.00 511525.79 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 5296500.00 5068735.30 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 100.00 98.35 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 7745800.00 7576756.67 U.S. Treasuries (including strips) 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125 N/A 2069700.00 2040006.55 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 N/A 6632000.00 6617907.00 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 2058800.00 2040174.04 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 200.00 197.60 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 950000000.00 950000000.00 0.0048 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.68000000 N/A 549300H47WTHXPU08X20 BYJC2DCM7 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 Corp Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 8554100.00 8145691.28 U.S. Treasuries (including strips) 03.000 FGPC C91891 G N/A 3128P8C41 2036-09-01 3 N/A 64385596.00 10234593.15 Agency Mortgage-Backed Securities 03.500 FGPC Q40716 G N/A 3132WDYN8 2046-05-01 3.5 N/A 202568.00 31167.60 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2993216.00 112950.86 Agency Mortgage-Backed Securities 03.500 FGPC U95007 G N/A 3132H5AH1 2042-06-01 3.5 N/A 500000.00 51548.19 Agency Mortgage-Backed Securities 03.500 FGPC U95029 G N/A 3132H5A73 2042-08-01 3.5 N/A 300000.00 25818.15 Agency Mortgage-Backed Securities 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 N/A 972839.00 137117.56 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2389313.81 Agency Mortgage-Backed Securities 04.000 FGPC U99117 G N/A 3132H7DX9 2045-02-01 4 N/A 2419663.00 491091.52 Agency Mortgage-Backed Securities 04.500 FGPC C91362 G N/A 3128P7QP1 2031-03-01 4.5 N/A 43676.00 999.66 Agency Mortgage-Backed Securities 04.500 FGPC G08578 G N/A 3128MJUC2 2044-03-01 4.5 N/A 1567.00 80.29 Agency Mortgage-Backed Securities 05.500 FGPC H11244 G N/A 3128N1LZ9 2037-06-01 5.5 N/A 1451122.00 36335.00 Agency Mortgage-Backed Securities 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-20 5.875 N/A 2020618.00 186259.21 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 2570812.00 337499.01 Agency Mortgage-Backed Securities 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 12853300.00 12117519.16 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 313900.00 272015.42 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 7578000.00 4913869.75 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 2850800.00 1899238.59 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 321300.00 178370.84 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 455700.00 447031.56 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 10297900.00 10142424.67 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 8840800.00 7271037.16 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 10102100.00 9937856.91 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 13799200.00 13805061.49 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 4189200.00 3763047.44 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 305000.00 305898.63 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 34735300.00 34118395.03 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 N/A 659000.00 652126.67 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 13501400.00 13345956.39 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375 N/A 2326500.00 2301084.06 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 2886600.00 2648199.66 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 968900.00 991319.12 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 147000.00 144331.07 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0 N/A 8123800.00 7821391.54 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 5979300.00 5969655.39 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 2750000.00 2738175.00 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 10356300.00 10231931.19 U.S. Treasuries (including strips) FEPC 02.000 CLQB3535 N/A 3133A94U6 2050-09-01 2 N/A 1000.00 482.54 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 N/A 129205.00 70394.20 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 2041.00 1017.64 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8155 N/A 3132DWBY8 2051-07-01 2 N/A 1000.00 560.08 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 N/A 184967.00 108838.60 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 N/A 5000.00 3017.05 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 N/A 1000.00 630.10 Agency Mortgage-Backed Securities FEPC 02.000 CLSL5784 N/A 31427TNA0 2052-03-01 2 N/A 15453056.00 12141100.29 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1577 N/A 3133G7XE8 2035-02-01 2.5 N/A 1000.00 216.58 Agency Mortgage-Backed Securities FEPC 02.500 CIQN7488 N/A 3133GEJ90 2036-09-01 2.5 N/A 100000.00 32356.58 Agency Mortgage-Backed Securities FEPC 02.500 CISB0661 N/A 3132CWWW0 2037-04-01 2.5 N/A 1000.00 494.94 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 1001.00 538.86 Agency Mortgage-Backed Securities FEPC 02.500 CIZS6993 N/A 3132A7XW6 2029-07-01 2.5 N/A 1500.00 43.13 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1469 N/A 3133A7T25 2050-07-01 2.5 N/A 1000.00 414.83 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 N/A 21774272.00 11890864.21 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2148 N/A 3133AYL57 2051-12-01 2.5 N/A 13904032.00 8185803.31 Agency Mortgage-Backed Securities FEPC 02.500 CLQD4749 N/A 3133B2H28 2052-01-01 2.5 N/A 1000.00 684.66 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1356 N/A 3133BAQH7 2052-04-01 2.5 N/A 1000.00 569.49 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4349 N/A 3133KKZN2 2051-01-01 2.5 N/A 1000.00 431.50 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5275 N/A 3133KL2G1 2051-05-01 2.5 N/A 1000.00 550.49 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 1000.00 566.50 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1151 N/A 3132DNH48 2051-01-01 2.5 N/A 1000.00 624.05 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 2000.00 1364.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 702.25 Agency Mortgage-Backed Securities FEPC 02.500 CLSD4816 N/A 3132DSK50 2054-01-01 2.5 N/A 1012.00 699.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1223.00 683.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 N/A 176000.00 38976.73 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 19000.00 6123.28 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 4000.00 1570.62 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8129 N/A 3132DWA60 2051-02-01 2.5 N/A 2006.00 860.35 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 N/A 1000.00 497.58 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 1000.00 555.82 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 559.43 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 N/A 2000.00 1237.37 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4182 N/A 31427RUG3 2054-05-01 2.5 N/A 1000.00 799.65 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4473 N/A 31427R6K1 2051-10-01 2.5 N/A 2000.00 1603.25 Agency Mortgage-Backed Securities FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 N/A 1008.00 818.37 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6019 N/A 3133N3VL5 2049-12-01 3 N/A 1000.00 93.58 Agency Mortgage-Backed Securities FEPC 03.000 CIZA3679 N/A 31329MCQ1 2028-12-01 3 N/A 1000.00 29.94 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7986 N/A 3131XB2T5 2031-03-01 3 N/A 2498000.00 218339.77 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 N/A 31334X7B9 2049-08-01 3 N/A 1000.00 151.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3315 N/A 3133BCVG9 2052-05-01 3 N/A 1015.00 681.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1538 N/A 3132DNV75 2050-12-01 3 N/A 1000.00 608.00 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7556 N/A 3132DVMD4 2052-08-01 3 N/A 1023.00 633.01 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 N/A 3132DV4P7 2049-12-01 3 N/A 1000.00 157.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8068 N/A 3132DV6D2 2050-06-01 3 N/A 302000.00 67798.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 39000.00 25307.08 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 681.00 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1020 N/A 31427ND22 2052-06-01 3 N/A 37064729.00 28383598.10 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 N/A 1014.00 800.83 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3067 N/A 31427QMR0 2050-02-01 3 N/A 3198270.00 2602176.19 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3070 N/A 31427QMU3 2050-09-01 3 N/A 465485.00 377455.43 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4912 N/A 31427SN61 2052-08-01 3 N/A 1024.00 867.35 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 N/A 3133D3CG8 2039-10-01 3 N/A 1000.00 412.74 Agency Mortgage-Backed Securities FEPC 03.500 3PRE6008 N/A 3133N3U93 2049-11-01 3.5 N/A 1003.00 67.90 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1100 N/A 3132ADGH5 2042-12-01 3.5 N/A 1024.00 119.14 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1104 N/A 3132ADGM4 2043-02-01 3.5 N/A 1040.00 154.28 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0029 N/A 3142JCA75 2040-10-01 3.5 N/A 4543110.00 3796977.94 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0098 N/A 3142JCDC1 2041-07-01 3.5 N/A 28298176.00 25893489.28 Agency Mortgage-Backed Securities FEPC 03.500 CISB1734 N/A 3132CX4T6 2041-01-01 3.5 N/A 1000.00 893.35 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 17196.20 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0669 N/A 3133B9W67 2052-04-01 3.5 N/A 95000.00 78925.06 Agency Mortgage-Backed Securities FEPC 03.500 CLQY5966 N/A 31426QTY9 2055-06-01 3.5 N/A 360312.00 253998.49 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7189 N/A 3133KN7A5 2052-04-01 3.5 N/A 1000.00 645.41 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 67113.84 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1216.69 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 1000.00 599.15 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 355581.95 Agency Mortgage-Backed 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Mortgage-Backed Securities FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 N/A 285970.00 24485.62 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4698 N/A 3132A5GF6 2047-01-01 3.5 N/A 1000.00 135.47 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 N/A 1015.00 113.51 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 133.82 Agency Mortgage-Backed Securities FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 N/A 92999.00 46234.41 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 N/A 96000.00 60280.50 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0520 N/A 3132DMSH9 2050-12-01 4 N/A 140000.00 45086.03 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2932 N/A 3132DQHH2 2053-04-01 4 N/A 2025000.00 1438886.23 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 N/A 1000.00 703.29 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 5000.00 3558.91 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 N/A 41000.00 34445.02 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8488 N/A 3132DWND1 2055-01-01 4 N/A 1000.00 837.04 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0443 N/A 3131XTP46 2045-11-01 4 N/A 2819.00 259.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZM3603 N/A 3131XXAC5 2047-07-01 4 N/A 1000.00 84.18 Agency Mortgage-Backed Securities FEPC 04.500 CIQO2611 N/A 3133WL3U6 2039-10-01 4.5 N/A 2286980.00 1679251.97 Agency Mortgage-Backed Securities FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 N/A 1000.00 905.28 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 550.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 688.34 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7969 N/A 3133BH2A3 2052-08-01 4.5 N/A 1000.00 675.13 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2231.06 Agency Mortgage-Backed Securities FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 N/A 6000.00 4984.13 Agency Mortgage-Backed Securities FEPC 04.500 CLQI4185 N/A 3133WAUJ5 2054-04-01 4.5 N/A 1908308.00 1495170.15 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 N/A 1065.00 669.37 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 2034200.00 1336199.41 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5144 N/A 3142GVWE7 2055-10-01 4.5 N/A 1008.00 931.23 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5793 N/A 3142GWNK1 2056-01-01 4.5 N/A 1111378.00 1030000.28 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 N/A 1202592.00 1117575.93 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 N/A 1855460.00 1741972.04 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6395 N/A 3142GXC96 2056-04-01 4.5 N/A 2396993.00 2249930.47 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 N/A 1000.00 705.17 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65954.00 54424.01 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 2000.00 1362.81 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 N/A 1298.00 1004.39 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 5000.00 4087.36 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8490 N/A 3132DWNF6 2055-01-01 4.5 N/A 31000.00 26021.84 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3721 N/A 31427RD31 2055-03-01 4.5 N/A 527418.00 476205.50 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4438 N/A 31427R4Y3 2056-02-01 4.5 N/A 26430402.00 24589934.65 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4558 N/A 31427SB49 2053-10-01 4.5 N/A 1120.00 1014.65 Agency Mortgage-Backed Securities FEPC 04.500 CLTA2642 N/A 3142JQ5C9 2056-01-01 4.5 N/A 2384744.00 2251137.69 Agency Mortgage-Backed Securities FEPC 04.500 CLTB8616 N/A 3142KASE3 2056-06-01 4.5 N/A 1000.00 947.73 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763896.00 2017734.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7558 N/A 3131XPMF2 2043-12-01 4.5 N/A 1092394.00 136378.13 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 145.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 2087.00 465.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 4784323.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1140.00 215.34 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 N/A 1272784.00 1209103.20 Agency Mortgage-Backed Securities FEPC 05.000 3SSF2006 N/A 3133SPGP9 2047-05-01 5 N/A 1000.00 619.96 Agency Mortgage-Backed Securities FEPC 05.000 CISB1960 N/A 3132CYE97 2041-07-01 5 N/A 1024.00 1018.00 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40049.00 24476.71 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1200875.00 745159.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9083 N/A 3133BKCU1 2052-08-01 5 N/A 1000.00 687.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 632.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 545.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 696.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1989 N/A 3133BPF60 2052-10-01 5 N/A 1005.00 465.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 27522188.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 N/A 2000.00 1419.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6313 N/A 3133C7AN7 2053-07-01 5 N/A 2012.00 1557.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 54620.00 48064.36 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2690 N/A 3133W87B3 2054-04-01 5 N/A 1005.00 937.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 787.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQX1300 N/A 31425VNS8 2054-12-01 5 N/A 1096.00 988.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQX2439 N/A 31425WV99 2054-12-01 5 N/A 1000.00 956.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQX4668 N/A 31426AFJ2 2055-02-01 5 N/A 693129.00 623707.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 N/A 1008.00 942.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 N/A 29529479.00 27333998.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 N/A 13351536.00 12686849.22 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 N/A 1016.00 969.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4920 N/A 31427CPE7 2055-10-01 5 N/A 9160336.00 8392811.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ6914 N/A 31427GVG6 2055-11-01 5 N/A 1024.00 902.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ7977 N/A 31427H2K7 2055-11-01 5 N/A 360000.00 323764.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 4000.00 3031.65 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9263 S6XOOCT0IEG5ABCC6L87 3133KRJG0 2053-06-01 5 N/A 1024.00 749.06 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 N/A 2700215.00 2208337.12 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0918 N/A 3142GRAU4 2054-02-01 5 N/A 1008.00 632.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 N/A 1000.00 819.32 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 5048829.00 4334210.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 N/A 1277.00 1086.77 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 N/A 245663.00 206303.52 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3163 N/A 3142GTQR0 2054-12-01 5 N/A 1050.00 950.46 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 N/A 2016.00 1796.74 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3880 N/A 3142GUJ20 2055-03-01 5 N/A 22218952.00 18945538.20 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 N/A 1035.00 963.07 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5073 N/A 3142GVT76 2055-10-01 5 N/A 2547560.00 2359686.31 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 N/A 2052.00 1836.87 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5140 N/A 3142GVWA5 2055-11-01 5 N/A 2173.00 1976.62 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 N/A 10402600.00 9701850.35 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 N/A 1001.00 955.88 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5719 N/A 3142GWK99 2056-01-01 5 N/A 1241.00 1175.01 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 N/A 4096.00 3912.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 N/A 2246.00 2149.08 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6157 N/A 3142GWZX0 2056-02-01 5 N/A 1391.00 1331.48 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 N/A 489312.00 457563.09 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6191 N/A 3142GW2Z1 2056-03-01 5 N/A 1030.00 977.95 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 N/A 2064.00 1973.98 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6836 N/A 3142GXS24 2056-06-01 5 N/A 1068.00 1036.49 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0063 N/A 3142J6B93 2055-11-01 5 N/A 32373738.00 29848328.01 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 N/A 23495832.00 22064932.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 N/A 23629519.00 22522688.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 N/A 504292.00 336332.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 67094.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 1001.00 674.44 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 118765.00 94271.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 N/A 1035.00 930.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7140 N/A 3132DU4Z7 2054-12-01 5 N/A 1000.00 858.88 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 2422048.00 1589757.03 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 1000.00 688.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 2029.00 1462.55 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 2832360.00 2033239.51 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2201.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 577288.00 431445.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 95000.00 76584.98 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8468 N/A 3132DWMR1 2054-10-01 5 N/A 45997.00 37797.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 7315.00 6041.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 N/A 2000.00 1755.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 N/A 1040.00 880.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 N/A 32317103.00 27118878.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 N/A 209245.00 182267.06 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2556 N/A 31427PZW7 2055-09-01 5 N/A 3247958.00 2970343.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 N/A 1441951.00 1334451.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3280 N/A 31427QUE0 2053-07-01 5 N/A 1000.00 903.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 N/A 50743040.00 47638390.99 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 N/A 2048.00 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2056-03-01 5.5 N/A 27938552.00 25967344.21 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6333 N/A 3142GXBB2 2056-03-01 5.5 N/A 4099195.00 3858967.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6432 N/A 3142GXEE3 2056-04-01 5.5 N/A 847621.00 759247.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 N/A 2004.00 1955.03 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6839 N/A 3142GXS57 2056-06-01 5.5 N/A 5132.00 5111.63 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0076 N/A 3142J6CN1 2055-12-01 5.5 N/A 48000.00 43255.68 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0155 N/A 3142J6E58 2056-08-01 5.5 N/A 2238.00 2230.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 16961760.00 12045725.81 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3663 N/A 3132E0B84 2053-08-01 5.5 N/A 1000.00 656.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 3138626.00 2349769.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 100000.00 70095.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 N/A 1000.00 788.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6638 N/A 3132DULT2 2054-10-01 5.5 N/A 183004.00 144705.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6960 N/A 3132DUWV5 2054-11-01 5.5 N/A 2548579.00 2055039.35 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7412 N/A 3132DVGV1 2055-01-01 5.5 N/A 43992.00 35743.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 4476256.00 3889591.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 96558.00 67599.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 6564045.00 4967098.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 562025.00 426727.34 Agency 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CLSL4394 N/A 31427R3C2 2056-01-01 5.5 N/A 1111.00 1082.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 N/A 963729.00 873867.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 N/A 1031.00 1000.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 N/A 1108.00 1025.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 N/A 20010.00 19333.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5021 N/A 31427SSK5 2056-04-01 5.5 N/A 49598557.00 48588210.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5399 N/A 31427S7M4 2056-04-01 5.5 N/A 17826564.00 17218492.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5490 N/A 31427TC46 2056-06-01 5.5 N/A 14740049.00 14483765.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5864 N/A 31427TQS8 2056-07-01 5.5 N/A 330476.00 329582.78 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6066 N/A 31427TW44 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Securities FEPC 06.000 CLQY4413 N/A 31426N3X6 2055-05-01 6 N/A 154024.00 95865.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 N/A 1027.00 818.31 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 174375.00 114462.08 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 S6XOOCT0IEG5ABCC6L87 3133KSC59 2053-10-01 6 N/A 1057.00 716.54 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9994 N/A 3133KSC75 2053-10-01 6 N/A 1000.00 676.74 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 N/A 1000.00 670.36 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 N/A 1024.00 594.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 N/A 1000.00 734.52 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1718 N/A 3142GR4C1 2054-06-01 6 N/A 1178.00 722.01 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1783 N/A 3142GR6V7 2054-06-01 6 N/A 83232.00 58665.97 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2210 N/A 3142GSN46 2054-08-01 6 N/A 1000.00 643.14 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 N/A 1024.00 743.64 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 N/A 2103.00 1599.54 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2918 N/A 3142GTG42 2054-11-01 6 N/A 1024.00 829.17 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 N/A 2048.00 1659.65 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 N/A 1055.00 769.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 N/A 1024.00 821.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3727 N/A 3142GUD91 2055-03-01 6 N/A 400873.00 335025.78 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3735 N/A 3142GUEH2 2055-03-01 6 N/A 1029.00 765.60 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3890 N/A 3142GUKC6 2055-04-01 6 N/A 1122.00 933.43 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 N/A 1024.00 752.13 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 2067.00 1959.64 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 N/A 3174.00 2779.24 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4393 N/A 3142GU3B7 2055-06-01 6 N/A 15875182.00 12743478.34 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 N/A 4077348.00 3861925.56 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 N/A 3658663.00 3384279.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 18025664.00 16800059.97 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 N/A 1024.00 916.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 N/A 2048.00 1821.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 N/A 1002.00 1016.34 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6859 N/A 3142GXTR8 2056-06-01 6 N/A 1024.00 1039.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 567.97 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 10000.00 6320.89 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 N/A 1000.00 639.29 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 769.63 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 782.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1072.00 801.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6226 N/A 3132DT4K3 2054-08-01 6 N/A 13015537.00 9251049.36 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6819 N/A 3132DUSG3 2053-12-01 6 N/A 1002.00 687.59 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219853.00 23729155.36 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 568201.00 409124.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7483 N/A 3132DVJ48 2055-01-01 6 N/A 1024.00 799.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 3082891.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1001.00 578.08 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 N/A 1064.00 829.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 N/A 31427MLJ8 2055-02-01 6 N/A 28843.00 23911.86 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 N/A 2016.00 1684.64 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 2048.00 1484.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 21920008.00 19361753.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1220 N/A 31427NLA5 2055-04-01 6 N/A 1047.00 888.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 N/A 1046.00 782.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 N/A 225229.00 197928.34 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 N/A 27434636.00 25338779.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2900 N/A 31427QGJ5 2055-09-01 6 N/A 25309696.00 22936929.19 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4466 N/A 31427R6C9 2055-08-01 6 N/A 1024.00 1003.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4887 N/A 31427SND6 2054-12-01 6 N/A 12353520.00 12234324.07 Agency Mortgage-Backed Securities FEPC 06.000 CLTC1638 N/A 3130G0V84 2056-08-01 6 N/A 1003.00 1023.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4376 N/A 3133CG2H9 2053-11-01 6.5 N/A 1000.00 637.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 740.92 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6285 N/A 3133WC6W9 2054-05-01 6.5 N/A 1000.00 639.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 571.01 Agency Mortgage-Backed Securities FEPC 06.500 CLQX3964 N/A 31425YMN4 2055-01-01 6.5 N/A 2294132.00 2014062.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6657 N/A 31426CMF8 2055-02-01 6.5 N/A 3115718.00 2425982.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 N/A 1002.00 613.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7616 N/A 31426DPA4 2055-03-01 6.5 N/A 2592148.00 2147033.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 N/A 1000.00 529.45 Agency Mortgage-Backed Securities FEPC 06.500 CLQX9718 N/A 31426GYQ2 2055-02-01 6.5 N/A 1000.00 795.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ4653 N/A 31427CE33 2055-09-01 6.5 N/A 1232948.00 892507.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6133 N/A 31427DY70 2055-10-01 6.5 N/A 1178362.00 1233223.68 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0052 N/A 3142GQBW1 2053-10-01 6.5 N/A 1000.00 419.02 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 N/A 1037.00 711.51 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0954 N/A 3142GRBY5 2054-02-01 6.5 N/A 98000.00 57760.96 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 N/A 27938720.00 19833525.46 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 N/A 3773141.00 2024056.40 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4131 N/A 3142GUSV6 2055-05-01 6.5 N/A 1040.00 801.07 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4173 N/A 3142GUT78 2055-05-01 6.5 N/A 1024.00 916.28 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 N/A 21754727.00 19199059.51 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 N/A 1554.00 921.31 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 N/A 12124701.00 10270485.84 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 N/A 1024.00 879.71 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ6124 N/A 3142GWYW3 2056-02-01 6.5 N/A 1008.00 971.24 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 7434239.00 5592599.20 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 1030.00 429.50 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0614 S6XOOCT0IEG5ABCC6L87 31427MVG3 2055-03-01 6.5 N/A 1041.00 838.83 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 N/A 1024.00 837.68 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1880 N/A 31427PCS1 2053-11-01 6.5 N/A 1000.00 633.63 Agency Mortgage-Backed Securities FEPC 06.500 CLTA2646 N/A 3142JQ5G0 2056-01-01 6.5 N/A 2617910.00 2406630.08 Agency Mortgage-Backed Securities FEPC 06.500 CLTB6762 N/A 3142K8QQ3 2056-06-01 6.5 N/A 1050.00 1107.62 Agency Mortgage-Backed Securities FEPC 06.500 CLTB6768 N/A 3142K8QW0 2056-07-01 6.5 N/A 1091125.00 1146459.17 Agency Mortgage-Backed Securities FEPC 07.000 CLQX6009 N/A 31426BVB9 2055-01-01 7 N/A 7375.00 7357.53 Agency Mortgage-Backed Securities FEPC 07.000 CLQY0917 N/A 31426KAT3 2055-04-01 7 N/A 3619750.00 2693692.14 Agency Mortgage-Backed Securities FEPC 07.000 CLTB3719 N/A 3142K5DZ3 2056-05-01 7 N/A 1000.00 1055.12 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 1000.00 310.11 Agency Mortgage-Backed Securities FNMS 02.000 CICB1720 N/A 3140QL4E3 2036-09-01 2 N/A 5335446.00 2577121.31 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4206 N/A 31418DU83 2035-12-01 2 N/A 1000.00 371.73 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 N/A 1001.00 404.35 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 N/A 1000.00 429.63 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 N/A 2026.00 1008.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4393 N/A 3140L23B7 2051-03-01 2 N/A 1000.00 525.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6489 N/A 3140L5F76 2051-03-01 2 N/A 75000.00 36511.85 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 N/A 197999.00 105500.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 N/A 868680.00 366087.54 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2599356.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 375010.00 196415.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 3000.00 1620.64 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 B1V7KEBTPIMZEU4LTD58 3140QLMX1 2051-08-01 2 N/A 1099000.00 616667.46 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 N/A 3140QMH80 2051-11-01 2 N/A 1000.00 563.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 36561.50 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 N/A 3140X8P92 2050-12-01 2 N/A 1000.00 498.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8041 N/A 3140XB5B2 2051-07-01 2 N/A 499000.00 272609.34 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 1023.00 547.44 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 N/A 1012.00 553.12 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2 N/A 39636796.00 23641154.69 Agency Mortgage-Backed Securities FNMS 02.000 CTCB1071 N/A 3140QLFM3 2041-07-01 2 N/A 58573.00 33537.27 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 63826.84 Agency Mortgage-Backed Securities FNMS 02.500 CIFS8844 N/A 3140XQZJ9 2037-04-01 2.5 N/A 1014.00 649.46 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3114 N/A 31418CN83 2032-08-01 2.5 N/A 772208.00 85524.29 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 N/A 1000.00 119.97 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3896 N/A 31418DKJ0 2035-01-01 2.5 N/A 1000.00 154.46 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 N/A 1000.00 435.11 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5882 N/A 3140KRRC5 2050-11-01 2.5 N/A 332716.00 169985.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3625 N/A 3140M5A39 2051-12-01 2.5 N/A 1000.00 569.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 N/A 1000.00 568.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7528 N/A 3140QFLJ6 2050-10-01 2.5 N/A 155801.00 73489.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 1000.00 487.73 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 N/A 1002.00 530.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 26190.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1371 N/A 3140QLQZ2 2051-08-01 2.5 N/A 1000.00 551.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 37443.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2074 N/A 3140QMJU9 2051-11-01 2.5 N/A 1000.00 607.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 50000.00 30653.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2751 N/A 3140QNBV3 2052-02-01 2.5 N/A 1000.00 601.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 115918.34 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 N/A 1203.00 964.59 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5486 B1V7KEBTPIMZEU4LTD58 3140W6CY6 2052-01-01 2.5 N/A 3788036.00 3042250.13 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6569 N/A 3140XAJP8 2051-03-01 2.5 N/A 1000.00 501.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9477 N/A 3140XDQ74 2051-11-01 2.5 N/A 10874578.00 6102908.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 N/A 3140XJD67 2051-12-01 2.5 N/A 1000.00 670.31 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 N/A 240000.00 49606.52 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 N/A 31418DLS9 2050-02-01 2.5 N/A 444957.00 90774.03 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 49001.00 28014.41 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 8920.00 5691.42 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 500000.00 290515.81 Agency Mortgage-Backed Securities FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 N/A 1000.00 214.53 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 N/A 552962.00 334242.80 Agency Mortgage-Backed Securities FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 N/A 1000.00 116.40 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 N/A 1000.00 737.19 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 327.17 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 94042.15 Agency Mortgage-Backed Securities FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 N/A 50420.00 23874.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 485.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 3024.00 1986.55 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 697810.00 413552.97 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 200008.00 107549.52 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 1000.00 446.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 N/A 3140XFVY4 2052-02-01 3 N/A 12000.00 7231.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1169 N/A 3140XGJP5 2052-03-01 3 N/A 51000.00 33623.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 1000.00 586.12 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1202 N/A 3140XGKQ1 2050-09-01 3 N/A 1593000.00 861838.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1476 N/A 3140XGUA5 2052-03-01 3 N/A 1002.00 649.99 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 375000.00 59492.38 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4283 N/A 31418DXM9 2051-03-01 3 N/A 1000.00 422.61 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4415 N/A 31418D3Z3 2051-09-01 3 N/A 2092486.00 980387.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 59363.00 38625.85 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1031.00 686.15 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 386750.98 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 N/A 162372608.00 23361113.05 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 1000.00 646.63 Agency Mortgage-Backed Securities FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 N/A 2630237.00 1150174.64 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 27449.81 Agency Mortgage-Backed Securities FNMS 03.000 ZK310219 N/A 31374CSG2 2048-10-25 3 N/A 1101.00 787.61 Agency Mortgage-Backed Securities FNMS 03.500 CIBC4932 N/A 3140F0PS7 2031-03-01 3.5 N/A 1000.00 92.18 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6001 N/A 31418FU39 2041-03-01 3.5 N/A 1008.00 920.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5597 N/A 3138WFGF7 2045-08-01 3.5 N/A 1000.00 94.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7391 N/A 3138WHF98 2046-06-01 3.5 N/A 12205000.00 1307755.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7687 N/A 3138WHRH7 2046-08-01 3.5 N/A 23400438.00 5113399.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1084.00 242.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAU0955 N/A 3138X0BZ0 2043-08-01 3.5 N/A 294066.00 49072.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 179.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2697216.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 N/A 2100.00 284.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 136.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 2001.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 125318.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 170.29 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 374000.00 39841.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 24400.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4802 N/A 3140QCKQ8 2049-12-01 3.5 N/A 1001.00 279.59 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 208092.88 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 336.73 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 461.76 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3173 N/A 3140QNQ39 2052-03-01 3.5 N/A 1000.00 616.35 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 3911206.64 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3601 N/A 3140QPAB3 2052-05-01 3.5 N/A 1000.00 660.62 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 18000.00 11698.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 103803.00 66870.32 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.5 N/A 42000.00 27387.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1399.98 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 251237.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1240 N/A 3140XGLW7 2051-12-01 3.5 N/A 1000.00 600.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6043 N/A 3140XMWD4 2053-05-01 3.5 N/A 1000.00 717.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 N/A 25110.00 18474.44 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1025.00 121.57 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 N/A 31418DRA2 2050-07-01 3.5 N/A 1001.00 214.90 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 N/A 1024.00 93.73 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6167 N/A 3138ENZ93 2044-01-01 3.5 N/A 1100000.00 157047.15 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 247223.52 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 161.64 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2389447.29 Agency Mortgage-Backed Securities FNMS 03.500 REAE7768 N/A 31419JT24 2040-11-01 3.5 N/A 2200000.00 106739.94 Agency Mortgage-Backed Securities FNMS 04.000 CIBK0868 N/A 3140HD6E9 2033-06-01 4 N/A 7799170.00 647465.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 1022.00 67.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 N/A 1008.00 158.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 42431.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 178.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 N/A 5934.00 1005.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7222 N/A 3140K3AY8 2050-01-01 4 N/A 237000.00 40763.20 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 B1V7KEBTPIMZEU4LTD58 3140Q83A1 2048-05-01 4 N/A 1500000.00 238820.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 952227.78 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 179.45 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 10298.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11893579.00 7688380.29 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3612 N/A 3140QPAN7 2052-05-01 4 N/A 1120.00 715.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 30306.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 N/A 1000.00 689.01 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1083 N/A 3140W1FZ1 2053-07-01 4 N/A 1000.00 822.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5062 N/A 3140W5TU8 2053-04-01 4 N/A 2970984.00 2630284.00 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5063 N/A 3140W5TV6 2052-04-01 4 N/A 1046.00 911.45 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 N/A 2002.00 175.06 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 1000.00 104.50 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 1552249.00 1085894.28 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 N/A 26709409.00 19898560.32 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 1997.00 1488.90 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 1000.00 766.91 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5850 N/A 31418FQC4 2055-10-01 4 N/A 2391.00 2115.13 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 627.58 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 365997.00 26745.89 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4729 N/A 31418EHF0 2042-09-01 4 N/A 531996.00 317874.08 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 73303.60 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 662.67 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 B1V7KEBTPIMZEU4LTD58 3140FXGD8 2051-05-01 4 N/A 1000.00 272.87 Agency Mortgage-Backed Securities FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 N/A 741000.00 472547.06 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6152 N/A 31418FZS9 2041-08-01 4.5 N/A 1000.00 973.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8337 N/A 3140FUHP6 2047-08-01 4.5 N/A 1000.00 17.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 236.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2004 N/A 3140HFGN3 2048-04-01 4.5 N/A 20440668.00 2948029.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 121.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 24719.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 4487324.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 N/A 2000.00 1308.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 33426343.33 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 306.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5377 N/A 3140QC6P6 2050-03-01 4.5 N/A 1000.00 306.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 N/A 1000.00 668.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 33747.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 N/A 1000.00 845.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1192 N/A 3140Y7KE7 2055-10-01 4.5 N/A 494510.00 450889.08 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1426 N/A 3140Y7SQ2 2055-11-01 4.5 N/A 1152.00 1051.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0658 N/A 3140W0WU5 2054-10-01 4.5 N/A 1000.00 845.89 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2121 N/A 3140W2LB5 2055-02-01 4.5 N/A 1064.00 906.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4517 N/A 3140W5AT1 2055-02-01 4.5 N/A 32156640.00 28177147.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 5979.00 4126.42 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 1000.00 675.74 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 N/A 1000.00 634.54 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7610 N/A 3140XPN47 2054-04-01 4.5 N/A 1100.00 934.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 N/A 3140XRR56 2054-02-01 4.5 N/A 25102000.00 20412415.19 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3184 N/A 31418CRE6 2047-11-01 4.5 N/A 239574.00 28388.82 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 1000.00 651.75 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 1007.00 721.02 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5008 N/A 31418ER69 2053-05-01 4.5 N/A 1000.00 747.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 1000.00 767.28 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 N/A 27000.00 22818.93 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 1024.00 886.31 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 2567492.00 2329406.70 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 N/A 1024.00 953.48 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 N/A 1024.00 954.47 Agency Mortgage-Backed Securities FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 N/A 1322.00 1243.25 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0107 N/A 3140FXDM1 2056-06-01 4.5 N/A 365000.00 80197.83 Agency Mortgage-Backed Securities FNMS 04.500 RE916462 N/A 31411WFB8 2037-05-01 4.5 N/A 1000.00 54.57 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 97.77 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 N/A 607827.00 475736.37 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6061 N/A 31418FWX1 2041-05-01 5 N/A 26256.00 25033.33 Agency Mortgage-Backed Securities FNMS 05.000 CL735382 N/A 31402Q6T3 2035-04-01 5 N/A 3922886.00 30473.06 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1004.00 8.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 329000.00 54349.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1047 N/A 3140JHEV1 2048-10-01 5 N/A 1000.00 76.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 250052.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 N/A 1024.00 742.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBY6864 N/A 3140NPTW0 2053-07-01 5 N/A 5273.00 4267.21 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 615.82 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5270 N/A 3140QQ2C8 2052-12-01 5 N/A 2010.00 1512.55 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7398300.54 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6517 N/A 3140QSG39 2053-06-01 5 N/A 13589675.00 10005672.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 26267917.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 4033.00 3649.78 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 N/A 1002.00 855.66 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 1040.00 956.44 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1506 N/A 3140Y7U89 2055-11-01 5 N/A 1024.00 984.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2015 N/A 3140Y8GZ3 2056-02-01 5 N/A 1000.00 938.86 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 N/A 1024.00 982.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 N/A 1000.00 883.73 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6402 N/A 3140AUDG5 2054-11-01 5 N/A 1000.00 916.10 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6992 N/A 3140AUXW8 2054-12-01 5 N/A 1008.00 845.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1010 N/A 3140BDDQ0 2055-06-01 5 N/A 6036.00 5498.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 964.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 29156707.00 27334742.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4138 N/A 3140BUS45 2055-11-01 5 N/A 1000.00 962.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 N/A 4144376.00 3988960.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 969.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 935.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4273 N/A 3140U7XB3 2056-04-01 5 N/A 1014.00 986.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4306 N/A 3140U7YC0 2056-04-01 5 N/A 1006.00 974.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6096 N/A 3140U9X29 2056-04-01 5 N/A 1000.00 943.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6984 N/A 3140UAXN0 2056-07-01 5 N/A 1413396.00 1375274.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7899 N/A 3140UBX57 2056-04-01 5 N/A 1006.00 923.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8960 N/A 3140UC5W7 2056-06-01 5 N/A 892472.00 866505.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0302 N/A 3140UFKQ6 2056-06-01 5 N/A 1002.00 974.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0943 N/A 3140UGBM3 2056-05-01 5 N/A 1000.00 970.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2090 N/A 3140UHKC3 2056-07-01 5 N/A 1000.00 974.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3981 N/A 3140UKM75 2056-07-01 5 N/A 1000.00 972.20 Agency Mortgage-Backed Securities FNMS 05.000 CLDI1080 N/A 3140UUFW6 2056-08-01 5 N/A 1000.00 973.71 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2135 N/A 3140W2LR0 2055-06-01 5 N/A 2040.00 1832.50 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4637 N/A 3140W5EK6 2056-02-01 5 N/A 16694018.00 16118397.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4650 N/A 3140W5EY6 2056-02-01 5 N/A 1064.00 1010.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5 N/A 1022.00 789.82 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 2048.00 1510.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 N/A 9357925.00 6875271.70 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1001.00 816.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 1003.00 787.54 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 31000.00 25654.98 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 1025.00 860.84 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 N/A 2204255.00 1951224.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 5197715.00 4870110.80 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 N/A 1225.00 1168.39 Agency Mortgage-Backed Securities FNMS 05.000 CT257536 N/A 31371PBD1 2029-01-01 5 N/A 1015.00 2.33 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5864 N/A 31418FQS9 2045-10-01 5 N/A 127500.00 106437.25 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 71400.91 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5201 N/A 31418EX70 2038-11-01 5.5 N/A 99000.00 44081.99 Agency Mortgage-Backed Securities FNMS 05.500 CIMA6088 N/A 31418FXS1 2041-06-01 5.5 N/A 53839.00 51912.37 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 1105002.00 100281.77 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5152 N/A 3140M6WN9 2054-11-01 5.5 N/A 1000.00 889.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6985 N/A 3140MYXP2 2053-02-01 5.5 N/A 10574352.00 8159441.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1767 N/A 3140N56D1 2052-11-01 5.5 N/A 1021489.00 755717.94 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 N/A 3140N7ZM5 2052-11-01 5.5 N/A 4032.00 3016.53 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 82509.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 N/A 9075614.00 7669645.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1829 N/A 3140NJA79 2053-05-01 5.5 N/A 1312761.00 564182.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 833.26 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000004.00 7826468.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 23824123.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5231 N/A 3140QQY58 2052-12-01 5.5 N/A 431849.00 306187.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 5692040.45 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6526 N/A 3140QSHC8 2053-06-01 5.5 N/A 2000.00 1414.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 1024.00 778.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 759.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 N/A 1000.00 778.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9323 N/A 3140QVLD4 2054-10-01 5.5 N/A 1000.00 841.92 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 53990066.00 46432609.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9613 N/A 3140QVVF8 2054-12-01 5.5 N/A 51389382.00 43156111.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 1000.00 862.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 N/A 1024.00 960.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1037.00 978.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1223 N/A 3140Y7LD8 2055-10-01 5.5 N/A 1024.00 942.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 N/A 1049.00 1005.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 5384506.00 5065552.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2675 N/A 3140Y86M3 2056-05-01 5.5 N/A 1000.00 984.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3047 N/A 3140Y9L51 2056-07-01 5.5 N/A 1152.00 1159.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 N/A 1120.00 1104.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3013 N/A 3140ACK36 2054-05-01 5.5 N/A 1000.00 819.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6970 N/A 3140AGW83 2054-08-01 5.5 N/A 1000.00 790.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDD0527 N/A 3140B0SR0 2055-02-01 5.5 N/A 1001.00 954.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1784.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8050 N/A 3140BL5L2 2055-09-01 5.5 N/A 1000.00 985.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8977 N/A 3140BM6P0 2055-10-01 5.5 N/A 1074.00 1000.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7342 N/A 3140UBEQ2 2056-04-01 5.5 N/A 1002.00 1002.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0524 N/A 3140UFSN5 2056-06-01 5.5 N/A 2018.00 2005.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2722 N/A 3140UJAY2 2056-06-01 5.5 N/A 1033.00 1030.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5840 N/A 3140UMP29 2056-07-01 5.5 N/A 1000.00 1001.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6381 N/A 3140UNCT2 2056-07-01 5.5 N/A 2003.00 1983.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6676 N/A 3140UNM20 2056-07-01 5.5 N/A 1215912.00 1214268.49 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 3832593.11 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 72611584.00 61313121.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2421 N/A 3140W2VP3 2055-07-01 5.5 N/A 1603784.00 1434761.65 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 N/A 1000.00 920.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5494 N/A 3140W6C83 2055-08-01 5.5 N/A 1000.00 985.83 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6658 N/A 3140W7MG2 2056-08-01 5.5 N/A 1067.00 1073.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 N/A 1000.00 666.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 N/A 174720.00 119195.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 701.79 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 4474417.00 3022445.00 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 76472643.00 49947922.73 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 1000.00 679.77 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2073.00 1379.67 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 1000.00 676.61 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 1003.00 688.58 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 1000.00 713.89 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1146.00 808.77 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 N/A 1000.00 741.88 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 N/A 5767965.00 4344521.76 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1039.00 854.81 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0341 N/A 3140FXLX8 2059-01-01 5.5 N/A 1000.00 446.67 Agency Mortgage-Backed Securities FNMS 05.500 NPAE0287 N/A 31419AJ99 2038-02-01 5.5 N/A 3109496.00 52940.32 Agency Mortgage-Backed Securities FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 N/A 63683725.00 1003462.75 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 420263.28 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5036 N/A 3140M6S20 2054-10-01 6 N/A 1000.00 819.51 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9533 N/A 3140NESX4 2053-03-01 6 N/A 1000.00 403.87 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2493 N/A 3140NJXX7 2053-05-01 6 N/A 7786000.00 6058461.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 B1V7KEBTPIMZEU4LTD58 3140NNPZ2 2053-07-01 6 N/A 1024.00 560.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 8727259.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 33742198.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 31261272.00 19663838.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 N/A 1000.00 695.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 827.82 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 1129.00 818.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 3704514.00 2498196.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 48997128.00 38284257.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8858 N/A 3140QUZY5 2054-07-01 6 N/A 1000.00 721.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9338 N/A 3140QVLU6 2054-10-01 6 N/A 1120.00 899.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 N/A 1040.00 909.20 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 N/A 1000.00 989.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2912 N/A 3140Y9GW8 2056-06-01 6 N/A 1019.00 1038.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 235506.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7832712.00 6760868.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5014 N/A 3140AESC4 2054-06-01 6 N/A 1002.00 874.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0299 N/A 3140AMKM2 2054-08-01 6 N/A 61000.00 48077.95 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3258 N/A 3140AQTQ5 2054-09-01 6 N/A 1032.00 784.89 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8162 N/A 3140B9B81 2055-05-01 6 N/A 93062.00 86090.78 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3725 N/A 3140BGD75 2055-06-01 6 N/A 1000.00 1019.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6385 N/A 3140BXCX2 2055-12-01 6 N/A 1000.00 917.64 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9370 N/A 3140U1MU6 2056-01-01 6 N/A 76916.00 56665.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2562 N/A 3140W2Z46 2055-08-01 6 N/A 1038.00 906.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2579 N/A 3140W22M2 2055-08-01 6 N/A 15158301.00 12438067.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6079 N/A 3140W6XH0 2056-05-01 6 N/A 1226.00 1215.43 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6111 N/A 3140W6YH9 2055-09-01 6 N/A 1000.00 993.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6117 N/A 3140W6YP1 2056-05-01 6 N/A 1023.00 1041.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 1023.00 761.74 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 55488937.00 30980707.55 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 1088.00 578.68 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 2366.00 1344.17 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 6661038.00 3633263.75 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 80620.00 45980.29 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 1545.00 855.53 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5222 N/A 31418EYU8 2043-12-01 6 N/A 75000.00 30703.19 Agency Mortgage-Backed Securities FNMS 06.500 CICC3277 N/A 3140Y9UB8 2041-08-01 6.5 N/A 1000.00 1041.25 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4936 N/A 3140M6PW7 2054-08-01 6.5 N/A 1082.00 819.28 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5330 N/A 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 11044766.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1054.00 476.85 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8555 N/A 3140QUQH2 2054-05-01 6.5 N/A 68366000.00 45248213.69 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 10509904.00 7687865.71 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0413 N/A 3140Y6N71 2055-05-01 6.5 N/A 1024.00 870.51 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1067 N/A 3140Y7FH6 2055-09-01 6.5 N/A 2267.00 1917.74 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2408 N/A 3140Y8VA1 2056-04-01 6.5 N/A 99234.00 101034.44 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 N/A 3643862.00 3363127.44 Agency Mortgage-Backed Securities FNMS 06.500 CLDC3954 N/A 3140ARMC1 2054-10-01 6.5 N/A 2574200.00 1738628.42 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4639 N/A 3140ASEM6 2054-09-01 6.5 N/A 223980.00 209232.36 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4785 N/A 3140B5J73 2055-03-01 6.5 N/A 1000.00 662.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4681 N/A 3140BVFX3 2055-11-01 6.5 N/A 3063200.00 2423916.52 Agency Mortgage-Backed Securities FNMS 06.500 CLDH4024 N/A 3140UKPJ6 2056-05-01 6.5 N/A 1000.00 1083.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1134 N/A 3140W1HL0 2054-06-01 6.5 N/A 1000.00 585.60 Agency Mortgage-Backed Securities FNMS 06.500 CLFA5113 N/A 3140W5VF8 2055-09-01 6.5 N/A 1075.00 1000.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4732 N/A 3140XLHJ0 2053-02-01 6.5 N/A 1000.00 644.44 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 N/A 1000.00 605.28 Agency Mortgage-Backed Securities FNMS 07.000 CLDD1915 N/A 3140B2DV3 2055-01-01 7 N/A 2023908.00 946604.93 Agency Mortgage-Backed Securities FNMS 07.000 CLDD5756 N/A 3140B6ME2 2055-07-01 7 N/A 1001.00 1042.10 Agency Mortgage-Backed Securities FNMS 07.000 CLDD7381 N/A 3140B8FX4 2055-04-01 7 N/A 1000.00 893.64 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7411 N/A 3140XPGV5 2054-02-01 7 N/A 47014194.00 30419094.02 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 2500000000.00 2500000000.00 0.0126 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.69000000 N/A FOR8UP27PHTHYVLBNG30 BRWP0DCM0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNCL CL DF8955 N/A 3618JS5Q3 2067-09-15 5.55 N/A 12944496.00 13172034.35 Agency Mortgage-Backed Securities GNCL CL DS0678 N/A 3618VLXF7 2068-08-15 5.5 N/A 1452544.00 1460771.69 Agency Mortgage-Backed Securities GNII BD 720540 C N/A 3620A6PZ4 2039-07-20 4 N/A 8131040.00 255867.89 Agency Mortgage-Backed Securities GNII ET DE0737 C N/A 3618J5ZA5 2063-12-20 7.5 N/A 341951.00 131489.25 Agency Mortgage-Backed Securities GNII ET DM7600 C N/A 3618LXNR7 2065-10-20 5 N/A 367480.00 357565.11 Agency Mortgage-Backed Securities GNII JM MA6084 M N/A 36179UXM9 2049-08-20 5 N/A 3900120.00 227369.88 Agency Mortgage-Backed Securities GNII RG CH1873 C N/A 3617WTCJ6 2049-07-20 5 N/A 1360094.00 529555.55 Agency Mortgage-Backed Securities GNII SF 654717 C N/A 36294NK64 2041-10-20 4 N/A 240000.00 45410.77 Agency Mortgage-Backed Securities GNII SF 759440 C N/A 36230UPZ6 2040-12-20 4 N/A 1069204.00 112134.19 Agency Mortgage-Backed Securities GNII SF AJ4687 C N/A 36183AF47 2044-08-20 4 N/A 25000.00 6485.95 Agency Mortgage-Backed Securities GNII SF CM2573 C N/A 3617YM2E1 2044-10-20 4 N/A 1045400.00 682405.29 Agency Mortgage-Backed Securities GNII SF DF2428 C N/A 3618JKVV0 2054-10-20 5 N/A 1340906.00 1284221.66 Agency Mortgage-Backed Securities GNII SF DK7719 C N/A 3618L7SG3 2055-06-20 6.5 N/A 2615216.00 1858077.30 Agency Mortgage-Backed Securities GNII SF DL0983 C N/A 3618LCCU8 2056-04-20 5.5 N/A 1605784.00 1639266.04 Agency Mortgage-Backed Securities GNII SF DL5339 C N/A 3618LG4Y0 2055-12-20 6 N/A 440380.00 421681.90 Agency Mortgage-Backed Securities GNII SF DL9867 C N/A 3618LM6C3 2056-01-20 5.5 N/A 2585736.00 2634260.09 Agency Mortgage-Backed Securities GNII SF DM3429 C N/A 3618LSY21 2055-09-20 6.5 N/A 1294298.00 1385774.51 Agency Mortgage-Backed Securities GNII SF DM4208 C N/A 3618LTU98 2055-10-20 6 N/A 1754036.00 1811273.30 Agency Mortgage-Backed Securities GNII SF DM4736 C N/A 3618LUHM1 2055-10-20 6 N/A 432486.00 410956.06 Agency Mortgage-Backed Securities GNII SF DM4895 C N/A 3618LUNL6 2056-04-20 6 N/A 5597576.00 5730604.20 Agency Mortgage-Backed Securities GNII SF DM8775 C 549300M8ZYFG0OCMTT87 3618LYXC7 2055-11-20 6.5 N/A 1040824.00 1080230.05 Agency Mortgage-Backed Securities GNII SF DN6601 C N/A 3618M9KN1 2056-03-20 6 N/A 435421.00 446653.26 Agency Mortgage-Backed Securities GNII SF DN7806 C N/A 3618MAU72 2055-10-20 6.5 N/A 1599796.00 1693917.99 Agency Mortgage-Backed Securities GNII SF DN7844 C 549300M8ZYFG0OCMTT87 3618MAWD7 2055-10-20 6 N/A 4163424.00 4363132.09 Agency Mortgage-Backed Securities GNII SF DN7851 C N/A 3618MAWL9 2055-10-20 6.5 N/A 2129436.00 2280417.97 Agency Mortgage-Backed Securities GNII SF DO3199 C N/A 3618NYRU2 2056-03-20 6.5 N/A 3663044.00 3815982.31 Agency Mortgage-Backed Securities GNII SF DO4931 C N/A 3618V1PQ6 2056-01-20 6 N/A 86459136.00 82938214.76 Agency Mortgage-Backed Securities GNII SF DP1424 C N/A 3618MFSM1 2056-01-20 5.5 N/A 1574642.00 1606055.92 Agency Mortgage-Backed Securities GNII SF DP1441 C N/A 3618MFS66 2056-01-20 6.5 N/A 1042238.00 1109549.71 Agency Mortgage-Backed Securities GNII SF DP2274 C N/A 3618MGQ33 2056-04-20 5 N/A 2864140.00 2792080.78 Agency Mortgage-Backed Securities GNII SF DP2405 C N/A 3618MGU61 2056-04-20 5.5 N/A 244552.00 245685.33 Agency Mortgage-Backed Securities GNII SF DP2625 C N/A 3618MG4J2 2056-05-20 6 N/A 567141.00 584800.64 Agency Mortgage-Backed Securities GNII SF DP2643 C N/A 3618MG5C6 2056-05-20 6 N/A 639182.00 661189.86 Agency Mortgage-Backed Securities GNII SF DP2645 C N/A 3618MG5E2 2056-05-20 6 N/A 715351.00 736589.21 Agency Mortgage-Backed Securities GNII SF DP2646 C N/A 3618MG5F9 2056-05-20 6 N/A 784756.00 804476.62 Agency Mortgage-Backed Securities GNII SF DP2648 C N/A 3618MG5H5 2056-05-20 6 N/A 716248.00 732670.23 Agency Mortgage-Backed Securities GNII SF DP2724 C N/A 3618MHAZ7 2056-06-20 6 N/A 317854.00 327099.57 Agency Mortgage-Backed Securities GNII SF DP2739 C N/A 3618MHBG8 2056-06-20 6 N/A 726107.00 751419.37 Agency Mortgage-Backed Securities GNII SF DP2758 C N/A 3618MHB37 2056-06-20 6 N/A 533884.00 547143.64 Agency Mortgage-Backed Securities GNII SF DP5142 C N/A 3618MKWB9 2056-02-20 5.5 N/A 1281746.00 1308331.56 Agency Mortgage-Backed Securities GNII SF DP5441 C N/A 3618MLBJ3 2056-04-20 6 N/A 540547.00 559517.40 Agency Mortgage-Backed Securities GNII SF DP6738 C N/A 3618MMPX5 2056-03-20 6 N/A 655587.00 639182.55 Agency Mortgage-Backed Securities GNII SF DP6875 C 549300M8ZYFG0OCMTT87 3618MMT86 2056-02-20 5.5 N/A 2120076.00 2158353.05 Agency Mortgage-Backed Securities GNII SF DP7273 C N/A 3618MNCJ8 2056-02-20 6.5 N/A 2064236.00 2220649.72 Agency Mortgage-Backed Securities GNII SF DP9363 C N/A 3618MQML5 2056-04-20 5 N/A 34762360.00 33711826.09 Agency Mortgage-Backed Securities GNII SF DQ0519 C N/A 3618MSSG6 2056-05-20 6 N/A 1794590.00 1837352.55 Agency Mortgage-Backed Securities GNII SF DQ0546 C N/A 3618MSTB6 2056-03-20 6 N/A 703858.00 726884.61 Agency Mortgage-Backed Securities GNII SF DQ3084 C N/A 3618MVM91 2056-05-20 6.5 N/A 1619754.00 1688625.87 Agency Mortgage-Backed Securities GNII SF DQ3269 C N/A 3618MVT29 2056-02-20 5 N/A 2574744.00 2343397.75 Agency Mortgage-Backed Securities GNII SF DQ4090 C N/A 3618MWRK9 2056-03-20 6 N/A 501429.00 517471.47 Agency Mortgage-Backed Securities GNII SF DQ5092 C N/A 3618MXUR8 2056-05-20 5.5 N/A 6184848.00 6222217.67 Agency Mortgage-Backed Securities GNII SF DQ5114 C N/A 3618MXVF3 2056-06-20 5.5 N/A 4657470.00 4681047.14 Agency Mortgage-Backed Securities GNII SF DQ5262 C N/A 3618MXZ36 2056-06-20 6 N/A 4819544.00 4952930.01 Agency Mortgage-Backed Securities GNII SF DQ5837 C N/A 3618MYPW1 2056-05-20 6 N/A 374186.00 387815.14 Agency Mortgage-Backed Securities GNII SF DQ6252 C N/A 3618MY5M5 2056-06-20 5.5 N/A 3065676.00 3143540.49 Agency Mortgage-Backed Securities GNII SF DQ6332 C N/A 3618N0A91 2056-05-20 6 N/A 470734.00 483762.62 Agency Mortgage-Backed Securities GNII SF DQ6820 C N/A 3618N0SH4 2056-05-20 6 N/A 549279.00 571124.55 Agency Mortgage-Backed Securities GNII SF DQ6831 C N/A 3618N0SU5 2056-05-20 6.5 N/A 1059454.00 1105476.23 Agency Mortgage-Backed Securities GNII SF DQ7416 C N/A 3618N1GZ5 2056-03-20 6.5 N/A 1022878.00 1066876.47 Agency Mortgage-Backed Securities GNII SF DQ7509 C N/A 3618N1KW7 2056-04-20 6 N/A 826225.00 851739.03 Agency Mortgage-Backed Securities GNII SF DQ7511 C N/A 3618N1KY3 2056-04-20 6 N/A 723538.00 744083.50 Agency Mortgage-Backed Securities GNII SF DQ8227 C N/A 3618N2D86 2056-04-20 6 N/A 870371.00 897767.69 Agency Mortgage-Backed Securities GNII SF DR0895 C N/A 3618V87G3 2056-06-20 6 N/A 2127116.00 2180009.46 Agency Mortgage-Backed Securities GNII SF DR2610 C N/A 3618VA3T4 2056-05-20 6 N/A 690149.00 714889.00 Agency Mortgage-Backed Securities GNII SF DR2630 C N/A 3618VA4P1 2056-05-20 6 N/A 835255.00 859305.24 Agency Mortgage-Backed Securities GNII SF DR3748 C N/A 3618VCEV3 2056-03-20 6 N/A 813985.00 842451.51 Agency Mortgage-Backed Securities GNII SF DR3901 C N/A 3618VCKN4 2056-04-20 6.5 N/A 1274106.00 1372711.62 Agency Mortgage-Backed Securities GNII SF DR3952 C N/A 3618VCL94 2056-04-20 5.5 N/A 7462016.00 7431077.40 Agency Mortgage-Backed Securities GNII SF DR4122 C N/A 3618VCSK2 2056-05-20 6 N/A 952614.00 989691.70 Agency Mortgage-Backed Securities GNII SF DR4133 C N/A 3618VCSW6 2056-06-20 6.5 N/A 2164748.00 2268468.61 Agency Mortgage-Backed Securities GNII SF DR4151 C N/A 3618VCTG0 2056-06-20 6 N/A 532015.00 546912.28 Agency Mortgage-Backed Securities GNII SF DR4414 C N/A 3618VC3X1 2055-12-20 6 N/A 238812.00 246524.70 Agency Mortgage-Backed Securities GNII SF DR4416 C 549300M8ZYFG0OCMTT87 3618VC3Z6 2055-11-20 6 N/A 263078.00 271619.34 Agency Mortgage-Backed Securities GNII SF DR4479 C N/A 3618VC6Q3 2056-03-20 6 N/A 468919.00 484145.79 Agency Mortgage-Backed Securities GNII SF DR4482 C N/A 3618VC6T7 2056-03-20 6 N/A 402033.00 414933.98 Agency Mortgage-Backed Securities GNII SF DR6409 C N/A 3618VFDN5 2056-05-20 6.5 N/A 1419762.00 1530130.70 Agency Mortgage-Backed Securities GNII SF DR6749 C N/A 3618VFQA9 2056-05-20 6 N/A 565255.00 579089.44 Agency Mortgage-Backed Securities GNII SF DR6794 C N/A 3618VFRP5 2056-06-20 5.5 N/A 383054.00 384819.40 Agency Mortgage-Backed Securities GNII SF DR6928 C N/A 3618VFVV7 2056-04-20 5.5 N/A 1313038.00 1343611.40 Agency Mortgage-Backed Securities GNII SF DR7413 C N/A 3618VGGW0 2056-05-20 6 N/A 2927720.00 3022718.10 Agency Mortgage-Backed Securities GNII SF DR8388 C N/A 3618VHJ96 2056-05-20 6.5 N/A 1022998.00 1068913.36 Agency Mortgage-Backed Securities GNII SF DR8460 C N/A 3618VHMH4 2056-04-20 6.5 N/A 1661840.00 1735517.23 Agency Mortgage-Backed Securities GNII SF DR8862 C N/A 3618VHZ31 2056-08-20 5.5 N/A 4191464.00 4229352.04 Agency Mortgage-Backed Securities GNII SF DR9700 C N/A 3618VJX54 2056-05-20 6 N/A 628540.00 653094.50 Agency Mortgage-Backed Securities GNII SF DR9795 C N/A 3618VJ3C2 2056-07-20 6 N/A 722273.00 747283.25 Agency Mortgage-Backed Securities GNII SF DR9803 C N/A 3618VJ3L2 2056-07-20 6 N/A 1337368.00 1371938.77 Agency Mortgage-Backed Securities GNII SF DR9894 C N/A 3618VJ7F1 2056-07-20 6 N/A 430990.00 445844.66 Agency Mortgage-Backed Securities GNII SF DS0553 C N/A 3618VLTJ4 2056-08-20 5.5 N/A 3011948.00 3087874.19 Agency Mortgage-Backed Securities GNII SF DS0694 C N/A 3618VLXX8 2056-08-20 5.5 N/A 1395790.00 1417527.10 Agency Mortgage-Backed Securities GNII SF DS0695 C N/A 3618VLXY6 2056-08-20 5.5 N/A 3658272.00 3708413.49 Agency Mortgage-Backed Securities GNII SF DS0696 C N/A 3618VLXZ3 2056-08-20 5.5 N/A 3555876.00 3601296.39 Agency Mortgage-Backed Securities GNII SF DS0697 C N/A 3618VLX26 2056-08-20 5.5 N/A 2632676.00 2664663.89 Agency Mortgage-Backed Securities GNII SF DS0793 C N/A 3618VL3A1 2056-06-20 6 N/A 627285.00 642828.59 Agency Mortgage-Backed Securities GNII SF DS0948 C N/A 3618VMBR3 2056-08-20 5.5 N/A 2723124.00 2798550.00 Agency Mortgage-Backed Securities GNII SF DS0951 C N/A 3618VMBU6 2056-08-20 5.5 N/A 1213382.00 1246987.02 Agency Mortgage-Backed Securities GNII SF DS0954 C N/A 3618VMBX0 2056-08-20 6 N/A 1241660.00 1304255.81 Agency Mortgage-Backed Securities GNII SF DS5140 C N/A 3618VRV90 2056-08-20 5.5 N/A 1205824.00 1215149.04 Agency Mortgage-Backed Securities GNII SF DS6687 C N/A 3618VTNC8 2056-06-20 6 N/A 1237236.00 1266804.94 Agency Mortgage-Backed Securities GNII SF DS6704 C N/A 3618VTNV6 2056-05-20 6 N/A 810294.00 835494.74 Agency Mortgage-Backed Securities GNII SF DS6765 C N/A 3618VTQS0 2056-06-20 6 N/A 575159.00 589109.98 Agency Mortgage-Backed Securities GNII SF DS6833 C N/A 3618VTSW9 2056-06-20 6 N/A 423941.00 434805.24 Agency Mortgage-Backed Securities GNII SF DS6834 C N/A 3618VTSX7 2056-06-20 6 N/A 639366.00 660935.84 Agency Mortgage-Backed Securities GNII SF DS7319 C N/A 3618VUDY8 2056-07-20 6 N/A 1348196.00 1413664.23 Agency Mortgage-Backed Securities GNII SF DS8770 C N/A 3618VVW74 2056-06-20 6 N/A 4408504.00 4512322.16 Agency Mortgage-Backed Securities GNII SF DT0495 C N/A 3618VYRQ2 2056-07-20 6.5 N/A 1277216.00 1381160.52 Agency Mortgage-Backed Securities GNII SF DT0981 C N/A 3618W0CS7 2056-06-20 6.5 N/A 3029912.00 3170935.57 Agency Mortgage-Backed Securities GNII SF DT1015 C N/A 3618W0DU1 2056-06-20 6 N/A 675828.00 704055.31 Agency Mortgage-Backed Securities GNII SF DT1037 C N/A 3618W0EJ5 2056-07-20 6.5 N/A 1967658.00 2058320.68 Agency Mortgage-Backed Securities GNII SF DT1229 C N/A 3618W0LJ7 2056-08-20 6.5 N/A 7190480.00 7775128.34 Agency Mortgage-Backed Securities GNII SF DT3060 C N/A 3618W2MH6 2056-08-20 5.5 N/A 294392.00 297053.11 Agency Mortgage-Backed Securities GNII SF DT3094 C N/A 3618W2NK8 2056-06-20 6 N/A 729755.00 754354.91 Agency Mortgage-Backed Securities GNII SF DT3237 C N/A 3618W2S23 2056-08-20 5.5 N/A 3683396.00 3712915.96 Agency Mortgage-Backed Securities GNII SF DT3287 C N/A 3618W2UL8 2056-08-20 6 N/A 2514196.00 2606492.14 Agency Mortgage-Backed Securities GNII SF DT5070 C N/A 3618W4T36 2056-06-20 6 N/A 440127.00 454698.11 Agency Mortgage-Backed Securities GNII SF DT5072 C N/A 3618W4T51 2056-06-20 6 N/A 451564.00 462357.49 Agency Mortgage-Backed Securities GNII SF DT6110 C N/A 3618W5YF0 2056-06-20 5.5 N/A 2571908.00 2597074.33 Agency Mortgage-Backed Securities GNII SF DT6111 C N/A 3618W5YG8 2056-06-20 5.5 N/A 1742916.00 1757069.17 Agency Mortgage-Backed Securities GNII SF DT6167 C N/A 3618W5Z85 2056-07-20 6 N/A 25753800.00 26794735.42 Agency Mortgage-Backed Securities GNII SF DU3565 C N/A 3618WE6A3 2056-08-20 5.5 N/A 3135224.00 3163567.47 Agency Mortgage-Backed Securities GNII SF DU3570 C N/A 3618WE6F2 2056-08-20 5.5 N/A 5811304.00 5863828.50 Agency Mortgage-Backed Securities GNII SF DU3571 C N/A 3618WE6G0 2056-08-20 5.5 N/A 10806496.00 10904179.52 Agency Mortgage-Backed Securities GNII SF DU3619 C N/A 3618WFAU1 2056-08-20 6.5 N/A 1864056.00 1950225.10 Agency Mortgage-Backed Securities GNII SF DU3835 C N/A 3618WFHL4 2056-08-20 6 N/A 1720064.00 1783212.71 Agency Mortgage-Backed Securities GNII SF DU3838 C N/A 3618WFHP5 2056-08-20 6 N/A 1796010.00 1845188.35 Agency Mortgage-Backed Securities GNII SF DU5971 C N/A 3618WHT45 2056-08-20 6 N/A 1660972.00 1708522.31 Agency Mortgage-Backed Securities GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 N/A 606547968.00 317619092.15 Agency Mortgage-Backed Securities GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 N/A 173709568.00 88737372.73 Agency Mortgage-Backed Securities GNII SF MA8429 M N/A 36179XLJ3 2052-10-20 5.5 N/A 100000000.00 60477568.46 Agency Mortgage-Backed Securities GNII SF MA9965 M N/A 36180ACA9 2054-10-20 5.5 N/A 41660000.00 28953544.33 Agency Mortgage-Backed Securities GNII SF MB0305 M N/A 3618N5KT5 2055-03-20 4 N/A 56446.00 49568.44 Agency Mortgage-Backed Securities GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.5 N/A 6000000.00 4729426.40 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 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Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2020-3 M-1 20600426 4.75000 N/A 35564CHL4 2060-04-26 4.75 N/A 340000.00 19104.86 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W18 1-A-7 20430825 5.80700 N/A 31393UNR0 2043-08-25 5.807 N/A 28500000.00 5692990.28 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W6 1-A4-2 20421025 4.95000 N/A 31393BT54 2042-10-25 4.95 N/A 14249936.00 647629.83 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2004-W1 1-A-7 20431125 5.68100 N/A 31393U4J9 2043-11-25 5.681 N/A 5000000.00 982553.81 Agency Collateralized Mortgage Obligation FNRA CL001A2 R17M001 N/A 3136AUG21 2026-10-25 2.499129 N/A 5890000.00 3240744.11 Agency Collateralized Mortgage Obligation FNRA CL003A2 R17M003 N/A 3136AVYL7 2026-12-25 2.558586 N/A 24880000.00 10402611.68 Agency Collateralized Mortgage Obligation FNRA CL007A2 R18M007 N/A 3136B1K86 2028-03-25 3.12725 N/A 23032400.00 18256692.73 Agency Collateralized Mortgage Obligation FNRA 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CIAS7272 N/A 3138WHCJ9 2031-06-01 2.5 N/A 250000.00 21000.69 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7638 N/A 3138WHPY2 2031-07-01 2.5 N/A 412000.00 36002.72 Agency Mortgage-Backed Securities FNMS 02.500 CIAT2062 N/A 3138WPJG0 2028-04-01 2.5 N/A 4000.00 85.76 Agency Mortgage-Backed Securities FNMS 02.500 CIAU2619 N/A 3138X14D5 2028-08-01 2.5 N/A 875000.00 23320.98 Agency Mortgage-Backed Securities FNMS 02.500 CIAU6677 N/A 3138X6M36 2028-09-01 2.5 N/A 102000.00 2776.08 Agency Mortgage-Backed Securities FNMS 02.500 CIAY0544 N/A 3138YDTA7 2027-08-01 2.5 N/A 3100000.00 15510.94 Agency Mortgage-Backed Securities FNMS 02.500 CIBC0919 N/A 3140EVAV9 2031-05-01 2.5 N/A 1767536.00 180384.60 Agency Mortgage-Backed Securities FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 N/A 490000.00 55734.36 Agency Mortgage-Backed Securities FNMS 02.500 CIBC6175 N/A 3140F12H4 2031-07-01 2.5 N/A 30000.00 2653.61 Agency Mortgage-Backed Securities FNMS 02.500 CIBM4151 N/A 3140J8TH6 2032-06-01 2.5 N/A 1551930.00 222538.02 Agency Mortgage-Backed Securities FNMS 02.500 CIFA3649 N/A 3140W4BT3 2029-06-01 2.5 N/A 29000.00 15678.20 Agency Mortgage-Backed Securities FNMS 02.500 CIFA3650 N/A 3140W4BU0 2036-04-01 2.5 N/A 30000.00 22758.66 Agency Mortgage-Backed Securities FNMS 02.500 CIFM0057 N/A 3140X3B31 2032-05-01 2.5 N/A 38000.00 6321.56 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2261 N/A 3140X5QP1 2035-01-01 2.5 N/A 765000.00 82140.67 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2549 N/A 3140X5ZP1 2033-01-01 2.5 N/A 102000.00 14907.45 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2550 N/A 3140X5ZQ9 2033-07-01 2.5 N/A 111000.00 22040.24 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2574 N/A 3140X52G7 2035-02-01 2.5 N/A 645000.00 85292.67 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4756 N/A 3140XLJA7 2037-08-01 2.5 N/A 6000.00 3638.06 Agency Mortgage-Backed Securities FNMS 02.500 CIFS5346 N/A 3140XL5G9 2036-04-01 2.5 N/A 310000.00 134951.86 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 N/A 6000.00 719.82 Agency Mortgage-Backed Securities FNMS 02.500 CLAB7391 N/A 31417EF97 2042-12-01 2.5 N/A 961878.00 166566.33 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 N/A 1072316.00 193259.44 Agency Mortgage-Backed Securities FNMS 02.500 CLAL6851 N/A 3138EPTH7 2043-10-01 2.5 N/A 277241.00 57371.67 Agency Mortgage-Backed Securities FNMS 02.500 CLAR6322 N/A 3138W4AY7 2043-02-01 2.5 N/A 176000.00 30114.97 Agency Mortgage-Backed Securities FNMS 02.500 CLAR9188 N/A 3138W7F66 2043-03-01 2.5 N/A 10000.00 1782.33 Agency Mortgage-Backed Securities FNMS 02.500 CLAT2717 N/A 3138WQAT9 2043-05-01 2.5 N/A 60000.00 10168.92 Agency Mortgage-Backed Securities FNMS 02.500 CLBC9506 N/A 3140F5R47 2046-09-01 2.5 N/A 150000.00 48331.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 N/A 700000.00 190028.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBO6208 N/A 3140K13S3 2049-12-01 2.5 N/A 5445000.00 1367858.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3574 N/A 3140KA6L5 2051-07-01 2.5 N/A 6000.00 3591.65 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 N/A 3140KYC85 2051-05-01 2.5 N/A 13257840.00 6975709.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBR1001 N/A 3140KYDF8 2051-05-01 2.5 N/A 100000.00 53211.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4654 N/A 3140L3E49 2051-03-01 2.5 N/A 6551.00 3645.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6524 N/A 3140L5HA7 2051-04-01 2.5 N/A 15000.00 6843.09 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8283 N/A 3140L7FZ0 2051-04-01 2.5 N/A 5000.00 2358.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8896 N/A 3140L73E0 2051-04-01 2.5 N/A 7000.00 4025.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8915 N/A 3140L73Z3 2051-05-01 2.5 N/A 4000.00 2471.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0764 N/A 3140LNZ67 2051-06-01 2.5 N/A 980000.00 546701.79 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2761 N/A 3140LRB72 2051-08-01 2.5 N/A 239000.00 116262.88 Agency Mortgage-Backed Securities FNMS 02.500 CLBT4675 N/A 3140LTFR0 2051-08-01 2.5 N/A 3000.00 1697.34 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7183 N/A 3140LV6V6 2051-08-01 2.5 N/A 400000.00 194938.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 N/A 6000.00 3670.77 Agency Mortgage-Backed Securities FNMS 02.500 CLBT8452 N/A 3140LXMA0 2051-10-01 2.5 N/A 2000.00 1130.33 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 N/A 1013282.00 584335.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1114 N/A 3140M2GY2 2051-10-01 2.5 N/A 42600576.00 22772267.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4119 N/A 3140MHSH3 2052-03-01 2.5 N/A 1024.00 625.68 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5658 N/A 3140QDJC9 2050-05-01 2.5 N/A 499000.00 173251.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6028 N/A 3140QDVW1 2050-06-01 2.5 N/A 322000.00 140541.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6032 N/A 3140QDV27 2050-06-01 2.5 N/A 52000.00 21771.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6348 N/A 3140QEBS0 2050-07-01 2.5 N/A 2100000.00 762622.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6359 N/A 3140QEB50 2050-07-01 2.5 N/A 292218.00 128985.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6577 N/A 3140QEJX1 2050-08-01 2.5 N/A 77500.00 34224.59 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 N/A 3140QELR1 2050-08-01 2.5 N/A 992750.00 454782.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7028 N/A 3140QEY22 2050-09-01 2.5 N/A 569000.00 267296.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7240 N/A 3140QFBJ7 2050-10-01 2.5 N/A 5000.00 2363.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7278 N/A 3140QFCQ0 2050-10-01 2.5 N/A 1700000.00 842835.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7597 N/A 3140QFNP0 2050-11-01 2.5 N/A 305657.00 149104.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7599 N/A 3140QFNR6 2050-11-01 2.5 N/A 132000.00 64868.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7734 N/A 3140QFSY6 2050-11-01 2.5 N/A 600000.00 259547.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7963 N/A 3140QFZ51 2050-11-01 2.5 N/A 54500.00 27213.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8021 N/A 3140QF4F3 2050-12-01 2.5 N/A 1400000.00 667714.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8043 N/A 3140QF5D7 2050-12-01 2.5 N/A 445000.00 210929.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 N/A 155000.00 83431.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 400000.00 195090.17 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8592 N/A 3140QGRN9 2051-01-01 2.5 N/A 77231.00 40081.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 N/A 305000.00 161621.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9038 N/A 3140QHBG9 2051-02-01 2.5 N/A 44533.00 22416.36 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0383 N/A 3140QKM96 2051-05-01 2.5 N/A 71000.00 37440.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0388 N/A 3140QKNE4 2051-05-01 2.5 N/A 200000.00 101572.73 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0440 N/A 3140QKP28 2051-05-01 2.5 N/A 57000.00 29290.16 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1274 N/A 3140QLMY9 2051-08-01 2.5 N/A 335000.00 186388.08 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1553 N/A 3140QLWP7 2051-09-01 2.5 N/A 5503000.00 3072363.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1806 N/A 3140QMAG9 2051-10-01 2.5 N/A 63757.00 36128.51 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1866 N/A 3140QMCC6 2051-10-01 2.5 N/A 75516.00 44561.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2045 N/A 3140QMHX5 2051-11-01 2.5 N/A 1300000.00 729948.22 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2284 N/A 3140QMRE6 2051-12-01 2.5 N/A 591000.00 320167.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 N/A 3140QMU28 2051-12-01 2.5 N/A 21000.00 13481.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 9000.00 5517.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 49000.00 29240.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2621 N/A 3140QM4F8 2052-01-01 2.5 N/A 320129.00 183408.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 400000.00 229230.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2633 N/A 3140QM4T8 2052-01-01 2.5 N/A 270840.00 151447.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2635 N/A 3140QM4V3 2052-01-01 2.5 N/A 214247.00 125553.15 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2638 N/A 3140QM4Y7 2052-01-01 2.5 N/A 2467292.00 1492226.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2854 N/A 3140QNE40 2052-02-01 2.5 N/A 76552.00 43881.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2868 N/A 3140QNFJ6 2052-02-01 2.5 N/A 3796000.00 2147237.80 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3044 N/A 3140QNL26 2052-03-01 2.5 N/A 260000.00 152440.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 N/A 3140QNL75 2052-03-01 2.5 N/A 161000.00 102835.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3103 N/A 3140QNNV0 2052-03-01 2.5 N/A 280000.00 170225.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 3000.00 1787.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1172 N/A 3140W1JS3 2051-10-01 2.5 N/A 3411844.00 2536633.53 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 N/A 46000.00 35959.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3373 N/A 3140W3XB0 2053-07-01 2.5 N/A 54000.00 42025.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5161 N/A 3140W5WX8 2052-04-01 2.5 N/A 5790792.00 4629261.53 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5162 N/A 3140W5WY6 2051-06-01 2.5 N/A 1791574.00 1444173.14 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5181 N/A 3140W5XK5 2052-04-01 2.5 N/A 13643040.00 10951344.09 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2629 N/A 3140X54P5 2050-03-01 2.5 N/A 275000.00 92136.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3165 N/A 3140X6QT1 2047-12-01 2.5 N/A 184000.00 56272.59 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3429 N/A 3140X6Y39 2050-06-01 2.5 N/A 380000.00 115957.08 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4070 N/A 3140X7QY8 2050-08-01 2.5 N/A 58643840.00 25085260.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4140 N/A 3140X7S67 2050-09-01 2.5 N/A 1500000.00 677737.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4344 N/A 3140X7ZJ1 2050-09-01 2.5 N/A 31770464.00 11502807.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5024 N/A 3140X8SN8 2050-12-01 2.5 N/A 1125000.00 547532.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5349 N/A 3140X85K9 2051-01-01 2.5 N/A 150000.00 61983.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5608 N/A 3140X9GS8 2051-01-01 2.5 N/A 1018408.00 539607.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7398 N/A 3140XBGG9 2051-06-01 2.5 N/A 25000.00 13007.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8025 N/A 3140XB4K3 2051-07-01 2.5 N/A 100000.00 53329.88 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8248 N/A 3140XCEW4 2051-08-01 2.5 N/A 15000.00 6979.73 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8745 N/A 3140XCWF1 2051-09-01 2.5 N/A 760000.00 456087.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8779 N/A 3140XCXH6 2051-09-01 2.5 N/A 374000.00 207528.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 N/A 100000.00 57127.98 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9876 N/A 3140XD6N1 2051-12-01 2.5 N/A 48000.00 28271.95 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0024 N/A 3140XFA27 2051-09-01 2.5 N/A 160000.00 76833.72 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0026 N/A 3140XFA43 2051-11-01 2.5 N/A 134450.00 69964.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0193 N/A 3140XFGB1 2052-01-01 2.5 N/A 238795.00 141426.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 N/A 60000.00 31510.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0392 N/A 3140XFNJ6 2052-01-01 2.5 N/A 18000.00 11492.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0439 N/A 3140XFPZ8 2052-01-01 2.5 N/A 240000.00 134250.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0523 N/A 3140XFSM4 2052-02-01 2.5 N/A 500000.00 298862.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 N/A 100000.00 55251.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1590 N/A 3140XGXU8 2052-04-01 2.5 N/A 646000.00 371955.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 14000.00 9045.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1931 N/A 3140XHED5 2052-02-01 2.5 N/A 8000.00 4412.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2043 N/A 3140XHHV2 2052-04-01 2.5 N/A 750000.00 455797.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 N/A 10000.00 6110.54 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2321 N/A 3140XHSK4 2052-02-01 2.5 N/A 13000.00 7995.83 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 N/A 130000.00 80100.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3481 N/A 3140XJ2P7 2052-07-01 2.5 N/A 171957.00 107590.79 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4336 N/A 3140XKZA1 2052-05-01 2.5 N/A 1075000.00 695427.33 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5387 B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.5 N/A 23000.00 15988.98 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 N/A 3140XMQ66 2052-05-01 2.5 N/A 290000.00 191881.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6130 N/A 3140XMY42 2052-07-01 2.5 N/A 687000.00 462668.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6426 N/A 3140XND84 2052-03-01 2.5 N/A 36000.00 23546.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6517 N/A 3140XNG32 2052-04-01 2.5 N/A 169000.00 110084.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6631 N/A 3140XNLM4 2052-07-01 2.5 N/A 3000.00 2104.88 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6700 N/A 3140XNNS9 2052-01-01 2.5 N/A 79000.00 52312.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7757 N/A 3140XPTP4 2052-02-01 2.5 N/A 1200000.00 832594.73 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8852 N/A 3140XQZS9 2052-04-01 2.5 N/A 4000.00 2846.69 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9143 N/A 3140XRER2 2052-01-01 2.5 N/A 166000.00 112974.46 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9366 N/A 3140XRMQ5 2052-04-01 2.5 N/A 13000.00 9151.90 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3870 N/A 31418DJQ6 2049-12-01 2.5 N/A 1202000.00 256070.93 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 N/A 1090000.00 225296.27 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3964 N/A 31418DMN9 2050-03-01 2.5 N/A 1000000.00 191392.25 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 775000.00 212932.68 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4210 N/A 31418DVC3 2050-12-01 2.5 N/A 1553196.00 642370.98 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4282 N/A 31418DXL1 2051-03-01 2.5 N/A 626234.00 281737.38 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 N/A 2028000.00 1023575.50 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 N/A 26497360.00 13999711.43 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 N/A 96169.00 51025.42 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 N/A 2948500.00 1740402.44 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 8134640.00 5190321.41 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 N/A 19000.00 12174.80 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4652 N/A 31418EE22 2052-07-01 2.5 N/A 8082352.00 5237387.45 Agency Mortgage-Backed Securities FNMS 02.500 CNCA6176 N/A 3140QD2J2 2030-06-01 2.5 N/A 750000.00 128042.25 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2829 N/A 31418CEB6 2026-12-01 2.5 N/A 292000.00 864.83 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3906 N/A 3138E8KU5 2027-03-01 3 N/A 299000.00 1188.61 Agency Mortgage-Backed Securities FNMS 03.000 CIAL2605 N/A 3138EJ3P1 2027-06-01 3 N/A 820000.00 2953.89 Agency Mortgage-Backed Securities FNMS 03.000 CIAL3155 N/A 3138EKQH1 2027-12-01 3 N/A 1150000.00 10787.40 Agency Mortgage-Backed 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03.000 CIFM3522 N/A 3140X64G3 2035-02-01 3 N/A 4750.00 906.07 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4427 N/A 3140X74M8 2034-07-01 3 N/A 155000.00 23613.03 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4726 N/A 3140X8HC4 2034-11-01 3 N/A 630000.00 107517.71 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8297 N/A 3140XCGF9 2035-12-01 3 N/A 325000.00 96220.48 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8726 N/A 3140XCVU9 2034-11-01 3 N/A 1933394.00 82734.86 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4692 N/A 3140XLGA0 2037-04-01 3 N/A 650000.00 287032.94 Agency Mortgage-Backed Securities FNMS 03.000 CIMA2997 N/A 31418CKK9 2032-05-01 3 N/A 104000.00 9264.21 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3090 N/A 31418CNG5 2032-08-01 3 N/A 1350000.00 120385.18 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3283 N/A 31418CUH5 2033-02-01 3 N/A 160000.00 15988.92 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 250000.00 32636.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAB5463 N/A 31417CB95 2042-06-01 3 N/A 19000.00 1919.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAB6212 N/A 31417C3W3 2042-09-01 3 N/A 470000.00 57051.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7846 N/A 31417EWG2 2043-02-01 3 N/A 479000.00 82315.61 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7931 N/A 31417EY54 2043-02-01 3 N/A 16000.00 2781.83 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8719 N/A 31417FVM7 2043-03-01 3 N/A 580000.00 57198.13 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8839 N/A 31417FZD3 2043-03-01 3 N/A 401400.00 67628.97 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8881 N/A 31417F2P2 2043-04-01 3 N/A 2535000.00 434175.19 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8899 N/A 31417F3H9 2043-04-01 3 N/A 850000.00 114574.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9441 N/A 31417GP34 2043-05-01 3 N/A 370137.00 48670.13 Agency Mortgage-Backed Securities 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7030.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAR0938 N/A 3138NXBG1 2043-01-01 3 N/A 51918.00 3129.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAR1183 N/A 3138NXJ57 2043-01-01 3 N/A 117502.00 24603.84 Agency Mortgage-Backed Securities FNMS 03.000 CLAR1910 N/A 3138NYDQ5 2043-01-01 3 N/A 269932.00 50042.60 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2904 N/A 3138W0GN3 2043-01-01 3 N/A 343698.00 46050.23 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3682 N/A 3138W1CU9 2043-01-01 3 N/A 67091.00 9542.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3691 N/A 3138W1C54 2043-02-01 3 N/A 97079.00 20036.74 Agency Mortgage-Backed Securities FNMS 03.000 CLAR5360 N/A 3138W25W1 2043-02-01 3 N/A 91960.00 14871.96 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6380 N/A 3138W4CS8 2043-02-01 3 N/A 325000.00 54430.20 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6839 N/A 3138W4S51 2043-02-01 3 N/A 54029.00 8639.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6840 N/A 3138W4S69 2043-02-01 3 N/A 72487.00 10985.21 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0044 N/A 3138W9BN9 2043-07-01 3 N/A 332000.00 44021.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0203 N/A 3138W9GM6 2043-08-01 3 N/A 757020.00 147493.69 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0516 N/A 3138W9SE1 2043-09-01 3 N/A 505510.00 79929.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5170 N/A 3138WEW88 2045-06-01 3 N/A 800000.00 176300.84 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7729 N/A 3138WHST0 2046-08-01 3 N/A 56000.00 11860.43 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 745000.00 116809.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8301 N/A 3138WJGK8 2046-11-01 3 N/A 3000.00 686.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8471 N/A 3138WJMV7 2046-12-01 3 N/A 690000.00 164030.48 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 661000.00 123810.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2720 N/A 3138WQAW2 2043-05-01 3 N/A 837500.00 121798.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2724 N/A 3138WQA28 2043-05-01 3 N/A 28000.00 3387.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 N/A 37500.00 4217.49 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3735 N/A 3138X3EH1 2043-08-01 3 N/A 347500.00 52146.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3736 N/A 3138X3EJ7 2043-08-01 3 N/A 63000.00 9137.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBC2817 N/A 3140EXDX8 2046-09-01 3 N/A 49000.00 9785.82 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4745 N/A 3140F0HX5 2046-10-01 3 N/A 15000.00 3841.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8104 N/A 3140FGAE9 2046-10-01 3 N/A 800000.00 205960.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBE4442 N/A 3140FP5C9 2046-11-01 3 N/A 405000.00 75663.52 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3259 N/A 3140J7TR6 2046-03-01 3 N/A 1540000.00 408929.07 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5186 N/A 3140J9XQ9 2047-08-01 3 N/A 500000.00 108783.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1314 N/A 3140JVN81 2049-08-01 3 N/A 120000.00 38822.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2957 N/A 3140JXJB5 2049-09-01 3 N/A 35000.00 10279.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8944 N/A 3140K45E6 2050-01-01 3 N/A 198000.00 35679.46 Agency Mortgage-Backed Securities FNMS 03.000 CLBU9893 N/A 3140MB7F3 2052-01-01 3 N/A 4271288.00 2122982.66 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3162 N/A 3140MGQQ7 2052-05-01 3 N/A 455000.00 253591.47 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 N/A 25000.00 14065.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 N/A 350000.00 205186.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4536 N/A 3140QCBE5 2049-11-01 3 N/A 10000.00 2879.01 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5216 N/A 3140QCYN0 2050-02-01 3 N/A 543000.00 185847.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 810000.00 532110.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1637 N/A 3140QLZB5 2051-09-01 3 N/A 540000.00 267282.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1878 N/A 3140QMCQ5 2051-10-01 3 N/A 300000.00 160573.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2545 N/A 3140QMZK3 2052-01-01 3 N/A 3000.00 1899.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 N/A 11000.00 7231.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 N/A 400000.00 230904.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFA0526 N/A 3140W0SQ9 2051-12-01 3 N/A 24418464.00 18314288.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFA0795 N/A 3140W03D5 2050-02-01 3 N/A 425000.00 327106.57 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1120 N/A 3140W1G64 2047-08-01 3 N/A 525000.00 401487.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1202 N/A 3140W1KQ5 2052-06-01 3 N/A 4000.00 2942.17 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4676 N/A 3140W5FS8 2052-07-01 3 N/A 13000.00 10733.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5167 N/A 3140W5W59 2052-07-01 3 N/A 15245660.00 12843404.36 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5170 N/A 3140W5W83 2052-08-01 3 N/A 5938168.00 4942809.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1198 N/A 3140X4KL9 2049-07-01 3 N/A 3000000.00 323236.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1339 N/A 3140X4PZ3 2049-08-01 3 N/A 1823000.00 581183.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2075 N/A 3140X5JV6 2049-12-01 3 N/A 5000.00 1562.23 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2217 N/A 3140X5PB3 2047-03-01 3 N/A 600000.00 214221.56 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3249 N/A 3140X6TF8 2050-03-01 3 N/A 1700000.00 319853.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3689 N/A 3140X7C31 2050-06-01 3 N/A 465000.00 169778.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7290 N/A 3140XBC40 2051-05-01 3 N/A 485000.00 157621.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7346 N/A 3140XBEU0 2051-05-01 3 N/A 500000.00 219391.43 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8095 N/A 3140XB7H7 2049-02-01 3 N/A 26152256.00 11190152.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 180000.00 80447.79 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8576 N/A 3140XCQ68 2050-02-01 3 N/A 3240000.00 1469508.47 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9349 N/A 3140XDL79 2051-10-01 3 N/A 5000.00 2679.57 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9573 N/A 3140XDT71 2051-11-01 3 N/A 4745000.00 2773843.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 N/A 106000.00 60938.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1097 N/A 3140XGGF0 2052-04-01 3 N/A 15000.00 9082.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1485 N/A 3140XGUK3 2046-11-01 3 N/A 105000.00 54254.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 N/A 13000.00 8016.64 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2461 N/A 3140XHWX1 2051-12-01 3 N/A 1174000.00 697225.59 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4505 N/A 3140XLAF5 2052-06-01 3 N/A 34000.00 22076.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5050 N/A 3140XLTG3 2052-06-01 3 N/A 13000.00 8907.01 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 153000.00 107476.20 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6110 N/A 3140XMYG5 2050-07-01 3 N/A 1400000.00 967577.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6358 N/A 3140XNB45 2050-11-01 3 N/A 12000.00 8094.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 N/A 12000.00 8586.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7059 N/A 3140XNZZ0 2052-07-01 3 N/A 10000.00 6928.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 N/A 246000.00 166705.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 N/A 23000.00 17227.91 Agency Mortgage-Backed Securities FNMS 03.000 CLMA1599 N/A 31418AX52 2043-09-01 3 N/A 1200000.00 171910.73 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 N/A 31418B6G6 2046-07-01 3 N/A 3133656.00 425067.67 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2863 N/A 31418CFD1 2047-01-01 3 N/A 1000.00 174.91 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3685 B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3 N/A 8794.00 778.39 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 N/A 31418DFQ0 2049-09-01 3 N/A 11168128.00 1303041.12 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4097 N/A 31418DRT1 2050-08-01 3 N/A 109000.00 28773.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 N/A 7000.00 2395.77 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 N/A 87000.00 39246.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 22000.00 14314.79 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4885 N/A 31418ENB2 2052-11-01 3 N/A 15000.00 9689.69 Agency Mortgage-Backed Securities FNMS 03.000 CNBM3384 N/A 3140J7XN0 2027-10-01 3 N/A 102786.00 699.30 Agency Mortgage-Backed Securities FNMS 03.000 CTAS8438 N/A 3138WJLU0 2036-12-01 3 N/A 59000.00 9634.33 Agency Mortgage-Backed Securities FNMS 03.000 CTFS0314 N/A 3140XFK42 2033-06-01 3 N/A 11000.00 4130.51 Agency Mortgage-Backed Securities FNMS 03.000 CTFS0516 N/A 3140XFSE2 2038-08-01 3 N/A 6000.00 2796.16 Agency Mortgage-Backed Securities FNMS 03.000 CTFS0833 N/A 3140XF4T5 2038-06-01 3 N/A 30000.00 12254.61 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1307 N/A 31418ANZ7 2033-01-01 3 N/A 600000.00 47877.64 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1338 N/A 31418APY8 2033-02-01 3 N/A 58000.00 4987.67 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1366 N/A 31418AQU5 2033-03-01 3 N/A 1118000.00 98825.71 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1401 N/A 31418ARX8 2033-04-01 3 N/A 3240000.00 287247.76 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2523 N/A 31418BYV2 2036-02-01 3 N/A 90000.00 9637.61 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2579 N/A 31418B2M7 2036-04-01 3 N/A 60000.00 5715.75 Agency Mortgage-Backed Securities FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-25 3 N/A 22000.00 12976.05 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 N/A 3138WAAH0 2028-11-01 3.5 N/A 1000.00 21.90 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 N/A 1000.00 542.87 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4667 N/A 31418EFH8 2037-07-01 3.5 N/A 6000.00 3029.60 Agency Mortgage-Backed Securities FNMS 03.500 CLAB3936 N/A 31417ALS6 2041-11-01 3.5 N/A 4000.00 219.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0981 N/A 31419BCT0 2041-03-01 3.5 N/A 3000.00 137.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2897 N/A 3138EKGF6 2043-01-01 3.5 N/A 7000.00 808.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAL4009 N/A 3138ELN33 2043-07-01 3.5 N/A 370000.00 62217.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9153 N/A 3138ERE30 2046-09-01 3.5 N/A 36728.00 7509.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0546 N/A 3138MFTC1 2042-11-01 3.5 N/A 2000.00 172.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5629 N/A 3138WFHF6 2045-08-01 3.5 N/A 9000.00 1041.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 75000.00 5954.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6191 N/A 3138WF2Z8 2045-11-01 3.5 N/A 61000.00 7547.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8684 N/A 3138WJUJ5 2047-01-01 3.5 N/A 161000.00 32796.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBD9324 N/A 3140FHLE5 2046-10-01 3.5 N/A 55000.00 14197.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3695 N/A 3140FPC98 2047-06-01 3.5 N/A 6000.00 613.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBE9612 N/A 3140FVVE3 2047-06-01 3.5 N/A 55000.00 11644.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9314 N/A 3140GYK40 2047-09-01 3.5 N/A 80000.00 10523.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5471 N/A 3140JACH9 2045-06-01 3.5 N/A 58000.00 14700.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5485 N/A 3140JACX4 2049-02-01 3.5 N/A 1000000.00 76558.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBN6257 N/A 3140JN5T3 2049-04-01 3.5 N/A 534000.00 119255.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1012 N/A 3140JVDS8 2049-08-01 3.5 N/A 20000.00 1724.63 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1464 N/A 3140JVTW2 2049-10-01 3.5 N/A 20000.00 2246.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2325 N/A 3140JWSP6 2049-09-01 3.5 N/A 40000.00 6304.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0295 N/A 3140MDKH0 2052-02-01 3.5 N/A 20000.00 10706.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5368 N/A 3140MJ6E0 2052-04-01 3.5 N/A 72000.00 49405.12 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0853 N/A 3140Q75P8 2047-12-01 3.5 N/A 654000.00 154945.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0995 N/A 3140Q8C94 2048-01-01 3.5 N/A 200000.00 51886.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0996 N/A 3140Q8DA0 2048-01-01 3.5 N/A 240000.00 51365.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 211000.00 18790.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3412 N/A 3140QNYJ5 2052-04-01 3.5 N/A 97000.00 60984.06 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 N/A 42000.00 26075.20 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 113000.00 72795.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.5 N/A 34000.00 22170.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 N/A 28000.00 21858.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 N/A 49000.00 38936.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 N/A 147173.00 121867.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1148 N/A 3140X4H25 2048-12-01 3.5 N/A 14000.00 1619.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 30000.00 6475.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3228 N/A 3140X6SS1 2047-09-01 3.5 N/A 492000.00 163799.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4324 N/A 3140X7YW3 2050-07-01 3.5 N/A 60055.00 22287.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 N/A 87000.00 30177.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4929 N/A 3140X8PP6 2048-03-01 3.5 N/A 84788000.00 23111539.97 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5127 N/A 3140X8VV6 2050-09-01 3.5 N/A 14000.00 2976.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6818 N/A 3140XASG8 2050-08-01 3.5 N/A 182000.00 68611.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7556 N/A 3140XBME7 2051-05-01 3.5 N/A 63000.00 21200.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 140000.00 42146.05 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8196 N/A 3140XCDA3 2048-12-01 3.5 N/A 14000.00 5785.66 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8404 N/A 3140XCKS6 2051-08-01 3.5 N/A 510000.00 220167.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8996 N/A 3140XC7J1 2051-09-01 3.5 N/A 75000.00 32583.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2142 N/A 3140XHLY1 2052-06-01 3.5 N/A 49000.00 31072.01 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2889 N/A 3140XJF73 2051-07-01 3.5 N/A 377000.00 225517.42 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3213 N/A 3140XJSB0 2052-07-01 3.5 N/A 63000.00 40577.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 N/A 132000.00 93131.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4228 N/A 3140XKVW7 2052-08-01 3.5 N/A 6000.00 4286.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 32000.00 22159.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 N/A 207000.00 140410.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6597 N/A 3140XNKK9 2052-08-01 3.5 N/A 7000.00 5346.09 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 N/A 95000.00 69895.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 N/A 31000.00 22317.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 N/A 20000.00 15967.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9439 N/A 3140XRPZ2 2054-11-01 3.5 N/A 75000.00 58583.31 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 N/A 31418CPE8 2047-09-01 3.5 N/A 350000.00 38987.01 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 N/A 96000.00 11915.11 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4358 N/A 31418DZY1 2051-06-01 3.5 N/A 135000.00 47626.98 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 81000.00 49495.94 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4699 N/A 31418EGH7 2052-08-01 3.5 N/A 26000.00 17947.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 N/A 405000.00 281847.40 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 N/A 5000.00 4368.86 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 4000.00 163.45 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3534 N/A 3138EK4U6 2042-12-01 3.5 N/A 1016.00 126.66 Agency Mortgage-Backed Securities FNMS 04.000 CIAK5995 N/A 3138EAUV7 2027-03-01 4 N/A 1000000.00 2168.38 Agency Mortgage-Backed Securities FNMS 04.000 CIAL0848 N/A 3138EG5J9 2026-09-25 4 N/A 340000.00 4.87 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1371 N/A 3138EHQZ8 2027-01-01 4 N/A 280000.00 441.91 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1723 N/A 3138EH4H2 2027-04-01 4 N/A 156000.00 176.45 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3353 N/A 3138EKWP6 2027-06-01 4 N/A 92000.00 323.48 Agency Mortgage-Backed Securities FNMS 04.000 CIAL4309 N/A 3138ELYF4 2028-10-01 4 N/A 2600000.00 16982.56 Agency Mortgage-Backed Securities FNMS 04.000 CIAL4502 N/A 3138EMAC5 2028-11-01 4 N/A 78000.00 1610.49 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5083 N/A 3138EMUH2 2029-02-01 4 N/A 1117000.00 1185.48 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6105 N/A 3138ENYB9 2029-12-01 4 N/A 566000.00 4575.82 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6204 N/A 3138EN3N7 2029-02-01 4 N/A 32768.00 9.21 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6841 N/A 3138EPS70 2029-02-01 4 N/A 425984.00 114.08 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7081 N/A 3138EP2P8 2029-07-01 4 N/A 2387000.00 81198.02 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7359 N/A 3138EQE99 2029-05-01 4 N/A 9912320.00 4798.31 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7387 N/A 3138EQF56 2029-07-01 4 N/A 32768.00 10.77 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7970 N/A 3138EQ2C5 2029-04-01 4 N/A 16384.00 8.68 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7971 N/A 3138EQ2D3 2027-01-01 4 N/A 147456.00 100.52 Agency Mortgage-Backed Securities FNMS 04.000 CIBM1382 N/A 3140J5RC5 2031-03-01 4 N/A 16384.00 11.67 Agency Mortgage-Backed Securities FNMS 04.000 CIBM3087 N/A 3140J7ND3 2032-12-01 4 N/A 1620000.00 111590.05 Agency Mortgage-Backed Securities FNMS 04.000 CIBM3523 N/A 3140J74H5 2031-03-01 4 N/A 16000.00 78.68 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5499 N/A 3140JADD7 2029-05-01 4 N/A 65536.00 12.59 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5296 N/A 3140JM3E0 2034-02-01 4 N/A 32000.00 7072.04 Agency Mortgage-Backed Securities FNMS 04.000 CICA3155 N/A 3140QAQH6 2034-02-01 4 N/A 1110000.00 132086.63 Agency Mortgage-Backed Securities FNMS 04.000 CICA3156 N/A 3140QAQJ2 2034-02-01 4 N/A 840000.00 86924.94 Agency Mortgage-Backed Securities FNMS 04.000 CICA3283 N/A 3140QAUH1 2034-03-01 4 N/A 185000.00 32673.76 Agency Mortgage-Backed Securities FNMS 04.000 CICA3287 N/A 3140QAUM0 2034-03-01 4 N/A 19709.00 2545.88 Agency Mortgage-Backed Securities FNMS 04.000 CICB4742 N/A 3140QQHU2 2037-09-01 4 N/A 1166000.00 574102.86 Agency Mortgage-Backed Securities FNMS 04.000 CIFM2741 N/A 3140X6BK6 2034-02-01 4 N/A 4844000.00 484325.35 Agency Mortgage-Backed Securities FNMS 04.000 CIFM3388 N/A 3140X6XS5 2034-03-01 4 N/A 2535000.00 15532.44 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 N/A 3140X8HU4 2035-03-01 4 N/A 1203000.00 261366.30 Agency Mortgage-Backed Securities FNMS 04.000 CIFM7190 N/A 3140XA7C0 2034-03-01 4 N/A 9000.00 587.38 Agency Mortgage-Backed Securities FNMS 04.000 CIFM8758 N/A 3140XCWU8 2035-03-01 4 N/A 500000.00 135269.91 Agency Mortgage-Backed Securities FNMS 04.000 CIFS0527 N/A 3140XFSR3 2034-10-01 4 N/A 2168468.00 4332.39 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3439 N/A 31418CZD9 2033-08-01 4 N/A 115000.00 6757.87 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4713 N/A 31418EGX2 2037-07-01 4 N/A 1362000.00 637409.38 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4776 N/A 31418EJW1 2037-10-01 4 N/A 500000.00 244876.16 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4797 N/A 31418EKK5 2037-11-01 4 N/A 650000.00 341316.29 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5556 N/A 31418FE60 2039-12-01 4 N/A 581000.00 429781.97 Agency Mortgage-Backed Securities FNMS 04.000 CL931446 N/A 31412PZK0 2035-03-01 4 N/A 500000.00 14752.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAB9594 N/A 31417GUU8 2043-06-01 4 N/A 200000.00 19511.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAE4592 N/A 31419FC61 2040-09-01 4 N/A 300000.00 19200.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAH7572 N/A 3138A9MW1 2041-03-01 4 N/A 295000.00 33592.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ7689 N/A 3138E0RK7 2041-12-01 4 N/A 250000.00 10010.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAK2411 N/A 3138E6VD5 2042-02-01 4 N/A 200000.00 20814.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAR1729 N/A 3138NX4P9 2043-02-01 4 N/A 124845.00 17181.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAS0317 N/A 3138W9K74 2043-08-01 4 N/A 2000000.00 89561.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2946 N/A 3138WCHY2 2044-07-01 4 N/A 268000.00 25353.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 N/A 3138WCQG1 2044-08-01 4 N/A 16976.00 911.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5082 N/A 3138WEUG2 2045-06-01 4 N/A 759387.00 95248.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5469 N/A 3138WFCF1 2045-07-01 4 N/A 426000.00 50926.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6515 N/A 3138WGGZ1 2046-01-01 4 N/A 41000.00 3135.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 86000.00 11899.97 Agency Mortgage-Backed Securities FNMS 04.000 CLAT6546 N/A 3138WUHY2 2043-06-01 4 N/A 300000.00 45947.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAT7208 N/A 3138WVAJ0 2043-06-01 4 N/A 300000.00 37893.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9839 N/A 3138WX4Z7 2043-06-01 4 N/A 100000.00 18767.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAX2501 N/A 3138Y3X71 2044-10-01 4 N/A 16000.00 1230.55 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8351 N/A 3138YNH59 2045-05-01 4 N/A 17000.00 434.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4439 N/A 3140EY4Z1 2046-04-01 4 N/A 1000000.00 64074.06 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2369 N/A 3140FMT30 2047-03-01 4 N/A 5400000.00 524564.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0197 N/A 3140H1GF1 2047-09-01 4 N/A 61891.00 7202.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9169 N/A 3140HBFK9 2048-05-01 4 N/A 117500.00 10513.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9256 N/A 3140HBJA7 2048-06-01 4 N/A 1245000.00 99960.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4815 N/A 3140HJK59 2048-09-01 4 N/A 76000.00 15761.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1909 N/A 3140J6DP9 2045-02-01 4 N/A 78122.00 14382.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 225000.00 66899.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 N/A 45000.00 5440.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 N/A 12000.00 1735.18 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0386 N/A 3140Q7NC7 2047-09-01 4 N/A 1400000.00 291789.29 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5118 N/A 3140QQVL6 2052-11-01 4 N/A 3000.00 1996.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1666 N/A 3140W1Z89 2053-06-01 4 N/A 5199128.00 4182038.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFA2288 N/A 3140W2RJ2 2050-07-01 4 N/A 87000.00 72903.95 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4331 N/A 3140W4Y50 2053-08-01 4 N/A 53000.00 46567.21 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 N/A 104694.00 16828.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 1147000.00 154551.41 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6753 N/A 3140XAQF2 2050-10-01 4 N/A 7000.00 1827.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 N/A 3140XBUL2 2049-01-01 4 N/A 320000.00 117110.28 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9043 N/A 3140XDBM7 2049-02-01 4 N/A 109000.00 44276.01 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9138 N/A 3140XDEL6 2050-03-01 4 N/A 10000.00 4335.19 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 N/A 3140XDXK7 2051-08-01 4 N/A 26000.00 10303.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS0015 N/A 3140XFAR2 2050-01-01 4 N/A 26000.00 12389.07 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1044 N/A 3140XGES4 2048-10-01 4 N/A 1600000.00 854483.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1831 N/A 3140XHA98 2052-05-01 4 N/A 245000.00 153851.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 99120.00 56351.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1948 N/A 3140XHEW3 2052-05-01 4 N/A 23000.00 15605.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6333 N/A 3140XNBB9 2052-10-01 4 N/A 605000.00 429326.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8420 N/A 3140XQLA3 2051-08-01 4 N/A 20000.00 15169.97 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 44000.00 2918.33 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 1625000.00 107720.07 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3592 N/A 31418C7E8 2049-02-01 4 N/A 97000.00 4931.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 N/A 37000.00 2238.20 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4026 N/A 31418DPL0 2050-05-01 4 N/A 27000.00 4768.74 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 106000.00 74153.56 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 106000.00 81292.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5876 N/A 31418FQ67 2055-11-01 4 N/A 7000.00 6229.18 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5942 N/A 31418FS81 2056-01-01 4 N/A 32000.00 28744.64 Agency Mortgage-Backed Securities FNMS 04.000 CTAB1763 N/A 31416W5Z1 2030-11-01 4 N/A 224000.00 4570.33 Agency Mortgage-Backed Securities FNMS 04.000 CTAL3910 N/A 3138ELKY8 2033-08-01 4 N/A 265000.00 14927.13 Agency Mortgage-Backed Securities FNMS 04.000 CTAL4778 N/A 3138EMJY8 2032-10-01 4 N/A 214998.00 8392.74 Agency Mortgage-Backed Securities FNMS 04.000 CTAL5491 N/A 3138ENC56 2034-06-01 4 N/A 4500000.00 427143.83 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6039 N/A 3138ENV97 2032-08-01 4 N/A 2201852.00 173312.38 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0534 N/A 31417YSY4 2030-10-01 4 N/A 1000000.00 12410.96 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0641 N/A 31417YWB9 2031-02-01 4 N/A 5000000.00 112921.94 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2079 N/A 31418BJZ0 2034-11-01 4 N/A 286000.00 22044.73 Agency Mortgage-Backed Securities FNMS 04.500 CIAL4898 N/A 3138EMNQ0 2027-01-01 4.5 N/A 362991.00 1.41 Agency Mortgage-Backed Securities FNMS 04.500 CIAL6132 N/A 3138ENY60 2029-03-01 4.5 N/A 131072.00 20.90 Agency Mortgage-Backed Securities FNMS 04.500 CICA3163 N/A 3140QAQR4 2034-02-01 4.5 N/A 76000.00 6518.70 Agency Mortgage-Backed Securities FNMS 04.500 CICB4995 N/A 3140QQRR8 2037-10-01 4.5 N/A 8106.00 4028.81 Agency Mortgage-Backed Securities FNMS 04.500 CICB5177 N/A 3140QQXF7 2037-11-01 4.5 N/A 3628000.00 1902104.56 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2876 N/A 3140X6FS5 2033-09-01 4.5 N/A 16000.00 27.36 Agency Mortgage-Backed Securities FNMS 04.500 CIFS2948 N/A 3140XJH22 2037-09-01 4.5 N/A 16000.00 7579.49 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4990 N/A 31418ERL6 2038-04-01 4.5 N/A 79000.00 38739.92 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5319 N/A 31418E4D9 2039-03-01 4.5 N/A 32000.00 18802.64 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5344 N/A 31418E5E6 2039-04-01 4.5 N/A 17000.00 10251.13 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5506 N/A 31418FDL8 2039-10-01 4.5 N/A 56000.00 36090.09 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5859 N/A 31418FQM2 2040-10-01 4.5 N/A 158000.00 131872.56 Agency Mortgage-Backed Securities FNMS 04.500 CL930673 N/A 31412N6J0 2039-03-01 4.5 N/A 2590368.00 100838.65 Agency Mortgage-Backed Securities FNMS 04.500 CL932745 N/A 31412RHW0 2040-04-01 4.5 N/A 3460000.00 94877.10 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1466 B1V7KEBTPIMZEU4LTD58 31416WTY8 2040-09-01 4.5 N/A 1092000.00 52983.43 Agency Mortgage-Backed Securities FNMS 04.500 CLAD9160 N/A 31418XFA1 2040-08-01 4.5 N/A 3760560.00 301336.40 Agency Mortgage-Backed Securities FNMS 04.500 CLAI5525 N/A 3138AKD71 2041-07-01 4.5 N/A 5133976.00 305446.17 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6819 N/A 3138EPSH8 2044-12-01 4.5 N/A 11000.00 770.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7660 N/A 3138EQQN5 2045-11-01 4.5 N/A 80000.00 17095.48 Agency Mortgage-Backed Securities FNMS 04.500 CLAS5952 N/A 3138WFTJ5 2045-10-01 4.5 N/A 73166.00 10690.15 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6230 N/A 3138WF4Q6 2045-11-01 4.5 N/A 64363.00 10799.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6234 N/A 3138WF4U7 2045-11-01 4.5 N/A 55228.00 10528.42 Agency Mortgage-Backed Securities FNMS 04.500 CLAS7252 N/A 3138WHBW1 2046-05-01 4.5 N/A 13000.00 406.69 Agency Mortgage-Backed Securities FNMS 04.500 CLAS7253 N/A 3138WHBX9 2046-05-01 4.5 N/A 5000.00 430.87 Agency Mortgage-Backed Securities FNMS 04.500 CLAS7568 N/A 3138WHMS8 2046-07-01 4.5 N/A 1152000.00 92151.45 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8700 N/A 3138WJU22 2047-01-01 4.5 N/A 3000.00 279.92 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9394 N/A 3138WKNL5 2047-04-01 4.5 N/A 1000000.00 77558.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9990 N/A 3138WLC43 2047-07-01 4.5 N/A 350000.00 39143.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBC2837 N/A 3140EXEK5 2046-09-01 4.5 N/A 116640.00 29329.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3631 N/A 3140FPA90 2047-05-01 4.5 N/A 1751000.00 215271.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 N/A 572000.00 47320.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6577 N/A 3140HLJX5 2048-07-01 4.5 N/A 134315.00 7115.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3362 N/A 3140J7WY7 2044-01-01 4.5 N/A 136000.00 28387.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3562 N/A 3140J75Y7 2048-02-01 4.5 N/A 55000.00 9079.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3570 N/A 3140J76G5 2046-03-01 4.5 N/A 10000.00 1832.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3846 N/A 3140J8HY2 2048-04-01 4.5 N/A 349898.00 95452.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5568 N/A 3140JAFJ2 2049-02-01 4.5 N/A 2043000.00 574244.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6491 N/A 3140MLF96 2055-12-01 4.5 N/A 7997616.00 6645028.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 7000.00 3815.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1478 N/A 3140MSUC7 2052-06-01 4.5 N/A 8818.00 6177.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7207 N/A 3140N0AH8 2052-09-01 4.5 N/A 9191.00 6317.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9897 N/A 3140N27K1 2052-10-01 4.5 N/A 300000.00 199377.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2186 N/A 3140N6NC2 2052-11-01 4.5 N/A 400000.00 318313.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1560 N/A 3140Q8WW1 2048-04-01 4.5 N/A 77000.00 10281.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1711 N/A 3140Q83V5 2048-05-01 4.5 N/A 2585000.00 272623.84 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1988 N/A 3140Q9F65 2048-07-01 4.5 N/A 25000.00 2814.79 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 N/A 182000.00 35689.41 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2055 N/A 3140Q9H97 2048-07-01 4.5 N/A 16000.00 1181.12 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2208 N/A 3140Q9N25 2048-08-01 4.5 N/A 2090000.00 200142.66 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2493 N/A 3140Q9XX6 2048-10-01 4.5 N/A 15671056.00 1103548.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2575 N/A 3140Q92H5 2048-11-01 4.5 N/A 208000.00 14747.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2729 N/A 3140QAA75 2048-11-01 4.5 N/A 2935000.00 177596.98 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2963 N/A 3140QAJH4 2049-01-01 4.5 N/A 1500000.00 78284.60 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3225 N/A 3140QASP6 2049-03-01 4.5 N/A 1000.00 85.98 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3845 N/A 3140QBHX9 2049-07-01 4.5 N/A 20000.00 3241.80 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4185 N/A 3140QBUK2 2049-09-01 4.5 N/A 1665296.00 193535.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3864 N/A 3140QPJJ7 2052-06-01 4.5 N/A 175000.00 113011.03 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3915 N/A 3140QPK55 2052-06-01 4.5 N/A 72546.00 53981.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 N/A 96000.00 64431.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4337 N/A 3140QPZB6 2052-08-01 4.5 N/A 150000.00 100443.71 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 200000.00 135062.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4393 N/A 3140QP3B1 2052-08-01 4.5 N/A 75000.00 56235.93 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4613 N/A 3140QQDT9 2052-09-01 4.5 N/A 290000.00 209602.23 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 1012900.00 754304.02 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5534 N/A 3140QREG4 2053-01-01 4.5 N/A 20000.00 14873.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5950 N/A 3140QRTG8 2053-03-01 4.5 N/A 14000.00 9631.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6051 N/A 3140QRWM1 2053-04-01 4.5 N/A 52000.00 39473.80 Agency Mortgage-Backed Securities FNMS 04.500 CLDC6985 N/A 3140AUXP3 2054-12-01 4.5 N/A 10000.00 9161.28 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1987 N/A 3140U5F50 2056-02-01 4.5 N/A 6649984.00 6238403.04 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3589 N/A 3140U67B4 2056-03-01 4.5 N/A 7948640.00 7318804.55 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2471 N/A 3140W2W98 2053-02-01 4.5 N/A 1248792.00 1065902.61 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2929 N/A 3140W3HF9 2053-06-01 4.5 N/A 455000.00 398813.67 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1458 N/A 3140X4TQ9 2049-04-01 4.5 N/A 795000.00 113839.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 N/A 400000.00 68936.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2899 N/A 3140X6GH8 2046-11-04 4.5 N/A 179000.00 50052.61 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 N/A 3140X7AV1 2050-01-01 4.5 N/A 95000.00 10982.53 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3796 N/A 3140X7GE3 2048-10-01 4.5 N/A 144000.00 38444.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5660 N/A 3140X9JE6 2049-08-01 4.5 N/A 200000.00 59287.91 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5838 N/A 3140X9PY5 2048-06-01 4.5 N/A 100000.00 24309.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFM6355 N/A 3140XABZ4 2050-08-01 4.5 N/A 206000.00 52219.56 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7311 N/A 3140XBDR8 2049-03-01 4.5 N/A 510391.00 154956.77 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7322 N/A 3140XBD49 2047-07-01 4.5 N/A 97000.00 36953.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7646 N/A 3140XBP87 2048-05-01 4.5 N/A 3000.00 1262.65 Agency Mortgage-Backed Securities FNMS 04.500 CLFM8612 N/A 3140XCSA7 2050-02-01 4.5 N/A 430000.00 151858.67 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9141 N/A 3140XDEP7 2049-06-01 4.5 N/A 9000.00 4336.86 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9498 N/A 3140XDRU2 2048-05-01 4.5 N/A 3000.00 1487.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9679 N/A 3140XDXH4 2046-09-01 4.5 N/A 62000.00 29860.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9895 N/A 3140XD7H3 2050-10-01 4.5 N/A 20000.00 10808.19 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0067 N/A 3140XFCD1 2051-09-01 4.5 N/A 300000.00 143668.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2496 N/A 3140XHX28 2052-08-01 4.5 N/A 89000.00 64044.11 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 68416.00 47217.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3036 N/A 3140XJLS0 2052-10-01 4.5 N/A 4000.00 2818.71 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 362800.00 245157.39 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 N/A 6100.00 4169.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 N/A 37331.00 26633.67 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 3685000.00 2385023.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4196 N/A 3140XKUW8 2050-10-02 4.5 N/A 845000.00 553451.26 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4480 N/A 3140XK6S4 2050-03-01 4.5 N/A 300000.00 196361.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4701 N/A 3140XLGK8 2053-04-01 4.5 N/A 350000.00 259809.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4703 N/A 3140XLGM4 2053-05-01 4.5 N/A 439047.00 299866.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 N/A 62000.00 42359.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 N/A 250000.00 194121.52 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5930 N/A 3140XMSU1 2053-07-01 4.5 N/A 20000.00 15987.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 N/A 210000.00 155785.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7078 N/A 3140XN2L7 2052-12-01 4.5 N/A 125000.00 93935.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7940 N/A 3140XPZE2 2053-09-01 4.5 N/A 400000.00 289629.95 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7980 N/A 3140XP2N8 2050-12-01 4.5 N/A 5972000.00 4467434.58 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9453 N/A 3140XRQF5 2053-08-01 4.5 N/A 68000.00 56225.91 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3008 N/A 31418CKW3 2047-05-01 4.5 N/A 25000.00 2178.80 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3073 N/A 31418CMX9 2047-07-01 4.5 N/A 24000.00 2048.80 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3184 N/A 31418CRE6 2047-11-01 4.5 N/A 5000.00 592.49 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3334 N/A 31418CV43 2048-04-01 4.5 N/A 10922544.00 1082984.27 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3358 N/A 31418CWU4 2048-05-01 4.5 N/A 1257000.00 99989.48 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 N/A 17000.00 1210.72 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3851 N/A 31418DH54 2049-11-01 4.5 N/A 303500.00 32432.01 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3908 N/A 31418DKW1 2050-01-01 4.5 N/A 3000000.00 371596.68 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4118 N/A 31418DSG8 2050-08-01 4.5 N/A 31000.00 4441.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 N/A 2096376.00 157875.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 N/A 25000.00 17105.45 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 11000.00 7169.27 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 184000.00 127083.03 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 N/A 610000.00 453596.20 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 N/A 150000.00 120632.25 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 N/A 775000.00 659222.34 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5943 N/A 31418FS99 2056-01-01 4.5 N/A 29922432.00 27381668.29 Agency Mortgage-Backed Securities FNMS 04.500 CTAB2503 N/A 31416XX96 2031-03-01 4.5 N/A 370000.00 7765.02 Agency Mortgage-Backed Securities FNMS 04.500 CTAL5063 N/A 3138EMTV3 2032-01-01 4.5 N/A 841000.00 30014.95 Agency Mortgage-Backed Securities FNMS 04.500 CTAL6159 N/A 3138ENZZ5 2032-01-01 4.5 N/A 250000.00 10418.35 Agency Mortgage-Backed Securities FNMS 04.500 CTFM7464 N/A 3140XBJJ0 2040-06-01 4.5 N/A 60000.00 21944.04 Agency Mortgage-Backed Securities FNMS 04.500 CTFS6853 N/A 3140XNTK0 2039-07-01 4.5 N/A 20543.00 13321.32 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 N/A 370000.00 3344.03 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0734 N/A 31417YY84 2031-05-01 4.5 N/A 1600000.00 34583.27 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 N/A 2925000.00 69226.59 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0792 N/A 31417Y3A3 2031-07-01 4.5 N/A 7300000.00 209759.91 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0913 N/A 31418AAP3 2031-11-01 4.5 N/A 5400000.00 177661.85 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0939 N/A 31418ABH0 2031-11-01 4.5 N/A 5600000.00 213022.44 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0968 N/A 31418ACE6 2031-12-01 4.5 N/A 1500000.00 82148.19 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3525 N/A 31418C4K7 2038-11-01 4.5 N/A 135000.00 13560.82 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3591 N/A 31418C7D0 2039-02-01 4.5 N/A 385000.00 34232.31 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5093 N/A 31418EUT5 2038-07-01 5 N/A 148000.00 72989.94 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5148 N/A 31418EWJ5 2038-09-01 5 N/A 208000.00 108904.58 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5200 N/A 31418EX62 2038-11-01 5 N/A 54000.00 30156.31 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5266 N/A 31418EZ86 2039-02-01 5 N/A 56000.00 26489.35 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5324 N/A 31418E4J6 2039-04-01 5 N/A 35000.00 19080.86 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5475 N/A 31418FCM7 2039-09-01 5 N/A 5000.00 2610.87 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 N/A 33000.00 20619.32 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 N/A 41000.00 26102.05 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5651 N/A 31418FH59 2040-03-01 5 N/A 12000.00 7404.41 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5800 N/A 31418FNS2 2040-08-01 5 N/A 2000.00 1467.02 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5951 N/A 31418FTH0 2041-01-01 5 N/A 3000.00 2659.75 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6126 N/A 31418FYY7 2041-07-01 5 N/A 850000.00 817128.85 Agency Mortgage-Backed Securities FNMS 05.000 CL190360 N/A 31368HMH3 2035-08-01 5 N/A 1486500.00 12302.30 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 57000.00 463.40 Agency Mortgage-Backed Securities FNMS 05.000 CL889974 N/A 31410KXB5 2035-09-01 5 N/A 915100.00 11156.92 Agency Mortgage-Backed Securities FNMS 05.000 CL930678 N/A 31412N6P6 2039-03-01 5 N/A 1130000.00 28466.70 Agency Mortgage-Backed Securities FNMS 05.000 CL995871 N/A 31416CJQ0 2039-07-01 5 N/A 24000.00 280.96 Agency Mortgage-Backed Securities FNMS 05.000 CLAB1251 N/A 31416WL91 2040-07-01 5 N/A 42000.00 1169.07 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9856 N/A 3138AP5S3 2041-09-01 5 N/A 570000.00 14798.65 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0672 N/A 3138EGXA7 2041-07-01 5 N/A 450000.00 33935.23 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0677 N/A 3138EGXF6 2041-07-01 5 N/A 1133000.00 65876.86 Agency Mortgage-Backed Securities FNMS 05.000 CLAS4178 N/A 3138WDUC3 2044-12-01 5 N/A 1031826.00 45015.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0875 N/A 3140HD6M1 2048-07-01 5 N/A 2036000.00 276520.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7940 N/A 3140HMZE7 2048-11-01 5 N/A 2500000.00 353159.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBK9818 N/A 3140HP4C8 2048-09-01 5 N/A 256000.00 23821.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBM4493 N/A 3140J87F4 2047-07-01 5 N/A 170000.00 35926.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 1107852.00 183012.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 811641.00 161405.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1625 N/A 3140JHYX5 2048-11-01 5 N/A 890000.00 227938.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9410 N/A 3140JSN47 2049-05-01 5 N/A 1022058.00 159860.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBP4793 N/A 3140KCKF8 2050-05-01 5 N/A 1384076.00 416668.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBR5765 N/A 3140L4MP1 2051-04-01 5 N/A 1188930.00 564421.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7914 N/A 3140LWYL5 2052-10-01 5 N/A 135000.00 89718.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBU8750 N/A 3140MAWL4 2052-06-01 5 N/A 100000.00 66837.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0044 N/A 3140MRBN6 2052-07-01 5 N/A 30000.00 16439.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 400000.00 238332.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6306 N/A 3140MYAG7 2052-08-01 5 N/A 245000.00 139187.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8524 N/A 3140N1PJ6 2052-09-01 5 N/A 2200000.00 1236752.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0091 N/A 3140N4C54 2052-10-01 5 N/A 1633000.00 1216963.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0571 N/A 3140N4T56 2052-11-01 5 N/A 9845056.00 6483645.96 Agency 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CLCB4573 N/A 3140QQCK9 2052-09-01 5 N/A 500000.00 352778.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4678 N/A 3140QQFU4 2052-09-01 5 N/A 247000.00 159718.98 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4765 N/A 3140QQJK2 2052-09-01 5 N/A 53000.00 36935.16 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4798 N/A 3140QQKL8 2052-10-01 5 N/A 261355.00 189311.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4835 N/A 3140QQLR4 2052-10-01 5 N/A 400000.00 310098.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5278 N/A 3140QQ2L8 2052-11-01 5 N/A 795000.00 548447.57 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5393 N/A 3140QQ7F6 2053-01-01 5 N/A 30000.00 21750.23 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5769 N/A 3140QRMT7 2053-02-01 5 N/A 397130.00 294461.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5837 N/A 3140QRPX5 2053-03-01 5 N/A 1236000.00 908547.40 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5897 N/A 3140QRRT2 2053-03-01 5 N/A 160000.00 119819.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6248 N/A 3140QR5J8 2053-05-01 5 N/A 183000.00 130435.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6250 N/A 3140QR5L3 2053-05-01 5 N/A 14428160.00 10309493.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 N/A 500000.00 377891.15 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6731 N/A 3140QSPR6 2053-07-01 5 N/A 5000.00 3895.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6780 N/A 3140QSRA1 2053-07-01 5 N/A 300000.00 225683.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6862 N/A 3140QSTU5 2053-08-01 5 N/A 60000.00 45106.94 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6907 N/A 3140QSU90 2053-08-01 5 N/A 285000.00 209355.54 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7046 N/A 3140QSZL8 2053-09-01 5 N/A 446000.00 341181.44 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7230 N/A 3140QTA82 2053-10-01 5 N/A 76000.00 67030.90 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7459 N/A 3140QTJD2 2053-11-01 5 N/A 99000.00 79959.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7613 N/A 3140QTN70 2053-12-01 5 N/A 14000.00 11635.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7968 N/A 3140QT2A6 2054-02-01 5 N/A 3286336.00 2781466.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8271 N/A 3140QUFM3 2054-04-01 5 N/A 300000.00 226826.24 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 N/A 1570000.00 1309533.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDC2546 N/A 3140APZL1 2054-09-01 5 N/A 1029112.00 921782.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6402 N/A 3140AUDG5 2054-11-01 5 N/A 1800000.00 1648981.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6485 N/A 3140AUF32 2054-11-01 5 N/A 3999600.00 3354977.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1888 N/A 3140UHC24 2056-04-01 5 N/A 2078836.00 2012286.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDH7936 N/A 3140UPZA3 2056-08-01 5 N/A 4704272.00 4586555.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0520 N/A 3140W0SJ5 2053-04-01 5 N/A 17000.00 14362.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1318 N/A 3140W1PC1 2054-11-01 5 N/A 8121504.00 7096983.50 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1614 N/A 3140W1YL1 2055-03-01 5 N/A 292000.00 253437.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1874 N/A 3140W2CL3 2053-04-01 5 N/A 24130368.00 21053970.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2755 N/A 3140W3BZ1 2055-05-01 5 N/A 150000.00 136689.65 Agency Mortgage-Backed Securities FNMS 05.000 CLFM0036 N/A 3140X3BE7 2049-08-01 5 N/A 18000.00 3535.41 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1147 N/A 3140X4HZ2 2049-05-01 5 N/A 2000.00 196.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1266 N/A 3140X4MQ6 2049-07-01 5 N/A 4014000.00 528428.80 Agency Mortgage-Backed Securities FNMS 05.000 CLFM3717 N/A 3140X7DX4 2049-09-01 5 N/A 5623928.00 808126.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4817 N/A 3140X8K71 2049-06-01 5 N/A 664000.00 140501.73 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4946 N/A 3140X8P84 2048-09-01 5 N/A 200000.00 55949.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFM7323 N/A 3140XBD56 2047-07-01 5 N/A 255697.00 97104.39 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8356 N/A 3140XCJA7 2050-10-01 5 N/A 2100000.00 674325.71 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 N/A 121751.00 54189.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9192 N/A 3140XDGA8 2050-06-01 5 N/A 2000000.00 711621.65 Agency Mortgage-Backed Securities FNMS 05.000 CLFS0227 N/A 3140XFHD6 2047-07-01 5 N/A 53000.00 25137.75 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1116 B1V7KEBTPIMZEU4LTD58 3140XGG29 2047-12-01 5 N/A 137000.00 60921.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 N/A 3140XGTC3 2051-01-01 5 N/A 176000.00 88523.99 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2310 N/A 3140XHR82 2048-09-01 5 N/A 2055000.00 1148111.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2409 N/A 3140XHVB0 2052-07-01 5 N/A 200000.00 127857.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2604 N/A 3140XH3N5 2052-08-01 5 N/A 695000.00 462310.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2616 N/A 3140XH4A2 2052-08-01 5 N/A 1100000.00 756659.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2649 N/A 3140XH5K9 2052-07-01 5 N/A 2400000.00 1512931.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2699 N/A 3140XH7M3 2052-08-01 5 N/A 1032462.00 712368.61 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2946 N/A 3140XJHY2 2052-10-01 5 N/A 55000.00 33370.03 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2996 N/A 3140XJKJ1 2047-07-01 5 N/A 25456.00 15343.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3120 N/A 3140XJPE7 2052-09-01 5 N/A 435000.00 280027.26 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3908 N/A 3140XKKW9 2053-02-01 5 N/A 29201400.00 23759665.69 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3978 N/A 3140XKM49 2053-01-01 5 N/A 100000.00 68147.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4522 N/A 3140XLAY4 2053-05-01 5 N/A 180000.00 134957.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 N/A 340000.00 234443.78 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5413 N/A 3140XMAP1 2053-07-01 5 N/A 155000.00 106521.47 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 N/A 56000.00 37293.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5676 N/A 3140XMJW7 2052-12-01 5 N/A 47000.00 35713.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6470 N/A 3140XNFL3 2053-11-01 5 N/A 120000.00 82136.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 N/A 468002.00 385054.79 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7890 N/A 3140XPXU8 2047-07-01 5 N/A 17000.00 12487.26 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8868 N/A 3140XQ2A4 2053-02-01 5 N/A 12700000.00 10109902.81 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 67000.00 50837.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9126 N/A 3140XRD85 2053-02-01 5 N/A 453265.00 356249.17 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3594 N/A 31418C7G3 2049-02-01 5 N/A 16000.00 1130.73 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4686 N/A 31418EF47 2052-06-01 5 N/A 1467000.00 880870.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 N/A 2327000.00 1547984.79 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 5994350.00 4237162.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 N/A 5197000.00 3639089.85 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 10340576.00 7665378.71 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 6462500.00 5074230.15 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5469 N/A 31418FCF2 2054-09-01 5 N/A 5300000.00 4446894.41 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 1338000.00 1123707.35 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 N/A 54000.00 45108.80 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 N/A 98000.00 85109.85 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0291 N/A 3138MTKD8 2054-12-01 5 N/A 10000.00 8196.74 Agency Mortgage-Backed Securities FNMS 05.000 CTBK7771 N/A 3140HMT53 2038-07-01 5 N/A 1023308.00 249669.82 Agency Mortgage-Backed Securities FNMS 05.500 CIFA1399 N/A 3140W1RV7 2040-04-01 5.5 N/A 3221.00 2589.85 Agency Mortgage-Backed Securities FNMS 05.500 CIFA2744 N/A 3140W3BN8 2038-11-01 5.5 N/A 12000.00 9628.71 Agency Mortgage-Backed Securities FNMS 05.500 CIFS6523 N/A 3140XNG99 2038-12-01 5.5 N/A 325000.00 157007.60 Agency Mortgage-Backed Securities FNMS 05.500 CIFS8578 N/A 3140XQQ83 2039-08-01 5.5 N/A 1316000.00 682238.28 Agency Mortgage-Backed Securities FNMS 05.500 CIFS8924 N/A 3140XQ4J3 2038-11-01 5.5 N/A 32306.00 20792.80 Agency Mortgage-Backed Securities FNMS 05.500 CIFS9460 N/A 3140XRQN8 2039-10-01 5.5 N/A 16000.00 10752.17 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5087 N/A 31418EUM0 2038-07-01 5.5 N/A 199000.00 97692.15 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5111 B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.5 N/A 398000.00 179733.08 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5250 N/A 31418EZQ6 2039-01-01 5.5 N/A 330000.00 144319.47 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5300 N/A 31418E3J7 2039-03-01 5.5 N/A 123430.00 55955.05 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 378000.00 178563.73 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 N/A 162000.00 73735.25 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5508 N/A 31418FDN4 2039-10-01 5.5 N/A 13000.00 6600.63 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5618 N/A 31418FG43 2040-02-01 5.5 N/A 3000.00 1705.10 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5652 N/A 31418FH67 2040-03-01 5.5 N/A 18000.00 9933.37 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5801 N/A 31418FNT0 2040-08-01 5.5 N/A 69000.00 47123.85 Agency Mortgage-Backed Securities FNMS 05.500 CL254767 N/A 31371K6C0 2033-06-01 5.5 N/A 15047.00 70.37 Agency Mortgage-Backed Securities FNMS 05.500 CL254829 N/A 31371LA66 2033-08-01 5.5 N/A 3700000.00 23217.92 Agency Mortgage-Backed Securities FNMS 05.500 CL255843 N/A 31371MEQ6 2035-08-01 5.5 N/A 8000.00 58.65 Agency Mortgage-Backed Securities FNMS 05.500 CL256022 N/A 31371MLB1 2035-12-01 5.5 N/A 15000.00 112.30 Agency Mortgage-Backed Securities FNMS 05.500 CL357342 N/A 31376J5B1 2033-02-01 5.5 N/A 28491640.00 82970.22 Agency Mortgage-Backed Securities FNMS 05.500 CL357539 N/A 31376KEL6 2034-04-01 5.5 N/A 94000.00 778.29 Agency Mortgage-Backed Securities FNMS 05.500 CL545444 N/A 31385H5D0 2031-11-01 5.5 N/A 250000.00 748.72 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 N/A 31385W4P1 2033-04-01 5.5 N/A 4160000.00 13758.29 Agency Mortgage-Backed Securities FNMS 05.500 CL555498 N/A 31385XDB0 2033-05-01 5.5 N/A 24625000.00 281612.55 Agency Mortgage-Backed Securities FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 N/A 9123328.00 31804.58 Agency Mortgage-Backed Securities FNMS 05.500 CL711203 N/A 31401LDG5 2033-05-01 5.5 N/A 70000.00 269.15 Agency Mortgage-Backed Securities FNMS 05.500 CL725256 N/A 31402CWR9 2034-02-01 5.5 N/A 3733000.00 20425.15 Agency Mortgage-Backed Securities FNMS 05.500 CL725423 N/A 31402C4G4 2034-05-01 5.5 N/A 9848336.00 58566.83 Agency Mortgage-Backed Securities FNMS 05.500 CL725424 N/A 31402C4H2 2034-04-01 5.5 N/A 1125000.00 5859.89 Agency Mortgage-Backed Securities FNMS 05.500 CL725715 N/A 31402DGY0 2034-08-01 5.5 N/A 190000.00 1425.57 Agency Mortgage-Backed Securities FNMS 05.500 CL729406 N/A 31402HKT7 2033-08-01 5.5 N/A 55413.00 82.36 Agency Mortgage-Backed Securities FNMS 05.500 CL731375 N/A 31402KQ49 2033-08-01 5.5 N/A 425573.00 5462.36 Agency Mortgage-Backed Securities FNMS 05.500 CL731967 N/A 31402LFG2 2033-09-01 5.5 N/A 26692.00 140.63 Agency Mortgage-Backed Securities FNMS 05.500 CL735141 N/A 31402QWA5 2035-01-01 5.5 N/A 5572112.00 39188.85 Agency Mortgage-Backed Securities FNMS 05.500 CL735224 N/A 31402QYV7 2035-02-01 5.5 N/A 575000.00 3698.17 Agency Mortgage-Backed Securities FNMS 05.500 CL735227 N/A 31402QYY1 2035-02-01 5.5 N/A 3761000.00 26578.27 Agency Mortgage-Backed Securities FNMS 05.500 CL735500 N/A 31402RDD8 2035-05-01 5.5 N/A 2720000.00 21436.98 Agency Mortgage-Backed Securities FNMS 05.500 CL735871 N/A 31402RQY8 2035-07-01 5.5 N/A 400000.00 3105.68 Agency Mortgage-Backed Securities FNMS 05.500 CL735897 N/A 31402RRS0 2035-10-01 5.5 N/A 1045000.00 13052.45 Agency Mortgage-Backed Securities FNMS 05.500 CL739503 N/A 31402VRY8 2033-09-01 5.5 N/A 6224840.00 64266.14 Agency Mortgage-Backed Securities FNMS 05.500 CL745418 N/A 31403DDX4 2036-04-01 5.5 N/A 9285000.00 61583.61 Agency Mortgage-Backed Securities FNMS 05.500 CL750160 N/A 31403JMH6 2033-09-01 5.5 N/A 40000.00 389.86 Agency Mortgage-Backed Securities FNMS 05.500 CL750699 N/A 31403J7L4 2033-11-01 5.5 N/A 15000.00 97.41 Agency Mortgage-Backed Securities FNMS 05.500 CL755617 N/A 31403RPA0 2034-01-01 5.5 N/A 125000.00 767.37 Agency Mortgage-Backed Securities FNMS 05.500 CL761903 N/A 31403YNU3 2034-01-01 5.5 N/A 1300000.00 7555.19 Agency Mortgage-Backed Securities FNMS 05.500 CL773571 N/A 31404NMU7 2034-05-01 5.5 N/A 220000.00 2804.94 Agency Mortgage-Backed Securities FNMS 05.500 CL776648 N/A 31404RZM2 2034-05-01 5.5 N/A 1503872.00 2485.13 Agency Mortgage-Backed Securities FNMS 05.500 CL781721 N/A 31404XPE8 2035-06-01 5.5 N/A 2089136.00 26792.02 Agency Mortgage-Backed Securities FNMS 05.500 CL782335 N/A 31404YEG3 2034-05-01 5.5 N/A 323094.00 5766.61 Agency Mortgage-Backed Securities FNMS 05.500 CL808178 N/A 31406E2K9 2035-03-01 5.5 N/A 110000.00 1392.10 Agency Mortgage-Backed Securities FNMS 05.500 CL810049 N/A 31406G5J4 2035-03-01 5.5 N/A 300000.00 3067.80 Agency Mortgage-Backed Securities FNMS 05.500 CL815498 N/A 31406N7K4 2035-03-01 5.5 N/A 9000.00 102.21 Agency Mortgage-Backed Securities FNMS 05.500 CL824601 N/A 31407ADE8 2034-12-01 5.5 N/A 725000.00 2682.95 Agency Mortgage-Backed Securities FNMS 05.500 CL825392 N/A 31407A7D7 2035-06-01 5.5 N/A 3216088.00 30830.29 Agency Mortgage-Backed Securities FNMS 05.500 CL845549 N/A 31408AL65 2036-01-01 5.5 N/A 5650000.00 57401.34 Agency Mortgage-Backed Securities FNMS 05.500 CL848491 N/A 31408DUQ5 2035-12-01 5.5 N/A 1714018.00 11881.16 Agency Mortgage-Backed Securities FNMS 05.500 CL848647 N/A 31408DZL1 2036-01-01 5.5 N/A 1005500.00 5048.86 Agency Mortgage-Backed Securities FNMS 05.500 CL852523 N/A 31408JD40 2036-02-01 5.5 N/A 5200000.00 9330.38 Agency Mortgage-Backed Securities FNMS 05.500 CL879176 N/A 31409UXD2 2036-01-01 5.5 N/A 100370.00 1879.85 Agency Mortgage-Backed Securities FNMS 05.500 CL881250 N/A 31409XBT5 2036-09-01 5.5 N/A 55222.00 3389.79 Agency Mortgage-Backed Securities FNMS 05.500 CL888001 N/A 31410FRW7 2036-10-01 5.5 N/A 7192288.00 125950.15 Agency Mortgage-Backed Securities FNMS 05.500 CL888023 N/A 31410FSL0 2036-06-01 5.5 N/A 16149056.00 165794.22 Agency Mortgage-Backed Securities FNMS 05.500 CL888129 N/A 31410FVW2 2037-02-01 5.5 N/A 22000.00 122.32 Agency Mortgage-Backed Securities FNMS 05.500 CL888352 N/A 31410F5M3 2037-05-01 5.5 N/A 25272896.00 273401.80 Agency Mortgage-Backed Securities FNMS 05.500 CL888450 N/A 31410GBT9 2035-08-01 5.5 N/A 1515000.00 11519.48 Agency Mortgage-Backed Securities FNMS 05.500 CL888996 N/A 31410GUV3 2036-09-01 5.5 N/A 5150000.00 55977.46 Agency Mortgage-Backed Securities FNMS 05.500 CL889633 N/A 31410KLN2 2037-08-01 5.5 N/A 12000.00 126.91 Agency Mortgage-Backed Securities FNMS 05.500 CL889982 N/A 31410KXK5 2038-11-01 5.5 N/A 705000.00 4282.22 Agency Mortgage-Backed Securities FNMS 05.500 CL889992 N/A 31410KXV1 2038-06-01 5.5 N/A 16548000.00 128104.39 Agency Mortgage-Backed Securities FNMS 05.500 CL889996 N/A 31410KXZ2 2038-06-01 5.5 N/A 3341544.00 18624.62 Agency Mortgage-Backed Securities FNMS 05.500 CL890737 N/A 31410LS29 2046-03-01 5.5 N/A 75000.00 9009.88 Agency Mortgage-Backed Securities FNMS 05.500 CL899509 N/A 31410WKW7 2037-05-01 5.5 N/A 3000.00 21.27 Agency Mortgage-Backed Securities FNMS 05.500 CL909067 N/A 31411H6C9 2037-01-01 5.5 N/A 40000.00 837.82 Agency Mortgage-Backed Securities FNMS 05.500 CL909106 N/A 31411JAF3 2037-10-01 5.5 N/A 419027.00 33261.67 Agency Mortgage-Backed Securities FNMS 05.500 CL916381 N/A 31411WCS4 2037-05-01 5.5 N/A 660269.00 1289.00 Agency Mortgage-Backed Securities FNMS 05.500 CL922269 N/A 31412DT24 2036-12-01 5.5 N/A 6000000.00 104009.42 Agency Mortgage-Backed Securities FNMS 05.500 CL929155 N/A 31412MH84 2038-01-01 5.5 N/A 97146.00 6999.27 Agency Mortgage-Backed Securities FNMS 05.500 CL948287 N/A 31413K6Y2 2037-07-01 5.5 N/A 397645.00 2518.77 Agency Mortgage-Backed Securities FNMS 05.500 CL963737 N/A 31414EEJ9 2038-06-01 5.5 N/A 233000.00 1322.74 Agency Mortgage-Backed Securities FNMS 05.500 CL985615 N/A 31415P3Y2 2034-04-01 5.5 N/A 25000.00 116.34 Agency Mortgage-Backed Securities FNMS 05.500 CL990906 N/A 31415VYB5 2035-10-01 5.5 N/A 14700000.00 170867.46 Agency Mortgage-Backed Securities FNMS 05.500 CL994637 N/A 31416A4W7 2038-11-01 5.5 N/A 3131864.00 10040.82 Agency Mortgage-Backed Securities FNMS 05.500 CL995023 N/A 31416BLC0 2037-08-01 5.5 N/A 1300000.00 14294.57 Agency Mortgage-Backed Securities FNMS 05.500 CL995024 N/A 31416BLD8 2037-08-01 5.5 N/A 2060000.00 24260.31 Agency Mortgage-Backed Securities FNMS 05.500 CL995112 N/A 31416BN53 2036-07-01 5.5 N/A 1613752.00 20813.50 Agency Mortgage-Backed Securities FNMS 05.500 CL995570 N/A 31416B6F0 2039-01-01 5.5 N/A 15000.00 128.28 Agency Mortgage-Backed Securities FNMS 05.500 CL995655 N/A 31416CBY1 2038-07-01 5.5 N/A 3202000.00 20459.14 Agency Mortgage-Backed Securities FNMS 05.500 CL995838 N/A 31416CHP4 2039-05-01 5.5 N/A 3157508.00 23954.47 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0281 N/A 31416HJ30 2039-04-01 5.5 N/A 89629.00 737.22 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0920 N/A 31416JAW1 2037-08-01 5.5 N/A 690000.00 16424.10 Agency Mortgage-Backed Securities FNMS 05.500 CLAB0200 N/A 31416VGJ7 2039-01-01 5.5 N/A 1764000.00 63219.13 Agency Mortgage-Backed Securities FNMS 05.500 CLAC7614 N/A 31417UN84 2039-11-01 5.5 N/A 478274.00 4506.30 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0188 N/A 31419AF69 2037-08-01 5.5 N/A 231000.00 3759.32 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0392 N/A 31419ANJ2 2039-12-01 5.5 N/A 536000.00 5934.64 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0517 N/A 31419ASF5 2035-11-01 5.5 N/A 5269856.00 101297.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAH5036 N/A 3138A6S27 2041-02-01 5.5 N/A 3338984.00 74726.02 Agency Mortgage-Backed Securities FNMS 05.500 CLAH9785 N/A 3138AB2T5 2041-04-01 5.5 N/A 408917.00 27591.28 Agency Mortgage-Backed Securities FNMS 05.500 CLAI9532 N/A 3138APSW9 2041-09-01 5.5 N/A 1119306.00 62824.89 Agency Mortgage-Backed Securities FNMS 05.500 CLAJ2033 N/A 3138ATHK9 2041-10-01 5.5 N/A 1015200.00 31868.27 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0904 N/A 3138EHAE2 2038-01-01 5.5 N/A 7800000.00 260021.34 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0909 N/A 3138EHAK8 2040-06-01 5.5 N/A 726344.00 13086.22 Agency Mortgage-Backed Securities FNMS 05.500 CLAL8113 N/A 3138ETAP1 2042-02-01 5.5 N/A 1000.00 118.35 Agency Mortgage-Backed Securities FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 N/A 52000.00 7588.89 Agency Mortgage-Backed Securities FNMS 05.500 CLBM3279 N/A 3140J7UD5 2044-05-01 5.5 N/A 1045000.00 197689.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4681 N/A 3140J9FX4 2044-05-01 5.5 N/A 173000.00 38551.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBM5021 N/A 3140J9SK8 2044-05-01 5.5 N/A 14000.00 2835.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBV1706 N/A 3140ME3Q7 2055-05-01 5.5 N/A 20000.00 19601.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBV7939 N/A 3140MMZD3 2052-08-01 5.5 N/A 15771380.00 9415055.21 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4876 N/A 3140N9M29 2053-01-01 5.5 N/A 400000.00 279995.89 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6934 N/A 3140NPV49 2053-09-01 5.5 N/A 80000.00 63142.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8469 N/A 3140NRMT0 2053-08-01 5.5 N/A 60950.00 44032.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8494 N/A 3140NRNL6 2053-08-01 5.5 N/A 775000.00 440078.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8678 N/A 3140NRUC8 2053-11-01 5.5 N/A 8000.00 7672.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 600000.00 358413.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4421 N/A 3140QP4F1 2052-08-01 5.5 N/A 359000.00 246082.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4839 N/A 3140QQLV5 2052-10-01 5.5 N/A 90000.00 56028.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4967 N/A 3140QQQV0 2052-10-01 5.5 N/A 35000.00 31386.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5087 N/A 3140QQUM5 2052-11-01 5.5 N/A 281052.00 201942.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5294 N/A 3140QQ3C7 2052-11-01 5.5 N/A 142088.00 96606.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5693 N/A 3140QRKF9 2053-02-01 5.5 N/A 105000.00 70759.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5732 N/A 3140QRLN1 2053-02-01 5.5 N/A 35000.00 29861.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 N/A 3140QRMY6 2053-02-01 5.5 N/A 1609796.00 1313130.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5906 N/A 3140QRR47 2053-03-01 5.5 N/A 300000.00 209822.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5991 N/A 3140QRUR2 2053-01-01 5.5 N/A 369802.00 240652.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6326 N/A 3140QSA43 2053-05-01 5.5 N/A 225000.00 151093.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6484 N/A 3140QSF22 2053-06-01 5.5 N/A 355000.00 256826.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 N/A 14922816.00 11199566.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 N/A 850000.00 623514.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 N/A 400000.00 286499.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7331 N/A 3140QTED7 2053-10-01 5.5 N/A 1055000.00 797956.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7336 N/A 3140QTEJ4 2053-10-01 5.5 N/A 1810960.00 1208585.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7456 N/A 3140QTJA8 2053-11-01 5.5 N/A 71995.00 57436.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7982 N/A 3140QT2Q1 2054-02-01 5.5 N/A 213677.00 165976.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8140 N/A 3140QUBJ4 2054-03-01 5.5 N/A 190000.00 143423.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8149 N/A 3140QUBT2 2054-03-01 5.5 N/A 6253464.00 5326655.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8151 N/A 3140QUBV7 2054-03-01 5.5 N/A 65000.00 44593.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8483 N/A 3140QUM94 2054-05-01 5.5 N/A 20000.00 15381.76 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 N/A 264999.00 220306.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8840 N/A 3140QUZE9 2054-07-01 5.5 N/A 820000.00 654950.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8992 N/A 3140QU7E0 2054-08-01 5.5 N/A 39940352.00 31352443.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9119 N/A 3140QVDZ4 2054-09-01 5.5 N/A 19000.00 15457.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9326 N/A 3140QVLG7 2054-10-01 5.5 N/A 620000.00 529328.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 N/A 765000.00 670797.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 N/A 1000.00 839.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1018 N/A 3140Y7DY1 2055-09-01 5.5 N/A 400000.00 333126.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDA0353 N/A 3140A0MB2 2053-11-01 5.5 N/A 110000.00 91679.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5091 N/A 3140A5UR7 2053-12-01 5.5 N/A 2005728.00 1225481.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2785 N/A 3140ACCX9 2054-05-01 5.5 N/A 40000.00 29884.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDB8491 N/A 3140AJNH7 2054-07-01 5.5 N/A 1170000.00 926497.04 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 N/A 654408.00 551798.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8823 N/A 3140AWYV5 2054-12-01 5.5 N/A 500000.00 482350.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9294 N/A 3140BAKG0 2055-04-01 5.5 N/A 1454130.00 1366877.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDE5032 N/A 3140BHSW2 2055-09-01 5.5 N/A 1805972.00 1631634.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0351 N/A 3140BQL90 2055-09-01 5.5 N/A 1352936.00 837982.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3862 N/A 3140U7JG8 2056-03-01 5.5 N/A 7795976.00 7330688.35 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2605 N/A 3140UV3P2 2056-09-01 5.5 N/A 2356232.00 2358947.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0445 N/A 3140W0P74 2055-01-01 5.5 N/A 89000.00 74919.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFM4854 N/A 3140X8MC8 2044-05-01 5.5 N/A 330000.00 110719.67 Agency Mortgage-Backed Securities FNMS 05.500 CLFM6080 N/A 3140X9XJ9 2044-05-01 5.5 N/A 47000.00 16958.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFM8426 N/A 3140XCLG1 2044-05-01 5.5 N/A 28000.00 10710.52 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3332 N/A 3140XJV26 2052-12-01 5.5 N/A 13800000.00 9149548.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3628 N/A 3140XKA67 2052-11-01 5.5 N/A 65000.00 34750.06 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3925 N/A 3140XKLF5 2053-03-01 5.5 N/A 95000.00 66553.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3930 N/A 3140XKLL2 2053-02-01 5.5 N/A 545000.00 370775.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4039 N/A 3140XKPZ7 2053-02-01 5.5 N/A 1133384.00 736684.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4166 N/A 3140XKTY6 2053-04-01 5.5 N/A 200000.00 123438.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 N/A 213000.00 132836.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4653 N/A 3140XLE38 2053-05-01 5.5 N/A 4804650.00 3421366.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4979 N/A 3140XLQ92 2053-05-01 5.5 N/A 150000.00 88808.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5200 N/A 3140XLX60 2053-07-01 5.5 N/A 42000.00 29553.92 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5203 N/A 3140XLX94 2053-07-01 5.5 N/A 220060.00 153562.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5269 N/A 3140XL2B3 2053-07-01 5.5 N/A 26000.00 19253.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 N/A 3140XL2C1 2053-07-01 5.5 N/A 100000.00 71023.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5304 N/A 3140XL3N6 2053-07-01 5.5 N/A 10000.00 7093.52 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 N/A 4000.00 2747.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5632 N/A 3140XMHJ8 2053-09-01 5.5 N/A 978000.00 754505.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5633 N/A 3140XMHK5 2053-09-01 5.5 N/A 606000.00 435579.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5647 N/A 3140XMHZ2 2053-07-01 5.5 N/A 100000.00 71332.18 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5678 N/A 3140XMJY3 2052-12-01 5.5 N/A 523000.00 351207.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6107 N/A 3140XMYD2 2053-11-01 5.5 N/A 15000.00 11636.19 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6501 N/A 3140XNGK4 2053-11-01 5.5 N/A 66000.00 47681.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7115 N/A 3140XN3Z5 2054-02-01 5.5 N/A 20000.00 14958.73 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7206 N/A 3140XPAG4 2054-02-01 5.5 N/A 58000.00 43543.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8275 N/A 3140XQFR3 2054-06-01 5.5 N/A 300000.00 206242.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 N/A 686000.00 497953.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8644 N/A 3140XQTA5 2054-05-01 5.5 N/A 16691680.00 14401565.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8970 N/A 3140XQ6G7 2054-09-01 5.5 N/A 16000.00 13323.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9787 N/A 3140XR2V6 2054-11-01 5.5 N/A 40000.00 28220.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9801 N/A 3140XR3K9 2054-11-01 5.5 N/A 186000.00 141843.21 Agency Mortgage-Backed Securities FNMS 05.500 CLMA0619 N/A 31417YVM6 2040-11-03 5.5 N/A 201890.00 30049.74 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 1383256.00 841280.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 6184408.00 4177534.86 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 64000.00 40653.54 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 N/A 11492032.00 7400656.70 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 51000.00 33310.53 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 20734272.00 14100398.71 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 11366912.00 7726889.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 1455000.00 1068101.96 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 2000.00 1353.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 4372000.00 3028762.71 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 414000.00 295551.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 N/A 1398000.00 1052072.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 N/A 306000.00 231720.54 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 N/A 6000.00 4505.44 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 N/A 1508000.00 1215441.80 Agency Mortgage-Backed Securities FNMS 05.500 CT257075 N/A 31371NQ40 2028-02-01 5.5 N/A 3000000.00 4939.60 Agency Mortgage-Backed Securities FNMS 05.500 CTFA0235 N/A 3140W0HM0 2044-12-01 5.5 N/A 50000.00 39966.08 Agency Mortgage-Backed Securities FNMS 05.500 CTFS7737 N/A 3140XPS34 2043-10-01 5.5 N/A 150000.00 104096.25 Agency Mortgage-Backed Securities FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 N/A 117000.00 89679.66 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5022 N/A 31418ESL5 2043-05-01 5.5 N/A 220000.00 110553.79 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5057 N/A 31418ETP5 2038-06-01 6 N/A 8750000.00 3829327.00 Agency Mortgage-Backed Securities FNMS 06.000 CL736570 N/A 31402SJP3 2033-10-01 6 N/A 2429500.00 12557.62 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 6174000.00 54551.71 Agency Mortgage-Backed Securities FNMS 06.000 CL797544 N/A 31405SBM5 2035-04-01 6 N/A 112853.00 1614.83 Agency Mortgage-Backed Securities FNMS 06.000 CL813957 N/A 31406MJA5 2035-05-01 6 N/A 321658.00 639.57 Agency Mortgage-Backed Securities FNMS 06.000 CL836456 N/A 31407PH92 2035-10-01 6 N/A 219096.00 845.65 Agency Mortgage-Backed Securities FNMS 06.000 CL889506 N/A 31410KGP3 2037-03-01 6 N/A 220000.00 1546.31 Agency Mortgage-Backed Securities FNMS 06.000 CL889579 N/A 31410KJY1 2038-05-01 6 N/A 1529000.00 8345.12 Agency Mortgage-Backed Securities FNMS 06.000 CL889733 N/A 31410KPS7 2038-07-01 6 N/A 927478.00 15123.86 Agency Mortgage-Backed Securities FNMS 06.000 CL904017 N/A 31411CK67 2037-02-01 6 N/A 2220000.00 18541.11 Agency Mortgage-Backed Securities FNMS 06.000 CL907830 N/A 31411GST0 2037-02-01 6 N/A 5110910.00 23927.87 Agency Mortgage-Backed Securities FNMS 06.000 CL918327 N/A 31411YHC0 2037-05-01 6 N/A 2080000.00 43485.91 Agency Mortgage-Backed Securities FNMS 06.000 CL942478 N/A 31413DQ75 2037-08-01 6 N/A 1130000.00 16253.25 Agency Mortgage-Backed Securities FNMS 06.000 CL942595 N/A 31413DUU9 2037-08-01 6 N/A 2440000.00 26978.10 Agency Mortgage-Backed Securities FNMS 06.000 CL944706 N/A 31413GAF7 2037-07-01 6 N/A 1510000.00 23985.13 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0727 N/A 31418MYZ9 2039-08-01 6 N/A 160000.00 3113.76 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0811 N/A 31419A3V7 2039-09-01 6 N/A 7000000.00 93983.27 Agency Mortgage-Backed Securities FNMS 06.000 CLAL2130 N/A 3138EJLL0 2034-10-01 6 N/A 563404.00 31491.88 Agency Mortgage-Backed Securities FNMS 06.000 CLAL6965 N/A 3138EPW34 2038-09-01 6 N/A 20000.00 2035.45 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4192 N/A 3140M5US2 2053-10-01 6 N/A 4000.00 2913.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1715 N/A 3140NH3Z9 2053-05-01 6 N/A 280000.00 182298.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4639 N/A 3140QQEM3 2052-09-01 6 N/A 500000.00 287473.40 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4921 N/A 3140QQPF6 2052-10-01 6 N/A 1442000.00 802668.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5397 N/A 3140QQ7K5 2053-01-01 6 N/A 25000.00 14125.95 Agency Mortgage-Backed Securities FNMS 06.000 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3140Y6NW6 2055-05-01 6 N/A 348437.00 315463.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0577 N/A 3140Y6UB4 2055-06-01 6 N/A 399996.00 373282.65 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2798 N/A 3140A3DC4 2054-04-01 6 N/A 1000000.00 605082.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8574 N/A 3140YWQ48 2054-03-01 6 N/A 14987.00 7837.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1087 N/A 3140AAF51 2054-05-01 6 N/A 158155.00 105295.19 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3860 N/A 3140ADJE2 2054-04-01 6 N/A 816941.00 813615.58 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1040 N/A 3140B1EN2 2055-02-01 6 N/A 211667.00 176554.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0095 N/A 3140W0C94 2054-12-01 6 N/A 200000.00 153702.57 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0361 N/A 3140W0MK8 2055-01-01 6 N/A 6000000.00 4853185.46 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0414 N/A 3140W0N84 2055-01-01 6 N/A 365000.00 306393.38 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0886 N/A 3140W06Y6 2041-07-01 6 N/A 45000.00 35887.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0971 N/A 3140W1CH4 2055-03-01 6 N/A 300000.00 188901.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1189 N/A 3140W1KB8 2054-10-01 6 N/A 10000.00 7583.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2211 N/A 3140W2N56 2055-06-01 6 N/A 25441120.00 19561487.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3227 N/A 3140W3SR1 2055-04-01 6 N/A 22290816.00 19530270.06 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3582 N/A 3140W36U8 2055-11-01 6 N/A 115349.00 110379.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3800 N/A 3140W4GJ0 2055-10-01 6 N/A 325000.00 305505.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4882 N/A 3140W5M84 2056-01-01 6 N/A 569000.00 552740.02 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 75000.00 39862.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3411 N/A 3140XJYH0 2053-01-01 6 N/A 100000.00 58586.71 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3832 N/A 3140XKHJ2 2053-01-01 6 N/A 92053.00 51171.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4000 N/A 3140XKNS5 2041-07-01 6 N/A 100000.00 59065.56 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4104 N/A 3140XKR28 2053-03-01 6 N/A 200000.00 104249.93 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 N/A 15000.00 9282.15 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4933 N/A 3140XLPT9 2053-06-01 6 N/A 31600.00 19119.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5209 N/A 3140XLYF9 2053-07-01 6 N/A 47000.00 32535.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5343 N/A 3140XL5D6 2053-07-01 6 N/A 35000.00 18295.26 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5752 N/A 3140XMMA1 2053-09-01 6 N/A 15000.00 9774.11 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5757 N/A 3140XMMF0 2053-09-01 6 N/A 35000.00 22518.54 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5782 N/A 3140XMM86 2053-08-01 6 N/A 1079594.00 771855.75 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5833 N/A 3140XMPT7 2053-10-01 6 N/A 18000.00 12368.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5890 N/A 3140XMRL2 2053-10-01 6 N/A 395000.00 260686.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6089 N/A 3140XMXT8 2053-10-01 6 N/A 696000.00 383788.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7713 N/A 3140XPSB6 2054-04-01 6 N/A 456000.00 321034.02 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7786 N/A 3140XPUL1 2054-02-01 6 N/A 119975.00 84660.40 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7878 N/A 3140XPXG9 2054-05-01 6 N/A 155000.00 109479.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 N/A 3140XP3Z0 2053-07-01 6 N/A 500000.00 373020.18 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8968 N/A 3140XQ6E2 2054-09-01 6 N/A 30000.00 20672.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 N/A 894961.00 636011.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9605 N/A 3140XRU78 2054-07-01 6 N/A 403282.00 336392.39 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4847 N/A 31418EL57 2052-11-01 6 N/A 106000.00 62564.88 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 N/A 1902000.00 1037788.29 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 17651024.00 10027868.21 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 23017920.00 12812184.14 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 N/A 6000.00 3618.68 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5286 N/A 31418E2U3 2044-01-01 6 N/A 768587.00 280376.24 Agency Mortgage-Backed Securities FNMS 06.500 CL545759 N/A 31385JJC3 2032-07-01 6.5 N/A 3520000.00 4018.11 Agency Mortgage-Backed Securities FNMS 06.500 CL589499 N/A 31387N3G0 2031-08-01 6.5 N/A 901120.00 666.65 Agency Mortgage-Backed Securities FNMS 06.500 CL596462 N/A 31387WTT4 2031-08-01 6.5 N/A 8093696.00 1985.65 Agency Mortgage-Backed Securities FNMS 06.500 CL634928 N/A 31389TLH3 2032-03-01 6.5 N/A 2500000.00 3813.10 Agency Mortgage-Backed Securities FNMS 06.500 CL735144 N/A 31402QWD9 2034-12-01 6.5 N/A 14000.00 110.01 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 425000.00 2077.03 Agency Mortgage-Backed Securities FNMS 06.500 CL759666 N/A 31403V6B0 2031-04-01 6.5 N/A 1998848.00 866.67 Agency Mortgage-Backed Securities FNMS 06.500 CL831800 N/A 31407JDD1 2036-09-01 6.5 N/A 2600000.00 5759.20 Agency Mortgage-Backed Securities FNMS 06.500 CL831869 N/A 31407JFJ6 2036-11-01 6.5 N/A 421481.00 2099.25 Agency Mortgage-Backed Securities FNMS 06.500 CL888832 N/A 31410GPR8 2037-11-01 6.5 N/A 1135000.00 12088.44 Agency Mortgage-Backed Securities FNMS 06.500 CL889984 N/A 31410KXM1 2038-10-01 6.5 N/A 4359000.00 27881.82 Agency Mortgage-Backed Securities FNMS 06.500 CL897130 N/A 31410TVX0 2036-09-01 6.5 N/A 2000000.00 5922.16 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0583 N/A 3138EGUH5 2039-10-01 6.5 N/A 860633.00 14303.97 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0603 N/A 3138EGU51 2039-10-01 6.5 N/A 600000.00 13898.41 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0814 N/A 3138EG3Y8 2040-06-01 6.5 N/A 392350.00 9613.60 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 N/A 3138EG6Y5 2038-10-01 6.5 N/A 294480.00 9660.83 Agency Mortgage-Backed Securities FNMS 06.500 CLAL2472 N/A 3138EJXA1 2040-06-01 6.5 N/A 2790000.00 102881.37 Agency Mortgage-Backed Securities FNMS 06.500 CLAL4324 N/A 3138ELYW7 2040-05-01 6.5 N/A 800000.00 45446.36 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 B1V7KEBTPIMZEU4LTD58 3140NCRY7 2053-02-01 6.5 N/A 400000.00 183319.87 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5328 N/A 3140QQ4N2 2052-12-01 6.5 N/A 39442000.00 20976329.27 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 N/A 100000.00 52558.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6110 N/A 3140QRYG2 2053-04-01 6.5 N/A 100000.00 50667.47 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6340 N/A 3140QSBJ9 2053-05-01 6.5 N/A 230206.00 125874.67 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 N/A 250000.00 140328.65 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7426 N/A 3140QTHC6 2053-11-01 6.5 N/A 977241.00 547547.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8226 N/A 3140QUD86 2054-03-01 6.5 N/A 100000.00 51067.77 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0603 N/A 3140Y6U57 2055-06-01 6.5 N/A 95000.00 84752.78 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1466 N/A 3140Y7TY4 2055-11-01 6.5 N/A 518515.00 500875.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7307 N/A 3140A8DM1 2054-01-01 6.5 N/A 60000.00 24670.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9630 N/A 3140AXVY0 2055-01-01 6.5 N/A 4381.00 3346.31 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0724 N/A 3140W0YW9 2054-07-01 6.5 N/A 195000.00 158865.11 Agency Mortgage-Backed Securities FNMS 06.500 CLFM6315 N/A 3140XAAR3 2040-06-01 6.5 N/A 275000.00 94222.67 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 N/A 906673.00 608108.88 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 N/A 59000.00 42796.90 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7898 N/A 3140XPX46 2038-10-01 6.5 N/A 2091544.00 1024329.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9631 N/A 3140XRVZ5 2053-11-01 6.5 N/A 1200000.00 889829.67 Agency Mortgage-Backed Securities FNMS 06.500 CLMA4981 N/A 31418ERB8 2053-04-01 6.5 N/A 19000.00 9606.43 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5422 N/A 31418FAY3 2054-07-01 6.5 N/A 300000.00 122999.82 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 N/A 35363.00 16422.10 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8888 N/A 3140QU2W5 2054-07-01 7 N/A 1079600.00 716491.27 Agency Mortgage-Backed Securities GNII ET DQ3634 C N/A 3618MWBB6 2066-04-20 5.5 N/A 1143874.00 1141115.62 Agency Mortgage-Backed Securities GNII FS 004211 M N/A 36202EVC0 2038-08-20 6.5 N/A 391729.00 3930.69 Agency Mortgage-Backed Securities GNII JM 004239 M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 720896.00 273.89 Agency Mortgage-Backed Securities GNII JM 004260 M N/A 36202EWV7 2038-10-20 6 N/A 819200.00 451.28 Agency Mortgage-Backed Securities GNII JM 004286 M N/A 36202EXP9 2038-11-20 6.5 N/A 80000.00 189.61 Agency Mortgage-Backed Securities GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 N/A 35000.00 59.83 Agency Mortgage-Backed Securities GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 N/A 81918.00 41.61 Agency Mortgage-Backed Securities GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 N/A 16000.00 48.16 Agency Mortgage-Backed Securities GNII 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N/A 36202DQZ7 2031-12-20 6 N/A 35000.00 84.06 Agency Mortgage-Backed Securities GNII SF 003187 M N/A 36202DRG8 2032-01-20 6 N/A 79995.00 173.54 Agency Mortgage-Backed Securities GNII SF 003200 M N/A 36202DRV5 2032-02-20 6 N/A 175000.00 473.46 Agency Mortgage-Backed Securities GNII SF 003214 M N/A 36202DSB8 2032-03-20 6 N/A 60000.00 155.49 Agency Mortgage-Backed Securities GNII SF 003238 M N/A 36202DS36 2032-05-20 6 N/A 193000.00 427.37 Agency Mortgage-Backed Securities GNII SF 003285 M N/A 36202DUJ8 2032-09-20 6 N/A 150000.00 482.41 Agency Mortgage-Backed Securities GNII SF 003376 M N/A 36202DXD8 2033-04-20 6 N/A 250000.00 1514.51 Agency Mortgage-Backed Securities GNII SF 003460 M N/A 36202DZZ7 2033-10-20 6 N/A 75000.00 590.65 Agency Mortgage-Backed Securities GNII SF 003545 M 549300M8ZYFG0OCMTT87 36202D5E7 2034-04-20 6 N/A 100000.00 1002.06 Agency Mortgage-Backed Securities GNII SF 003598 M N/A 36202D7K1 2034-08-20 6 N/A 109000.00 970.72 Agency Mortgage-Backed Securities GNII SF 003831 M 549300M8ZYFG0OCMTT87 36202EHG7 2036-03-20 6 N/A 43296.00 476.28 Agency Mortgage-Backed Securities GNII SF 003879 M 549300M8ZYFG0OCMTT87 36202EJY6 2036-07-20 6 N/A 2481620.00 18430.00 Agency Mortgage-Backed Securities GNII SF 003910 M N/A 36202EKX6 2036-10-20 6 N/A 296999.00 2431.62 Agency Mortgage-Backed Securities GNII SF 003986 M N/A 36202ENB1 2037-05-20 6 N/A 541310.00 5171.49 Agency Mortgage-Backed Securities GNII SF 004006 M 549300M8ZYFG0OCMTT87 36202ENX3 2037-07-20 6 N/A 290000.00 2590.48 Agency Mortgage-Backed Securities GNII SF 004017 M N/A 36202EPA1 2037-08-20 6 N/A 455000.00 4277.58 Agency Mortgage-Backed Securities GNII SF 004049 M N/A 36202EQA0 2037-11-20 6 N/A 10000.00 94.47 Agency Mortgage-Backed Securities GNII SF 004749 M N/A 36202FH25 2040-07-20 6 N/A 1005214.00 14598.86 Agency Mortgage-Backed Securities GNII SF CP8520 C N/A 3617FYPD3 2052-10-20 5.5 N/A 3384430.00 2564825.98 Agency Mortgage-Backed Securities GNII SF DE2910 C N/A 3618J8GT9 2054-09-20 6 N/A 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2041-08-15 0.53 N/A 8997993.00 54076.34 Agency Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 37602.06 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 93993.42 Agency Collateralized Mortgage Obligation FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2328.99 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 11607.64 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 15034.59 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 2.6102 N/A 14260417.00 672554.76 Agency Collateralized Mortgage Obligation FGRA 5427HZ 08/15/42 N/A 3137HDQT0 2042-08-15 3.5 N/A 2300000.00 2027166.71 Agency Collateralized Mortgage Obligation FGRA 5444IT 11/15/48 N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 21871.14 Agency Collateralized Mortgage Obligation FGRA 5444TI 08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 35451.47 Agency Collateralized Mortgage Obligation FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5593 N/A 2624331.00 339990.95 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 271915.42 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 259126.06 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 697522.83 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 22400.50 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 18999.32 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 455953.68 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 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Collateralized Mortgage Obligation FHLMC MSCR TRUST MN3 M-2 20511127 FLT N/A 35563GAB5 2051-11-27 7.6432 N/A 11000000.00 11272556.52 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1516 X3 20381025 FLT N/A 3137FUZL1 2038-10-25 3.574 N/A 7800000.00 1815078.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-142 X3 20490425 FLT N/A 3137H73S0 2049-04-25 3.2036 N/A 23700000.00 3365913.32 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.9563 N/A 25000000.00 1449882.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.8283 N/A 10500000.00 937197.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 5083 BX 20501125 FLT N/A 3137FFNG8 2050-11-25 5.0033 N/A 6400000.00 3717225.04 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-070 X3 20271225 FLT N/A 3137FCJN5 2027-12-25 2.112 N/A 13000000.00 337129.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0876 N/A 17926832.00 992710.44 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 2.0404 N/A 34625000.00 2211682.61 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.6969 N/A 65000000.00 2926595.65 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.4989 N/A 20000000.00 2203395.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.4902 N/A 9600000.00 1052279.84 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.077 N/A 108643404.00 11451684.46 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.7198 N/A 9700000.00 919399.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-128 X3 20490425 FLT N/A 3137FYUM6 2049-04-25 2.8763 N/A 13400000.00 1440297.42 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.2032 N/A 13487621.00 1761677.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.0481 N/A 20902000.00 2589800.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 3.082 N/A 4493000.00 605891.65 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-141 X3 20500425 FLT N/A 3137H6ZV0 2050-04-25 3.0759 N/A 24305309.00 3233390.28 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.2473 N/A 7000000.00 1013866.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-148 X3 20540825 FLT N/A 3137H8UC3 2054-08-25 4.2879 N/A 5300000.00 1076590.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.5714 N/A 15000000.00 3280297.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.482 N/A 9800000.00 2135007.99 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 X3 20560325 FLT N/A 3137H9UG2 2056-03-25 5.2768 N/A 12000000.00 3142300.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.8911 N/A 15327418.00 5210099.70 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-164 X-3 20570525 FLT N/A 3137HDUY4 2057-05-25 5.8612 N/A 22000000.00 7953007.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-166 X1 20341025 FLT N/A 3137HHJC6 2034-10-25 9.3207 N/A 14797467.00 3196659.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-180 A-1 20351125 4.35000 N/A 3137GB2C8 2035-11-25 4.35 N/A 46500000.00 44973489.93 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-741 A-2 20271225 1.60300 N/A 3137FF3X3 2027-12-25 1.603 N/A 28000000.00 25773737.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 3.055 N/A 9500000.00 472138.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7835 N/A 14432000.00 852679.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-756 X3 20570725 FLT N/A 3137HDVD9 2057-07-25 5.8048 N/A 5000000.00 1160481.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-765 A-2 20330225 FLT N/A 3137HRKH1 2033-02-25 4.17 N/A 25000000.00 24127725.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-766 A-2 20330425 FLT N/A 3137HRVN6 2033-04-25 4.18 N/A 75000000.00 72347799.97 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 3.0692 N/A 7733000.00 727286.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.701 N/A 1625000.00 154893.12 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.3753 N/A 19940000.00 308418.94 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.362 N/A 324636000.00 4186336.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4421 N/A 373283616.00 7393324.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 3.2064 N/A 500000.00 431763.06 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3336.35 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-2 MA 20571126 3.50000 N/A 35563PFG9 2057-11-26 3.5 N/A 1218000.00 205880.61 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 MA 20580826 3.50000 N/A 35563PKG3 2058-08-26 3.5 N/A 610000.00 175428.06 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3914 N/A 4265750.00 206192.79 Agency Collateralized Mortgage Obligation FNMA REMIC SERIES 2022-71 IO 20520525 4.50000 N/A 3136BPFL0 2052-05-25 4.5 N/A 44556370.00 5145069.97 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 924167.70 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.0323 N/A 124273360.00 2741835.75 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2014-2 AI 20440225 FLT N/A 3136AJCJ3 2044-02-25 6 N/A 21709187.00 237060.51 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.9702 N/A 6098639.00 505261.96 Agency Collateralized Mortgage Obligation 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51596305.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K56 D 20490625 0.00000 N/A 30289UAW2 2049-06-25 0 N/A 61470190.00 22209269.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4245283.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2017-KF37 B 20270925 FLT N/A 302953AA2 2027-09-25 6.4842 N/A 10000000.00 2813625.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KSW4 C 20281025 FLT N/A 302960AH2 2028-10-25 8.7342 N/A 4200000.00 2166018.56 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K95 D 20520825 0.00000 N/A 30311MAW2 2052-08-25 0 N/A 94991142.00 69450683.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF65 C 20290725 FLT N/A 30298JAJ5 2029-07-25 9.7342 N/A 62395000.00 28520447.05 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU1 B 20310125 0.00000 N/A 30292SAN2 2031-01-25 0 N/A 58944392.00 18310038.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU2 B-FX 20290825 0.00000 N/A 302974AW0 2029-08-25 0 N/A 28913000.00 14087102.04 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-K117 D 20531025 0.00000 N/A 302692AS7 2053-10-25 0 N/A 95364894.00 57823073.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF76 B 20300125 FLT N/A 30316EAE5 2030-01-25 6.4842 N/A 4375000.00 860856.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 12.7342 N/A 75910000.00 15218038.53 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF81 C 20270625 FLT N/A 30317LAG3 2027-06-25 12.7342 N/A 67165464.00 14329992.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KX04 B-FL 20300325 FLT N/A 30315WAC0 2030-03-25 8.7342 N/A 19798253.00 5855086.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF107 CS 20280327 FLT N/A 30321AAE6 2028-03-27 9.8697 N/A 78177000.00 35581029.75 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.8697 N/A 76047000.00 11608036.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF98 CL 20301226 FLT N/A 30318HAC0 2030-12-26 12.2342 N/A 1022152.00 630274.82 Agency Collateralized Mortgage Obligation FRESB 2023-SB107 MTG TR X1 20430625 FLT N/A 30332EAF2 2043-06-25 0.3291 N/A 242892125.00 4755179.68 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 11.548 N/A 44262383.00 15071275.23 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 XI 20390625 FLT N/A 30298DAG4 2039-06-25 0.0783 N/A 155000000.00 808777.40 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB90 X1 20410625 FLT N/A 30322KAJ2 2041-06-25 0.6747 N/A 145462875.00 1884718.30 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.8961 N/A 72000000.00 1440215.53 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.7496 N/A 171423843.00 2924638.47 Agency Collateralized Mortgage Obligation FRESB MTG 2018-SB54 X1 20380825 FLT N/A 30297JAF4 2038-08-25 0 N/A 234440144.00 185254.02 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 B-RC 20371125 FLT N/A 30308AAC7 2037-11-25 11.548 N/A 5886000.00 1752088.37 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-AR 20371225 FLT N/A 30308AAJ2 2037-12-25 0 N/A 108859383.00 43241.77 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0 N/A 66534907.00 46648.93 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB48 X1 20380225 FLT N/A 30296RAR1 2038-02-25 0.3631 N/A 243903642.00 228596.79 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.2313 N/A 168448788.00 235083.30 Agency Collateralized 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Agency Collateralized Mortgage Obligation GNRA 2024-167 HS N/A 38384YM32 2051-06-20 3.0612 N/A 103667052.00 11285193.30 Agency Collateralized Mortgage Obligation GNRA 2024-168 IA N/A 38384YTC5 2054-10-20 0.03 N/A 50000000.00 20179.22 Agency Collateralized Mortgage Obligation GNRA 2025-005 CI N/A 38385CUE6 2054-04-20 0.12 N/A 27306893.00 57262.80 Agency Collateralized Mortgage Obligation GNRA 2025-005 TB N/A 38385CVC9 2053-06-20 0.2 N/A 50422056.00 164383.68 Agency Collateralized Mortgage Obligation GNRA 2025-022 HS N/A 38385CT65 2055-02-20 1.6112 N/A 84894016.00 2676341.98 Agency Collateralized Mortgage Obligation GNRA 2025-025 XC N/A 38385DPX8 2065-02-20 2.3112 N/A 300000000.00 4861176.04 Agency Collateralized Mortgage Obligation GNRA 2025-027 FA N/A 38385DQT6 2055-02-20 5.3888 N/A 100000000.00 51044499.14 Agency Collateralized Mortgage Obligation GNRA 2025-027 FB N/A 38385DQU3 2055-02-20 5.3688 N/A 100000000.00 51039770.01 Agency Collateralized Mortgage Obligation GNRA 2025-027 IB N/A 38385DQY5 2055-02-20 0.02 N/A 100000000.00 12042.85 Agency Collateralized Mortgage Obligation GNRA 2025-027 ID N/A 38385DQZ2 2055-02-20 0.07 N/A 50000000.00 22306.56 Agency Collateralized Mortgage Obligation GNRA 2025-027 IE N/A 38385DRA6 2055-02-20 0.02 N/A 100000000.00 12550.75 Agency Collateralized Mortgage Obligation GNRA 2025-033 GS N/A 38385CB98 2055-02-20 2.9612 N/A 23500000.00 1112061.13 Agency Collateralized Mortgage Obligation GNRA 2025-039 ST N/A 38385EJ39 2050-06-20 2.2331 N/A 39175563.00 2999929.99 Agency Collateralized Mortgage Obligation GNRA 2025-060 SA N/A 38385FK34 2055-03-20 2.3112 N/A 33000000.00 1847457.69 Agency Collateralized Mortgage Obligation GNRA 2025-070 SL N/A 38385FSK8 2050-05-20 2.2831 N/A 83969990.00 7061690.24 Agency Collateralized Mortgage Obligation GNRA 2025-071 SC N/A 38385FR94 2055-04-20 1.6112 N/A 80000000.00 1712926.52 Agency Collateralized Mortgage Obligation GNRA 2025-083 VS N/A 38385GRG6 2055-05-20 2.1112 N/A 20000000.00 1009892.11 Agency Collateralized Mortgage Obligation GNRA 2025-090 DS N/A 38385GYN3 2055-05-20 0.6412 N/A 100000000.00 751084.07 Agency Collateralized Mortgage Obligation GNRA 2025-090 SC N/A 38385GYT0 2055-05-20 1.5112 N/A 163449087.00 3709908.69 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0.6412 N/A 200000000.00 1619810.52 Agency Collateralized Mortgage Obligation GNRA 2025-117 SB N/A 38381NM47 2054-02-20 2.3862 N/A 200000000.00 5655686.24 Agency Collateralized Mortgage Obligation GNRA 2025-122 FC N/A 38381PMG5 2055-07-20 5.1088 N/A 100000000.00 61148024.88 Agency Collateralized Mortgage Obligation GNRA 2025-133 SJ N/A 38381QKW0 2065-08-20 1.5612 N/A 81770684.00 1663172.44 Agency Collateralized Mortgage Obligation GNRA 2025-140 SB N/A 38381QAR2 2055-08-20 2.2812 N/A 100000000.00 4998691.77 Agency Collateralized Mortgage Obligation GNRA 2025-149 SD N/A 38381URH7 2065-09-20 2.3612 N/A 207707392.00 5230626.44 Agency Collateralized Mortgage Obligation GNRA 2025-152 SC N/A 38381UNY4 2055-09-20 1.6616 N/A 127000000.00 3064610.61 Agency Collateralized Mortgage Obligation GNRA 2025-157 SC N/A 38381UWP3 2055-09-20 3.0112 N/A 57046000.00 4110770.33 Agency Collateralized Mortgage Obligation GNRA 2025-178 BZ N/A 38383BS37 2052-03-20 5.5 N/A 30066834.00 922421.49 Agency Collateralized Mortgage Obligation GNRA 2025-178 SP N/A 38383B4V1 2055-10-20 3.5612 N/A 46942333.00 4561476.27 Agency Collateralized Mortgage Obligation GNRA 2025-178 ZB N/A 38383BW65 2055-10-20 6 N/A 24164000.00 4388767.45 Agency Collateralized Mortgage Obligation GNRA 2025-211 FJ N/A 38385KQJ2 2065-12-20 4.7388 N/A 35000000.00 31685805.02 Agency Collateralized Mortgage Obligation GNRA 2025-216 SA N/A 38385KZK9 2055-12-20 0.5612 N/A 100000000.00 1432343.23 Agency Collateralized Mortgage Obligation GNRA 2025-216 SP N/A 38385KG79 2055-12-20 3.6112 N/A 34845167.00 3671107.15 Agency Collateralized Mortgage Obligation GNRA 2025-216 TB N/A 38385KA83 2055-07-20 0.08 N/A 98273824.00 104651.32 Agency Collateralized Mortgage Obligation GNRA 2025-216 TD N/A 38385KB25 2055-06-20 0.05 N/A 97912195.00 58140.63 Agency Collateralized Mortgage Obligation GNRA 2026-008 SP N/A 38385LUG1 2056-01-20 3.7612 N/A 29993714.00 3468751.13 Agency Collateralized Mortgage Obligation GNRA 2026-035 CZ N/A 38385MTC0 2056-02-20 4.5 N/A 4666334.00 3053593.42 Agency Collateralized Mortgage Obligation GNRA 2026-035 SB N/A 38385MTM8 2054-04-20 1.2112 N/A 66542407.00 1949829.66 Agency Collateralized Mortgage Obligation GNRA 2026-035 SD N/A 38385MSN7 2056-02-20 0.8612 N/A 100000000.00 1464990.31 Agency Collateralized Mortgage Obligation GNRA 2026-045 FL N/A 38385N6F6 2056-03-20 4.2388 N/A 21086333.00 20578374.16 Agency Collateralized Mortgage Obligation GNRA 2026-045 SL N/A 38385N6G4 2056-03-20 3.7612 N/A 61086333.00 6166923.16 Agency Collateralized Mortgage Obligation GNRA 2026-045 SP N/A 38385N3L6 2056-03-20 3.7612 N/A 30000000.00 3903148.79 Agency Collateralized Mortgage Obligation GNRA 2026-045 ZL N/A 38385N3Q5 2056-03-20 6 N/A 1650118.00 934098.59 Agency Collateralized Mortgage Obligation GNRA 2026-065 FA N/A 38385RNB7 2056-04-20 4.6388 N/A 100000000.00 96454234.37 Agency Collateralized Mortgage Obligation GNRA 2026-065 IB N/A 38385RND3 2055-03-20 0.15 N/A 31413582.00 95891.47 Agency Collateralized Mortgage Obligation GNRA 2026-065 ID N/A 38385RNH4 2055-01-20 0.1 N/A 40397354.00 99692.64 Agency Collateralized Mortgage Obligation GNRA 2026-065 SA N/A 38385RNC5 2056-04-20 0.8612 N/A 100000000.00 1764979.09 Agency Collateralized Mortgage Obligation GNRA 2026-065 SC N/A 38385RNG6 2055-05-20 1.5612 N/A 136318690.00 5072793.39 Agency Collateralized Mortgage Obligation GNRA 2026-090 SA N/A 38385SQV8 2056-05-20 2.0112 N/A 60000000.00 3505693.99 Agency Collateralized Mortgage Obligation GNRA 2026-101 FA N/A 38385TJ77 2056-06-20 4.6388 N/A 100000000.00 96937187.43 Agency Collateralized Mortgage Obligation GNRA 2026-101 PF N/A 38385TK26 2056-06-20 4.5388 N/A 40234333.00 39869087.45 Agency Collateralized Mortgage Obligation GNRA 2026-101 PS N/A 38385TK59 2056-06-20 1.9612 N/A 40234333.00 1723800.93 Agency Collateralized Mortgage Obligation GNRA 2026-101 SA N/A 38385TJ85 2056-06-20 0.8612 N/A 100000000.00 2075545.52 Agency Collateralized Mortgage Obligation GNRA 2026-129 SA N/A 38385XLE0 2056-07-20 1.3112 N/A 50000000.00 1432708.48 Agency Collateralized Mortgage Obligation GNRA 2026-129 ZA N/A 38385XLF7 2056-07-20 6 N/A 2200000.00 1878707.02 Agency Collateralized Mortgage Obligation GNRA 2026-140 S N/A 38385WPP3 2056-08-20 1.005 N/A 200000000.00 5770616.60 Agency Collateralized Mortgage Obligation GNRA 2026-140 SJ N/A 38385WQC1 2056-08-20 0.9868 N/A 50000000.00 1264776.25 Agency Collateralized Mortgage Obligation GNST 0764-GT PO N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 15649.40 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-10-05 2026-10-05 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch NR Moody's A1 Standard & Poor's A N N 0.0379 2100000000.00 2100000000.00 0.0106 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 3.68000000 N/A 7TK5RJIZDFROZCA6XF66 BYJ26Y3U1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 2582900.00 2459150.14 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 212718300.00 183483517.67 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 120808100.00 120046542.81 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 8900.00 8907.04 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 100.00 101.83 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1800.00 1838.05 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 300000000.00 300000000.00 0.0015 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.67000000 N/A 7TK5RJIZDFROZCA6XF66 BYJC2DCY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 89872500.00 88783907.13 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 182050000.00 180240214.09 U.S. Treasuries (including strips) FERA 05274Z 11/25/52 N/A 3137H9FH7 2052-11-25 5.5 N/A 17472000.00 21057592.19 Agency Collateralized Mortgage Obligation FERA 4950TA 03/25/48 N/A 3137FRD81 2048-03-25 0.1 N/A 18495700.00 14540.49 Agency Collateralized Mortgage Obligation FERA 5097SD 04/25/51 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 126790.60 Agency Collateralized Mortgage Obligation FERA 5138TB 07/25/47 N/A 3137H2LP7 2047-07-25 0.05 N/A 15533447.00 17037.73 Agency Collateralized Mortgage Obligation FERA 5215SA 04/25/52 N/A 3137H6MW2 2052-04-25 0 N/A 49872778.00 36149.25 Agency Collateralized Mortgage Obligation FERA 5331SA 07/25/53 N/A 3137HAED4 2053-07-25 2.3568 N/A 100000000.00 2721901.25 Agency Collateralized Mortgage Obligation FERA 5338SA 09/25/53 N/A 3137HAKQ8 2053-09-25 2.2868 N/A 100000000.00 3320331.78 Agency Collateralized Mortgage Obligation FERA 5343SC 10/25/53 N/A 3137HAQC3 2053-10-25 2.8568 N/A 105000000.00 3503413.60 Agency Collateralized Mortgage Obligation FERA 5358BS 11/25/53 N/A 3137HAV29 2053-11-25 2.7568 N/A 26923076.00 857367.16 Agency Collateralized Mortgage Obligation FERA 5380IC 02/25/54 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 135923.91 Agency Collateralized Mortgage Obligation FERA 5412SA 05/25/54 N/A 3137HCPT3 2054-05-25 0.02 N/A 50000000.00 9831.60 Agency Collateralized Mortgage Obligation FERA 5422ST 10/25/49 N/A 3137HDH29 2049-10-25 2.2923 N/A 30403981.00 2126621.94 Agency Collateralized Mortgage Obligation FERA 5436SB 07/25/54 N/A 3137HDKD1 2054-07-25 3.4068 N/A 137500000.00 6261528.67 Agency Collateralized Mortgage Obligation FERA 5460SH 10/25/54 N/A 3137HH5T4 2054-10-25 1.7568 N/A 151565576.00 3083342.58 Agency Collateralized Mortgage Obligation FERA 5489CZ 03/25/51 N/A 3137HHWQ0 2051-03-25 1.25 N/A 19580512.00 12030820.96 Agency Collateralized Mortgage Obligation FERA 5500QS 09/25/54 N/A 3137HJBX4 2054-09-25 1.4068 N/A 123076924.00 1554174.62 Agency Collateralized Mortgage Obligation FERA 5524SM 04/25/55 N/A 3137HKW91 2055-04-25 0.8568 N/A 156891262.00 1929805.29 Agency Collateralized Mortgage Obligation FERA 5551SA 06/25/55 N/A 3137HLUE0 2055-06-25 2.8068 N/A 7383152.00 475342.14 Agency Collateralized Mortgage Obligation FERA 5583NZ 10/25/55 N/A 3137HNGU6 2055-10-25 5.5 N/A 1250000.00 1239616.41 Agency Collateralized Mortgage Obligation FERA 5591SB 10/25/55 N/A 3137HNAX6 2055-10-25 2.4068 N/A 60000000.00 3440434.32 Agency Collateralized Mortgage Obligation FERA 5632AI 02/25/56 N/A 3137HPV26 2056-02-25 0.05 N/A 10000000.00 17284.07 Agency Collateralized Mortgage Obligation FERA 5698SA 09/25/56 N/A 3137GCME0 2056-09-25 1.0312 N/A 157500000.00 2881127.81 Agency Collateralized Mortgage Obligation FERM 5007IC 08/25/50 N/A 3137FVL83 2050-08-25 5 N/A 80082979.00 4146510.46 Agency Collateralized Mortgage Obligation FERM 5018IN 10/25/50 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1464335.61 Agency Collateralized Mortgage Obligation FERM 5069ID 02/25/41 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 623599.17 Agency Collateralized Mortgage Obligation FERM 5136IJ 02/25/51 N/A 3137H1QP4 2051-02-25 2.5 N/A 43508000.00 3379628.73 Agency Collateralized Mortgage Obligation FERM 5192AI 11/25/51 N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2372577.72 Agency Collateralized Mortgage Obligation FERM 5297DI 03/25/53 N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 912480.42 Agency Collateralized Mortgage Obligation FERM 5352PO 11/25/53 N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 2096772.25 Agency Collateralized Mortgage Obligation FERM 5395PI 03/25/54 N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 1788437.73 Agency Collateralized Mortgage Obligation FERM 5591PO 10/25/55 N/A 3137HNAS7 2055-10-25 0 N/A 23333334.00 13663378.05 Agency Collateralized Mortgage Obligation FERM 5602NI 11/25/52 N/A 3137HNQB7 2052-11-25 6 N/A 9753624.00 2035954.55 Agency Collateralized Mortgage Obligation FERM 5630NI 06/25/55 N/A 3137HQ7H8 2055-06-25 6.5 N/A 7380270.00 1399623.30 Agency Collateralized Mortgage Obligation FTRA 5008IB 12/15/46 N/A 3137FVYF3 2046-12-15 2.1289 N/A 28367228.00 365957.28 Agency Collateralized Mortgage Obligation MNRA CL006X1 R22M006 N/A 3136BLQ94 2028-10-25 1.2149 N/A 210926000.00 3123187.78 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 363000000.00 363000000.00 0.0018 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.67000000 N/A 7TK5RJIZDFROZCA6XF66 BYJC2DD12 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 1000.00 953.94 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 500.00 303.74 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 43908800.00 28472172.64 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 17600000.00 11087952.94 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 15760800.00 7336176.83 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 27346000.00 25794272.78 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 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Securities FNMS 02.000 CLFS1977 N/A 3140XHFT9 2051-11-01 2 N/A 335000.00 198140.07 Agency Mortgage-Backed Securities FNMS 02.500 CIFA1430 N/A 3140W1SU8 2037-06-01 2.5 N/A 1000.00 739.82 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4721 N/A 3140X8G76 2035-10-01 2.5 N/A 1000.00 350.61 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5092 N/A 3140KCUS9 2050-05-01 2.5 N/A 172810.00 72013.74 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7703 N/A 3140L6RZ9 2051-04-01 2.5 N/A 471000.00 199341.36 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0070 N/A 3140M1CG7 2051-10-01 2.5 N/A 1762370.00 1039199.97 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 N/A 54180.00 31244.28 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8919 N/A 3140MA4D3 2052-04-01 2.5 N/A 159000.00 92322.95 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9090 N/A 3140QHC45 2051-02-01 2.5 N/A 11360.00 6019.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0995 N/A 3140QLC95 2051-07-01 2.5 N/A 2270.00 1255.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 34000.00 20533.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 N/A 3140QNL75 2052-03-01 2.5 N/A 6460.00 4126.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7293 N/A 3140XBC73 2051-05-01 2.5 N/A 65000.00 33511.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7398 N/A 3140XBGG9 2051-06-01 2.5 N/A 5000.00 2601.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 N/A 99000.00 51991.81 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0381 N/A 3140XFM73 2052-01-01 2.5 N/A 36330.00 23954.64 Agency Mortgage-Backed Securities FNMS 02.500 CNAS8342 N/A 3138WJHU5 2026-11-01 2.5 N/A 10000.00 25.37 Agency Mortgage-Backed Securities FNMS 02.500 CVAT5931 N/A 3138WTSV9 2028-06-01 2.5 N/A 10000.00 277.72 Agency Mortgage-Backed Securities FNMS 03.000 CIBH2370 N/A 3140GQT48 2032-05-01 3 N/A 1111890.00 135377.73 Agency Mortgage-Backed Securities FNMS 03.000 CICA7944 N/A 3140QFZJ1 2035-11-01 3 N/A 131000.00 47119.60 Agency Mortgage-Backed Securities FNMS 03.000 CIMA2448 N/A 31418BWJ1 2030-11-01 3 N/A 1100.00 66.12 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 55000.00 7179.92 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3931 N/A 31418DLM2 2035-02-01 3 N/A 89640.00 11584.47 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 N/A 15930.00 3321.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1373 N/A 3140XGQ36 2051-11-01 3 N/A 1000.00 662.74 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3331 N/A 31418CVZ4 2048-04-01 3 N/A 16000.00 2169.87 Agency Mortgage-Backed Securities FNMS 03.000 CTFS9170 N/A 3140XRFL4 2042-03-01 3 N/A 5708550.00 4360994.42 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3074 N/A 31418CMY7 2032-07-01 3.5 N/A 3000.00 219.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0198 N/A 3138MFGG6 2042-11-01 3.5 N/A 2000.00 348.50 Agency Mortgage-Backed Securities FNMS 03.500 CTAL6342 N/A 3138EPBL7 2034-01-01 3.5 N/A 2800.00 201.75 Agency Mortgage-Backed Securities FNMS 03.500 CTFM7643 N/A 3140XBP53 2039-10-01 3.5 N/A 12000.00 4103.57 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2909 N/A 31418CGT5 2037-02-01 3.5 N/A 16000.00 2163.08 Agency Mortgage-Backed Securities FNMS 04.000 CIFA5303 N/A 3140W53M4 2041-05-01 4 N/A 69180.00 64544.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAD8033 N/A 31418V4T6 2040-08-01 4 N/A 25000.00 693.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0949 N/A 31419BBT1 2041-02-01 4 N/A 36000.00 1563.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAW6230 N/A 3138XV4Q0 2044-06-01 4 N/A 7900.00 293.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ1870 N/A 3138YTCG7 2045-06-01 4 N/A 9000.00 1552.29 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5315 N/A 3140GT3Z1 2047-07-01 4 N/A 67000.00 3914.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4090 N/A 3140QPRL3 2052-07-01 4 N/A 4872000.00 3270551.10 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 344300.00 195740.28 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6883 N/A 3140XNUH5 2053-05-01 4 N/A 36000.00 24697.07 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 N/A 1300.00 113.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5670 N/A 31418FJQ1 2055-04-01 4 N/A 71440760.00 61239608.83 Agency Mortgage-Backed Securities FNMS 04.000 CTBJ5121 N/A 3140H6VP1 2038-04-01 4 N/A 2373120.00 714179.97 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0245 N/A 3140FXHX3 2051-06-01 4 N/A 2498000.00 692933.32 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5319 N/A 31418E4D9 2039-03-01 4.5 N/A 10000.00 5875.82 Agency Mortgage-Backed Securities FNMS 04.500 CLAA7686 N/A 31416RRG0 2039-06-01 4.5 N/A 5000.00 156.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5477 N/A 3140JACP1 2049-02-01 4.5 N/A 1000.00 187.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5629 N/A 3140JAHF8 2049-02-01 4.5 N/A 7000.00 1134.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBY2329 N/A 3140NJST2 2053-07-01 4.5 N/A 1045280.00 737031.48 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2299 N/A 3140Q9RV7 2048-09-01 4.5 N/A 50000000.00 8110460.89 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3610 N/A 3140U7AL6 2056-05-01 4.5 N/A 6516710.00 6136344.40 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2578 N/A 3140XH2L0 2052-07-01 4.5 N/A 3119100.00 2046884.91 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 N/A 67590.00 46203.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 N/A 275000.00 174499.83 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4113 N/A 3140XKSB7 2053-03-01 4.5 N/A 2080.00 1397.04 Agency Mortgage-Backed Securities FNMS 04.500 CTFS5210 N/A 3140XLYG7 2038-11-01 4.5 N/A 4000.00 1703.22 Agency Mortgage-Backed Securities FNMS 05.000 CIDH3737 N/A 3140UKEK5 2041-06-01 5 N/A 2980.00 2955.84 Agency Mortgage-Backed Securities FNMS 05.000 CIDI0028 N/A 3140UTA61 2041-07-01 5 N/A 1262260.00 1259052.25 Agency Mortgage-Backed Securities FNMS 05.000 CLAU6242 N/A 3138X55C7 2043-10-01 5 N/A 1000.00 168.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7114 N/A 3140HL3Y0 2048-07-01 5 N/A 1375800.00 125059.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7618 N/A 3140HMPC2 2048-09-01 5 N/A 6000.00 972.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBU5718 N/A 3140M7K83 2055-02-01 5 N/A 1000.00 908.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBX5969 N/A 3140NAT37 2053-02-01 5 N/A 1000.00 713.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2337 N/A 3140Y8S31 2056-04-01 5 N/A 188220.00 171194.99 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2550 N/A 3140U5ZQ2 2056-02-01 5 N/A 2835680.00 2741014.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDI1013 N/A 3140UUDT5 2056-08-01 5 N/A 2000.00 1947.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3207 N/A 3140UWR58 2056-08-01 5 N/A 4617630.00 4483472.46 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2223 N/A 3140W2PH8 2055-07-01 5 N/A 2000.00 1779.47 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 N/A 35727480.00 24892486.43 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 8000.00 6418.88 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5959 N/A 31418FTR8 2036-01-01 5 N/A 323280.00 283282.95 Agency Mortgage-Backed Securities FNMS 05.500 CIDE7540 N/A 3140BLLW0 2040-09-01 5.5 N/A 1341850.00 250456.51 Agency Mortgage-Backed Securities FNMS 05.500 CL735224 N/A 31402QYV7 2035-02-01 5.5 N/A 188000.00 1209.14 Agency Mortgage-Backed Securities FNMS 05.500 CL899509 N/A 31410WKW7 2037-05-01 5.5 N/A 10000.00 70.91 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4576 N/A 3140MWCN4 2056-08-01 5.5 N/A 5076430.00 5119931.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0903 N/A 3140N5AD6 2052-10-01 5.5 N/A 1000.00 757.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6778 N/A 3140NBQ87 2053-03-01 5.5 N/A 1000.00 814.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4914 N/A 3140QQN84 2052-10-01 5.5 N/A 14988800.00 11510333.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 149762870.00 130092890.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1406 N/A 3140B1R40 2055-02-01 5.5 N/A 1090720.00 1065045.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDE1634 N/A 3140BDY87 2055-06-01 5.5 N/A 2286240.00 2253751.34 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3510 N/A 3140U63U6 2056-03-01 5.5 N/A 2760.00 2753.40 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4648 N/A 3140U8EW6 2056-04-01 5.5 N/A 999670.00 995957.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4034 N/A 3140UKPU1 2056-06-01 5.5 N/A 1025.00 1049.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6381 N/A 3140UNCT2 2056-07-01 5.5 N/A 6895550.00 6827162.36 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1761 N/A 3140W15X7 2055-06-01 5.5 N/A 2170.00 1953.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4989 N/A 3140W5RK2 2056-03-01 5.5 N/A 7160.00 6990.83 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3332 N/A 3140XJV26 2052-12-01 5.5 N/A 1000.00 663.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 5000.00 3463.82 Agency Mortgage-Backed Securities FNMS 05.500 RE618243 N/A 31388XZG2 2031-12-01 5.5 N/A 283000.00 1715.77 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 N/A 31374CQC3 2044-09-01 5.5 N/A 4100.00 329.03 Agency Mortgage-Backed Securities FNMS 06.000 CICC1333 N/A 3140Y7PT9 2040-10-01 6 N/A 347160.00 342935.16 Agency Mortgage-Backed Securities FNMS 06.000 CIFS8972 N/A 3140XQ6J1 2039-09-01 6 N/A 18000.00 11888.81 Agency Mortgage-Backed Securities FNMS 06.000 CL840903 N/A 31407UGL5 2035-10-01 6 N/A 5100.00 114.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8348 N/A 3140QUH25 2054-04-01 6 N/A 15666810.00 11162904.19 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8755 N/A 3140AJWR5 2054-08-01 6 N/A 3000.00 2043.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8502 N/A 3140B9NU9 2055-05-01 6 N/A 19561530.00 13020230.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2670 N/A 3140BS6G7 2055-11-01 6 N/A 1050.00 963.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2314 N/A 3140W2SC6 2055-07-01 6 N/A 1020.00 940.16 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 N/A 1100.00 998.17 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5834 N/A 3140XMPU4 2053-09-01 6 N/A 3130.00 1786.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9974 N/A 3140XSCL5 2054-12-01 6 N/A 2550.00 2123.59 Agency Mortgage-Backed Securities FNMS 06.500 CIBY1327 N/A 3140NHPM4 2039-01-01 6.5 N/A 121130.00 32765.17 Agency Mortgage-Backed Securities FNMS 06.500 CL745875 N/A 31403DT82 2036-09-01 6.5 N/A 1000.00 5.45 Agency Mortgage-Backed Securities FNMS 06.500 CL908200 N/A 31411G7M8 2037-01-01 6.5 N/A 2000.00 4.53 Agency Mortgage-Backed Securities FNMS 06.500 CLBU5621 N/A 3140M7G70 2055-02-01 6.5 N/A 2000.00 1365.22 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0788 N/A 3140W02W4 2055-02-01 6.5 N/A 4700000.00 3306074.18 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 N/A 8686050.00 4033684.92 Agency Mortgage-Backed Securities FNMS 07.000 CL661086 N/A 31391ANB1 2031-07-01 7 N/A 66000.00 257.17 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8029 N/A 3140QT4P1 2054-02-01 7 N/A 36913520.00 23560472.35 Agency Mortgage-Backed Securities FNMS 07.000 CLDD5303 N/A 3140B53M7 2055-04-01 7 N/A 70540.00 49626.05 Agency Mortgage-Backed Securities FNMS 07.000 NP256986 N/A 31371NNB7 2037-10-01 7 N/A 80000.00 70.94 Agency Mortgage-Backed Securities FNMS 07.500 CL545278 N/A 31385HXF4 2031-11-01 7.5 N/A 30000.00 20.43 Agency Mortgage-Backed Securities GNAR AF MB1354 M N/A 3618N6QG5 2056-07-20 4 N/A 62216740.00 60316848.13 Agency Mortgage-Backed Securities GNAR AT MB1238 M N/A 3618N6LU9 2056-06-20 3.5 N/A 3028230.00 2919873.91 Agency Mortgage-Backed Securities GNAR AT MB1367 M N/A 3618N6QV2 2056-08-20 4.5 N/A 1048000.00 1042959.12 Agency Mortgage-Backed Securities GNCL CL DF5006 N/A 3618JNR31 2068-08-15 5.04 N/A 2000.00 1953.87 Agency Mortgage-Backed Securities GNII ET DQ3597 C N/A 3618MV7J6 2066-02-20 3.5 N/A 298950.00 260452.75 Agency Mortgage-Backed Securities GNII ET DT0001 C N/A 3618VYAA5 2062-06-20 3 N/A 200610.00 173141.83 Agency Mortgage-Backed Securities GNII FS 004459 M N/A 36202E5U9 2039-06-20 5 N/A 65000.00 3164.06 Agency Mortgage-Backed Securities GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 N/A 390000.00 198.09 Agency Mortgage-Backed Securities GNII JM 004710 M N/A 36202FGT7 2040-06-20 5 N/A 1000.00 4.22 Agency Mortgage-Backed Securities GNII JM 005093 M N/A 36202FUS3 2041-06-20 5 N/A 40000.00 688.16 Agency Mortgage-Backed Securities GNII JM MA2952 M N/A 36179RH51 2045-06-20 3 N/A 74000.00 2553.29 Agency Mortgage-Backed Securities GNII JM MA5010 M N/A 36179TR72 2048-01-20 3.5 N/A 11000.00 329.71 Agency Mortgage-Backed Securities GNII JM MA5922 M N/A 36179USK9 2049-04-20 4 N/A 9000.00 333.03 Agency Mortgage-Backed Securities GNII JM MA6703 M N/A 36179VNU0 2050-06-20 4.5 N/A 20000.00 1299.60 Agency Mortgage-Backed Securities GNII JM MA9595 M N/A 36179YUU6 2054-04-20 7 N/A 65000.00 12312.97 Agency Mortgage-Backed Securities GNII RG CF0620 C N/A 3617W1VM9 2041-09-20 4.5 N/A 1351490.00 467138.40 Agency Mortgage-Backed Securities GNII SF 002359 M N/A 36202CTQ6 2027-01-20 7 N/A 100000.00 5.34 Agency Mortgage-Backed Securities GNII SF 002445 M N/A 36202CWE9 2027-06-20 8 N/A 1500000.00 99.28 Agency Mortgage-Backed Securities GNII SF 002457 M N/A 36202CWS8 2027-07-20 7.5 N/A 710000.00 84.84 Agency Mortgage-Backed Securities GNII SF 002549 M N/A 36202CZN6 2028-02-20 7.5 N/A 500000.00 34.44 Agency Mortgage-Backed Securities GNII SF 002769 M N/A 36202DCE9 2029-06-20 7.5 N/A 240000.00 32.53 Agency Mortgage-Backed Securities GNII SF 003038 M N/A 36202DLT6 2031-02-20 6 N/A 60000.00 40.99 Agency Mortgage-Backed Securities GNII SF 003042 M N/A 36202DLX7 2031-02-20 8 N/A 160000.00 97.28 Agency Mortgage-Backed Securities GNII SF 003174 M N/A 36202DQ38 2031-12-20 7 N/A 1331000.00 2253.43 Agency Mortgage-Backed Securities GNII SF 003237 M N/A 36202DS28 2032-05-20 5.5 N/A 75000.00 255.87 Agency Mortgage-Backed Securities GNII SF 003461 M N/A 36202DZ20 2033-10-20 6.5 N/A 60000.00 420.67 Agency Mortgage-Backed Securities GNII SF 003863 M N/A 36202EJG5 2036-06-20 5 N/A 48000.00 522.05 Agency Mortgage-Backed Securities GNII SF 004098 M N/A 36202ERT8 2038-03-20 5.5 N/A 140000.00 1748.02 Agency Mortgage-Backed Securities GNII SF 004145 M N/A 36202ETA7 2038-05-20 6 N/A 188000.00 2241.68 Agency Mortgage-Backed Securities GNII SF 004194 M N/A 36202EUT4 2038-07-20 5.5 N/A 579700.00 6126.08 Agency Mortgage-Backed Securities GNII SF 004224 M N/A 36202EVR7 2038-08-20 7 N/A 238000.00 1381.65 Agency Mortgage-Backed Securities GNII SF 004319 M N/A 36202EYQ6 2038-12-20 7.5 N/A 25000.00 1216.55 Agency Mortgage-Backed Securities GNII SF 005239 M N/A 36202FZC3 2041-11-20 3 N/A 100000.00 5629.15 Agency Mortgage-Backed Securities GNII SF 766711 C N/A 36176HR89 2042-05-20 4 N/A 5985000.00 579045.27 Agency Mortgage-Backed Securities GNII SF CW6371 C N/A 3618FFCG9 2053-09-20 6 N/A 210000.00 156609.95 Agency Mortgage-Backed Securities GNII SF DQ2311 C N/A 3618MUR80 2056-04-20 6.5 N/A 1723830.00 1795486.31 Agency Mortgage-Backed Securities GNII SF DR4072 C N/A 3618VCQZ1 2056-05-20 5.5 N/A 15220447.00 15305906.96 Agency Mortgage-Backed Securities GNII SF MA0376 M N/A 36179MMZ0 2027-09-20 3.5 N/A 53000.00 304.41 Agency Mortgage-Backed Securities GNII SF MA2896 M N/A 36179RGD5 2045-06-20 5.5 N/A 20000.00 1438.62 Agency Mortgage-Backed Securities GNII SF MA3035 M N/A 36179RLQ0 2045-08-20 4 N/A 800000.00 50067.36 Agency Mortgage-Backed Securities GNII SF MA4387 M N/A 36179S2U0 2038-09-20 6 N/A 17000.00 2009.17 Agency Mortgage-Backed Securities GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 N/A 26617170.00 2951551.60 Agency Mortgage-Backed Securities GNII SF MA5141 M N/A 36179TWA9 2048-04-20 6 N/A 165000.00 14201.84 Agency Mortgage-Backed Securities GNII SF MA5877 M N/A 36179UQ62 2049-04-20 4.5 N/A 6200.00 466.23 Agency Mortgage-Backed Securities GNII SF MA5989 M N/A 36179UUN0 2049-06-20 5.5 N/A 42600.00 4048.54 Agency Mortgage-Backed Securities GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 N/A 130775500.00 73732805.11 Agency Mortgage-Backed Securities GNII SF MA8874 M N/A 36179X2F2 2051-05-20 3 N/A 7000.00 4297.82 Agency Mortgage-Backed Securities GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 N/A 420000.00 312064.09 Agency Mortgage-Backed Securities GNII SF MA9173 M N/A 36179YFN9 2053-09-20 6.5 N/A 20000000.00 6918629.41 Agency Mortgage-Backed Securities GNII SF MA9309 M N/A 36179YKW3 2053-11-20 7.5 N/A 640320.00 116791.72 Agency Mortgage-Backed Securities GNII SF MA9310 M N/A 36179YKX1 2053-11-20 8 N/A 7400.00 686.47 Agency Mortgage-Backed Securities GNII SF MA9722 M N/A 36179YYT5 2054-06-20 4 N/A 1020.00 836.17 Agency Mortgage-Backed Securities GNII SF MB0256 M N/A 3618N5JA8 2050-10-20 4 N/A 1127210.00 977622.89 Agency Mortgage-Backed Securities GNII SF MB0937 M N/A 3618N6BF3 2056-02-20 5.5 N/A 11170140.00 10961649.32 Agency Mortgage-Backed Securities GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 N/A 12807600.00 12460453.84 Agency Mortgage-Backed Securities GNII SP 783294 C N/A 36241LUT1 2041-03-20 4.5 N/A 542300.00 30608.05 Agency Mortgage-Backed Securities GNII SP 785702 C N/A 3622ABGK2 2051-10-20 2.5 N/A 1086000.00 583104.26 Agency Mortgage-Backed Securities GNII SP 786973 C N/A 3622ACT67 2053-09-20 6 N/A 700000.00 593039.14 Agency Mortgage-Backed Securities GNII SP 787774 C N/A 3622ADQ35 2055-01-20 7 N/A 176000.00 26752.09 Agency Mortgage-Backed Securities GNMI SF 467760 X N/A 36209CTR7 2028-04-15 7 N/A 350000.00 43.11 Agency Mortgage-Backed Securities GNMI SF 489575 X N/A 36210D2G5 2028-12-15 6 N/A 25000.00 47.33 Agency Mortgage-Backed Securities GNMI SF 547512 X N/A 36212YGV9 2031-04-15 6.5 N/A 25000.00 73.20 Agency Mortgage-Backed Securities GNMI SF 569239 X N/A 36200QLU6 2032-03-15 6 N/A 25000.00 147.46 Agency Mortgage-Backed Securities GNMI SF 569839 X N/A 36200RBG6 2032-06-15 6.5 N/A 420000.00 309.32 Agency Mortgage-Backed Securities GNMI SF 570142 X N/A 36200RLX8 2031-12-15 6 N/A 50000.00 132.39 Agency Mortgage-Backed Securities GNMI SF 586780 X N/A 36201L2M5 2033-05-15 6 N/A 28000.00 84.37 Agency Mortgage-Backed Securities GNMI SF 596673 X N/A 36200B2E6 2032-10-15 6 N/A 25000.00 27.70 Agency Mortgage-Backed Securities GNMI SF 604735 X N/A 36200MY80 2033-10-15 6 N/A 25000.00 175.28 Agency Mortgage-Backed Securities GNMI SF 610180 X N/A 36202U2M4 2034-08-15 5.5 N/A 30100.00 1477.78 Agency Mortgage-Backed Securities GNMI SF 710306 X N/A 36297FDK5 2039-05-15 4.5 N/A 156000.00 5162.71 Agency Mortgage-Backed Securities GNMI SF 722549 X N/A 3620A8WJ8 2040-04-15 4.5 N/A 35000.00 1381.18 Agency Mortgage-Backed Securities GNMI SF CD3257 X N/A 3617VDTN5 2051-06-15 2.5 N/A 207190.00 138612.90 Agency Mortgage-Backed Securities GNMI SP 781176 X N/A 36225BJV1 2028-12-15 7 N/A 310000.00 188.49 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6550 N/A 3140Q2H43 2033-03-01 3.88 N/A 10403895.00 9859701.93 Agency Mortgage-Backed Securities TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 83508970.00 43469258.19 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1000000000.00 1000000000.00 0.0051 N Y Y N Natixis SA Natixis SA 3.67000000 N/A KX1WK48MPD4Y2NCUIZ63 BYJC2DDD6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 1 1/2 NOTE G 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3.875 N/A 30485000.00 29939966.80 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 65671900.00 62849176.12 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 6280200.00 5956410.36 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 473900.00 463990.64 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 11230000.00 11156418.42 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 151040000.00 151730180.56 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 358064300.00 355382398.39 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 297550600.00 292266049.60 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 400.00 399.76 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 603700.00 604278.86 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 1170000.00 1181999.49 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 14173000.00 13991982.14 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 53106700.00 52361844.76 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 8510600.00 8395254.68 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 N/A 856800.00 852050.63 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 2373200.00 2385796.77 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 8571800.00 8430893.96 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 4719300.00 4698320.17 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 978400.00 1002459.85 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 36500.00 37266.85 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 23094800.00 23707139.17 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 5893000.00 5660168.34 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 126672600.00 124852441.41 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 270622800.00 264716763.31 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 835800.00 814068.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 15790200.00 15819795.75 U.S. Treasuries (including strips) BILL 09/08/26 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0 N/A 1224300.00 1223439.32 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0 N/A 412900.00 411714.98 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 579500.00 574257.26 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853607854 N/A 14147100.00 14205985.01 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800607854 N/A 529140000.00 530815627.09 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 3000000000.00 3000000000.00 0.0152 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYJC2DDC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 17000.00 16188.35 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 292000.00 279619.21 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 2405000.00 2408121.18 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 2900000.00 2873623.30 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 47500000.00 44780885.86 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 400000.00 397339.19 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 88500.00 84526.70 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 111090600.00 104853019.43 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 4496800.00 4493041.53 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 42812000.00 40382666.80 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 73000.00 73364.27 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 12385500.00 12170342.32 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 1178000.00 1153646.80 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 3905000.00 3906693.11 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 833200.00 828877.45 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 9000.00 8642.23 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 11446900.00 11270840.95 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 4517000.00 4388497.56 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 4697000.00 4705959.83 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 126142800.00 124656604.14 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 252058000.00 244732391.52 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 100000.00 99581.97 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 36485000.00 36065071.81 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 41257000.00 41850075.46 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 7011000.00 6996182.56 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 113382800.00 113880515.18 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 5000.00 4985.84 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 101381000.00 101195704.18 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 N/A 500000.00 504694.89 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 26000.00 26215.91 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1625000.00 1644640.34 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 125146600.00 125312579.27 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 2600000.00 2626665.54 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 400000.00 405630.55 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 99197200.00 97805896.19 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 2198400.00 2227735.87 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 100000.00 102651.42 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 10400.00 9989.10 U.S. Treasuries (including strips) TRFR BB 04/30/27 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.910607854 N/A 3785400.00 3802356.40 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.940607854 N/A 7500000.00 7539354.41 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1128000000.00 1128000000.00 0.0057 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYJC2DDH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 17046900.00 4782115.72 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 6988000.00 6847816.31 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 458900.00 443254.37 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 447300.00 435284.33 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 19978500.00 19942784.09 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 2100000.00 2059278.42 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 6201500.00 6106926.05 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 85235900.00 83637556.40 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 41991000.00 41683577.69 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 41000000.00 39674150.91 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 7340300.00 6709094.20 U.S. Treasuries (including strips) 6 1/8 TPRN 27 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0 N/A 223000.00 211942.77 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 1921874.00 1886984.30 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 37594549.61 29267018.52 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 6229250.58 1757140.77 U.S. Treasuries (including strips) TINT 05/15/27 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 130755.09 127022.03 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 6526028.92 5994379.45 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 169111.76 167775.27 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 320304.43 304296.90 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 10368826.46 2961668.64 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 250000000.00 250000000.00 0.0013 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.66000000 N/A 549300HXQQQCCUBS2Z23 BYJC2DDB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 145000.00 139772.32 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 3307400.00 3172620.79 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 24868600.00 32874681.43 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 55978900.00 69626242.49 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 1001000.00 585599.36 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 1000.00 1215.61 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 1000.00 1177.78 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 13500000.00 14601231.64 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 1000000.00 1164545.69 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 9043700.00 8611915.72 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 25000000.00 32550333.07 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 4066000.00 3545516.38 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 3713500.00 3201128.87 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 15571900.00 15311502.09 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 62001200.00 59372351.49 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 735900.00 776649.63 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 3120000.00 2830620.54 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 15975100.00 15060613.26 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 132000.00 131121.93 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 49777200.00 47372168.61 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 659000.00 724478.93 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 N/A 454400.00 449164.73 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 692500.00 600097.74 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 73122500.00 68638701.42 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 6741600.00 6242444.32 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 43604900.00 45766557.94 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 8830300.00 8329231.59 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 10709400.00 9465246.40 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 160300.00 160551.41 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 7001000.00 7389976.02 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 124290400.00 108433706.37 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 101747800.00 95756991.28 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 61466600.00 57767564.06 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 1000.00 892.50 U.S. Treasuries (including strips) 2 1/4 TPRN 52 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 83200.00 21224.65 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 25691200.00 25160076.89 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 49945000.00 48169134.02 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 297700.00 297829.08 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 753000.00 749093.52 U.S. Treasuries (including strips) 2 3/8 TPRN 51 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 240000.00 63676.56 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 N/A 1386000.00 1382443.67 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 37080000.00 36509691.06 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 24865800.00 22978846.33 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 407900.00 396295.81 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 35337700.00 34921356.43 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 121784600.00 120827828.41 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 3001000.00 2966459.65 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 2665000.00 2703309.77 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 466400.00 467797.51 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 400.00 389.17 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 22145500.00 22098696.45 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 3144000.00 3090983.34 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 861100.00 829972.96 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 60607200.00 60910802.33 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 195700.00 196345.61 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 3418000.00 3256451.65 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 1318600.00 1298692.08 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 3100.00 2988.68 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 826600.00 807693.95 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 5003500.00 4872042.88 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 55200.00 55006.16 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 2893100.00 2875195.01 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 49837000.00 46787518.39 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 1000.00 2022.76 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 99900.00 97135.30 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 2700.00 2667.96 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 2733600.00 2718051.28 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 26100.00 25784.34 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 26126000.00 25470307.64 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 7742800.00 7776788.48 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 88700.00 87445.47 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 326400.00 327939.77 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 25015000.00 25037476.79 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 387000.00 386292.67 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 50000000.00 49826252.45 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 63688200.00 64356904.17 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 2989400.00 3035681.20 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 N/A 11725400.00 11835498.81 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 3903800.00 3702530.93 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 156100.00 150431.38 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 37200.00 36422.14 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 3607500.00 3561074.24 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 500000.00 1073759.18 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 15938900.00 16156330.11 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 21002400.00 21022285.62 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 964500.00 962004.67 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 885000.00 866737.87 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 3223000.00 3165758.96 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 1760000.00 1755935.09 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 N/A 146200.00 144675.14 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 74676500.00 74373636.47 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 300410000.00 299475424.49 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 30000.00 6963.09 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 1617200.00 1618750.66 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 30343500.00 30654702.28 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 282000.00 282211.50 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 84071500.00 82997736.97 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 2284900.00 2258593.61 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 3985000.00 3933776.81 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 152900.00 152209.10 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 9934000.00 10042690.55 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 397400.00 399509.37 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 135221400.00 136185749.79 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 50800.00 49964.93 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 624100.00 628199.26 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 815000.00 834910.46 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 857200.00 869975.17 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 253393500.00 252471621.40 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 21332400.00 21769384.82 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 243800.00 247799.95 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 100.00 51.17 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 3069100.00 3164353.07 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 2879000.00 2856277.68 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 141100.00 141794.25 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 45387600.00 43594341.84 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 327800.00 313703.66 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 1700.00 1655.80 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 11769700.00 11704620.21 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 102300.00 101834.84 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 44203800.00 43946916.02 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 570996.05 530386.81 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 400000.00 263482.00 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 7762000.00 2638055.42 U.S. Treasuries (including strips) TINT 05/15/51 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 19070000.00 4965236.83 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 4947000.00 1656126.98 U.S. Treasuries (including strips) TINT 08/15/53 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 423000.00 97996.41 U.S. Treasuries (including strips) TINT 08/15/54 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 1955000.00 434756.81 U.S. Treasuries (including strips) TINT 08/15/55 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 N/A 4393000.00 944508.18 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 25500.00 15487.88 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 4682000.00 1737448.06 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 278000.00 97199.64 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 360890.88 86569.78 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 2250000.00 514779.75 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 2400000000.00 2400000000.00 0.0121 N Y Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJBE00H8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 541397400.00 532980667.39 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 380880800.00 385019394.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 900000000.00 900000000.00 0.0046 N N Y N Societe Generale SA Societe Generale SA 3.65000000 N/A O2RNE8IBXP4R0TD8PU41 BYJBNWY57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 647729700.00 644640029.33 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-04 2026-09-04 2026-09-04 N N N 0.0365 632000000.00 632000000.00 0.0032 N N Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJC2DD87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 53043200.00 49061956.14 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 33940800.00 33558114.53 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 81000000.00 81000000.00 0.0004 N Y Y N Societe Generale SA Societe Generale SA 3.67000000 N/A O2RNE8IBXP4R0TD8PU41 BYJC2DDR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB0423 M N/A 3618N5PH6 2055-06-20 5 N/A 228389891.00 204000000.20 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 200000000.00 200000000.00 0.0010 N Y Y N TD Securities USA LLC TD Securities USA LLC 3.66000000 N/A SUVUFHICNZMP2WKHG940 BYJBE00F2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 04914S 09/25/49 N/A 3137FNN89 2049-09-25 2.29233 N/A 32470648.00 575721.29 Agency Collateralized Mortgage Obligation FERA 05489S 01/25/55 N/A 3137HHWT4 2055-01-25 7.604982 N/A 1200000.00 1001301.93 Agency Collateralized Mortgage Obligation FERA 05584S 06/25/55 N/A 3137HNDU9 2055-06-25 2.15681 N/A 70000000.00 2445572.73 Agency Collateralized Mortgage Obligation FERA 05584T 05/25/55 N/A 3137HNDZ8 2055-05-25 0.069282 N/A 83318004.00 132423.17 Agency Collateralized Mortgage Obligation FERA 4914LS 09/25/49 N/A 3137FNMY3 2049-09-25 2.29233 N/A 16853542.00 249550.03 Agency Collateralized Mortgage Obligation FERA 5002SJ 07/25/50 N/A 3137FUAM6 2050-07-25 2.34233 N/A 11000000.00 304244.65 Agency Collateralized Mortgage Obligation FERA 5245SD 08/25/52 N/A 3137H8MP3 2052-08-25 1.65681 N/A 47522858.00 1656008.24 Agency Collateralized Mortgage Obligation FERA 5259SA 09/25/52 N/A 3137H8WF4 2052-09-25 1.65681 N/A 103908472.00 2654490.53 Agency Collateralized Mortgage Obligation FERA 5269SE 10/25/52 N/A 3137H9A25 2052-10-25 1.53681 N/A 38724719.00 1120736.99 Agency Collateralized Mortgage Obligation FERA 5269SH 10/25/52 N/A 3137H9A41 2052-10-25 1.53681 N/A 61945907.00 1658361.70 Agency Collateralized Mortgage Obligation FERA 5310SB 04/25/53 N/A 3137HA2Q8 2053-04-25 1.90681 N/A 66534768.00 1314042.60 Agency Collateralized Mortgage Obligation FERA 5358ES 11/25/53 N/A 3137HAVY9 2053-11-25 2.34681 N/A 61475628.00 2147198.12 Agency Collateralized Mortgage Obligation FERA 5362SB 12/25/53 N/A 3137HB6A7 2053-12-25 1.75681 N/A 50000000.00 796604.74 Agency Collateralized Mortgage Obligation FERA 5397SN 04/25/54 N/A 3137HCJX1 2054-04-25 2.30681 N/A 52462035.00 2261919.33 Agency Collateralized Mortgage Obligation FERA 5399SC 04/25/54 N/A 3137HCHR6 2054-04-25 3.40681 N/A 30773948.00 1766231.95 Agency Collateralized Mortgage Obligation FERA 5412SB 05/25/54 N/A 3137HCPU0 2054-05-25 1.65681 N/A 75000000.00 1144059.97 Agency Collateralized Mortgage Obligation FERA 5416SE 06/25/54 N/A 3137HD6K1 2054-06-25 3.40681 N/A 80601636.00 3259202.70 Agency Collateralized Mortgage Obligation FERA 5427SA 07/25/54 N/A 3137HDRJ1 2054-07-25 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Securities FNMS 03.000 CLBN7656 N/A 3140JQQJ5 2049-07-01 3 N/A 317238.00 109094.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5606 N/A 3140K1GQ3 2049-09-01 3 N/A 140000.00 29687.46 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7504 N/A 3140K3KS0 2050-01-01 3 N/A 198000.00 60135.92 Agency Mortgage-Backed Securities FNMS 03.000 CLBP4751 N/A 3140KCH54 2050-05-01 3 N/A 7062791.00 2419910.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1320 N/A 3140M2PE6 2052-02-01 3 N/A 1875553.00 1095030.10 Agency Mortgage-Backed Securities FNMS 03.000 CLBV0271 N/A 3140MDJR0 2052-02-01 3 N/A 1225000.00 741734.59 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4151 N/A 3140MHTH2 2052-03-01 3 N/A 27272956.00 15701792.64 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7803 N/A 3140MMU55 2052-06-01 3 N/A 3240000.00 2122237.19 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7832 N/A 3140MMV21 2052-07-01 3 N/A 2617501.00 1708160.02 Agency Mortgage-Backed Securities FNMS 03.000 CLBX3196 N/A 3140N7RS1 2052-09-01 3 N/A 233209.00 184114.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBY1455 N/A 3140NHTM0 2053-12-01 3 N/A 28100.00 22454.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCA3809 N/A 3140QBGT9 2049-07-01 3 N/A 43076.00 9939.33 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4536 N/A 3140QCBE5 2049-11-01 3 N/A 7814.00 2249.66 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5122 N/A 3140QCVQ6 2050-02-01 3 N/A 2942000.00 916453.37 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5435 N/A 3140QDBD5 2050-03-01 3 N/A 750000.00 169046.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6417 N/A 3140QEDX7 2050-07-01 3 N/A 2110000.00 806080.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7531 N/A 3140QFLM9 2050-10-01 3 N/A 700000.00 360448.22 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8623 N/A 3140QGSM0 2051-01-01 3 N/A 23580000.00 13214769.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9391 N/A 3140QHNH4 2051-03-01 3 N/A 31500000.00 17286707.51 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0199 N/A 3140QKGH5 2051-04-01 3 N/A 13094003.00 7359373.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0356 N/A 3140QKME5 2051-05-01 3 N/A 98481922.00 53314828.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1559 N/A 3140QLWV4 2051-09-01 3 N/A 4515000.00 2629852.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2067 N/A 3140QMJM7 2051-11-01 3 N/A 686742.00 449911.73 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2301 N/A 3140QMRX4 2051-12-01 3 N/A 44200712.00 26233027.22 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2545 N/A 3140QMZK3 2052-01-01 3 N/A 5009529.00 3171232.18 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 N/A 2735000.00 1578806.26 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2896 N/A 3140QNGE6 2052-02-01 3 N/A 3748601.00 2557917.18 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3021 N/A 3140QNLB6 2052-03-01 3 N/A 15000.00 9494.81 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3242 N/A 3140QNS86 2052-04-01 3 N/A 6053773.00 4038922.85 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 286000.00 185460.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2841 N/A 3140W3EP0 2052-08-01 3 N/A 26355027.00 21237526.79 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6036 N/A 3140W6V66 2053-11-01 3 N/A 7858203.00 6644361.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1675 N/A 3140X42H8 2049-10-01 3 N/A 49880000.00 9660176.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4311 N/A 3140X7YH6 2050-08-01 3 N/A 100000.00 46521.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5290 N/A 3140X82Y2 2050-03-01 3 N/A 312655.00 119511.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5464 N/A 3140X9CA1 2047-02-01 3 N/A 1453015.00 599225.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5810 N/A 3140X9N43 2051-01-01 3 N/A 6755000.00 3521115.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0831 N/A 3140XF4R9 2052-03-01 3 N/A 4688507.00 3172498.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1294 N/A 3140XGNL9 2052-03-01 3 N/A 1600000.00 1110794.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1838 N/A 3140XHBG1 2051-12-01 3 N/A 2793000.00 1608949.91 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3065 N/A 3140XJMP5 2052-01-01 3 N/A 2000000.00 1257299.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3756 N/A 3140XKE63 2051-05-01 3 N/A 1300000.00 817655.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 4404862.00 3094234.31 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5801 N/A 3140XMNT9 2050-06-01 3 N/A 1268838.00 857759.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6240 N/A 3140XM5A0 2052-04-01 3 N/A 100000.00 68123.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7063 N/A 3140XNZ56 2053-10-01 3 N/A 28555949.00 21005487.51 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2895 N/A 31418CGD0 2047-02-01 3 N/A 355000.00 67439.01 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 N/A 31418CG65 2047-03-01 3 N/A 54000.00 10754.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3209 N/A 31418CR71 2047-12-01 3 N/A 100000.00 15728.99 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 125000.00 20603.94 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 N/A 45000.00 15401.39 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4307 N/A 31418DYD8 2051-04-01 3 N/A 84000.00 35139.98 Agency Mortgage-Backed Securities FNMS 03.000 CNMA5196 N/A 31418EX21 2033-09-01 3 N/A 1555245.00 728335.98 Agency Mortgage-Backed Securities FNMS 03.000 CQBM7878 N/A 3140JCXG4 2047-02-01 3 N/A 3231055.00 2736886.48 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3771 N/A 31418DFM9 2039-09-01 3 N/A 1500000.00 187743.63 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3934 N/A 31418DLQ3 2040-02-01 3 N/A 4000.00 653.09 Agency Mortgage-Backed Securities FNMS 03.500 CICA2738 N/A 3140QABG4 2033-11-01 3.5 N/A 15000000.00 1548437.34 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2130 N/A 31418BLL8 2029-11-01 3.5 N/A 135000.00 6159.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6313 N/A 3138EBAP0 2042-03-01 3.5 N/A 21297780.00 2062534.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3318 N/A 3138EKVL6 2043-03-01 3.5 N/A 3461060.00 449939.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ9786 N/A 3138MR2U4 2042-12-01 3.5 N/A 1253505.00 137996.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5365 N/A 3138WE6B0 2045-07-01 3.5 N/A 32000.00 4708.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5010 N/A 3140J9R86 2048-02-01 3.5 N/A 263167628.00 80907881.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBV3855 N/A 3140MHH93 2052-04-01 3.5 N/A 101777.00 66687.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3378 N/A 3140W3XG9 2052-04-01 3.5 N/A 971000.00 814540.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4695 N/A 3140W5GD0 2051-01-01 3.5 N/A 5688896.00 4945717.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6823 N/A 3140W7SM3 2051-02-01 3.5 N/A 7309831.00 6656081.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFM0008 N/A 3140X3AJ7 2049-08-01 3.5 N/A 329490.00 43331.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7136 N/A 3140XA4W9 2050-01-01 3.5 N/A 9000.00 3155.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 2000.00 1169.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5879 N/A 3140XMQ90 2051-11-01 3.5 N/A 4022355.00 2640085.11 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4336 N/A 31418DZA3 2051-04-01 3.5 N/A 10023495.00 2232470.45 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 100007455.00 64418751.39 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4933 N/A 31418EPT1 2053-02-01 3.5 N/A 10000.00 7082.99 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3395 N/A 31418CXZ2 2028-06-01 3.5 N/A 1975000.00 56115.17 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2878 N/A 31418CFU3 2047-01-01 3.5 N/A 250400.00 70888.91 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ1607 N/A 3138MGYD1 2032-11-01 3.5 N/A 3035000.00 239928.34 Agency Mortgage-Backed Securities FNMS 03.500 CTFM1039 N/A 3140X4EM4 2039-04-01 3.5 N/A 25000.00 4090.29 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 N/A 3140FXD82 2056-07-01 3.5 N/A 127063369.00 34746341.24 Agency Mortgage-Backed Securities FNMS 04.000 CIDE6934 N/A 3140BKV43 2040-12-01 4 N/A 238347.00 190886.77 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1007 N/A 3140X4DM5 2034-05-01 4 N/A 8000.00 1083.02 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4833 N/A 31418ELP3 2037-12-01 4 N/A 225157.00 111563.53 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4965 N/A 31418EQT0 2038-03-01 4 N/A 133931.00 73343.26 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5884 N/A 31418FRE9 2040-11-01 4 N/A 437886.00 390175.38 Agency Mortgage-Backed Securities FNMS 04.000 CIMA6002 N/A 31418FU47 2041-03-01 4 N/A 42309608.00 38756470.22 Agency Mortgage-Backed Securities FNMS 04.000 CIMA6085 N/A 31418FXP7 2041-06-01 4 N/A 48311.00 45494.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8188 N/A 3138YNC21 2045-04-01 4 N/A 3450000.00 504624.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5050 N/A 3140FQTG2 2045-09-01 4 N/A 188000.00 32878.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3765 N/A 3140J8FF5 2048-04-01 4 N/A 84144.00 14328.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5274 N/A 3140J92G5 2047-02-01 4 N/A 26424.00 3327.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6210 N/A 3140JN3U2 2049-03-01 4 N/A 31265925.00 4604983.65 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1210 N/A 3140MSKY0 2052-10-01 4 N/A 2208000.00 1535809.68 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0544 N/A 3140Q7TA5 2047-10-01 4 N/A 109247138.00 20456413.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2628 N/A 3140Q94N0 2048-11-01 4 N/A 5000.00 677.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCB7316 N/A 3140QTDW6 2053-10-01 4 N/A 10000.00 7661.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4331 N/A 3140W4Y50 2053-08-01 4 N/A 5465000.00 4801694.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3049 N/A 3140X6L74 2044-04-01 4 N/A 5137464.00 1470234.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3152 N/A 3140X6QE4 2045-02-01 4 N/A 23000.00 6843.34 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6006 N/A 3140X9U86 2050-08-01 4 N/A 7446483.00 2084084.58 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1956 N/A 3140XHE60 2052-05-01 4 N/A 534018.00 302755.51 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8343 N/A 3140XQHV2 2048-10-01 4 N/A 1405408.00 1053380.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 N/A 50102997.00 31961618.27 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 N/A 2000.00 1509.08 Agency Mortgage-Backed Securities FNMS 04.000 CTBH0237 N/A 3140GNHP1 2037-04-01 4 N/A 1914840.00 376076.96 Agency Mortgage-Backed Securities FNMS 04.500 CIDF7979 N/A 3140BY2M5 2041-05-01 4.5 N/A 1720900.00 1672406.52 Agency Mortgage-Backed Securities FNMS 04.500 CIDF8033 N/A 3140BY4T8 2040-12-01 4.5 N/A 1068947.00 1009310.78 Agency Mortgage-Backed Securities FNMS 04.500 CIDG4886 N/A 3140U8NC0 2041-05-01 4.5 N/A 866903.00 841763.05 Agency Mortgage-Backed Securities FNMS 04.500 CIDH5402 N/A 3140UMAC3 2041-07-01 4.5 N/A 81984.00 79033.41 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5977 N/A 31418FUB1 2041-02-01 4.5 N/A 27000.00 24395.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0047 N/A 31416VBR4 2035-04-01 4.5 N/A 950000.00 15242.04 Agency Mortgage-Backed Securities FNMS 04.500 CLAH7010 N/A 3138A8YG5 2041-03-01 4.5 N/A 819588.00 38893.70 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3878 N/A 3138WDJY8 2044-11-01 4.5 N/A 110000.00 8276.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3698 N/A 3140FPDC0 2047-06-01 4.5 N/A 26807652.00 6441071.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ5829 N/A 3140H7PP6 2048-06-01 4.5 N/A 200000.00 45719.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 738000.00 89655.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBP1611 N/A 3140K8YH8 2050-01-01 4.5 N/A 3351018.00 117450.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6162 N/A 3140MKZ47 2055-08-01 4.5 N/A 2945722.00 2748201.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0032 N/A 3140MRBA4 2052-07-01 4.5 N/A 2295000.00 1222385.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2419 N/A 3140Q9VM2 2048-10-01 4.5 N/A 9967680.00 571328.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2489 N/A 3140Q9XT5 2048-10-01 4.5 N/A 9452000.00 655262.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2776 N/A 3140QACN8 2048-12-01 4.5 N/A 9854607.00 2114455.12 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4185 N/A 3140QBUK2 2049-09-01 4.5 N/A 13000.00 1510.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4435 N/A 3140QB4V7 2049-10-01 4.5 N/A 6000.00 723.78 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5379 N/A 3140QC6R2 2050-03-01 4.5 N/A 40000.00 11643.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3864 N/A 3140QPJJ7 2052-06-01 4.5 N/A 921000.00 594760.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4066 N/A 3140QPQU4 2052-07-01 4.5 N/A 3170000.00 2392105.09 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 3013200.00 2101574.53 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7084 N/A 3140QS2S9 2053-09-01 4.5 N/A 30522267.00 25239451.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1191 N/A 3140Y7KD9 2055-10-01 4.5 N/A 130122618.00 118483704.51 Agency Mortgage-Backed Securities FNMS 04.500 CLDE4733 N/A 3140BHHK0 2055-07-01 4.5 N/A 1782500.00 1578905.50 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0081 N/A 3140UFCT9 2056-05-01 4.5 N/A 2000377.00 1894416.78 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0534 N/A 3140UFSY1 2056-06-01 4.5 N/A 1337308.00 1271690.24 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3933 N/A 3140UKLP6 2056-06-01 4.5 N/A 1105900.00 1045435.91 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5321 N/A 3140UL4F5 2056-06-01 4.5 N/A 3573772.00 3388335.25 Agency Mortgage-Backed Securities FNMS 04.500 CLDH9891 N/A 3140UR7D4 2056-07-01 4.5 N/A 1480187.00 1405699.86 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4847 N/A 3140W5L51 2056-03-01 4.5 N/A 3732052.00 3438104.65 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4867 N/A 3140W5MR2 2053-12-01 4.5 N/A 30000000.00 27112563.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5918 N/A 3140W6SG8 2056-06-01 4.5 N/A 41657301.00 39142092.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 N/A 3097100.00 2166125.73 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2872 N/A 31418CFN9 2047-01-01 4.5 N/A 150000.00 18599.15 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3777 N/A 31418DFT4 2049-09-01 4.5 N/A 245000.00 23575.88 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5820 N/A 31418FPE1 2055-09-01 4.5 N/A 19360477.00 17405738.19 Agency Mortgage-Backed Securities FNMS 04.500 CTFM3321 N/A 3140X6VP3 2038-11-01 4.5 N/A 9072.00 1452.82 Agency Mortgage-Backed Securities FNMS 05.000 CIBV5463 N/A 3140MKB92 2041-07-01 5 N/A 1770307.00 1774833.09 Agency Mortgage-Backed Securities FNMS 05.000 CICB6378 N/A 3140QSCQ2 2038-05-01 5 N/A 2615394.00 1411918.86 Agency Mortgage-Backed Securities FNMS 05.000 CICC2134 N/A 3140Y8LQ7 2040-12-01 5 N/A 480835.00 437123.56 Agency Mortgage-Backed Securities FNMS 05.000 CICC3095 N/A 3140Y9NM2 2041-07-01 5 N/A 91294.00 88190.15 Agency Mortgage-Backed Securities FNMS 05.000 CIDF2935 N/A 3140BTHM0 2040-11-01 5 N/A 1173957.00 1097087.47 Agency Mortgage-Backed Securities FNMS 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1870000.00 15263.61 Agency Mortgage-Backed Securities FNMS 05.000 CL781606 N/A 31404XKT0 2034-10-01 5 N/A 1025000.00 8244.77 Agency Mortgage-Backed Securities FNMS 05.000 CL931042 N/A 31412PLX7 2039-04-01 5 N/A 392845.00 11610.81 Agency Mortgage-Backed Securities FNMS 05.000 CLAA6044 N/A 31416PWE3 2039-05-01 5 N/A 1271920.00 21770.81 Agency Mortgage-Backed Securities FNMS 05.000 CLAD5525 N/A 31418TD79 2040-06-01 5 N/A 680000.00 30214.38 Agency Mortgage-Backed Securities FNMS 05.000 CLAD7859 N/A 31418VWV0 2040-06-01 5 N/A 104985.00 2435.97 Agency Mortgage-Backed Securities FNMS 05.000 CLAL1052 N/A 3138EHE24 2041-09-01 5 N/A 502376.00 18074.77 Agency Mortgage-Backed Securities FNMS 05.000 CLAS1338 N/A 3138WAPY7 2043-12-01 5 N/A 1287555.00 72575.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBK9818 N/A 3140HP4C8 2048-09-01 5 N/A 38000.00 3535.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBO3442 N/A 3140JXZG6 2049-08-01 5 N/A 30000.00 8403.41 Agency Mortgage-Backed Securities FNMS 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N/A 2193586.00 1235685.05 Agency Mortgage-Backed Securities FNMS 02.500 CICB2736 N/A 3140QNBE1 2037-01-01 2.5 N/A 27652.00 13294.56 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1155 N/A 3140X4H90 2032-06-01 2.5 N/A 155000.00 22237.14 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0816 N/A 3140XF4A6 2037-02-01 2.5 N/A 4504817.00 2341960.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ9430 N/A 3140KVPQ7 2051-01-01 2.5 N/A 7500000.00 4025310.62 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7180 N/A 3140LV6S3 2051-08-01 2.5 N/A 1607874.00 899202.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1630 N/A 3140QLY42 2051-09-01 2.5 N/A 95000.00 51701.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2411 N/A 3140QMVD3 2051-12-01 2.5 N/A 2550000.00 1509976.61 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 267000.00 159060.23 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3354 N/A 3140QNWQ1 2052-04-01 2.5 N/A 2447027.00 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26000000.00 3278334.92 Agency Mortgage-Backed Securities FNMS 03.500 CIFA5555 N/A 3140W6E57 2039-11-01 3.5 N/A 20305825.00 18129314.71 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1842 N/A 3140X5BL6 2034-06-01 3.5 N/A 717000.00 44129.93 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3932 N/A 31418DLN0 2035-02-01 3.5 N/A 327000.00 44803.76 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0994 N/A 3140Q8C86 2048-01-01 3.5 N/A 5000.00 1147.19 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 N/A 8000.00 1734.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 N/A 64060000.00 18330723.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6820 N/A 3140W7SJ0 2052-09-01 3.5 N/A 44179553.00 39771125.77 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3236 N/A 3140XJS20 2052-06-01 3.5 N/A 1064000.00 703983.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3728 N/A 3140XKEA4 2050-01-01 3.5 N/A 3125000.00 2003717.70 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04.000 CLBM4975 N/A 3140J9Q53 2045-03-01 4 N/A 26400.00 4908.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6135 N/A 3140JNY95 2049-02-01 4 N/A 59000.00 4040.90 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3823 N/A 3140QBG93 2049-07-01 4 N/A 9500000.00 2745838.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4432 N/A 3140QB4S4 2049-10-01 4 N/A 12500000.00 2966563.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 N/A 39000.00 6268.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4157 N/A 3140XKTP5 2049-05-01 4 N/A 10000.00 6956.62 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8418 N/A 3140XQK89 2048-06-25 4 N/A 500000.00 373066.09 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 54371799.00 37678626.17 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 N/A 33000.00 27696.76 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 N/A 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CL931039 N/A 31412PLU3 2039-04-01 5 N/A 485628.00 25933.87 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0677 N/A 3138EGXF6 2041-07-01 5 N/A 1084811.00 63074.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5235 N/A 3140J9Y96 2048-09-01 5 N/A 70000.00 5726.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 N/A 3140JNW22 2049-05-01 5 N/A 477137.00 46190.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5727 N/A 3140MKLH3 2052-05-01 5 N/A 6947000.00 4738003.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 N/A 3140N6SJ2 2052-12-01 5 N/A 762862.00 622970.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 N/A 3702950.00 374817.12 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4105 N/A 3140QPR33 2052-07-01 5 N/A 1534000.00 999768.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4134 N/A 3140QPSY4 2052-07-01 5 N/A 82513512.00 48897706.28 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 N/A 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515000.00 5809.34 Agency Mortgage-Backed Securities GNII SF 004396 M N/A 36202E3D9 2039-03-20 4 N/A 64333.00 2391.88 Agency Mortgage-Backed Securities GNII SF 005331 M N/A 36202F4Q6 2042-03-20 3.5 N/A 1306997.00 79502.70 Agency Mortgage-Backed Securities GNII SF 668606 C N/A 36295EYB7 2037-11-20 5.6 N/A 56810.00 30009.63 Agency Mortgage-Backed Securities GNII SF 737986 C N/A 3620AR2T7 2035-08-20 5.5 N/A 75000.00 3486.54 Agency Mortgage-Backed Securities GNII SF AB9822 C N/A 36178W4F3 2043-03-20 3.5 N/A 1500000.00 201790.88 Agency Mortgage-Backed Securities GNII SF CV8157 C N/A 3618F5B23 2053-10-20 7 N/A 4782893.00 2898673.29 Agency Mortgage-Backed Securities GNII SF CX1282 C N/A 3618FMM73 2053-09-20 6.5 N/A 1006691.00 617492.53 Agency Mortgage-Backed Securities GNII SF CZ1336 C N/A 3618GCPV8 2054-05-20 6 N/A 1078476.00 858114.16 Agency Mortgage-Backed Securities GNII SF CZ1867 C N/A 3618GDCC2 2054-01-20 7 N/A 2182093.00 639321.77 Agency Mortgage-Backed Securities GNII SF CZ3918 C N/A 3618GFK79 2054-02-20 7 N/A 1224542.00 991358.97 Agency Mortgage-Backed Securities GNII SF DA7208 C N/A 3618GXAH9 2054-05-20 5.5 N/A 1042597.00 905041.49 Agency Mortgage-Backed Securities GNII SF DB0069 C N/A 3618H2CE1 2054-04-20 6.5 N/A 1840119.00 1301033.03 Agency Mortgage-Backed Securities GNII SF DB0492 C N/A 3618H2RM7 2054-05-20 6 N/A 1017907.00 814236.95 Agency Mortgage-Backed Securities GNII SF DD4723 C N/A 3618HXG82 2054-08-20 7 N/A 1186364.00 884553.89 Agency Mortgage-Backed Securities GNII SF DD4800 C N/A 3618HXKM6 2054-10-20 6.5 N/A 2555850.00 1487130.97 Agency Mortgage-Backed Securities GNII SF DE4877 C N/A 3618JAM26 2055-02-20 6.5 N/A 1160926.00 1205063.94 Agency Mortgage-Backed Securities GNII SF DE6836 C N/A 3618JCSZ3 2054-10-20 6.5 N/A 5179700.00 2813607.99 Agency Mortgage-Backed Securities GNII SF DF0233 C N/A 3618JHHJ0 2054-09-20 6.5 N/A 2437000.00 1517296.08 Agency Mortgage-Backed Securities GNII SF DF5616 C N/A 3618JPGZ7 2054-12-20 5.5 N/A 1847167.00 1588831.19 Agency Mortgage-Backed Securities GNII SF DG4819 C N/A 3618K1K83 2055-03-20 6.5 N/A 3305163.00 2448288.33 Agency Mortgage-Backed Securities GNII SF DH6251 C N/A 3618KE5L3 2055-02-20 6.5 N/A 2001166.00 843551.35 Agency Mortgage-Backed Securities GNII SF DI9402 C N/A 3618NTNT0 2055-04-20 6.5 N/A 9240224.00 6832110.51 Agency Mortgage-Backed Securities GNII SF DJ9865 C N/A 3618KW6A6 2055-07-20 7 N/A 23603673.00 24953427.75 Agency Mortgage-Backed Securities GNII SF DK3352 C N/A 3618L2WM6 2055-05-20 6 N/A 10238343.00 7269536.31 Agency Mortgage-Backed Securities GNII SF DK9447 C N/A 3618L9P80 2055-07-20 6 N/A 2687913.00 2132409.82 Agency Mortgage-Backed Securities GNII SF DL0845 C N/A 3618LB5E4 2055-09-20 5.5 N/A 1046030.00 887825.24 Agency Mortgage-Backed Securities GNII SF DL4134 C N/A 3618LFSX8 2055-08-20 6 N/A 4018656.00 3049181.72 Agency Mortgage-Backed Securities GNII SF DL4165 C N/A 3618LFTW9 2055-07-20 6 N/A 9082093.00 7335520.21 Agency Mortgage-Backed Securities GNII SF DM4058 C N/A 3618LTQK8 2055-09-20 6.5 N/A 4619419.00 4105702.48 Agency Mortgage-Backed Securities GNII SF DM5754 C N/A 3618LVMB7 2055-10-20 6 N/A 12583703.00 11497426.17 Agency Mortgage-Backed Securities GNII SF DN6067 C N/A 3618M8W42 2055-11-20 7.5 N/A 3529275.00 3802356.90 Agency Mortgage-Backed Securities GNII SF DN7487 C N/A 3618MAJ83 2055-12-20 5.5 N/A 54157577.00 54158275.23 Agency Mortgage-Backed Securities GNII SF DO3498 C N/A 3618NY3F1 2055-11-20 6 N/A 2005920.00 2067705.06 Agency Mortgage-Backed Securities GNII SF DO5152 C N/A 3618V1WM7 2055-12-20 6 N/A 314266.00 295561.89 Agency Mortgage-Backed Securities GNII SF DP0229 C N/A 3618MEHE4 2056-04-20 5 N/A 1104972.00 1082994.56 Agency Mortgage-Backed Securities GNII SF DP2380 C N/A 3618MGUD6 2056-04-20 5 N/A 1559741.00 1519399.71 Agency Mortgage-Backed Securities GNII SF DP2463 C N/A 3618MGWY8 2056-05-20 5 N/A 1247557.00 1217296.67 Agency Mortgage-Backed Securities GNII SF DP2651 C N/A 3618MG5L6 2056-06-20 5 N/A 1203585.00 1181444.00 Agency Mortgage-Backed Securities GNII SF DP4260 C N/A 3618MJWV8 2056-01-20 6 N/A 6169460.00 6371766.70 Agency Mortgage-Backed Securities GNII SF DQ4932 C N/A 3618MXPR4 2056-04-20 5 N/A 34686657.00 33906523.82 Agency Mortgage-Backed Securities GNII SF DQ4971 C N/A 3618MXQY8 2056-05-20 5 N/A 26761268.00 25961832.97 Agency Mortgage-Backed Securities GNII SF DQ5128 C N/A 3618MXVV8 2056-06-20 5.5 N/A 16621600.00 16705600.56 Agency Mortgage-Backed Securities GNII SF DQ5138 C N/A 3618MXV71 2056-06-20 5 N/A 14499464.00 14090362.14 Agency Mortgage-Backed Securities GNII SF DQ5294 C N/A 3618MX3B3 2056-07-20 5.5 N/A 10197118.00 10260708.73 Agency Mortgage-Backed Securities GNII SF DQ5340 C N/A 3618MX4Z9 2056-07-20 5.5 N/A 6177428.00 6214730.48 Agency Mortgage-Backed Securities GNII SF DR1246 C N/A 3618V9L34 2056-05-20 5 N/A 3220588.00 3142605.78 Agency Mortgage-Backed Securities GNII SF DR4654 C N/A 3618VDE33 2056-04-20 5 N/A 1256386.00 1232060.83 Agency Mortgage-Backed Securities GNII SF DR4668 C N/A 3618VDFH1 2056-04-20 5 N/A 7100825.00 6919614.02 Agency Mortgage-Backed Securities GNII SF DR7515 C N/A 3618VGK47 2056-06-20 5.5 N/A 1164390.00 1176664.54 Agency Mortgage-Backed Securities GNII SF DR9694 C N/A 3618VJXX3 2056-05-20 5 N/A 1578409.00 1534595.25 Agency Mortgage-Backed Securities GNII SF DS1559 C N/A 3618VMWU3 2056-05-20 5 N/A 4367103.00 4260511.32 Agency Mortgage-Backed Securities GNII SF DS1601 C N/A 3618VMX65 2056-05-20 5 N/A 5036952.00 4913314.42 Agency Mortgage-Backed Securities GNII SF DS1823 C N/A 3618VNAY7 2056-06-20 5.5 N/A 2896967.00 2917221.20 Agency Mortgage-Backed Securities GNII SF DS3707 C N/A 3618VQDL5 2056-05-20 5 N/A 2102952.00 2062592.54 Agency Mortgage-Backed Securities GNII SF DS5007 C N/A 3618VRR46 2056-07-20 5.5 N/A 2890529.00 2910838.82 Agency Mortgage-Backed Securities GNII SF DS7008 C N/A 3618VTYD4 2056-07-20 5.5 N/A 2733169.00 2757041.80 Agency Mortgage-Backed Securities GNII SF DS7033 C N/A 3618VTY69 2056-07-20 5 N/A 1038943.00 1022431.59 Agency Mortgage-Backed Securities GNII SF DS8789 C N/A 3618VVXS7 2056-06-20 5 N/A 1058963.00 1034418.35 Agency Mortgage-Backed Securities GNII SF DS9044 C N/A 3618VWBM2 2056-07-20 5.5 N/A 2703830.00 2725097.39 Agency Mortgage-Backed Securities GNII SF DT0939 C N/A 3618W0BG4 2056-06-20 5 N/A 4171244.00 4073602.96 Agency Mortgage-Backed Securities GNII SF DT1025 C N/A 3618W0D64 2056-06-20 5 N/A 6398105.00 6256573.96 Agency Mortgage-Backed Securities GNII SF DT1079 C N/A 3618W0FU9 2056-07-20 5 N/A 7795972.00 7623254.23 Agency Mortgage-Backed Securities GNII SF DT1128 C N/A 3618W0HD5 2056-07-20 5.5 N/A 8533407.00 8600384.56 Agency Mortgage-Backed Securities GNII SF DT1172 C N/A 3618W0JR2 2056-07-20 5.5 N/A 2590760.00 2611140.71 Agency Mortgage-Backed Securities GNII SF DT1236 C N/A 3618W0LR9 2056-08-20 6.5 N/A 5892856.00 6180425.41 Agency Mortgage-Backed Securities GNII SF DT2152 C N/A 3618W1L97 2056-08-20 5.5 N/A 9326135.00 9410437.04 Agency Mortgage-Backed Securities GNII SF DT6217 C N/A 3618W54A4 2056-08-20 5.5 N/A 15118854.00 15293164.30 Agency Mortgage-Backed Securities GNII SF DT7864 C N/A 3618W7WZ4 2056-08-20 5.5 N/A 3273686.00 3332796.76 Agency Mortgage-Backed Securities GNII SF DU2112 C N/A 3618WDKZ4 2056-07-20 5.5 N/A 1325666.00 1319118.11 Agency Mortgage-Backed Securities GNII SF DU2739 C N/A 3618WEBG4 2056-08-20 7.5 N/A 375361.00 409905.47 Agency Mortgage-Backed Securities GNII SF DU3136 C N/A 3618WEPV6 2056-07-20 5.5 N/A 2674737.00 2692082.28 Agency Mortgage-Backed Securities GNII SF DU4337 C N/A 3618WFZA8 2056-08-20 6.5 N/A 1002575.00 1049256.56 Agency Mortgage-Backed Securities GNII SF DU6635 C N/A 3618WJLQ0 2056-08-20 5.5 N/A 5321707.00 5322118.54 Agency Mortgage-Backed Securities GNII SF DU7093 C N/A 3618WJ3A5 2056-08-20 5 N/A 2082149.00 2045048.58 Agency Mortgage-Backed Securities GNII SF DU8421 C N/A 3618WLLA0 2056-08-20 5.5 N/A 19551705.00 19728439.37 Agency Mortgage-Backed Securities GNII SF DU8674 C N/A 3618WLT79 2056-08-20 5 N/A 2819093.00 2777301.83 Agency Mortgage-Backed Securities GNII SF MA0138 M N/A 36179MEK2 2027-06-20 2.5 N/A 4000000.00 23779.35 Agency Mortgage-Backed Securities GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 N/A 700000.00 53983.70 Agency Mortgage-Backed Securities GNII SF MA3173 M N/A 36179RQ28 2045-10-20 3.5 N/A 233518416.00 19404380.67 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 43880498.00 3863454.49 Agency Mortgage-Backed Securities GNII SF MA3572 M N/A 36179R6H7 2031-04-20 3 N/A 91000.00 5091.79 Agency Mortgage-Backed Securities GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 N/A 71639263.00 6907510.45 Agency Mortgage-Backed Securities GNII SF MA3807 M N/A 36179SGQ4 2040-06-20 5.5 N/A 250000.00 14042.77 Agency Mortgage-Backed Securities GNII SF MA4319 M N/A 36179SYQ4 2047-02-20 2.5 N/A 25000.00 5021.75 Agency Mortgage-Backed Securities GNII SF MA4383 M 549300M8ZYFG0OCMTT87 36179S2Q9 2047-04-20 4 N/A 176378717.00 14036558.85 Agency Mortgage-Backed Securities GNII SF MA4657 M N/A 36179TE68 2047-08-20 6 N/A 100000.00 9278.90 Agency Mortgage-Backed Securities GNII SF MA5135 M N/A 36179TV44 2048-04-20 3 N/A 6031688.00 840890.83 Agency Mortgage-Backed Securities GNII SF MA5438 M N/A 36179UBF8 2033-08-20 4.5 N/A 1081155.00 48119.37 Agency Mortgage-Backed Securities GNII SF MA5531 M N/A 36179UEC2 2048-10-20 5.5 N/A 19304.00 1347.01 Agency Mortgage-Backed Securities GNII SF MA5649 M N/A 36179UH21 2048-11-20 3 N/A 911000.00 149470.55 Agency Mortgage-Backed Securities GNII SF MA5713 M 549300M8ZYFG0OCMTT87 36179UK27 2049-01-20 5.5 N/A 79957.00 5561.44 Agency Mortgage-Backed Securities GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 N/A 40482929.00 2676646.85 Agency Mortgage-Backed Securities GNII SF MA5986 M N/A 36179UUK6 2049-06-20 4 N/A 1281792.00 98339.93 Agency Mortgage-Backed Securities GNII SF MA6221 M N/A 36179U4E9 2049-08-20 4.5 N/A 15794432.00 1658611.05 Agency Mortgage-Backed Securities GNII SF MA6337 M N/A 36179VBE9 2049-12-20 2.5 N/A 51487674.00 8720272.29 Agency Mortgage-Backed Securities GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 265000000.00 39286001.28 Agency Mortgage-Backed Securities GNII SF MA6545 M N/A 36179VHW3 2050-03-20 5 N/A 85000.00 10492.31 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2 N/A 41940940.00 17663194.90 Agency Mortgage-Backed Securities GNII SF MA7140 M N/A 36179V4Z0 2051-01-20 4.5 N/A 275000.00 58152.66 Agency Mortgage-Backed Securities GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 N/A 434797970.00 189663943.33 Agency Mortgage-Backed Securities GNII SF MA7368 M N/A 36179WFH6 2051-05-20 3 N/A 295331808.00 129605524.25 Agency Mortgage-Backed Securities GNII SF MA7508 M N/A 36179WKV9 2036-08-20 2.5 N/A 382817.00 153389.75 Agency Mortgage-Backed Securities GNII SF MA7569 M N/A 36179WMS4 2033-05-20 6 N/A 65000.00 22483.14 Agency Mortgage-Backed Securities GNII SF MA8494 M N/A 36179XNK8 2052-12-20 7 N/A 143000.00 30250.84 Agency Mortgage-Backed Securities GNII SF MA8918 M N/A 36179X4B9 2038-12-20 5.5 N/A 1609088.00 888567.55 Agency Mortgage-Backed Securities GNII SF MA9166 M N/A 36179YFF6 2052-02-20 3 N/A 6580092.00 4127026.60 Agency Mortgage-Backed Securities GNII SF MA9236 M N/A 36179YHM9 2050-06-20 3 N/A 13394606.00 8403922.34 Agency Mortgage-Backed Securities GNII SF MA9669 M N/A 36179YW67 2054-05-20 6 N/A 7658000.00 4284694.67 Agency Mortgage-Backed Securities GNII SF MA9746 M N/A 36179YZK3 2039-06-20 4 N/A 207790.00 158772.30 Agency Mortgage-Backed Securities GNII SF MB0233 M N/A 3618N5HK8 2040-07-20 5 N/A 1801419.00 1422649.59 Agency Mortgage-Backed Securities GNII SF MB0281 M N/A 3618N5J34 2040-04-20 4.5 N/A 1307829.00 1069775.08 Agency Mortgage-Backed Securities GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 N/A 35000000.00 31720569.83 Agency Mortgage-Backed Securities GNII SF MB0554 M N/A 3618N5TL3 2055-08-20 4.5 N/A 18000000.00 16532443.25 Agency Mortgage-Backed Securities GNII SF MB0812 M 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.5 N/A 54600000.00 50364696.91 Agency Mortgage-Backed Securities GNII SF MB0875 M N/A 3618N56M6 2055-12-20 7 N/A 20538092.00 19248005.72 Agency Mortgage-Backed Securities GNII SF MB1068 M N/A 3618N6FJ1 2056-04-20 4 N/A 151270.00 136437.75 Agency Mortgage-Backed Securities GNII SF MB1138 M N/A 3618N6HQ3 2050-01-20 3 N/A 42551842.00 37020655.03 Agency Mortgage-Backed Securities GNII SF MB1344 M N/A 3618N6P68 2056-07-20 5.5 N/A 432577693.00 432652672.99 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1421000000.00 1421000000.00 0.0072 N Y Y N BlackRock Liquidity Funds 2026-09-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer