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FALSE 2026-10-01 2027-04-09 2027-04-09 N N N 0.0398 99997181.00 99997181.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 4.000000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-04-09 2027-04-09 N N N 0.0397 60014553.60 60014553.60 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0417 99962038.00 99962038.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0417 99962038.00 99962038.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 4.060000% 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-10-14 2027-10-14 N N N 0.0400 60001373.40 60001373.40 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0417 83262266.70 83262266.70 0.0025 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-17 2026-12-17 2026-12-17 N N N 0.0417 134852310.00 134852310.00 0.0041 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0408 119820273.60 119820273.60 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0390 119877338.40 119877338.40 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-05 2027-02-05 2027-02-05 N N N 0.0460 129509304.60 129509304.60 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.960000% 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-14 2028-01-14 N N N 0.0398 99999406.00 99999406.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.620000% 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-08 2027-02-08 2027-02-08 N N N 0.0417 65722108.11 65722108.11 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-12 2027-02-12 2027-02-12 N N N 0.0410 125733789.72 125733789.72 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.970000% 3130B9BT6 2549001DPIFGXC1TOL40 US3130B9BT69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-03 2028-02-03 N N N 0.0399 200003166.00 200003166.00 0.0061 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.970000% 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-11 2028-02-11 N N N 0.0399 30000514.50 30000514.50 0.0009 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.680000% 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-03-24 2027-03-24 2027-03-24 N N N 0.0423 186482410.18 186482410.18 0.0056 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.750000% 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-02 2027-04-02 2027-04-02 N N N 0.0433 124644063.75 124644063.75 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.970000% 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-22 2027-04-22 2027-04-22 N N N 0.0446 124667862.50 124667862.50 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.930000% 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-07 2027-05-07 2027-05-07 N N N 0.0452 124564513.75 124564513.75 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.840000% 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0447 119521593.60 119521593.60 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.870000% 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0444 124551286.25 124551286.25 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.790000% 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-05 2026-11-05 2026-11-05 N N N 0.0417 119953984.80 119953984.80 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.875000% 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-11 2027-06-11 2027-06-11 N N N 0.0451 124452386.25 124452386.25 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.990000% 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-17 2027-06-17 2027-06-17 N N N 0.0446 119606030.40 119606030.40 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0417 99946560.00 99946560.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0417 99946560.00 99946560.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.920000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-12-14 2026-12-14 N N N 0.0394 124999446.25 124999446.25 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.930000% 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-01-27 2027-01-27 N N N 0.0395 97800102.69 97800102.69 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.935000% 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-09 2027-02-09 N N N 0.0395 64999990.25 64999990.25 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 4.005000% 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N 0.0402 35001332.45 35001332.45 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.915000% 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-13 2026-10-13 N N N 0.0393 39999801.20 39999801.20 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.930000% 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-12 2027-01-12 N N N 0.0395 30000020.40 30000020.40 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.940000% 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-09 2027-03-09 N N N 0.0396 35000287.35 35000287.35 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 4.005000% 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-13 2028-07-13 N N N 0.0402 38004013.56 38004013.56 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.930000% 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-17 2027-02-17 N N N 0.0395 55000072.05 55000072.05 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.935000% 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-16 2027-03-16 N N N 0.0395 25000279.25 25000279.25 0.0008 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.925000% 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-22 2027-01-22 N N N 0.0393 65002154.10 65002154.10 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.915000% 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-17 2026-11-17 N N N 0.0392 20000115.60 20000115.60 0.0006 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.920000% 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-22 2026-12-22 N N N 0.0393 35000182.00 35000182.00 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.930000% 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-24 2027-02-24 N N N 0.0395 65000176.15 65000176.15 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 4.255000% 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N 0.0456 129659312.90 129659312.90 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.935000% 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-25 2027-03-25 N N N 0.0393 65005937.75 65005937.75 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.940000% 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-28 2027-04-28 N N N 0.0396 30000186.60 30000186.60 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.980000% 3130BBV36 2549001DPIFGXC1TOL40 US3130BBV363 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-17 2028-03-17 N N N 0.0400 60000817.80 60000817.80 0.0018 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.930000% 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-24 2027-03-24 N N N 0.0395 140002021.60 140002021.60 0.0042 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0409 122784583.75 122784583.75 0.0037 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N 0.0434 124489732.90 124489732.90 0.0038 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385R81 2549001DPIFGXC1TOL40 US313385R818 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0393 60418218.74 60418218.74 0.0018 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385S72 2549001DPIFGXC1TOL40 US313385S725 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-11 2026-12-11 2026-12-11 N N N 0.0393 74410500.00 74410500.00 0.0023 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.960000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-03-11 2027-03-11 N N N 0.0394 30004648.20 30004648.20 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.020000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-10-23 2026-10-23 N N N 0.0397 100003349.00 100003349.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.020000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-11-04 2026-11-04 N N N 0.0397 20001083.40 20001083.40 0.0006 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.985000% 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-12-02 2027-12-02 N N N 0.0401 49998037.50 49998037.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.925000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-04-19 2027-04-19 N N N 0.0401 9996413.90 9996413.90 0.0003 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.960000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-11-23 2027-11-23 N N N 0.0396 15002533.20 15002533.20 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.965000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-06 2028-01-06 N N N 0.0398 69999867.70 69999867.70 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.960000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-12 2028-01-12 N N N 0.0394 50025866.50 50025866.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.925000% 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-04-08 2027-04-08 N N N 0.0394 35000233.45 35000233.45 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.030000% 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-10-01 2027-10-01 N N N 0.0399 40011987.60 40011987.60 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.960000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-04-09 2027-04-09 N N N 0.0397 86003551.80 86003551.80 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.990000% 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-04-22 2027-04-22 N N N 0.0396 70001318.80 70001318.80 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.995000% 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-05-27 2027-05-27 N N N 0.0399 30000796.20 30000796.20 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.985000% 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-06-04 2027-06-04 N N N 0.0401 99995597.00 99995597.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-06-17 2027-06-17 N N N 0.0398 100009587.00 100009587.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.010000% 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-07-29 2027-07-29 N N N 0.0398 80012367.20 80012367.20 0.0024 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.030000% 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-09-10 2027-09-10 N N N 0.0405 30000083.70 30000083.70 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.995000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-11-26 2027-11-26 N N N 0.0399 40005924.00 40005924.00 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.000000% 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-01 2028-09-01 N N N 0.0401 30004446.00 30004446.00 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.960000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-20 2028-01-20 N N N 0.0399 44891831.79 44891831.79 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-26 2028-01-26 N N N 0.0399 85001736.55 85001736.55 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.980000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-28 2028-01-28 N N N 0.0400 50000307.00 50000307.00 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.970000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-02 2028-02-02 N N N 0.0394 30018994.80 30018994.80 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.970000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-09 2028-02-09 N N N 0.0394 49982002.97 49982002.97 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-11 2028-02-11 N N N 0.0399 55000121.55 55000121.55 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.970000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-17 2028-02-17 N N N 0.0400 14997560.70 14997560.70 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-02-25 2028-02-25 N N N 0.0402 44985017.70 44985017.70 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.015000% 3133EWF47 254900C5LP6DN9OP9V83 US3133EWF477 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-14 2028-09-14 N N N 0.0403 49999927.50 49999927.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.970000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-03-09 2028-03-09 N N N 0.0399 45000801.45 45000801.45 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.015000% 3133EWK66 254900C5LP6DN9OP9V83 US3133EWK667 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-29 2028-09-29 N N N 0.0404 54999774.50 54999774.50 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.965000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-04-10 2028-04-10 N N N 0.0398 26000617.50 26000617.50 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-04-20 2028-04-20 N N N 0.0399 125001556.25 125001556.25 0.0038 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.975000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-05-08 2028-05-08 N N N 0.0399 100001453.00 100001453.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.005000% 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N 0.0401 55011011.55 55011011.55 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.010000% 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-24 2028-07-24 N N N 0.0403 110002351.80 110002351.80 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.020000% 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-03 2028-08-03 N N N 0.0401 50019459.00 50019459.00 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.005000% 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-07 2028-08-07 N N N 0.0402 108002828.52 108002828.52 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 4.000000% 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N 0.0402 132703458.16 132703458.16 0.0040 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 4.020000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-10-16 2026-10-16 N N N 0.0392 60002704.80 60002704.80 0.0018 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 4.010000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-09-02 2027-09-02 N N N 0.0398 98543641.41 98543641.41 0.0030 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.980000% 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-03-16 2027-03-16 N N N 0.0396 120020937.60 120020937.60 0.0036 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 4.020000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-09-22 2027-09-22 N N N 0.0398 75042675.00 75042675.00 0.0023 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 4.100000% 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N 0.0403 130211575.00 130211575.00 0.0039 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 4.020000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-10-23 2026-10-23 N N N 0.0393 60003429.60 60003429.60 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 4.140000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-11-05 2027-11-05 N N N 0.0398 60117248.40 60117248.40 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 4.020000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-11-20 2026-11-20 N N N 0.0398 50003313.00 50003313.00 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 4.020000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2026-12-11 2026-12-11 N N N 0.0393 40008110.80 40008110.80 0.0012 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.960000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2027-12-22 2027-12-22 N N N 0.0398 130005500.30 130005500.30 0.0039 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.960000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-01-07 2028-01-07 N N N 0.0399 49991524.50 49991524.50 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.970000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-05-08 2028-05-08 N N N 0.0400 94978517.65 94978517.65 0.0029 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.965000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-01 2028-06-08 2028-06-08 N N N 0.0402 69958184.80 69958184.80 0.0021 N N N N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. 3.880000% 85748R009 N/A N/A 0000093748 85748R009_3.88_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB N UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53061000.00 52032843.18 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 2016318.00 1977248.04 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 50000000.00 46267580.00 U.S. Treasuries (including strips) UST - 0.1250 - 01/15/2032 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 29524147.87 25824053.20 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2031 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 48409051.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2031 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 48409051.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2031 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 48409051.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2031 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 48409051.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2031 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 28000000.00 27109068.94 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 52449000.00 50951235.75 U.S. Treasuries (including strips) UST - 1.6250 - 04/15/2030 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 39861240.00 38722939.17 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2031 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 22657000.00 22020802.76 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51616000.00 49013419.82 U.S. Treasuries (including strips) UST - 1.1250 - 10/15/2030 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 20646400.00 19605367.93 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 11610800.00 11131854.50 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2030 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 65119500.00 59456379.36 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2030 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 65119500.00 59456379.36 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2030 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 65119500.00 59456379.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 3000000000.00 3000000000.00 0.0909 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2026-10-01 2026-10-01 N N N 0.0001 310250000.00 310250000.00 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-27 2026-11-27 2026-11-27 N N N 0.0408 462947601.02 462947601.02 0.0140 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-24 2026-12-24 2026-12-24 N N N 0.0407 294405277.74 294405277.74 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-21 2027-01-21 2027-01-21 N N N 0.0415 250804499.66 250804499.66 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UD7 254900HROIFWPRGM1V77 US912797UD79 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-18 2027-03-18 2027-03-18 N N N 0.0429 100025552.34 100025552.34 0.0030 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 N/A U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0390 332254546.20 332254546.20 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UX3 254900HROIFWPRGM1V77 US912797UX34 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-13 2027-05-13 2027-05-13 N N N 0.0428 159443285.11 159443285.11 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-03 2026-12-03 2026-12-03 N N N 0.0407 161465100.78 161465100.78 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VF1 254900HROIFWPRGM1V77 US912797VF19 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-10 2027-06-10 2027-06-10 N N N 0.0432 165626157.00 165626157.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-06 2026-10-06 2026-10-06 N N N 0.0382 399790924.00 399790924.00 0.0121 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-13 2026-10-13 2026-10-13 N N N 0.0386 667651720.30 667651720.30 0.0202 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VV6 254900HROIFWPRGM1V77 US912797VV68 N/A U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N 0.0421 162291029.81 162291029.81 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WA1 254900HROIFWPRGM1V77 US912797WA13 N/A U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N 0.0442 258709524.88 258709524.88 0.0078 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WB9 254900HROIFWPRGM1V77 US912797WB95 N/A U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0423 161969559.40 161969559.40 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WE3 254900HROIFWPRGM1V77 US912797WE35 N/A U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0406 331740277.19 331740277.19 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WG8 254900HROIFWPRGM1V77 US912797WG82 N/A U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0405 327274077.62 327274077.62 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WJ2 254900HROIFWPRGM1V77 US912797WJ22 N/A U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0454 171686559.27 171686559.27 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WK9 254900HROIFWPRGM1V77 US912797WK94 N/A U.S. Treasury Debt Y 2027-03-11 2027-03-11 2027-03-11 N N N 0.0427 162540276.70 162540276.70 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WN3 254900HROIFWPRGM1V77 US912797WN34 N/A U.S. Treasury Debt Y 2027-01-05 2027-01-05 2027-01-05 N N N 0.0414 296022807.20 296022807.20 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797WP8 254900HROIFWPRGM1V77 US912797WP81 N/A U.S. Treasury Debt Y 2027-01-12 2027-01-12 2027-01-12 N N N 0.0414 243555624.93 243555624.93 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 0.010000% 912797WS2 254900HROIFWPRGM1V77 US912797WS21 N/A U.S. Treasury Debt Y 2027-02-02 2027-02-02 2027-02-02 N N N 0.0423 326746043.44 326746043.44 0.0099 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0427 92054465.08 92054465.08 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0420 77604487.04 77604487.04 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-31 2026-12-31 2026-12-31 N N N 0.0420 50531174.02 50531174.02 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0443 40420144.02 40420144.02 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-02-15 2027-02-15 2027-02-15 N N N 0.0423 51875266.54 51875266.54 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 N/A U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0450 90709200.00 90709200.00 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0424 29995312.50 29995312.50 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.358100% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2026-10-31 2026-10-31 N N N 0.0429 129991313.40 129991313.40 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-30 2026-11-30 2026-11-30 N N N 0.0413 141664385.98 141664385.98 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0426 246515112.05 246515112.05 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.251100% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2027-01-31 2027-01-31 N N N 0.0412 335106352.45 335106352.45 0.0102 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-31 2027-03-31 2027-03-31 N N N 0.0431 104079177.09 104079177.09 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.313100% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2027-04-30 2027-04-30 N N N 0.0411 420431293.80 420431293.80 0.0127 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0444 103416426.82 103416426.82 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-30 2027-06-30 2027-06-30 N N N 0.0446 74410923.31 74410923.31 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNP2 254900HROIFWPRGM1V77 US91282CNP22 N/A U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N 0.0456 20833072.81 20833072.81 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.343100% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 N/A U.S. Treasury Debt Y 2026-10-01 2027-10-31 2027-10-31 N N N 0.0415 17035886.27 17035886.27 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.256100% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 N/A U.S. Treasury Debt Y 2026-10-01 2028-04-30 2028-04-30 N N N 0.0417 41398211.62 41398211.62 0.0013 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.203100% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 N/A U.S. Treasury Debt Y 2026-10-01 2028-07-31 2028-07-31 N N N 0.0418 366388662.25 366388662.25 0.0111 N Y Y N Bank of Montreal Bank of Montreal/US 3.910000% 933CXN000 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 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2055-11-01 5.500000 0.00 152.82 148.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 B1V7KEBTPIMZEU4LTD58 3140BTCW3 2041-03-01 3.500000 0.00 314.26 286.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 B1V7KEBTPIMZEU4LTD58 3140BSUS4 2055-11-01 5.000000 0.00 159.25 149.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2155 B1V7KEBTPIMZEU4LTD58 3140BSMD6 2055-10-01 5.500000 0.00 154.91 150.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0548 B1V7KEBTPIMZEU4LTD58 3140BQTE1 2056-03-01 5.500000 0.00 152.01 147.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9868 B1V7KEBTPIMZEU4LTD58 3140BN6E3 2055-07-01 5.500000 0.00 177379.29 170593.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 B1V7KEBTPIMZEU4LTD58 3140BMQ94 2055-10-01 5.500000 0.00 153.05 148.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5947 B1V7KEBTPIMZEU4LTD58 3140BJTD9 2055-08-01 6.000000 0.00 9879.62 9792.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 B1V7KEBTPIMZEU4LTD58 3140BGZ48 2055-09-01 5.500000 0.00 144.67 139.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3211 B1V7KEBTPIMZEU4LTD58 3140BFR98 2055-07-01 5.500000 0.00 145.89 140.55 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 B1V7KEBTPIMZEU4LTD58 3140BEM96 2055-06-01 7.000000 0.00 159976.89 167420.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1140 B1V7KEBTPIMZEU4LTD58 3140BDHS2 2055-06-01 6.000000 0.00 61603.57 61383.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9856 B1V7KEBTPIMZEU4LTD58 3140BA5S1 2055-06-01 5.500000 0.00 169289.68 162722.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8841 B1V7KEBTPIMZEU4LTD58 3140B9ZF9 2055-08-01 6.500000 0.00 139.46 143.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8570 B1V7KEBTPIMZEU4LTD58 3140B9QY8 2055-05-01 5.500000 0.00 1354200.78 1307665.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 B1V7KEBTPIMZEU4LTD58 3140B8WK3 2055-04-01 7.000000 0.00 259.82 272.55 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q56806 G S6XOOCT0IEG5ABCC6L87 3132Y0R44 2048-06-01 4.000000 0.00 401292.95 358748.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 12496.28 12100.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 116.51 109.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 117.62 107.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 118.60 107.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4709 B1V7KEBTPIMZEU4LTD58 31418EGT1 2052-07-01 5.000000 0.00 108.87 102.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7826 B1V7KEBTPIMZEU4LTD58 3140UBVU4 2056-04-01 5.000000 0.00 159.83 149.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 B1V7KEBTPIMZEU4LTD58 3140LNJM0 2051-09-01 3.000000 0.00 46864.55 39399.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS9426 B1V7KEBTPIMZEU4LTD58 3140LLPL9 2033-09-01 4.340000 0.00 1720677.08 1615771.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7320 B1V7KEBTPIMZEU4LTD58 3140LJD29 2032-12-01 4.880000 0.00 1866707.69 1818912.72 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS5156 B1V7KEBTPIMZEU4LTD58 3140LFWS9 2042-03-01 3.090000 0.00 893284.00 657938.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS4273 B1V7KEBTPIMZEU4LTD58 3140LEXB8 2031-12-01 1.930000 0.00 3118313.22 2657955.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR5244 B1V7KEBTPIMZEU4LTD58 3140L3ZJ3 2051-02-01 2.500000 0.00 342163.51 277517.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4722 B1V7KEBTPIMZEU4LTD58 3140L3G88 2051-03-01 2.000000 0.00 563973.08 431596.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 B1V7KEBTPIMZEU4LTD58 3140W4FD4 2052-04-01 2.500000 0.00 153.90 122.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 B1V7KEBTPIMZEU4LTD58 3140W42W6 2056-01-01 5.500000 0.00 307.07 296.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3394 B1V7KEBTPIMZEU4LTD58 3140W3XY0 2051-10-01 2.000000 0.00 5736.42 4301.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0831 B1V7KEBTPIMZEU4LTD58 3140Y64R8 2055-08-01 5.000000 0.00 144.12 135.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 S6XOOCT0IEG5ABCC6L87 31427PCS1 2053-11-01 6.500000 0.00 94.71 96.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5883 B1V7KEBTPIMZEU4LTD58 3140B6RD9 2055-03-01 6.500000 0.00 240188.60 245880.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4815 S6XOOCT0IEG5ABCC6L87 31427SK56 2056-04-01 5.000000 0.00 155.98 145.94 Agency Mortgage-Backed Securities GNMA GNCL CL DU5355 549300M8ZYFG0OCMTT87 3618WG5Q4 2068-07-15 5.330000 0.00 1672024.24 1619844.73 Agency Mortgage-Backed Securities GNMA GNII SP 785405 C 549300M8ZYFG0OCMTT87 3622AA3N2 2051-03-20 3.000000 0.00 85.71 71.27 Agency Mortgage-Backed Securities GNMA GNII SF DU8809 C 549300M8ZYFG0OCMTT87 3618WLYE8 2056-09-20 6.000000 0.00 902551.88 891963.44 Agency Mortgage-Backed Securities GNMA GNII RG DU7478 C 549300M8ZYFG0OCMTT87 3618WKJX5 2055-09-20 6.500000 0.00 181780.16 187722.57 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q58278 G S6XOOCT0IEG5ABCC6L87 3132Y2FU5 2048-09-01 4.000000 0.00 107699.21 97508.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 B1V7KEBTPIMZEU4LTD58 3140W3D97 2055-09-01 5.000000 0.00 151.58 141.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2826 B1V7KEBTPIMZEU4LTD58 3140W3D89 2055-07-01 5.000000 0.00 152.91 142.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 B1V7KEBTPIMZEU4LTD58 3140W3CG2 2055-07-01 6.000000 0.00 132.74 131.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2717 B1V7KEBTPIMZEU4LTD58 3140W3AT6 2050-02-01 3.000000 0.00 532137.51 451801.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2491 B1V7KEBTPIMZEU4LTD58 3140W2XV8 2049-09-01 3.000000 0.00 193151.58 165332.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2414 B1V7KEBTPIMZEU4LTD58 3140W2VG3 2052-05-01 2.500000 0.00 231657.31 183374.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2085 B1V7KEBTPIMZEU4LTD58 3140W2J77 2052-11-01 4.500000 0.00 140.54 128.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1943 B1V7KEBTPIMZEU4LTD58 3140W2ER8 2055-05-01 5.500000 0.00 141.10 136.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5350 B1V7KEBTPIMZEU4LTD58 3140J95L1 2044-06-01 4.000000 0.00 123697.62 112930.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6423 B1V7KEBTPIMZEU4LTD58 3140MYD58 2052-08-01 5.000000 0.00 226044.58 213335.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1596 B1V7KEBTPIMZEU4LTD58 3140W1X24 2055-05-01 5.500000 0.00 126.91 122.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 2865193.49 2790241.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9103 B1V7KEBTPIMZEU4LTD58 3140NEDH5 2053-03-01 6.000000 0.00 140834.55 140277.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5042 B1V7KEBTPIMZEU4LTD58 3140ASS82 2054-10-01 5.500000 0.00 173460.17 167056.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5.000000 0.00 92.61 89.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9599 S6XOOCT0IEG5ABCC6L87 3133WGUY9 2054-07-01 6.000000 0.00 313775.60 313665.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6959 S6XOOCT0IEG5ABCC6L87 3133WDWU2 2054-04-01 5.500000 0.00 416697.72 402453.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 193.25 153.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0356 S6XOOCT0IEG5ABCC6L87 3132CWMD3 2034-11-01 3.500000 0.00 37143.69 35274.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3756 B1V7KEBTPIMZEU4LTD58 3140ARE63 2054-08-01 5.500000 0.00 222657.72 214461.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4011 S6XOOCT0IEG5ABCC6L87 3133C4N42 2053-06-01 5.000000 0.00 151.83 142.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1376 B1V7KEBTPIMZEU4LTD58 3140XGQ69 2051-12-01 3.000000 0.00 101.75 84.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4322 B1V7KEBTPIMZEU4LTD58 3140J8YU1 2048-07-01 4.000000 0.00 25.52 22.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6422 B1V7KEBTPIMZEU4LTD58 3140QED41 2050-07-01 3.000000 0.00 50.95 42.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW8287 B1V7KEBTPIMZEU4LTD58 3140N1F57 2052-09-01 6.000000 0.00 73.37 73.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6062 B1V7KEBTPIMZEU4LTD58 3140QRWY5 2053-04-01 5.000000 0.00 312760.14 299554.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 B1V7KEBTPIMZEU4LTD58 3140QRQF3 2053-03-01 6.000000 0.00 107.64 107.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.500000 0.00 125.43 121.98 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB6281 B1V7KEBTPIMZEU4LTD58 3140QR6T5 2053-05-01 7.000000 0.00 118521.61 124758.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6255 B1V7KEBTPIMZEU4LTD58 3140QR5R0 2053-05-01 5.500000 0.00 109.69 106.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 B1V7KEBTPIMZEU4LTD58 3140QR3M3 2053-05-01 5.500000 0.00 127.49 123.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 B1V7KEBTPIMZEU4LTD58 3140QR2U6 2053-05-01 5.500000 0.00 117.54 113.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 S6XOOCT0IEG5ABCC6L87 3133A7RB7 2050-07-01 3.000000 0.00 14528.49 12075.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7401 B1V7KEBTPIMZEU4LTD58 3140N0GK5 2052-08-01 5.000000 0.00 169859.07 159248.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8362 B1V7KEBTPIMZEU4LTD58 3140QUJG2 2054-04-01 6.500000 0.00 91.08 92.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 B1V7KEBTPIMZEU4LTD58 3140QVVC5 2054-12-01 5.000000 0.00 6573.66 6141.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF9925 S6XOOCT0IEG5ABCC6L87 3133BYA25 2053-03-01 6.000000 0.00 88890.57 88101.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1552 B1V7KEBTPIMZEU4LTD58 3140QLWN2 2051-09-01 2.500000 0.00 112.58 89.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 B1V7KEBTPIMZEU4LTD58 3140QSNT4 2053-07-01 6.000000 0.00 104.71 104.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM6831 B1V7KEBTPIMZEU4LTD58 3140XASV5 2037-01-01 3.000000 0.00 116.05 106.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3239 B1V7KEBTPIMZEU4LTD58 3140QAS50 2049-03-01 5.000000 0.00 361077.29 344453.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 B1V7KEBTPIMZEU4LTD58 3140W4AT4 2053-12-01 3.500000 0.00 150.08 127.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA2232 B1V7KEBTPIMZEU4LTD58 3140E6PS5 2045-10-01 4.000000 0.00 143122.84 129824.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBD2396 B1V7KEBTPIMZEU4LTD58 3140F9UW3 2031-12-01 2.500000 0.00 41392.66 39059.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 B1V7KEBTPIMZEU4LTD58 3140GTU57 2047-08-01 4.000000 0.00 40.72 36.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5794 B1V7KEBTPIMZEU4LTD58 3140K1NL6 2049-09-01 3.500000 0.00 84819.18 73186.69 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 20.20 18.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 B1V7KEBTPIMZEU4LTD58 3140QSK83 2053-06-01 5.500000 0.00 131.63 127.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3349 B1V7KEBTPIMZEU4LTD58 3140JKWK8 2049-01-01 4.500000 0.00 82533.64 76224.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7018 B1V7KEBTPIMZEU4LTD58 3140JPYQ2 2049-05-01 4.500000 0.00 539896.96 493563.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBN7756 B1V7KEBTPIMZEU4LTD58 3140JQTN3 2049-09-01 3.000000 0.00 561475.04 469046.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1388 B1V7KEBTPIMZEU4LTD58 3140JVRJ3 2049-07-01 3.500000 0.00 310751.32 269213.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6852 B1V7KEBTPIMZEU4LTD58 3140XATJ1 2051-05-01 2.000000 0.00 52009.41 39943.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7522 B1V7KEBTPIMZEU4LTD58 3140XBLC2 2051-06-01 2.000000 0.00 537068.69 407676.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6642 B1V7KEBTPIMZEU4LTD58 3140XALY6 2051-03-01 2.500000 0.00 78313.14 62400.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5254 B1V7KEBTPIMZEU4LTD58 3140X8ZU4 2050-12-01 2.000000 0.00 96.34 72.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5040 B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6.000000 0.00 84.91 84.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2838 B1V7KEBTPIMZEU4LTD58 3140W3EL9 2052-09-01 2.500000 0.00 151.11 119.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.500000 0.00 112.12 108.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA1332 S6XOOCT0IEG5ABCC6L87 3133KGPR3 2049-08-01 3.500000 0.00 136683.78 117587.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8770 B1V7KEBTPIMZEU4LTD58 3140U0W86 2056-02-01 5.000000 0.00 159.76 149.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 B1V7KEBTPIMZEU4LTD58 3140U0UB1 2056-01-01 5.000000 0.00 793311.72 740699.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 B1V7KEBTPIMZEU4LTD58 3140U0B22 2056-01-01 6.500000 0.00 124.63 126.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5851 S6XOOCT0IEG5ABCC6L87 3142K7QD4 2056-06-01 5.500000 0.00 152.64 146.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3693 S6XOOCT0IEG5ABCC6L87 3142K5C76 2056-05-01 6.000000 0.00 179948.43 178347.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4434 S6XOOCT0IEG5ABCC6L87 3142K54U4 2056-06-01 6.500000 0.00 160.35 163.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3404 S6XOOCT0IEG5ABCC6L87 3142K4YA8 2056-05-01 4.500000 0.00 763047.48 691405.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3363 S6XOOCT0IEG5ABCC6L87 3142K4WZ5 2056-05-01 4.500000 0.00 167240.14 151284.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2347 S6XOOCT0IEG5ABCC6L87 3142K3TD0 2056-04-01 5.000000 0.00 147.50 137.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2221 S6XOOCT0IEG5ABCC6L87 3142K3PF9 2056-05-01 5.000000 0.00 18753.23 17559.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1499 S6XOOCT0IEG5ABCC6L87 3142K2UZ1 2056-04-01 5.000000 0.00 158.43 147.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0034 S6XOOCT0IEG5ABCC6L87 3142K1BC5 2056-04-01 5.000000 0.00 157.36 147.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.500000 0.00 4707.69 4548.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8119 B1V7KEBTPIMZEU4LTD58 3140QUAV8 2054-03-01 5.000000 0.00 2421677.03 2267023.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 B1V7KEBTPIMZEU4LTD58 3140QUAS5 2054-03-01 4.500000 0.00 145.32 132.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 B1V7KEBTPIMZEU4LTD58 3140QTUC1 2054-01-01 5.500000 0.00 4575435.04 4431567.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9089 S6XOOCT0IEG5ABCC6L87 3133WGC29 2054-06-01 6.500000 0.00 1719966.56 1749751.41 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 S6XOOCT0IEG5ABCC6L87 3133WG5H4 2054-07-01 7.000000 0.00 130.25 136.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 S6XOOCT0IEG5ABCC6L87 3133WEMN7 2054-06-01 6.000000 0.00 11434.50 11389.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 B1V7KEBTPIMZEU4LTD58 31418EC32 2032-04-01 2.000000 0.00 64.09 59.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4020 B1V7KEBTPIMZEU4LTD58 31418DPE6 2050-05-01 3.000000 0.00 14497.03 12061.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3910 B1V7KEBTPIMZEU4LTD58 31418DKY7 2035-01-01 2.000000 0.00 45462.29 40618.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2.000000 0.00 1010.68 761.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4400 B1V7KEBTPIMZEU4LTD58 31418D3J9 2051-08-01 3.000000 0.00 9809.21 8114.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA2954 B1V7KEBTPIMZEU4LTD58 31418CH80 2047-02-01 3.500000 0.00 111268.64 96890.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1444 B1V7KEBTPIMZEU4LTD58 31418ATA6 2033-05-01 2.500000 0.00 74175.49 68500.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1291 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132086.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 B1V7KEBTPIMZEU4LTD58 31417YGJ0 2029-10-01 4.500000 0.00 1.40 1.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1307 B1V7KEBTPIMZEU4LTD58 31418ANZ7 2033-01-01 3.000000 0.00 131489.80 123823.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8323 B1V7KEBTPIMZEU4LTD58 3140QUG91 2054-04-01 5.500000 0.00 59885.78 58117.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6587 B1V7KEBTPIMZEU4LTD58 3140QEJ94 2050-08-01 2.000000 0.00 225940.15 172003.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 4867.42 4002.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5040 B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6.000000 0.00 436696.66 434468.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3086 S6XOOCT0IEG5ABCC6L87 31427QNC2 2055-11-01 5.000000 0.00 2770597.32 2594791.23 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB0714 S6XOOCT0IEG5ABCC6L87 3133KTYK0 2041-12-01 2.000000 0.00 95175.69 79558.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9079 S6XOOCT0IEG5ABCC6L87 3133KRCQ5 2053-05-01 6.500000 0.00 8062.61 8264.14 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6958 B1V7KEBTPIMZEU4LTD58 3140AUWU3 2054-11-01 7.000000 0.00 105.37 109.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5727 B1V7KEBTPIMZEU4LTD58 3140ATLH7 2054-11-01 5.000000 0.00 999648.38 930695.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3116 B1V7KEBTPIMZEU4LTD58 3140AQPA4 2054-09-01 6.000000 0.00 197178.69 195610.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2263 B1V7KEBTPIMZEU4LTD58 3140APQR8 2054-08-01 6.000000 0.00 320028.18 316997.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB3867 B1V7KEBTPIMZEU4LTD58 31417AJM2 2041-11-01 3.500000 0.00 2351.54 2116.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB1611 B1V7KEBTPIMZEU4LTD58 31416WYH9 2040-10-01 3.500000 0.00 31003.21 27945.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 KL954929 B1V7KEBTPIMZEU4LTD58 31413TLJ9 2037-07-01 6.000000 0.00 5353.93 5308.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889565 B1V7KEBTPIMZEU4LTD58 31410KJJ4 2037-08-01 5.500000 0.00 34654.83 34408.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889560 B1V7KEBTPIMZEU4LTD58 31410KJD7 2038-06-01 6.000000 0.00 124695.36 126814.35 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9355 B1V7KEBTPIMZEU4LTD58 3140YXMD0 2054-02-01 7.000000 0.00 121337.65 126659.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA8728 B1V7KEBTPIMZEU4LTD58 3140YWVW0 2054-03-01 7.000000 0.00 121072.42 127192.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3384 B1V7KEBTPIMZEU4LTD58 3140Y9XN9 2056-09-01 5.500000 0.00 205.98 197.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3267 B1V7KEBTPIMZEU4LTD58 3140Y9TZ7 2056-08-01 6.000000 0.00 7970.83 7940.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 B1V7KEBTPIMZEU4LTD58 3140Y9MJ0 2056-07-01 5.500000 0.00 162.03 156.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3042 B1V7KEBTPIMZEU4LTD58 3140Y9LY8 2056-07-01 5.000000 0.00 158.10 147.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1461 B1V7KEBTPIMZEU4LTD58 3140Y7TT5 2055-11-01 6.000000 0.00 137.31 135.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1364 B1V7KEBTPIMZEU4LTD58 3140Y7QS0 2055-10-01 6.000000 0.00 763904.92 758100.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CICC1324 B1V7KEBTPIMZEU4LTD58 3140Y7PJ1 2040-10-01 5.500000 0.00 136361.94 135473.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1239 B1V7KEBTPIMZEU4LTD58 3140Y7LV8 2055-10-01 6.000000 0.00 153.01 152.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 B1V7KEBTPIMZEU4LTD58 3140Y7CV8 2055-09-01 5.500000 0.00 474.55 457.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 B1V7KEBTPIMZEU4LTD58 3140Y6YP9 2055-07-01 6.000000 0.00 3868296.84 3874321.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 B1V7KEBTPIMZEU4LTD58 3140UD6P9 2056-05-01 5.000000 0.00 319.45 297.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6302 B1V7KEBTPIMZEU4LTD58 3140W7AC4 2056-07-01 5.000000 0.00 164.37 153.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6857 B1V7KEBTPIMZEU4LTD58 3140UNTP2 2056-07-01 6.500000 0.00 55539.90 56404.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0409 B1V7KEBTPIMZEU4LTD58 3140UTN34 2056-08-01 6.500000 0.00 160.79 167.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0776 B1V7KEBTPIMZEU4LTD58 3140BQ2J9 2055-10-01 5.500000 0.00 595201.94 571966.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1785 B1V7KEBTPIMZEU4LTD58 3140Q86X8 2046-07-01 4.000000 0.00 57764.16 52388.35 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1914 B1V7KEBTPIMZEU4LTD58 3140B2DU5 2055-01-01 7.000000 0.00 243.34 254.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0707 S6XOOCT0IEG5ABCC6L87 31427MYD7 2053-08-01 3.500000 0.00 11731.96 10000.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1022 S6XOOCT0IEG5ABCC6L87 31426XD47 2055-08-01 6.000000 0.00 409752.66 404843.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4433 B1V7KEBTPIMZEU4LTD58 3140W44T1 2056-01-01 4.500000 0.00 23990.24 21678.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6839 S6XOOCT0IEG5ABCC6L87 3142GXS57 2056-06-01 5.500000 0.00 162.03 157.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAL7846 B1V7KEBTPIMZEU4LTD58 3138EQWG3 2045-08-01 4.500000 0.00 86387.46 80136.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CWAL5852 B1V7KEBTPIMZEU4LTD58 3138ENQE2 2029-09-01 4.000000 0.00 3293.19 3254.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2205 B1V7KEBTPIMZEU4LTD58 3140UVNX3 2056-09-01 5.500000 0.00 161973.90 155922.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2157 B1V7KEBTPIMZEU4LTD58 3140UVMF3 2056-08-01 5.000000 0.00 160.76 150.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0708 B1V7KEBTPIMZEU4LTD58 3140UTYE8 2056-08-01 5.000000 0.00 485776.88 454814.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0523 B1V7KEBTPIMZEU4LTD58 3140UTSM7 2056-07-01 5.000000 0.00 160.60 150.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0399 B1V7KEBTPIMZEU4LTD58 3140UTNR1 2056-08-01 6.500000 0.00 160.74 167.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0196 B1V7KEBTPIMZEU4LTD58 3140UTGE8 2056-08-01 6.000000 0.00 643.16 638.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0128 B1V7KEBTPIMZEU4LTD58 3140UTEA8 2056-08-01 6.000000 0.00 160.79 159.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0867 B1V7KEBTPIMZEU4LTD58 3140UT6D1 2056-07-01 5.000000 0.00 160.60 149.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 B1V7KEBTPIMZEU4LTD58 3140USCS3 2051-07-01 4.500000 0.00 160.42 145.38 Agency Mortgage-Backed Securities GNMA GNII SP 786105 M 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0.00 120.55 103.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6441 B1V7KEBTPIMZEU4LTD58 3140MLEP1 2055-12-01 6.000000 0.00 848046.82 848315.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV5948 B1V7KEBTPIMZEU4LTD58 3140MKTE2 2055-08-01 6.500000 0.00 383719.39 392289.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2757 B1V7KEBTPIMZEU4LTD58 3140QNB35 2052-01-01 3.000000 0.00 871019.88 720591.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2644 B1V7KEBTPIMZEU4LTD58 3140QM5E0 2052-01-01 2.500000 0.00 837506.14 658676.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 122.31 100.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1231 B1V7KEBTPIMZEU4LTD58 3140QLLM6 2036-07-01 3.500000 0.00 26454.92 24239.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4683 S6XOOCT0IEG5ABCC6L87 3133C5FY2 2053-06-01 5.000000 0.00 123.34 116.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3783 S6XOOCT0IEG5ABCC6L87 3133C4FY5 2053-05-01 5.500000 0.00 105.19 102.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3208 S6XOOCT0IEG5ABCC6L87 3133C3R57 2053-05-01 6.500000 0.00 112830.60 116527.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG2488 S6XOOCT0IEG5ABCC6L87 3133C2XR4 2053-05-01 6.500000 0.00 108705.87 112465.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 S6XOOCT0IEG5ABCC6L87 3142GU2E2 2055-06-01 5.500000 0.00 154.88 149.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 S6XOOCT0IEG5ABCC6L87 3142GTKZ8 2054-12-01 5.000000 0.00 143.26 134.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 13722.89 13286.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2243 S6XOOCT0IEG5ABCC6L87 3142GSP51 2054-08-01 5.500000 0.00 128.66 124.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6585 S6XOOCT0IEG5ABCC6L87 31427UJ79 2056-09-01 5.000000 0.00 164.79 153.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6497 S6XOOCT0IEG5ABCC6L87 31427UGF4 2056-09-01 5.000000 0.00 153055.81 142875.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6138 S6XOOCT0IEG5ABCC6L87 31427TZC3 2056-07-01 5.000000 0.00 164.41 153.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5887 S6XOOCT0IEG5ABCC6L87 31427TRH1 2055-12-01 6.500000 0.00 153.41 155.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ9437 S6XOOCT0IEG5ABCC6L87 3133D1PW3 2054-11-01 6.000000 0.00 74803.26 74267.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 S6XOOCT0IEG5ABCC6L87 3133D1BQ1 2054-11-01 5.500000 0.00 138.96 134.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7972 S6XOOCT0IEG5ABCC6L87 3133CY2D9 2054-11-01 6.000000 0.00 411401.62 412763.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5193 S6XOOCT0IEG5ABCC6L87 3133CVXW9 2054-10-01 5.500000 0.00 244.21 235.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4915 S6XOOCT0IEG5ABCC6L87 3133CVN83 2054-08-01 5.500000 0.00 203951.29 196726.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4332 S6XOOCT0IEG5ABCC6L87 3133CUY59 2054-08-01 6.000000 0.00 187903.44 187179.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 S6XOOCT0IEG5ABCC6L87 3133CU7M2 2054-09-01 5.500000 0.00 120.08 115.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 S6XOOCT0IEG5ABCC6L87 3133CTKT5 2054-09-01 5.000000 0.00 689934.30 649012.08 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0447 S6XOOCT0IEG5ABCC6L87 3133CQP82 2054-07-01 7.000000 0.00 69.99 72.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7924 S6XOOCT0IEG5ABCC6L87 3133CLYV2 2054-01-01 7.000000 0.00 127864.44 133806.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7224 S6XOOCT0IEG5ABCC6L87 3133CLAZ9 2053-12-01 6.500000 0.00 146252.24 149233.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH5163 S6XOOCT0IEG5ABCC6L87 3133CHWY7 2053-11-01 5.500000 0.00 241.65 233.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH5017 S6XOOCT0IEG5ABCC6L87 3133CHSE6 2053-11-01 6.500000 0.00 252236.18 255791.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2096 S6XOOCT0IEG5ABCC6L87 3133CEKH4 2053-10-01 5.500000 0.00 125.08 122.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7548 S6XOOCT0IEG5ABCC6L87 3133C8L52 2053-08-01 6.500000 0.00 118978.79 121437.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7063 S6XOOCT0IEG5ABCC6L87 3133C7Z42 2053-07-01 6.000000 0.00 26916.43 26786.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 B1V7KEBTPIMZEU4LTD58 3140W5MW1 2056-03-01 5.000000 0.00 158.08 147.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV5735 B1V7KEBTPIMZEU4LTD58 3140MKLR1 2052-05-01 3.500000 0.00 173071.46 148167.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5495 B1V7KEBTPIMZEU4LTD58 3140XMC95 2047-03-01 2.500000 0.00 126.06 102.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 B1V7KEBTPIMZEU4LTD58 3140XLUN6 2053-04-01 3.500000 0.00 124.56 107.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS4615 B1V7KEBTPIMZEU4LTD58 3140XLDV7 2034-07-01 4.000000 0.00 78.00 75.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3815 B1V7KEBTPIMZEU4LTD58 3140XKGZ7 2051-09-01 3.500000 0.00 52431.72 44925.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3394 B1V7KEBTPIMZEU4LTD58 3140XJXY4 2052-10-01 4.000000 0.00 878504.98 774852.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3361 B1V7KEBTPIMZEU4LTD58 3140XJWX7 2052-12-01 5.500000 0.00 113.74 110.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3067 B1V7KEBTPIMZEU4LTD58 3140XJMR1 2052-07-01 4.000000 0.00 115.37 101.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2961 B1V7KEBTPIMZEU4LTD58 3140XJJF1 2052-10-01 5.500000 0.00 93.38 91.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3549 B1V7KEBTPIMZEU4LTD58 3140XJ5K5 2052-01-01 2.500000 0.00 644266.78 507876.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2436 B1V7KEBTPIMZEU4LTD58 3140XHV61 2052-07-01 4.500000 0.00 644590.71 595152.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7638 B1V7KEBTPIMZEU4LTD58 3140NCPY9 2053-05-01 5.500000 0.00 109625.45 105786.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8658 B1V7KEBTPIMZEU4LTD58 3140QUTQ9 2054-06-01 4.500000 0.00 348678.40 315555.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 14.42 14.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2802 B1V7KEBTPIMZEU4LTD58 31418CDG6 2031-11-01 2.000000 0.00 37664.12 35146.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3228 B1V7KEBTPIMZEU4LTD58 3140X6SS1 2047-09-01 3.500000 0.00 138291.33 123151.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 B1V7KEBTPIMZEU4LTD58 3140QVAD6 2054-08-01 6.000000 0.00 1494.42 1500.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8158 B1V7KEBTPIMZEU4LTD58 3140N1B44 2052-10-01 5.000000 0.00 91301.87 86468.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAV1839 B1V7KEBTPIMZEU4LTD58 3138XDBH2 2033-12-01 3.500000 0.00 26618.66 25080.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4926 B1V7KEBTPIMZEU4LTD58 3138EMPL9 2044-02-01 4.000000 0.00 19.53 17.88 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 124.17 113.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 S6XOOCT0IEG5ABCC6L87 3133CJUT6 2053-12-01 7.000000 0.00 211.95 222.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3088 B1V7KEBTPIMZEU4LTD58 3140QANE6 2049-02-01 4.500000 0.00 152207.44 141019.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0840 B1V7KEBTPIMZEU4LTD58 3140XF5A5 2052-03-01 3.000000 0.00 105.03 86.69 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7552 S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 31684.57 25441.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5606 B1V7KEBTPIMZEU4LTD58 3140X9GQ2 2051-02-01 2.000000 0.00 30697.58 23551.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 S6XOOCT0IEG5ABCC6L87 3132DWD75 2052-07-01 3.500000 0.00 121.60 103.56 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 71557.01 54072.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7558 S6XOOCT0IEG5ABCC6L87 3132DVMF9 2053-02-01 5.000000 0.00 112.15 106.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 B1V7KEBTPIMZEU4LTD58 3140KTT70 2031-03-01 3.000000 0.00 57126.57 55061.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ2366 B1V7KEBTPIMZEU4LTD58 3140KMTY6 2050-09-01 2.000000 0.00 85495.88 65944.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1911 B1V7KEBTPIMZEU4LTD58 3140KMDR8 2050-10-01 2.000000 0.00 41857.27 32312.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP6770 B1V7KEBTPIMZEU4LTD58 3140KEQY7 2050-04-01 3.000000 0.00 144190.57 120443.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP5562 B1V7KEBTPIMZEU4LTD58 3140KDFC9 2050-04-01 3.000000 0.00 136436.29 114958.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 B1V7KEBTPIMZEU4LTD58 3140QTPT0 2053-12-01 7.000000 0.00 108.03 112.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 B1V7KEBTPIMZEU4LTD58 3140QTLK3 2053-11-01 7.000000 0.00 1551315.70 1627443.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7423 B1V7KEBTPIMZEU4LTD58 3140QTG94 2053-11-01 5.500000 0.00 110145.37 106545.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7308 B1V7KEBTPIMZEU4LTD58 3140QTDN6 2053-10-01 6.500000 0.00 202.17 208.19 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8092 S6XOOCT0IEG5ABCC6L87 3132DV7D1 2050-09-01 3.000000 0.00 53972.95 44546.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8091 S6XOOCT0IEG5ABCC6L87 3132DV7C3 2050-09-01 2.500000 0.00 93331.69 74393.00 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2.000000 0.00 78752.33 59779.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 B1V7KEBTPIMZEU4LTD58 3140UBTD5 2056-05-01 5.000000 0.00 158.77 148.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6791 B1V7KEBTPIMZEU4LTD58 3140UARM9 2056-04-01 5.000000 0.00 480106.77 449654.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 B1V7KEBTPIMZEU4LTD58 3140UACW3 2056-04-01 5.500000 0.00 314536.97 305070.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6024 B1V7KEBTPIMZEU4LTD58 3140U9VS4 2056-04-01 5.500000 0.00 160.04 155.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5778 B1V7KEBTPIMZEU4LTD58 3140U9M47 2056-03-01 5.500000 0.00 36177.20 34784.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5737 B1V7KEBTPIMZEU4LTD58 3140U9LT3 2056-04-01 5.500000 0.00 159.52 154.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8037 B1V7KEBTPIMZEU4LTD58 3140XP4X4 2054-01-01 6.000000 0.00 23064.02 23174.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5069 B1V7KEBTPIMZEU4LTD58 3140W5T38 2055-04-01 5.500000 0.00 148.58 142.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 B1V7KEBTPIMZEU4LTD58 3140ANKY4 2054-11-01 5.500000 0.00 157.22 151.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1460 S6XOOCT0IEG5ABCC6L87 31427NTS8 2055-06-01 5.500000 0.00 145.98 140.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0892 B1V7KEBTPIMZEU4LTD58 3140B07E2 2055-01-01 5.500000 0.00 178415.42 172616.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 B1V7KEBTPIMZEU4LTD58 3140W1AG8 2054-12-01 5.000000 0.00 301.57 281.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3500 B1V7KEBTPIMZEU4LTD58 3140UW3J4 2056-08-01 5.500000 0.00 160.74 155.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7984 B1V7KEBTPIMZEU4LTD58 3140BL2S0 2055-09-01 6.000000 0.00 10478.37 10386.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 B1V7KEBTPIMZEU4LTD58 3140Y6HZ6 2055-04-01 5.500000 0.00 293.87 284.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD1799 B1V7KEBTPIMZEU4LTD58 3140B17M2 2055-01-01 6.000000 0.00 350109.16 348370.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6014 S6XOOCT0IEG5ABCC6L87 31426BVG8 2055-02-01 6.000000 0.00 117.66 116.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4238 S6XOOCT0IEG5ABCC6L87 3142K5V83 2056-05-01 6.500000 0.00 178414.23 182410.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 S6XOOCT0IEG5ABCC6L87 31427T6T8 2056-09-01 5.500000 0.00 161.64 156.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0860 B1V7KEBTPIMZEU4LTD58 3140BQ5W7 2055-11-01 5.000000 0.00 347621.96 325162.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6954 S6XOOCT0IEG5ABCC6L87 3142GXWQ6 2056-06-01 4.500000 0.00 778372.70 703745.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 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178400.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 B1V7KEBTPIMZEU4LTD58 3140U17B5 2056-01-01 4.500000 0.00 159.42 144.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 B1V7KEBTPIMZEU4LTD58 3140UF3J1 2056-06-01 5.000000 0.00 160.44 150.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7115 S6XOOCT0IEG5ABCC6L87 31426C3Z5 2055-03-01 6.500000 0.00 363786.59 370251.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 B1V7KEBTPIMZEU4LTD58 3140W2F89 2055-04-01 6.000000 0.00 131.88 130.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 S6XOOCT0IEG5ABCC6L87 3133WP2M6 2041-04-01 3.500000 0.00 54068.65 49305.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0331 B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3.000000 0.00 107.70 89.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0494 B1V7KEBTPIMZEU4LTD58 3140QKRQ3 2051-05-01 2.000000 0.00 107.86 82.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 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994799.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5899 B1V7KEBTPIMZEU4LTD58 3140XMRV0 2053-09-01 6.500000 0.00 78.59 80.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 B1V7KEBTPIMZEU4LTD58 3140XMQT6 2053-01-01 4.500000 0.00 130.30 118.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5520 B1V7KEBTPIMZEU4LTD58 3140XMD29 2053-01-01 4.500000 0.00 2774552.64 2527326.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 B1V7KEBTPIMZEU4LTD58 3140Y6SQ4 2055-06-01 6.000000 0.00 285.11 283.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0391 B1V7KEBTPIMZEU4LTD58 3140Y6NH9 2055-05-01 5.500000 0.00 146.64 142.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0371 B1V7KEBTPIMZEU4LTD58 3140Y6MV9 2055-05-01 5.000000 0.00 1234002.78 1152555.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0250 B1V7KEBTPIMZEU4LTD58 3140Y6H45 2055-04-01 5.500000 0.00 140.97 136.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3204 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161.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1021 S6XOOCT0IEG5ABCC6L87 31426XD39 2055-08-01 6.000000 0.00 364138.01 360228.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0120 S6XOOCT0IEG5ABCC6L87 31426JD22 2055-03-01 5.500000 0.00 189637.05 182618.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9119 S6XOOCT0IEG5ABCC6L87 31426GDZ5 2055-03-01 6.500000 0.00 290487.73 296037.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9111 S6XOOCT0IEG5ABCC6L87 31426GDR3 2055-03-01 5.500000 0.00 272094.53 263814.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2139 S6XOOCT0IEG5ABCC6L87 31425WLV1 2054-12-01 6.000000 0.00 83143.54 82441.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2138 S6XOOCT0IEG5ABCC6L87 31425WLU3 2054-12-01 6.000000 0.00 219165.62 217754.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2103 S6XOOCT0IEG5ABCC6L87 31425WKR1 2054-12-01 5.500000 0.00 246225.08 237975.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2112 S6XOOCT0IEG5ABCC6L87 31425WK26 2054-12-01 5.500000 0.00 271978.70 262099.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0721 S6XOOCT0IEG5ABCC6L87 31425UYT6 2054-11-01 5.500000 0.00 162528.09 157081.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8217 B1V7KEBTPIMZEU4LTD58 31419KDX0 2040-11-01 4.000000 0.00 68903.74 63702.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6060 B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.500000 0.00 152.81 145.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 B1V7KEBTPIMZEU4LTD58 31418FTJ6 2041-01-01 5.500000 0.00 4120.38 4092.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6206 B1V7KEBTPIMZEU4LTD58 31418F3Q8 2056-10-01 5.000000 0.00 160.92 149.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV5039 B1V7KEBTPIMZEU4LTD58 3138XGS53 2044-02-01 4.000000 0.00 247323.76 226336.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAV2323 B1V7KEBTPIMZEU4LTD58 3138XDSM3 2028-12-01 3.500000 0.00 60495.33 59723.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU7530 B1V7KEBTPIMZEU4LTD58 3138X7LL5 2043-09-01 4.500000 0.00 66844.34 62027.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAU7218 B1V7KEBTPIMZEU4LTD58 3138X7AU7 2028-09-01 3.500000 0.00 8.19 8.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU7169 B1V7KEBTPIMZEU4LTD58 3138X66F7 2043-09-01 4.000000 0.00 81644.91 74563.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1226 B1V7KEBTPIMZEU4LTD58 3138X0LG1 2043-07-01 3.500000 0.00 254085.36 226956.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9654 B1V7KEBTPIMZEU4LTD58 3138WKWQ4 2047-05-01 4.000000 0.00 275329.15 247421.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS8233 B1V7KEBTPIMZEU4LTD58 3138WJEF1 2031-11-01 2.000000 0.00 77584.79 72486.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS8960 B1V7KEBTPIMZEU4LTD58 3138WJ5W4 2047-03-01 4.000000 0.00 26.87 24.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 B1V7KEBTPIMZEU4LTD58 3138NYWY7 2043-01-01 3.000000 0.00 24.97 21.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 B1V7KEBTPIMZEU4LTD58 31418FYQ4 2056-07-01 5.000000 0.00 224417.73 208863.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3956 B1V7KEBTPIMZEU4LTD58 3140UXME2 2056-09-01 5.500000 0.00 164.66 158.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5341 S6XOOCT0IEG5ABCC6L87 3142K65B3 2056-06-01 5.000000 0.00 161.38 150.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1087 B1V7KEBTPIMZEU4LTD58 3140UGF56 2056-05-01 6.500000 0.00 282744.81 286856.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5810 S6XOOCT0IEG5ABCC6L87 31427TN44 2056-07-01 5.000000 0.00 110159.43 102687.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6575 S6XOOCT0IEG5ABCC6L87 3142GXJV0 2056-05-01 5.500000 0.00 155.42 149.61 Agency Mortgage-Backed Securities GNMA GNII SF DU8683 C 549300M8ZYFG0OCMTT87 3618WLUG7 2056-08-20 6.000000 0.00 225144.61 229466.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 B1V7KEBTPIMZEU4LTD58 3140W3NZ8 2053-12-01 5.500000 0.00 180.35 174.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 B1V7KEBTPIMZEU4LTD58 3140BMP95 2055-09-01 5.500000 0.00 159.00 153.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1238 B1V7KEBTPIMZEU4LTD58 3140Y7LU0 2055-10-01 6.000000 0.00 169.89 169.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 139.35 134.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9272 S6XOOCT0IEG5ABCC6L87 3142JYJS2 2056-03-01 5.000000 0.00 159.64 149.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 B1V7KEBTPIMZEU4LTD58 3140U0JQ1 2056-02-01 5.500000 0.00 159.27 154.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6822 B1V7KEBTPIMZEU4LTD58 3140UNSL2 2056-07-01 5.000000 0.00 160.59 149.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7137 S6XOOCT0IEG5ABCC6L87 3142JV4X3 2056-02-01 5.500000 0.00 415870.46 400892.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5037 S6XOOCT0IEG5ABCC6L87 3130G4PX8 2056-09-01 5.500000 0.00 160.92 155.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3604 B1V7KEBTPIMZEU4LTD58 3140BUAE2 2055-11-01 5.500000 0.00 192998.69 185443.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1403 B1V7KEBTPIMZEU4LTD58 3140UURZ6 2056-08-01 5.000000 0.00 327639.01 306605.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5278 S6XOOCT0IEG5ABCC6L87 3133WP2K0 2041-02-01 3.500000 0.00 226852.35 206953.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDH6880 B1V7KEBTPIMZEU4LTD58 3140UNUE5 2056-07-01 7.000000 0.00 32238.68 33491.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9238 B1V7KEBTPIMZEU4LTD58 3140XDHQ2 2050-03-01 3.000000 0.00 49265.60 41213.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO9174 B1V7KEBTPIMZEU4LTD58 3140K5FQ5 2049-12-01 3.500000 0.00 17263.27 14873.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2714 B1V7KEBTPIMZEU4LTD58 3140X6AQ4 2050-03-01 3.000000 0.00 246917.79 205454.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1727 S6XOOCT0IEG5ABCC6L87 3133CR4L4 2054-08-01 5.500000 0.00 156.62 152.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4426 S6XOOCT0IEG5ABCC6L87 3132E04K5 2052-04-01 2.500000 0.00 17685.40 14180.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 B1V7KEBTPIMZEU4LTD58 3140XGLX5 2052-01-01 3.500000 0.00 114.79 98.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8275 B1V7KEBTPIMZEU4LTD58 3140LXFR1 2052-08-01 5.000000 0.00 527698.57 504965.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3014 B1V7KEBTPIMZEU4LTD58 3140JKK47 2048-11-01 4.500000 0.00 171371.40 157866.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8300 B1V7KEBTPIMZEU4LTD58 3140QUGJ9 2054-04-01 6.500000 0.00 114.53 117.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7933 B1V7KEBTPIMZEU4LTD58 3140AHY71 2054-08-01 5.500000 0.00 118.95 115.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3550 S6XOOCT0IEG5ABCC6L87 3132A35K2 2041-07-01 4.500000 0.00 550083.84 518399.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 B1V7KEBTPIMZEU4LTD58 3140QEDU3 2050-07-01 3.000000 0.00 72.19 60.53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY4729 B1V7KEBTPIMZEU4LTD58 3140NMHF7 2053-06-01 7.000000 0.00 288812.17 309669.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5490 B1V7KEBTPIMZEU4LTD58 3140XMC46 2050-12-01 3.000000 0.00 171206.94 142734.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1163 B1V7KEBTPIMZEU4LTD58 3140JVJH6 2049-07-01 3.500000 0.00 258398.14 224687.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 B1V7KEBTPIMZEU4LTD58 3140QQVF9 2052-11-01 5.500000 0.00 107.60 104.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4854 B1V7KEBTPIMZEU4LTD58 3140QQMC6 2052-10-01 6.000000 0.00 128.25 131.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6.000000 0.00 92.33 91.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4128 B1V7KEBTPIMZEU4LTD58 3140QPSS7 2052-07-01 4.500000 0.00 30823.44 28144.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4126 B1V7KEBTPIMZEU4LTD58 3140QPSQ1 2052-07-01 4.500000 0.00 779369.52 710825.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4115 B1V7KEBTPIMZEU4LTD58 3140QPSD0 2052-07-01 3.500000 0.00 119.82 101.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 B1V7KEBTPIMZEU4LTD58 3140QPRZ2 2052-07-01 5.000000 0.00 31414.88 29994.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB3930 B1V7KEBTPIMZEU4LTD58 3140QPLL9 2052-06-01 5.500000 0.00 390096.05 382450.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 B1V7KEBTPIMZEU4LTD58 3140QPJV0 2047-06-01 3.500000 0.00 116.00 99.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3771 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Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7471 B1V7KEBTPIMZEU4LTD58 3140H9JR5 2048-12-01 4.000000 0.00 375203.53 336002.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ6706 B1V7KEBTPIMZEU4LTD58 3140H8NY7 2048-04-01 4.000000 0.00 65168.46 58770.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 B1V7KEBTPIMZEU4LTD58 3140H8EZ4 2038-01-01 4.000000 0.00 22700.70 21249.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7096 B1V7KEBTPIMZEU4LTD58 3140H83E3 2048-08-01 4.000000 0.00 271016.45 242640.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ4770 B1V7KEBTPIMZEU4LTD58 3140H6JQ3 2048-02-01 4.000000 0.00 179754.41 161288.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5966 B1V7KEBTPIMZEU4LTD58 3140XMTY2 2053-10-01 6.500000 0.00 5332025.38 5465923.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 B1V7KEBTPIMZEU4LTD58 3140XMT71 2053-10-01 6.500000 0.00 2518839.70 2568148.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5943 B1V7KEBTPIMZEU4LTD58 3140XMS98 2053-05-01 2.500000 0.00 126.80 100.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ3144 B1V7KEBTPIMZEU4LTD58 3140H4P65 2047-11-01 4.000000 0.00 75516.68 67628.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 B1V7KEBTPIMZEU4LTD58 3140U4KB4 2056-02-01 5.500000 0.00 130.40 126.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP2403 B1V7KEBTPIMZEU4LTD58 3140K9U56 2050-04-01 3.500000 0.00 66.01 56.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3115 B1V7KEBTPIMZEU4LTD58 3140QNN99 2052-03-01 3.000000 0.00 107435.67 89717.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3005 B1V7KEBTPIMZEU4LTD58 3140QNKT8 2051-12-01 3.000000 0.00 23689.66 19707.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6540 B1V7KEBTPIMZEU4LTD58 3140QSHS3 2053-06-01 6.000000 0.00 43375.35 43008.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 90900.61 88003.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 B1V7KEBTPIMZEU4LTD58 3140QS3Q2 2053-09-01 5.500000 0.00 36260.86 35067.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 B1V7KEBTPIMZEU4LTD58 3140U4UL1 2056-02-01 5.500000 0.00 152.54 146.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3526 B1V7KEBTPIMZEU4LTD58 3140W34L0 2052-07-01 3.000000 0.00 245593.49 202416.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0081 S6XOOCT0IEG5ABCC6L87 3142JCCT5 2041-05-01 3.500000 0.00 153.42 139.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1547 B1V7KEBTPIMZEU4LTD58 3140U4WH8 2056-02-01 5.000000 0.00 5411.07 5099.49 Agency Mortgage-Backed Securities GNMA GNII RG DU7444 C 549300M8ZYFG0OCMTT87 3618WKHV1 2055-04-20 6.500000 0.00 2558524.69 2642170.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 153.57 142.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4793 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Mortgage-Backed Securities FNMA FNMS 03.000 CQCA4631 B1V7KEBTPIMZEU4LTD58 3140QCED4 2042-11-01 3.000000 0.00 87181.15 73066.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 B1V7KEBTPIMZEU4LTD58 3140QBUG1 2049-09-01 4.500000 0.00 1288.05 1184.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 B1V7KEBTPIMZEU4LTD58 3140QBTY4 2049-09-01 3.500000 0.00 19774.33 16930.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA3707 B1V7KEBTPIMZEU4LTD58 3140QBDM7 2039-06-01 4.000000 0.00 80057.49 73723.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 2049-06-01 3.500000 0.00 42.19 36.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8678 S6XOOCT0IEG5ABCC6L87 3132A9UB1 2032-12-01 2.500000 0.00 50071.87 46865.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZS8640 S6XOOCT0IEG5ABCC6L87 3132A9S57 2032-02-01 2.000000 0.00 47386.79 44073.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 S6XOOCT0IEG5ABCC6L87 3132A5JR7 2048-06-01 4.000000 0.00 12.29 11.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4751 S6XOOCT0IEG5ABCC6L87 3132A5H40 2048-01-01 3.500000 0.00 20.14 17.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4100 S6XOOCT0IEG5ABCC6L87 3132A4RV2 2045-03-01 3.500000 0.00 19.81 17.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5438 S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.500000 0.00 443220.67 409301.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4638 B1V7KEBTPIMZEU4LTD58 3140X8EL7 2050-10-01 2.500000 0.00 1119.41 890.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4631 B1V7KEBTPIMZEU4LTD58 3140X8ED5 2050-10-01 2.000000 0.00 88292.93 68299.09 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA5384 S6XOOCT0IEG5ABCC6L87 31329N6V5 2048-04-01 4.000000 0.00 112254.43 100457.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2335 S6XOOCT0IEG5ABCC6L87 31329KSY1 2034-03-01 4.500000 0.00 28007.46 27242.43 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9128335A4 2035-08-15 0.00 0.00 2241805.83 1399870.99 U.S. Treasuries (including strips) USTR TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 2764297.52 2040341.82 U.S. Treasuries (including strips) USTR TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 2.52 1.91 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 2333899.57 2324995.36 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 994408.06 996648.13 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 7335678.46 7347187.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 3715874.77 3578865.82 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 10770533.26 9522933.93 U.S. Treasuries (including 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R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-19 N N N 0.0390 349000000.00 349000000.00 0.0106 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate & Investment Bank SA 3.900000% ARP1M4QY7 1VUV7VQFKUOQSJ21A208 N/A ARP1M4QY7_3.90_1007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 17700.00 15981.93 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 10.00 8.12 U.S. Treasuries (including strips) USTR 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 90.00 58.12 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 506221.67 448242.21 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 2500.00 2505.33 U.S. Treasuries (including strips) USTR 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 70780.00 67304.03 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 13933716.12 12673257.39 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 5527232.52 4834618.05 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 30889295.39 30518365.81 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 186270.00 179400.61 U.S. Treasuries (including strips) USTR BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 173910.00 173087.41 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 2408278.24 1894752.04 U.S. Treasuries (including strips) USTR 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 398126.54 252818.32 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 22794.29 11435.04 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-20 N N N 0.0390 50000000.00 50000000.00 0.0015 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate & Investment Bank SA 3.890000% ARP1M4R91 1VUV7VQFKUOQSJ21A208 N/A ARP1M4R91_3.89_1007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 1499980.00 1426316.63 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 170203.35 160202.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 126180.00 125536.73 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 2379990.00 2104305.05 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 3998320.00 3743937.73 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 28861875.00 25938154.04 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 10.00 8.50 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 22840.00 22685.52 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 4077489.53 2045523.59 U.S. Treasuries (including strips) USTR 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 54.16 34.96 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 19880261.96 13558835.66 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 2024860.00 1879972.16 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-12-18 N N N 0.0389 50000000.00 50000000.00 0.0015 N N Y N BMO Capital Markets Corp. 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F1+ Moody's Investors Service, Inc. 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2056-08-01 5.500000 0.00 2080433.59 1996252.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8413 S6XOOCT0IEG5ABCC6L87 3133KQK21 2053-01-01 5.500000 0.00 1726258.80 1670496.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9057 S6XOOCT0IEG5ABCC6L87 3133D1B24 2054-11-01 5.000000 0.00 2285517.65 2131486.97 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1803 S6XOOCT0IEG5ABCC6L87 3133ALAC2 2051-05-01 2.000000 0.00 2394331.09 1832858.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD0985 S6XOOCT0IEG5ABCC6L87 3132DNCW1 2050-10-01 4.500000 0.00 2256998.87 2061366.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0391 S6XOOCT0IEG5ABCC6L87 3132DMNG6 2050-06-01 3.000000 0.00 946296.84 793141.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0853 S6XOOCT0IEG5ABCC6L87 3132DM5N1 2052-01-01 2.500000 0.00 2091337.35 1644186.18 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0739 S6XOOCT0IEG5ABCC6L87 3132D9ZC1 2042-03-01 1.500000 0.00 3368557.42 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R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-07 N N N 0.0390 399000000.00 399000000.00 0.0121 N N Y N BNP Paribas SA BNP Paribas Fortis SA 3.860000% ARP1MJJC0 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1MJJC0_3.86_1007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 45862.50 46405.56 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 10185325.00 9885367.18 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 6486037.50 6332026.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 25.00 24.86 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 13521675.00 12589838.91 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 4388662.50 4109445.75 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 1374987.50 1316590.41 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1726200.00 1717373.94 U.S. Treasuries (including strips) USTR 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 3794650.00 3510203.04 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 2938000.00 2840010.75 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 2541925.00 2545913.13 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 941725.00 922017.84 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 121185325.00 119944203.15 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 2750212.50 2672882.30 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 41448712.50 41066117.10 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 27793900.00 27459574.13 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 4.256100 0.00 12.50 12.60 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 390487.50 378015.62 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 44612.50 42503.67 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 2610662.50 2542826.24 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2000050.00 1926290.82 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 11744800.00 11192373.27 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 2157437.50 2151380.49 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-07 N N N 0.0386 250000000.00 250000000.00 0.0076 N N Y N Fixed Income Clearing Corp. - CITI Citibank NA 3.890000% ARP1MJLS2 N/A N/A 0000036684 ARP1MJLS2_3.89_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION CITI Y USTR 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1599200.00 1590569.35 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1670505600.00 1676374086.17 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 24838400.00 24420481.50 U.S. Treasuries (including strips) USTR BILL 01/14/27 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 83600000.00 82614941.20 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1750000000.00 1750000000.00 0.0530 N Y Y N Fixed Income Clearing Corp. - BNYM Mizuho Securities USA LLC 3.900000% ARP1MJLU7 N/A N/A 0000812291 ARP1MJLU7_3.90_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FMAC FEPC 05.000 CLQF1403 S6XOOCT0IEG5ABCC6L87 3133BNRY1 2052-10-01 5.000000 0.00 1568680.67 1490602.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1405 S6XOOCT0IEG5ABCC6L87 3133BNR21 2052-10-01 5.000000 0.00 951225.26 900463.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF1236 S6XOOCT0IEG5ABCC6L87 3133BNLR2 2052-10-01 4.500000 0.00 22180854.06 20184909.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1101 S6XOOCT0IEG5ABCC6L87 3133BNGJ6 2052-10-01 5.000000 0.00 1333473.66 1253364.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1000 S6XOOCT0IEG5ABCC6L87 3133BNDD2 2052-10-01 5.000000 0.00 1150612.11 1093933.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8165 S6XOOCT0IEG5ABCC6L87 3133BJCA8 2052-08-01 5.000000 0.00 1070844.58 1018705.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF2136 S6XOOCT0IEG5ABCC6L87 3133BPLR7 2052-10-01 4.500000 0.00 1434809.44 1305893.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9355 S6XOOCT0IEG5ABCC6L87 3133BKMC0 2052-09-01 5.000000 0.00 4617964.64 4345646.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 B1V7KEBTPIMZEU4LTD58 31418EF21 2052-06-01 4.500000 0.00 6467380.00 5893943.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4285 S6XOOCT0IEG5ABCC6L87 31339UXN5 2049-11-01 3.500000 0.00 1600465.87 1403537.26 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q62279 G S6XOOCT0IEG5ABCC6L87 3132VNQ97 2049-03-01 4.500000 0.00 1854609.40 1716989.96 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q59886 G S6XOOCT0IEG5ABCC6L87 3132Y36Y5 2048-11-01 4.500000 0.00 931730.70 860100.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5008 B1V7KEBTPIMZEU4LTD58 31418ER69 2053-05-01 4.500000 0.00 15117083.06 13758828.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ5628 S6XOOCT0IEG5ABCC6L87 31427DHE4 2055-10-01 5.000000 0.00 4605680.68 4308834.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3640 S6XOOCT0IEG5ABCC6L87 3142GUBJ1 2055-03-01 5.500000 0.00 28515995.27 27546068.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1266 S6XOOCT0IEG5ABCC6L87 31426XMQ8 2055-09-01 5.500000 0.00 13873591.86 13355989.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5489 S6XOOCT0IEG5ABCC6L87 31427TC38 2056-06-01 5.500000 0.00 74389318.65 71812142.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5276 S6XOOCT0IEG5ABCC6L87 3142GV2J9 2055-11-01 5.500000 0.00 43870711.58 42434189.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0297 S6XOOCT0IEG5ABCC6L87 3133BMKJ3 2052-09-01 5.000000 0.00 1410851.28 1336597.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0862 S6XOOCT0IEG5ABCC6L87 3133BM5X9 2052-10-01 5.000000 0.00 963426.73 906902.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0861 S6XOOCT0IEG5ABCC6L87 3133BM5W1 2052-10-01 5.000000 0.00 1562148.40 1460602.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0827 S6XOOCT0IEG5ABCC6L87 3133BM4L6 2052-10-01 5.000000 0.00 1517228.16 1420465.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0806 S6XOOCT0IEG5ABCC6L87 3133BM3P8 2052-09-01 5.000000 0.00 1612064.79 1536816.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0792 S6XOOCT0IEG5ABCC6L87 3133BM2Z7 2052-09-01 5.000000 0.00 1295191.65 1222791.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2026 S6XOOCT0IEG5ABCC6L87 3142JQHC6 2055-12-01 5.000000 0.00 2692652.26 2519110.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4769 S6XOOCT0IEG5ABCC6L87 31427SJP4 2052-05-01 3.000000 0.00 1662307.40 1386147.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6104 S6XOOCT0IEG5ABCC6L87 3142GWYA1 2056-02-01 5.000000 0.00 30734436.93 28840881.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7039 S6XOOCT0IEG5ABCC6L87 3142GXZD2 2056-07-01 5.500000 0.00 111739092.08 108080369.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1024 S6XOOCT0IEG5ABCC6L87 3142GRD64 2054-03-01 6.500000 0.00 4780785.68 4849194.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1798 S6XOOCT0IEG5ABCC6L87 3142GR7L8 2054-06-01 6.500000 0.00 4817580.14 4898352.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0475 S6XOOCT0IEG5ABCC6L87 3142GQQ54 2053-12-01 6.000000 0.00 31608535.73 31506861.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6585 S6XOOCT0IEG5ABCC6L87 31427UJ79 2056-09-01 5.000000 0.00 22095904.00 20615584.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5021 S6XOOCT0IEG5ABCC6L87 31427SSK5 2056-04-01 5.500000 0.00 106260095.98 102780987.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5386 S6XOOCT0IEG5ABCC6L87 31427S6Y9 2056-05-01 4.500000 0.00 175512062.17 159165395.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ7563 S6XOOCT0IEG5ABCC6L87 31427HMM1 2055-10-01 6.000000 0.00 1723984.57 1702718.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7998 S6XOOCT0IEG5ABCC6L87 31427H3G5 2055-11-01 5.500000 0.00 2422576.65 2327414.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1538 S6XOOCT0IEG5ABCC6L87 3133BNV75 2052-10-01 5.000000 0.00 1562506.41 1477977.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3543 S6XOOCT0IEG5ABCC6L87 31427A5D5 2055-09-01 6.000000 0.00 7385107.41 7292471.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8783 S6XOOCT0IEG5ABCC6L87 31426TXM4 2055-07-01 6.000000 0.00 10082688.72 10017678.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4960 S6XOOCT0IEG5ABCC6L87 31426PQN8 2055-05-01 5.000000 0.00 2158614.21 2016438.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0371 S6XOOCT0IEG5ABCC6L87 31425UMV4 2054-11-01 5.500000 0.00 973.37 937.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CZAE0512 B1V7KEBTPIMZEU4LTD58 31419ASA6 2050-07-01 4.500000 0.00 916574.92 835414.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NPAE0290 B1V7KEBTPIMZEU4LTD58 31419AKC0 2040-03-01 4.500000 0.00 639542.08 608463.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD3135 B1V7KEBTPIMZEU4LTD58 31418QPV9 2040-04-01 5.500000 0.00 818966.72 809421.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0944 B1V7KEBTPIMZEU4LTD58 31418NBN9 2040-04-01 5.500000 0.00 72.21 71.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAD0223 B1V7KEBTPIMZEU4LTD58 31418MG97 2039-05-01 6.000000 0.00 356670.50 362742.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0897 B1V7KEBTPIMZEU4LTD58 31418M7K2 2040-04-01 5.500000 0.00 178060.18 175858.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9710 S6XOOCT0IEG5ABCC6L87 3133BKYF0 2052-09-01 5.000000 0.00 1213062.29 1139068.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9652 S6XOOCT0IEG5ABCC6L87 3133BKWM7 2052-09-01 4.500000 0.00 950293.52 871238.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9483 S6XOOCT0IEG5ABCC6L87 3133BKRC5 2052-09-01 5.000000 0.00 1194738.79 1125909.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9357 S6XOOCT0IEG5ABCC6L87 3133BKME6 2052-09-01 5.000000 0.00 3160270.47 3025768.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW1015 B1V7KEBTPIMZEU4LTD58 3138XQDV0 2044-05-01 4.500000 0.00 1302634.30 1211283.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS8336 B1V7KEBTPIMZEU4LTD58 3138WJHN1 2046-11-01 4.500000 0.00 1768076.87 1642900.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2259 B1V7KEBTPIMZEU4LTD58 3138WBQM0 2044-04-01 4.000000 0.00 6491157.77 5904514.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR9224 B1V7KEBTPIMZEU4LTD58 3138W7HA5 2043-03-01 3.500000 0.00 1363303.33 1204135.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8170 B1V7KEBTPIMZEU4LTD58 3138W6CG9 2043-03-01 3.500000 0.00 2784209.19 2504077.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1225 S6XOOCT0IEG5ABCC6L87 31334XLE7 2049-07-01 3.500000 0.00 18551.90 16075.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1250 S6XOOCT0IEG5ABCC6L87 31334XL72 2049-07-01 3.500000 0.00 311044.14 270866.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQA1139 S6XOOCT0IEG5ABCC6L87 31334XHQ5 2049-07-01 5.000000 0.00 188556.74 177939.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1127 S6XOOCT0IEG5ABCC6L87 31334XHC6 2049-07-01 3.500000 0.00 1345527.52 1164889.71 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59980 G S6XOOCT0IEG5ABCC6L87 3132Y4CS9 2048-11-01 4.000000 0.00 1468821.76 1316957.67 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59245 G S6XOOCT0IEG5ABCC6L87 3132Y3HX5 2048-10-01 4.000000 0.00 1891057.89 1697943.48 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q55627 G S6XOOCT0IEG5ABCC6L87 3132XYHD2 2048-04-01 4.000000 0.00 3154470.78 2828971.10 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q48714 G S6XOOCT0IEG5ABCC6L87 3132WNVG4 2047-06-01 4.500000 0.00 947523.73 875110.18 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q48210 G S6XOOCT0IEG5ABCC6L87 3132WNDQ2 2047-05-01 4.000000 0.00 1455819.56 1312637.11 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q48899 G S6XOOCT0IEG5ABCC6L87 3132WN3H3 2047-06-01 4.000000 0.00 1313919.58 1178921.20 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46150 G S6XOOCT0IEG5ABCC6L87 3132WKZQ4 2047-02-01 4.000000 0.00 2928747.67 2650479.21 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q39568 G S6XOOCT0IEG5ABCC6L87 3132QWT25 2046-03-01 4.000000 0.00 1074553.67 972000.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8903 B1V7KEBTPIMZEU4LTD58 3140HN3M2 2048-10-01 4.500000 0.00 2822590.48 2597700.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7272 B1V7KEBTPIMZEU4LTD58 3140N0CJ2 2052-08-01 5.000000 0.00 1152809.93 1082518.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4004 B1V7KEBTPIMZEU4LTD58 3140M5NW1 2053-06-01 6.000000 0.00 6390708.81 6428358.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0545 B1V7KEBTPIMZEU4LTD58 3140FXTB8 2061-07-01 2.500000 0.00 6094625.43 4720524.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5954 B1V7KEBTPIMZEU4LTD58 3140NATL7 2053-02-01 6.000000 0.00 974930.53 976522.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5424 B1V7KEBTPIMZEU4LTD58 3140NAA29 2053-03-01 5.500000 0.00 1376932.40 1341788.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5182 B1V7KEBTPIMZEU4LTD58 3140N9XL5 2053-03-01 5.500000 0.00 1804186.11 1739180.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX5102 B1V7KEBTPIMZEU4LTD58 3140N9U46 2053-02-01 4.500000 0.00 5531179.25 5035143.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3985 B1V7KEBTPIMZEU4LTD58 3140N8NB0 2052-10-01 4.500000 0.00 1096674.80 1004619.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4014 B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6.000000 0.00 1079443.54 1072657.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3655 B1V7KEBTPIMZEU4LTD58 3140N8BZ0 2052-12-01 5.500000 0.00 865246.42 845873.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2509 B1V7KEBTPIMZEU4LTD58 3140N6YF3 2052-11-01 4.500000 0.00 1199444.75 1097064.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2374 B1V7KEBTPIMZEU4LTD58 3140N6T85 2053-02-01 4.500000 0.00 941943.69 858925.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO5296 B1V7KEBTPIMZEU4LTD58 3138LV3E1 2042-07-01 4.000000 0.00 2569955.95 2372424.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5768 B1V7KEBTPIMZEU4LTD58 3138ENMS5 2042-10-01 4.500000 0.00 8387219.03 7904123.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5064 B1V7KEBTPIMZEU4LTD58 3138EMTW1 2044-02-01 4.500000 0.00 1662457.32 1544627.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA2916 B1V7KEBTPIMZEU4LTD58 31418CG24 2047-02-01 4.000000 0.00 513090.23 458661.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA2734 B1V7KEBTPIMZEU4LTD58 31418CBC7 2046-08-01 3.500000 0.00 234.99 204.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA2592 B1V7KEBTPIMZEU4LTD58 31418B3A2 2046-04-01 3.500000 0.00 166764.42 145217.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1611 B1V7KEBTPIMZEU4LTD58 31418AYH5 2043-10-01 4.000000 0.00 131.21 118.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 31418AQ27 2043-03-01 3.500000 0.00 1377680.90 1216835.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1169 B1V7KEBTPIMZEU4LTD58 31418AJP4 2042-09-01 4.000000 0.00 84043.77 76179.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 B1V7KEBTPIMZEU4LTD58 31418A3Z9 2043-12-01 4.000000 0.00 221524.11 201060.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC6616 B1V7KEBTPIMZEU4LTD58 31417TK64 2039-11-01 5.500000 0.00 1085650.70 1073132.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAC1509 B1V7KEBTPIMZEU4LTD58 31417KVB0 2039-08-01 6.000000 0.00 570973.33 574574.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7470 B1V7KEBTPIMZEU4LTD58 31417EJQ5 2043-01-01 3.500000 0.00 100.06 88.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7126 B1V7KEBTPIMZEU4LTD58 31417D4L4 2042-12-01 3.500000 0.00 6229958.57 5595259.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN8870 B1V7KEBTPIMZEU4LTD58 3140JR2C4 2049-05-01 3.500000 0.00 1001162.97 872935.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6557 B1V7KEBTPIMZEU4LTD58 3140JPJB2 2049-04-01 4.500000 0.00 986779.18 910744.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1278 B1V7KEBTPIMZEU4LTD58 3140JHM42 2049-03-01 4.500000 0.00 1106002.63 1012908.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRBM7223 B1V7KEBTPIMZEU4LTD58 3140JCAZ7 2046-05-01 4.000000 0.00 393219.59 356910.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9913 B1V7KEBTPIMZEU4LTD58 3140HQAP0 2048-09-01 4.500000 0.00 1215522.66 1109300.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK9507 B1V7KEBTPIMZEU4LTD58 3140HPR58 2048-10-01 4.000000 0.00 3105136.38 2786711.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9051 B1V7KEBTPIMZEU4LTD58 3140HPBV8 2048-11-01 4.500000 0.00 1194768.23 1090200.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8902 B1V7KEBTPIMZEU4LTD58 3140HN3L4 2048-10-01 4.500000 0.00 3418996.22 3155648.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7199 B1V7KEBTPIMZEU4LTD58 3140HL7M2 2048-09-01 4.500000 0.00 942750.85 873537.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK2043 B1V7KEBTPIMZEU4LTD58 3140HFHV4 2048-05-01 4.500000 0.00 2908637.07 2685256.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH1205 B1V7KEBTPIMZEU4LTD58 3140GPKT4 2047-06-01 4.000000 0.00 2982629.11 2673041.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH0358 B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4.000000 0.00 1197426.92 1070916.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0703 B1V7KEBTPIMZEU4LTD58 3140FXX98 2062-12-01 4.500000 0.00 22910465.12 20702148.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0618 B1V7KEBTPIMZEU4LTD58 3140FXVL3 2062-03-01 2.500000 0.00 7322246.02 5584844.64 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q38970 G S6XOOCT0IEG5ABCC6L87 3132QV6G1 2046-02-01 4.000000 0.00 1375940.98 1247494.44 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q32301 G S6XOOCT0IEG5ABCC6L87 3132QNRX9 2045-03-01 4.000000 0.00 4398275.97 3994730.73 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q27912 G S6XOOCT0IEG5ABCC6L87 3132M8N51 2044-08-01 4.000000 0.00 2538669.20 2321001.73 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q26374 G S6XOOCT0IEG5ABCC6L87 3132M6XB1 2044-05-01 4.500000 0.00 2226995.73 2069050.51 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q24959 G S6XOOCT0IEG5ABCC6L87 3132M5E81 2044-02-01 4.500000 0.00 1284080.59 1193168.97 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q23585 G S6XOOCT0IEG5ABCC6L87 3132M3UJ4 2043-12-01 4.500000 0.00 1235125.88 1150792.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL900928 B1V7KEBTPIMZEU4LTD58 31410X4M5 2037-02-01 6.500000 0.00 18.63 19.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP922741 B1V7KEBTPIMZEU4LTD58 31412EEN2 2037-03-01 5.500000 0.00 132098.66 127819.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL928224 B1V7KEBTPIMZEU4LTD58 31412LG95 2037-04-01 6.500000 0.00 448096.84 456561.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL940537 B1V7KEBTPIMZEU4LTD58 31413BLS8 2037-07-01 6.500000 0.00 357321.81 371177.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL940644 B1V7KEBTPIMZEU4LTD58 31413BP54 2037-08-01 7.000000 0.00 91693.81 94515.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP940659 B1V7KEBTPIMZEU4LTD58 31413BQL8 2037-09-01 6.500000 0.00 70003.64 67971.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP959967 B1V7KEBTPIMZEU4LTD58 31413Y6C0 2037-11-01 6.000000 0.00 239650.13 228931.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP995509 B1V7KEBTPIMZEU4LTD58 31416B3S5 2039-01-01 5.500000 0.00 931001.71 914892.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2662 B1V7KEBTPIMZEU4LTD58 3140NJ5Y6 2053-05-01 6.000000 0.00 907020.26 897987.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB7951 B1V7KEBTPIMZEU4LTD58 3140QTZR3 2054-02-01 4.500000 0.00 2981427.71 2720886.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7307 B1V7KEBTPIMZEU4LTD58 3140QTDM8 2053-10-01 6.500000 0.00 4135149.03 4268565.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7300 B1V7KEBTPIMZEU4LTD58 3140QTDE6 2053-10-01 5.500000 0.00 1130205.21 1095533.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7061 B1V7KEBTPIMZEU4LTD58 3140QSZ38 2053-09-01 6.500000 0.00 646.63 665.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6702 B1V7KEBTPIMZEU4LTD58 3140QSNU1 2053-07-01 6.000000 0.00 7609137.14 7660782.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6095 B1V7KEBTPIMZEU4LTD58 3140QRXZ1 2053-04-01 6.000000 0.00 2264475.41 2257576.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6093 B1V7KEBTPIMZEU4LTD58 3140QRXX6 2053-04-01 6.000000 0.00 4555665.85 4583775.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6098 B1V7KEBTPIMZEU4LTD58 3140QRX40 2053-03-01 6.000000 0.00 1038465.72 1063081.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4338 B1V7KEBTPIMZEU4LTD58 3140QPZC4 2052-08-01 4.500000 0.00 31624101.71 29092592.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5883 B1V7KEBTPIMZEU4LTD58 3140QDRD8 2049-12-01 3.500000 0.00 1765596.04 1540093.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5359 B1V7KEBTPIMZEU4LTD58 3140QC5V4 2050-03-01 4.000000 0.00 31739648.88 28231821.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4114 B1V7KEBTPIMZEU4LTD58 3140QBSC3 2049-09-01 3.500000 0.00 48744735.04 42246157.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3052 B1V7KEBTPIMZEU4LTD58 3140QAMA5 2049-02-01 4.500000 0.00 6380380.47 5871366.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2634 B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.500000 0.00 51457365.31 47704116.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0124 B1V7KEBTPIMZEU4LTD58 3140Q7D61 2047-08-01 4.000000 0.00 18290458.60 16405978.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA0873 B1V7KEBTPIMZEU4LTD58 3140Q76K8 2047-12-01 4.500000 0.00 5458480.00 5049809.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9823 B1V7KEBTPIMZEU4LTD58 3140NS4H4 2053-11-01 6.500000 0.00 881354.79 902554.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8384 S6XOOCT0IEG5ABCC6L87 3133D0J51 2054-11-01 5.000000 0.00 4453548.17 4164084.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH1041 S6XOOCT0IEG5ABCC6L87 3133CDEN0 2053-09-01 6.500000 0.00 849010.72 872789.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0987 S6XOOCT0IEG5ABCC6L87 3133CDCY8 2053-09-01 6.500000 0.00 1140703.78 1170954.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0323 S6XOOCT0IEG5ABCC6L87 3133CCLC8 2053-09-01 6.500000 0.00 1104044.19 1139045.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0184 S6XOOCT0IEG5ABCC6L87 3133CCFZ4 2053-09-01 6.500000 0.00 1075367.89 1108420.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB7537 B1V7KEBTPIMZEU4LTD58 3140AHLT7 2054-07-01 6.000000 0.00 1397937.97 1396506.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7726 B1V7KEBTPIMZEU4LTD58 3140L6SQ8 2051-04-01 2.500000 0.00 3992178.42 3185135.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0038 S6XOOCT0IEG5ABCC6L87 3132ACBF6 2046-09-01 3.500000 0.00 766000.66 673197.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9241 S6XOOCT0IEG5ABCC6L87 3133WGHS7 2054-07-01 6.500000 0.00 1053640.16 1082284.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5097 B1V7KEBTPIMZEU4LTD58 3140NMUX3 2053-07-01 5.500000 0.00 878740.70 853328.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT7887 B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5.000000 0.00 4249113.79 4017621.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8394 B1V7KEBTPIMZEU4LTD58 3140NDKG1 2053-04-01 5.500000 0.00 885431.15 858547.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8368 S6XOOCT0IEG5ABCC6L87 3133C9JM6 2053-08-01 6.500000 0.00 823962.09 849684.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 NP888880 B1V7KEBTPIMZEU4LTD58 31410GQ97 2037-12-01 7.000000 0.00 304120.30 305419.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8775 S6XOOCT0IEG5ABCC6L87 3133BWXC2 2053-03-01 5.500000 0.00 1104408.09 1073076.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ3308 B1V7KEBTPIMZEU4LTD58 3138MJVA4 2042-11-01 3.500000 0.00 963023.79 850597.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1754 B1V7KEBTPIMZEU4LTD58 3138NX5Q6 2043-02-01 3.500000 0.00 1128689.47 1013209.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR5851 B1V7KEBTPIMZEU4LTD58 3138W3QD8 2043-02-01 3.500000 0.00 1023812.30 920368.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9898 B1V7KEBTPIMZEU4LTD58 3140MP7L9 2052-05-01 4.000000 0.00 1918853.47 1689554.75 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q24793 G S6XOOCT0IEG5ABCC6L87 3132M47E9 2044-02-01 4.000000 0.00 1138191.02 1040597.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7337 B1V7KEBTPIMZEU4LTD58 3140H9EK5 2048-10-01 4.500000 0.00 1044510.95 964412.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7813 B1V7KEBTPIMZEU4LTD58 3140H9VF7 2049-05-01 4.500000 0.00 1119740.85 1039519.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6083 B1V7KEBTPIMZEU4LTD58 3140HKXM5 2048-09-01 4.500000 0.00 918899.60 851433.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9876 B1V7KEBTPIMZEU4LTD58 3140HP6N2 2048-10-01 4.500000 0.00 1148438.33 1053103.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 156.56 140.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1148 B1V7KEBTPIMZEU4LTD58 31418AH27 2042-08-01 3.500000 0.00 528046.63 466407.46 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q48675 G S6XOOCT0IEG5ABCC6L87 3132WNT93 2047-06-01 4.500000 0.00 98600.10 91019.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0486 B1V7KEBTPIMZEU4LTD58 3140N4RG4 2052-10-01 5.000000 0.00 729.70 682.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL890125 B1V7KEBTPIMZEU4LTD58 31410K4J0 2039-04-01 5.500000 0.00 27.13 26.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6255 B1V7KEBTPIMZEU4LTD58 3140AF5R3 2054-07-01 6.500000 0.00 943246.67 967475.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2754 B1V7KEBTPIMZEU4LTD58 3140NKBY6 2053-05-01 6.500000 0.00 1095614.48 1126184.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2488 S6XOOCT0IEG5ABCC6L87 3133CEXR8 2053-10-01 5.500000 0.00 1425075.08 1394545.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7385 B1V7KEBTPIMZEU4LTD58 3138WHF31 2046-06-01 3.500000 0.00 12929228.96 11380209.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLZT1256 S6XOOCT0IEG5ABCC6L87 3132ADMD7 2043-10-01 3.500000 0.00 7998578.92 7182743.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5086 B1V7KEBTPIMZEU4LTD58 3140QQUL7 2052-11-01 5.000000 0.00 16369758.77 15707352.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF8962 S6XOOCT0IEG5ABCC6L87 3133BW5X7 2053-03-01 5.000000 0.00 1422093.28 1337998.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7245 B1V7KEBTPIMZEU4LTD58 3140NQBP2 2053-07-01 6.500000 0.00 868541.70 893893.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2699 S6XOOCT0IEG5ABCC6L87 3131XV7L3 2047-02-01 3.500000 0.00 3030122.09 2657921.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 B1V7KEBTPIMZEU4LTD58 3138EK6X8 2053-04-01 3.500000 0.00 1620063.19 1382387.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8200 B1V7KEBTPIMZEU4LTD58 3140NRDE3 2053-08-01 5.500000 0.00 1014039.66 991565.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2029 S6XOOCT0IEG5ABCC6L87 3131XVHE8 2046-11-01 3.500000 0.00 2989817.79 2602503.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH9381 B1V7KEBTPIMZEU4LTD58 3140GYM71 2047-10-01 4.500000 0.00 1404040.99 1297606.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9226 S6XOOCT0IEG5ABCC6L87 3133CAHB9 2053-08-01 6.000000 0.00 1019739.68 1025988.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8208 S6XOOCT0IEG5ABCC6L87 3133C9DM2 2053-08-01 5.000000 0.00 1018669.93 959750.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG8896 S6XOOCT0IEG5ABCC6L87 3133C93D3 2053-08-01 6.000000 0.00 868031.80 862289.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG6973 S6XOOCT0IEG5ABCC6L87 3133C7XA0 2053-07-01 6.500000 0.00 885815.44 915531.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6066 S6XOOCT0IEG5ABCC6L87 3133C6W39 2053-07-01 6.000000 0.00 1983770.97 1968651.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6022 S6XOOCT0IEG5ABCC6L87 3133C6VP1 2053-06-01 5.500000 0.00 1304363.46 1261721.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG5668 S6XOOCT0IEG5ABCC6L87 3133C6JM2 2053-06-01 6.500000 0.00 1286467.97 1324581.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4952 S6XOOCT0IEG5ABCC6L87 3133C5QD6 2053-06-01 6.000000 0.00 913386.93 913254.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7696 B1V7KEBTPIMZEU4LTD58 3140NQRS9 2053-07-01 5.500000 0.00 924365.90 893393.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7695 B1V7KEBTPIMZEU4LTD58 3140NQRR1 2053-07-01 5.500000 0.00 1043927.48 1008745.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY6994 B1V7KEBTPIMZEU4LTD58 3140NPXY1 2053-07-01 6.000000 0.00 858437.32 860225.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5851 B1V7KEBTPIMZEU4LTD58 3140NNQD0 2053-07-01 5.500000 0.00 1321515.43 1292467.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5604 B1V7KEBTPIMZEU4LTD58 3140NNGN9 2053-07-01 6.000000 0.00 1111231.03 1101283.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4515 B1V7KEBTPIMZEU4LTD58 3140NMAR8 2053-08-01 6.500000 0.00 832324.65 858708.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY3620 B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6.000000 0.00 1076991.13 1076833.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3360 B1V7KEBTPIMZEU4LTD58 3140NKWW7 2053-05-01 5.500000 0.00 5130661.15 4980150.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3506 B1V7KEBTPIMZEU4LTD58 3140NK3Q2 2053-06-01 5.500000 0.00 944167.27 914232.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY3495 B1V7KEBTPIMZEU4LTD58 3140NK3D1 2053-06-01 5.000000 0.00 1398625.47 1311355.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2521 B1V7KEBTPIMZEU4LTD58 3140NJYT5 2053-05-01 5.500000 0.00 936584.41 910680.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2449 B1V7KEBTPIMZEU4LTD58 3140NJWK6 2053-07-01 6.500000 0.00 878828.04 904081.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2175 B1V7KEBTPIMZEU4LTD58 3140NJMZ4 2053-07-01 6.500000 0.00 825961.55 852798.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2174 B1V7KEBTPIMZEU4LTD58 3140NJMY7 2053-07-01 6.500000 0.00 958557.42 984588.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2041 B1V7KEBTPIMZEU4LTD58 3140NJHT4 2053-05-01 6.000000 0.00 849143.42 849727.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1373 B1V7KEBTPIMZEU4LTD58 3140NHQ35 2053-10-01 5.000000 0.00 5630534.90 5278456.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1087 B1V7KEBTPIMZEU4LTD58 3140NHF52 2053-04-01 6.000000 0.00 1182063.22 1172522.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2824 B1V7KEBTPIMZEU4LTD58 3140N7D64 2052-11-01 5.500000 0.00 2692472.74 2615776.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7908 B1V7KEBTPIMZEU4LTD58 3140N0YE9 2052-08-01 4.500000 0.00 2415021.20 2198038.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8413 B1V7KEBTPIMZEU4LTD58 3140N1K36 2052-09-01 5.000000 0.00 1191752.81 1134891.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX0215 B1V7KEBTPIMZEU4LTD58 3140N4GZ4 2053-05-01 6.500000 0.00 1049616.45 1083125.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS1336 B1V7KEBTPIMZEU4LTD58 3138WAPW1 2043-12-01 4.500000 0.00 6755151.43 6274907.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW8254 B1V7KEBTPIMZEU4LTD58 3138XYE42 2044-07-01 4.000000 0.00 1256926.60 1146401.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0712 B1V7KEBTPIMZEU4LTD58 3140FXYJ5 2063-03-01 3.500000 0.00 19635893.24 16655153.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAS5221 B1V7KEBTPIMZEU4LTD58 3138WEYT0 2045-06-01 3.500000 0.00 1127546.07 984678.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2147 B1V7KEBTPIMZEU4LTD58 3140N6L59 2053-01-01 5.500000 0.00 908856.71 885252.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6785 S6XOOCT0IEG5ABCC6L87 3133BURE9 2053-01-01 5.500000 0.00 1135225.36 1105336.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8675 S6XOOCT0IEG5ABCC6L87 3131XQT89 2044-11-01 3.500000 0.00 3200263.57 2823248.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5914 B1V7KEBTPIMZEU4LTD58 3140NASC8 2053-01-01 6.000000 0.00 850976.08 852366.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8784 S6XOOCT0IEG5ABCC6L87 3133C9XM0 2053-08-01 6.500000 0.00 1287410.27 1310288.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3202 B1V7KEBTPIMZEU4LTD58 3140QARY8 2048-02-01 4.000000 0.00 2548777.52 2313872.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0856 B1V7KEBTPIMZEU4LTD58 3140JG5S0 2048-10-01 4.500000 0.00 1150837.91 1057878.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2209 B1V7KEBTPIMZEU4LTD58 3140NJN34 2053-08-01 6.000000 0.00 1844837.67 1846482.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4032 S6XOOCT0IEG5ABCC6L87 3131YAPR5 2049-03-01 4.500000 0.00 983468.77 905961.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8751 B1V7KEBTPIMZEU4LTD58 3140N1WM1 2052-10-01 5.000000 0.00 4901993.38 4612956.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4802 S6XOOCT0IEG5ABCC6L87 31346YKP7 2049-11-01 3.500000 0.00 1958578.98 1701876.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 2443924.80 2298505.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4750 S6XOOCT0IEG5ABCC6L87 3131YBH35 2049-04-01 4.500000 0.00 370067.63 341656.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY5498 B1V7KEBTPIMZEU4LTD58 3140NNDC6 2053-09-01 6.500000 0.00 937600.47 960734.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3573 B1V7KEBTPIMZEU4LTD58 3140QA6K1 2049-05-01 4.000000 0.00 12465694.24 11142276.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9442 B1V7KEBTPIMZEU4LTD58 3138ERP46 2046-11-01 3.500000 0.00 13305352.42 11599133.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5851 B1V7KEBTPIMZEU4LTD58 3140MXQD9 2052-09-01 4.500000 0.00 41253589.75 37656771.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0535 B1V7KEBTPIMZEU4LTD58 3140FXSZ6 2061-03-01 2.500000 0.00 29429310.50 22446438.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0502 B1V7KEBTPIMZEU4LTD58 3140FXRY0 2060-09-01 2.500000 0.00 25850572.33 19786128.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0413 B1V7KEBTPIMZEU4LTD58 3140FXN73 2059-11-01 2.500000 0.00 37738623.01 29320754.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3697 B1V7KEBTPIMZEU4LTD58 3140FPDB2 2047-06-01 4.000000 0.00 10117019.59 9112644.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3628 B1V7KEBTPIMZEU4LTD58 3140FPA66 2047-05-01 4.500000 0.00 9178747.54 8480924.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC2457 B1V7KEBTPIMZEU4LTD58 3140EWWT8 2046-02-01 4.000000 0.00 1209319.14 1094457.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC1516 B1V7KEBTPIMZEU4LTD58 3140EVVJ3 2046-08-01 4.000000 0.00 3418086.66 3068905.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA4782 B1V7KEBTPIMZEU4LTD58 3140E9J49 2046-01-01 4.000000 0.00 1147012.94 1030271.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA3095 B1V7KEBTPIMZEU4LTD58 3140E7NM8 2046-01-01 3.500000 0.00 2043219.22 1792991.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5874 B1V7KEBTPIMZEU4LTD58 3140BWQ43 2055-12-01 5.500000 0.00 11116070.68 10755493.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4396 B1V7KEBTPIMZEU4LTD58 3140BU3E0 2055-11-01 5.500000 0.00 2184190.20 2098129.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1905 B1V7KEBTPIMZEU4LTD58 3140BSDK0 2055-10-01 6.000000 0.00 2909331.37 2873698.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7975 B1V7KEBTPIMZEU4LTD58 3140BL2H4 2055-08-01 5.500000 0.00 4236108.95 4067641.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5075 B1V7KEBTPIMZEU4LTD58 3140BHT92 2055-07-01 5.500000 0.00 2821487.63 2736043.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3193 B1V7KEBTPIMZEU4LTD58 3140BFRP2 2055-07-01 6.000000 0.00 8650507.74 8612820.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0274 B1V7KEBTPIMZEU4LTD58 3140BCJU7 2055-06-01 5.500000 0.00 8927194.76 8573031.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8622 B1V7KEBTPIMZEU4LTD58 3140B9SL4 2055-05-01 5.500000 0.00 5609511.98 5416744.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0739 B1V7KEBTPIMZEU4LTD58 3140NGZD5 2053-05-01 5.000000 0.00 2861.05 2680.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9031 B1V7KEBTPIMZEU4LTD58 3140NEA96 2053-04-01 5.000000 0.00 1062067.74 1004501.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9775 B1V7KEBTPIMZEU4LTD58 3140NE2H7 2053-04-01 6.000000 0.00 1554454.88 1561024.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8691 B1V7KEBTPIMZEU4LTD58 3140NDUR6 2053-03-01 5.500000 0.00 931892.95 905142.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8918 B1V7KEBTPIMZEU4LTD58 3140ND4C8 2053-05-01 6.000000 0.00 899152.29 892761.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7634 B1V7KEBTPIMZEU4LTD58 3140NCPU7 2053-05-01 5.500000 0.00 1126797.18 1096651.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7974 B1V7KEBTPIMZEU4LTD58 3140NC2G3 2053-03-01 5.500000 0.00 1608124.18 1564015.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6727 B1V7KEBTPIMZEU4LTD58 3140NBPM7 2053-02-01 6.000000 0.00 1012988.35 1017519.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9520 B1V7KEBTPIMZEU4LTD58 3140U1SJ5 2056-01-01 5.000000 0.00 5008448.13 4661331.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW9616 B1V7KEBTPIMZEU4LTD58 3140N2VJ7 2053-06-01 6.000000 0.00 895466.21 897573.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9170 B1V7KEBTPIMZEU4LTD58 3140N2FL0 2052-09-01 5.000000 0.00 1368681.72 1289354.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8795 B1V7KEBTPIMZEU4LTD58 3140N1XZ1 2052-09-01 5.000000 0.00 1043818.87 983934.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8651 B1V7KEBTPIMZEU4LTD58 3140N1TH6 2052-08-01 5.000000 0.00 1064472.14 1002227.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8583 B1V7KEBTPIMZEU4LTD58 3140N1RD7 2052-10-01 5.000000 0.00 958879.50 901349.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8574 B1V7KEBTPIMZEU4LTD58 3140N1Q48 2052-09-01 5.000000 0.00 2272081.15 2126994.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8415 B1V7KEBTPIMZEU4LTD58 3140N1K51 2052-09-01 5.000000 0.00 951395.41 904668.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6103 B1V7KEBTPIMZEU4LTD58 3140AFX92 2054-07-01 6.500000 0.00 1193634.35 1226084.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8372 B1V7KEBTPIMZEU4LTD58 3140N1JS3 2052-08-01 5.000000 0.00 1217020.83 1150994.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8370 B1V7KEBTPIMZEU4LTD58 3140N1JQ7 2052-08-01 5.000000 0.00 1131325.56 1073614.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8939 B1V7KEBTPIMZEU4LTD58 3140N14Z3 2052-09-01 5.000000 0.00 1141530.02 1087396.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8925 B1V7KEBTPIMZEU4LTD58 3140N14K6 2052-10-01 5.000000 0.00 951733.75 904145.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7943 B1V7KEBTPIMZEU4LTD58 3140N0ZH1 2052-08-01 5.000000 0.00 977641.62 915987.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7940 B1V7KEBTPIMZEU4LTD58 3140N0ZE8 2052-08-01 5.000000 0.00 1220852.88 1142509.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7909 B1V7KEBTPIMZEU4LTD58 3140N0YF6 2052-08-01 5.000000 0.00 49408.37 46551.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7892 B1V7KEBTPIMZEU4LTD58 3140N0XW0 2052-08-01 5.000000 0.00 1283107.58 1215420.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7663 B1V7KEBTPIMZEU4LTD58 3140N0QR9 2052-09-01 5.000000 0.00 1253727.38 1176318.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8076 B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5.000000 0.00 948057.20 891055.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6452 B1V7KEBTPIMZEU4LTD58 3140MYE24 2052-09-01 5.000000 0.00 1006742.73 952506.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5453 B1V7KEBTPIMZEU4LTD58 3140MXBX1 2052-07-01 5.000000 0.00 2564010.58 2414848.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5088 B1V7KEBTPIMZEU4LTD58 3140MWUN4 2053-01-01 6.500000 0.00 880533.69 903386.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3675 B1V7KEBTPIMZEU4LTD58 3140MVCM8 2052-07-01 5.000000 0.00 947176.71 898544.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2364 B1V7KEBTPIMZEU4LTD58 3140MTTW3 2052-06-01 5.000000 0.00 1225880.17 1147694.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1971 B1V7KEBTPIMZEU4LTD58 3140MTFM0 2052-07-01 5.000000 0.00 1253509.80 1196290.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1882 B1V7KEBTPIMZEU4LTD58 3140MTCU5 2053-06-01 4.500000 0.00 1246910.88 1132192.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9753 B1V7KEBTPIMZEU4LTD58 3140BNZT8 2055-09-01 5.500000 0.00 2262661.34 2184908.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9785 B1V7KEBTPIMZEU4LTD58 3140XR2T1 2054-11-01 5.500000 0.00 27205390.24 26339621.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3646 B1V7KEBTPIMZEU4LTD58 3140BGBQ5 2055-07-01 5.500000 0.00 8522672.69 8229795.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE8518 B1V7KEBTPIMZEU4LTD58 3140FUPC6 2047-03-01 4.000000 0.00 1316339.09 1180007.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3326 B1V7KEBTPIMZEU4LTD58 3140BTVU6 2055-11-01 5.500000 0.00 10917499.77 10483000.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0225 S6XOOCT0IEG5ABCC6L87 3133C0HA3 2053-04-01 5.500000 0.00 1173289.87 1146655.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF9306 S6XOOCT0IEG5ABCC6L87 3133BXKT7 2053-03-01 5.000000 0.00 1447038.97 1356552.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8330 S6XOOCT0IEG5ABCC6L87 3133BWHF3 2053-02-01 5.500000 0.00 1107328.94 1073445.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8892 S6XOOCT0IEG5ABCC6L87 3133BW2Z5 2053-03-01 5.500000 0.00 501581.62 485190.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7860 S6XOOCT0IEG5ABCC6L87 3133BVWV3 2053-02-01 6.000000 0.00 847262.30 850843.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7654 S6XOOCT0IEG5ABCC6L87 3133BVQF5 2053-02-01 5.500000 0.00 1767376.44 1730460.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7546 S6XOOCT0IEG5ABCC6L87 3133BVL37 2053-02-01 5.500000 0.00 881858.70 860676.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7235 S6XOOCT0IEG5ABCC6L87 3133BVBC8 2053-01-01 5.500000 0.00 1056332.60 1023928.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF6754 S6XOOCT0IEG5ABCC6L87 3133BUQF7 2053-01-01 6.000000 0.00 2768331.48 2765395.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CZ994095 B1V7KEBTPIMZEU4LTD58 31416AKG4 2048-11-01 5.500000 0.00 323744.17 313193.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL982357 B1V7KEBTPIMZEU4LTD58 31415BZW2 2038-05-01 6.000000 0.00 452584.03 457625.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL979900 B1V7KEBTPIMZEU4LTD58 31414YDD9 2038-05-01 6.000000 0.00 9.66 9.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7496 S6XOOCT0IEG5ABCC6L87 3133BHKH8 2052-08-01 4.500000 0.00 1570558.90 1440287.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7202 S6XOOCT0IEG5ABCC6L87 3133BHAB2 2052-08-01 5.000000 0.00 1486700.59 1400657.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6664 S6XOOCT0IEG5ABCC6L87 3133BGMM7 2052-07-01 5.000000 0.00 1487616.76 1399885.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7179 S6XOOCT0IEG5ABCC6L87 3133BG6Q6 2052-08-01 5.000000 0.00 1284751.15 1203760.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7131 S6XOOCT0IEG5ABCC6L87 3133BG4Q8 2052-08-01 5.000000 0.00 2721113.64 2599688.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6082 S6XOOCT0IEG5ABCC6L87 3133BFXK1 2052-07-01 5.000000 0.00 906450.73 862735.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6052 S6XOOCT0IEG5ABCC6L87 3133BFWM8 2052-07-01 4.500000 0.00 2122.80 1932.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE5132 S6XOOCT0IEG5ABCC6L87 3133BEVZ3 2052-07-01 4.500000 0.00 3012233.36 2747439.98 Agency 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F1+ Moody's Investors Service, Inc. 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752616.42 719409.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-79 QP 549300M8ZYFG0OCMTT87 38379LY91 2044-11-20 3.000000 0.00 9152.73 8551.87 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-144 ML 549300M8ZYFG0OCMTT87 38379EV74 2044-09-20 3.000000 0.00 3635.95 3065.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-106 NB 549300M8ZYFG0OCMTT87 38378HHJ8 2042-09-20 2.000000 0.00 24681.13 20681.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-145 YD 549300M8ZYFG0OCMTT87 38378AMR9 2041-11-16 3.000000 0.00 3249.95 2869.54 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-012 WQ 549300M8ZYFG0OCMTT87 38376TAP7 2040-01-20 4.500000 0.00 45120.85 43324.86 Agency Collateralized Mortgage Obligation FNMA FNRM CL030BA R12F030 B1V7KEBTPIMZEU4LTD58 3136A5TQ9 2041-06-25 2.000000 0.00 758.53 742.80 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-045 BD 549300M8ZYFG0OCMTT87 38384KGP0 2054-03-20 2.000000 0.00 1291634.98 1145797.91 Agency 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Collateralized Mortgage Obligation FNMA FNRM CL053WL R13F053 B1V7KEBTPIMZEU4LTD58 3136AES73 2042-01-25 1.500000 0.00 757.28 742.66 Agency Collateralized Mortgage Obligation FNMA FNRM RC058DY R13F058 B1V7KEBTPIMZEU4LTD58 3136AELJ4 2043-04-25 2.500000 0.00 22845.90 22494.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL027PE R13F027 B1V7KEBTPIMZEU4LTD58 3136ADYG8 2043-04-25 3.000000 0.00 1000000.00 912500.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC020YA R13F020 B1V7KEBTPIMZEU4LTD58 3136ACWS6 2042-03-25 2.000000 0.00 57664.30 55926.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL012UM R13F012 B1V7KEBTPIMZEU4LTD58 3136ABVV2 2042-08-25 2.500000 0.00 33402.73 28810.49 Agency Collateralized Mortgage Obligation FNMA FNRM CL006TA R13F006 B1V7KEBTPIMZEU4LTD58 3136ABV42 2043-01-25 1.500000 0.00 220186.40 192033.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-084 PB 549300M8ZYFG0OCMTT87 38375YL42 2038-05-20 5.000000 0.00 2189.48 2153.30 Agency 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Agency Collateralized Mortgage Obligation FMAC FGRM 4852CA 11/15/47 S6XOOCT0IEG5ABCC6L87 3137FKBE5 2047-11-15 4.000000 0.00 3110.59 3061.54 Agency Collateralized Mortgage Obligation FMAC FGRM 4820CD 08/15/47 S6XOOCT0IEG5ABCC6L87 3137FHHR7 2047-08-15 3.500000 0.00 66058.55 65041.15 Agency Collateralized Mortgage Obligation FMAC FERM 5083JQ 03/25/51 S6XOOCT0IEG5ABCC6L87 3137FFQR1 2051-03-25 2.000000 0.00 803976.18 498777.26 Agency Collateralized Mortgage Obligation FMAC FGRM 4709EA 01/15/46 S6XOOCT0IEG5ABCC6L87 3137FAMT2 2046-01-15 3.000000 0.00 9270.24 8732.54 Agency Collateralized Mortgage Obligation FMAC FERM 5041JE 03/25/49 S6XOOCT0IEG5ABCC6L87 3137F6XW2 2049-03-25 1.250000 0.00 769766.83 610400.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4774LP 09/15/46 S6XOOCT0IEG5ABCC6L87 3137F4VQ2 2046-09-15 3.500000 0.00 10495.61 10063.48 Agency Collateralized Mortgage Obligation FMAC FGRM 04631G 07/15/45 S6XOOCT0IEG5ABCC6L87 3137BSZ71 2045-07-15 2.500000 0.00 273045.15 253785.33 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Debentures and Agency Strips TVDB 4.65 TVBD 35 A 549300HE1ISW43LNKM54 880591DX7 2035-06-15 4.650000 0.00 1000.00 965.16 Agency Debentures and Agency Strips REFC 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 244000.00 203002.14 Agency Debentures and Agency Strips REFC RFIN 04/15/29 N/A 76116EHM5 2029-04-15 0.00 0.00 1000.00 876.34 Agency Debentures and Agency Strips REFC RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 5000.00 4743.81 Agency Debentures and Agency Strips GNMA GNMI SF 569899 X 549300M8ZYFG0OCMTT87 36200RDC3 2032-06-15 6.500000 0.00 21.53 21.81 Agency Mortgage-Backed Securities GNMA GNMI SF 485866 X 549300M8ZYFG0OCMTT87 36209YW38 2031-10-15 7.000000 0.00 2031.04 2058.12 Agency Mortgage-Backed Securities GNMA GNII ET DP0128 C 549300M8ZYFG0OCMTT87 3618MED99 2062-10-20 5.500000 0.00 95763.00 91890.30 Agency Mortgage-Backed Securities GNMA GNII SF MA5599 M 549300M8ZYFG0OCMTT87 36179UGG1 2048-11-20 6.000000 0.00 1337.45 1369.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5087 B1V7KEBTPIMZEU4LTD58 31418EUM0 2038-07-01 5.500000 0.00 577.74 574.36 Agency Mortgage-Backed Securities FNMA MNRA CL010A2 R22M010 B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.991000 0.00 28678.94 24380.02 Agency Mortgage-Backed Securities USTR 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1309193.76 1287401.84 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 5362976.10 4877835.60 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 99900.00 95859.51 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 3300700.00 3265569.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 452100.00 449795.19 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 49900.00 49369.30 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 5153900.00 4858036.37 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 12000.00 11987.70 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 190000.00 181302.50 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 137500.00 136353.64 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 5067400.00 4740375.34 U.S. Treasuries (including strips) USTR BILL 10/27/26 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 360000.00 358956.00 U.S. Treasuries (including strips) USTR BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 199900.00 197817.04 U.S. Treasuries (including strips) USTR BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 290900.00 289524.04 U.S. Treasuries (including strips) USTR BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 54800.00 53372.46 U.S. Treasuries (including strips) USTR BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 932500.00 920564.00 U.S. Treasuries (including strips) USTR 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2091400.00 2061985.37 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 1877400.00 1891873.94 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 415800.00 421297.00 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 2975000.00 2907402.05 U.S. Treasuries (including strips) USTR BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 586100.00 566659.06 U.S. Treasuries (including strips) USTR BILL 11/03/26 254900HROIFWPRGM1V77 912797VP9 2026-11-03 0.00 0.00 53000.00 52803.90 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 69000.00 68950.71 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1151500.00 1074226.66 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 7036800.00 5979388.86 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 3255.98 2972.95 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 937200.00 911123.35 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 3264904.44 2226746.45 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 34526800.00 26713721.80 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1307900.00 841742.21 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 5327400.00 3383736.73 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 10527000.00 5265934.37 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 3259800.00 2022381.55 U.S. Treasuries (including strips) USTR 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 51400.00 26425.00 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 5199923.55 2433596.72 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1556300.00 938035.31 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 4624900.00 2686420.57 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 899100.00 536058.26 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 382800.00 309531.89 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 1027100.00 940511.88 U.S. Treasuries (including strips) USTR BILL 03/11/27 254900HROIFWPRGM1V77 912797WK9 2027-03-11 0.00 0.00 793100.00 778269.03 U.S. Treasuries (including strips) USTR BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 859700.00 853131.89 U.S. Treasuries (including strips) USTR BILL 02/11/27 254900HROIFWPRGM1V77 912797WB9 2027-02-11 0.00 0.00 768000.00 756149.76 U.S. Treasuries (including strips) USTR BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 134800.00 129807.01 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 3466200.00 3399448.75 U.S. Treasuries (including strips) USTR TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0.00 0.00 6412.89 5779.66 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 24700.00 24422.26 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 41000.00 38398.96 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 478100.00 472320.88 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 911400.00 877795.54 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 153077.04 147001.78 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 108000.00 93411.28 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 1417300.00 1380297.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 32900.00 33269.24 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 6040000.00 5532005.80 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 25120900.00 25075745.18 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 120600.00 120090.34 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 4946000.00 2790362.56 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 10814.51 9682.99 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 3991700.00 3717434.28 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 38000.00 35711.15 U.S. Treasuries (including strips) USTR TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 237941.59 155034.65 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 26400.00 26207.63 U.S. Treasuries (including strips) USTR TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 168325.16 167464.51 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 8955300.00 8984798.66 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 179000.00 172961.12 U.S. Treasuries (including strips) USTR BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 368800.00 368563.97 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 480000.00 475084.07 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 3331200.00 3310905.12 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 300.00 268.44 U.S. Treasuries (including strips) USTR BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 4522400.00 4497436.35 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 8996.48 4096.87 U.S. Treasuries (including strips) USTR TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 410700.00 394538.96 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 225200.00 229185.76 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 490000.00 488858.30 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 3170500.00 2990250.73 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 14800.00 9961.87 U.S. Treasuries (including strips) USTR TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 22790.00 21344.43 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 274000.00 271577.30 U.S. Treasuries (including strips) USTR BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 144500.00 143234.18 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2130400.00 2056594.96 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 1993900.00 1896420.86 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 940000.00 921787.50 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 139000.00 138330.37 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 32663600.00 32269288.27 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 6406400.00 6363069.76 U.S. Treasuries (including strips) USTR 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 325000.00 326511.90 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 77800.00 69837.46 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 356000.00 326253.97 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 681000.00 569105.74 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 3059400.00 2826954.44 U.S. Treasuries (including strips) USTR TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0.00 0.00 1907.00 1587.57 U.S. Treasuries (including strips) USTR TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 2.00 1.78 U.S. Treasuries (including strips) USTR TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 90.98 55.95 U.S. Treasuries (including strips) USTR TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 6162.00 5697.82 U.S. Treasuries (including strips) USTR TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 147800.00 134925.88 U.S. Treasuries (including strips) USTR TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 1160897.85 1142490.65 U.S. Treasuries (including strips) USTR TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 4999.99 3947.53 U.S. Treasuries (including strips) USTR TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 19983.00 14350.97 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 87000.00 83742.90 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 12600.00 12430.66 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 5200.00 5055.36 U.S. Treasuries (including strips) USTR 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 16009000.00 15138277.45 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 4.252100 0.00 9000.00 9069.25 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 62100.00 60800.45 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 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Agency Mortgage-Backed Securities GNMA GNII SF DT8396 C 549300M8ZYFG0OCMTT87 3618W8KH5 2056-08-20 6.500000 0.00 282535.05 293702.84 Agency Mortgage-Backed Securities GNMA GNII SF DU2740 C 549300M8ZYFG0OCMTT87 3618WEBH2 2056-08-20 7.000000 0.00 494978.78 527783.44 Agency Mortgage-Backed Securities GNMA GNII SF DV0189 C 549300M8ZYFG0OCMTT87 3618WPF67 2056-08-20 6.500000 0.00 159650.82 161212.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0428 M 549300M8ZYFG0OCMTT87 3618N5PN3 2055-06-20 7.500000 0.00 103966.96 107261.85 Agency Mortgage-Backed Securities GNMA GNII SF DQ9343 C 549300M8ZYFG0OCMTT87 3618N3LY8 2056-07-20 6.500000 0.00 250460.79 255982.23 Agency Mortgage-Backed Securities GNMA GNII SF DT8399 C 549300M8ZYFG0OCMTT87 3618W8KL6 2056-08-20 6.500000 0.00 410278.50 426484.55 Agency Mortgage-Backed Securities GNMA GNII SF DP5665 C 549300M8ZYFG0OCMTT87 3618MLJJ5 2056-09-20 6.000000 0.00 221657.70 222810.84 Agency Mortgage-Backed Securities GNMA GNII SF DU2416 C 549300M8ZYFG0OCMTT87 3618WDVH2 2056-08-20 6.500000 0.00 233368.77 238530.45 Agency Mortgage-Backed Securities GNMA GNII SF MB1341 M 549300M8ZYFG0OCMTT87 3618N6P35 2056-08-20 4.000000 0.00 134244.75 116234.37 Agency Mortgage-Backed Securities GNMA GNII SF DR7376 C 549300M8ZYFG0OCMTT87 3618VGFR2 2056-05-20 6.000000 0.00 32256.00 32073.57 Agency Mortgage-Backed Securities GNMA GNII SF DS0311 C 549300M8ZYFG0OCMTT87 3618VLKY0 2056-09-20 5.500000 0.00 194272.35 188649.24 Agency Mortgage-Backed Securities GNMA GNII SF DT3199 C 549300M8ZYFG0OCMTT87 3618W2RU2 2056-07-20 6.500000 0.00 152806.15 156188.23 Agency Mortgage-Backed Securities GNMA GNII SF DU2871 C 549300M8ZYFG0OCMTT87 3618WEFL9 2056-09-20 6.500000 0.00 512327.70 523656.35 Agency Mortgage-Backed Securities GNMA GNII SF DP5512 C 549300M8ZYFG0OCMTT87 3618MLDR3 2056-08-20 6.500000 0.00 255283.49 260926.56 Agency Mortgage-Backed Securities GNMA GNII SF DP3302 C 549300M8ZYFG0OCMTT87 3618MHU36 2056-01-20 7.500000 0.00 192126.55 205878.90 Agency Mortgage-Backed 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265925.30 Agency Mortgage-Backed Securities GNMA GNII SF DV3330 C 549300M8ZYFG0OCMTT87 3618WSVX4 2056-09-20 6.000000 0.00 276165.00 275969.84 Agency Mortgage-Backed Securities GNMA GNII SF DV3316 C 549300M8ZYFG0OCMTT87 3618WSVH9 2056-09-20 5.000000 0.00 377875.50 349676.84 Agency Mortgage-Backed Securities GNMA GNII SF DV3315 C 549300M8ZYFG0OCMTT87 3618WSVG1 2056-09-20 6.500000 0.00 367428.60 381899.45 Agency Mortgage-Backed Securities GNMA GNII SF DV3337 C 549300M8ZYFG0OCMTT87 3618WSV63 2056-09-20 5.500000 0.00 591357.15 565612.75 Agency Mortgage-Backed Securities GNMA GNII SF CV5776 C 549300M8ZYFG0OCMTT87 3618F2MZ5 2053-12-20 8.000000 0.00 79179.28 80506.68 Agency Mortgage-Backed Securities GNMA GNII SF CV5777 C 549300M8ZYFG0OCMTT87 3618F2M28 2053-12-20 8.000000 0.00 129581.95 131826.24 Agency Mortgage-Backed Securities GNMA GNII SF CV5750 C 549300M8ZYFG0OCMTT87 3618F2L78 2053-12-20 8.000000 0.00 125613.44 127785.73 Agency Mortgage-Backed Securities GNMA GNII SF CS3929 C 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B1V7KEBTPIMZEU4LTD58 3140N7FB1 2052-11-01 5.500000 0.00 102494.55 100359.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1532 B1V7KEBTPIMZEU4LTD58 3140MEV29 2055-04-01 6.000000 0.00 274.00 271.19 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL9426 B1V7KEBTPIMZEU4LTD58 3140J2PL4 2030-12-01 1.270000 0.00 719378.10 616271.83 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL6324 B1V7KEBTPIMZEU4LTD58 3140HYA24 2035-04-01 2.060000 0.00 533046.21 422294.90 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL6075 B1V7KEBTPIMZEU4LTD58 3140HXXD7 2035-04-01 2.440000 0.00 374528.21 297862.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL5971 B1V7KEBTPIMZEU4LTD58 3140HXT59 2035-03-01 2.390000 0.00 180020.03 143500.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL2339 B1V7KEBTPIMZEU4LTD58 3140HTS59 2034-05-01 3.340000 0.00 170.25 149.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9844 B1V7KEBTPIMZEU4LTD58 3140AK5E1 2054-09-01 6.500000 0.00 85932.27 88032.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7178 B1V7KEBTPIMZEU4LTD58 3140A76Q2 2054-01-01 7.000000 0.00 62451.14 65271.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 B1V7KEBTPIMZEU4LTD58 3138WFY83 2045-11-01 4.000000 0.00 2306105.49 2089535.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3523 B1V7KEBTPIMZEU4LTD58 3138EK4H5 2042-09-01 3.500000 0.00 15.38 13.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462363 B1V7KEBTPIMZEU4LTD58 31381JTU6 2037-06-01 6.259000 0.00 294984.43 295052.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HY387952 B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 166.87 144.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9622 S6XOOCT0IEG5ABCC6L87 3133KRVP6 2053-08-01 5.500000 0.00 3371808.83 3267345.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9167 S6XOOCT0IEG5ABCC6L87 3133KRFG4 2053-06-01 5.500000 0.00 124.02 120.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 S6XOOCT0IEG5ABCC6L87 3133KPDN5 2052-05-01 3.500000 0.00 4760850.10 4062359.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6416 S6XOOCT0IEG5ABCC6L87 3133KNDV2 2052-05-01 3.500000 0.00 123.58 105.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9356 S6XOOCT0IEG5ABCC6L87 3133D1MD8 2054-11-01 5.500000 0.00 11119.40 10793.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ5956 S6XOOCT0IEG5ABCC6L87 3133CWTM4 2054-09-01 7.000000 0.00 124229.87 130278.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5173 S6XOOCT0IEG5ABCC6L87 3133CVXA7 2054-10-01 6.500000 0.00 157288.30 161469.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8653 S6XOOCT0IEG5ABCC6L87 3133CMTJ3 2054-01-01 7.000000 0.00 116570.03 122209.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 143.21 121.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6458 S6XOOCT0IEG5ABCC6L87 3132DUE78 2054-10-01 5.500000 0.00 144.26 139.41 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 7952270.45 7715909.09 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 4824273.79 4801833.93 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 1195626.04 1206562.04 U.S. Treasuries (including strips) USTR 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 2003338.90 1930538.43 U.S. Treasuries (including strips) USTR 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 4024624.37 3893824.08 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 12199165.28 11775369.32 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 3807729.55 3848262.83 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 584240.40 575132.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 16.69 16.50 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 6642988.31 6737828.04 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 988480.80 941485.95 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 50.08 49.48 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 5726.21 5770.36 U.S. Treasuries (including strips) USTR 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 5812070.12 5489471.17 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 16.69 16.73 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 8347245.41 8129315.84 U.S. Treasuries (including strips) USTR 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 1397345.58 1377692.52 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 834724.54 788231.25 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 942053.42 902043.47 U.S. Treasuries (including strips) USTR 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 16.69 16.50 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1669.45 1581.13 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1836393.99 1744043.95 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 995809.68 968102.27 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1623021.70 1624986.64 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 891267.16 858082.47 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 2771285.48 2706167.20 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 3118447.41 2945954.39 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 4879983.31 4253972.95 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 50.08 36.85 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 66.78 54.86 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1168614.36 742253.88 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 2005175.29 1091706.66 U.S. Treasuries (including strips) USTR 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 2003355.59 1293741.00 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 16.69 7.93 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 2003338.90 1182989.15 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1861385.64 1868766.04 U.S. Treasuries (including strips) USTR BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 14550417.36 14264792.67 U.S. Treasuries (including strips) USTR BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 66.78 66.57 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 16.69 9.70 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 16.69 7.37 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 6693071.79 3776000.19 U.S. Treasuries (including strips) USTR 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 33.39 22.21 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 46.19 29.54 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 16.69 11.38 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 16.69 10.74 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 1285.48 1188.32 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 21298.35 18954.41 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 6477462.44 5814518.45 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 47963.27 41173.35 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 707929.88 714456.11 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 190283.81 182650.57 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 2282871.45 2314782.21 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 3779181.97 3792123.15 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 1533906.51 1423273.10 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 2112687.81 2104609.42 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 16.69 17.75 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 6429699.50 6404366.48 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 2077913.19 1389768.60 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 16.69 16.14 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1680383.97 1676468.68 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 313856.43 319232.47 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 78213.69 68598.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 7278280.47 7007018.95 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50.08 47.49 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 4546661.10 4283866.60 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1796060.10 1386483.86 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 4173606.01 4108894.25 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 3330434.06 3395465.25 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1168547.58 1150879.14 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 16.69 16.60 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 2504173.62 2431448.68 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 719599.33 711940.37 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 86227.05 83986.49 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 16.69 16.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 19198.66 18382.74 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 3303511.08 3172402.75 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 8084524.21 7781856.10 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 2462754.59 2407889.44 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 3338898.16 3293893.54 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 33.39 33.38 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 176894.82 168739.38 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 7419015.03 7353416.22 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 5002637.73 4998322.95 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 527929.88 517323.07 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 16.69 16.18 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 10424841.40 9406764.42 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 393055.09 364930.23 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 2217662.77 2091584.21 U.S. Treasuries (including strips) Y Fitch, Inc. 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Jp Morgan Chase Bankhsbcsi Repo - 01oct26 3.900000% ARP1MK6U1 CYYGQCGNHMHPSMRL3R97 N/A 0000083246 ARP1MK6U1_3.90_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2017-077 DY 549300M8ZYFG0OCMTT87 38376UTX7 2047-05-20 3.500000 0.00 99217.83 85564.01 Agency Collateralized Mortgage Obligation FMAC FERA 5664FG 12/25/55 S6XOOCT0IEG5ABCC6L87 3137GCBF9 2055-12-25 4.990300 0.00 2140796.67 2094435.78 Agency Collateralized Mortgage Obligation FNMA FNRA CL085FC R25F085 B1V7KEBTPIMZEU4LTD58 3136BXSA3 2055-09-25 4.890300 0.00 32899758.27 32447886.90 Agency Collateralized Mortgage Obligation FMAC FGRM 3136PE 04/15/36 S6XOOCT0IEG5ABCC6L87 31396NHB5 2036-04-15 6.000000 0.00 10624.27 10760.77 Agency Collateralized Mortgage Obligation FMAC FERA 5653FA 05/25/55 S6XOOCT0IEG5ABCC6L87 3137HRQG7 2055-05-25 4.790300 0.00 61989485.45 60884666.57 Agency Collateralized Mortgage Obligation GNMA GNRM 2006-033 PC 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Agency Mortgage-Backed Securities GNMA GNII SF BZ6343 C 549300M8ZYFG0OCMTT87 3617U2BL3 2050-11-20 2.000000 0.00 40978.37 31074.35 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.500000 0.00 155680.15 151388.14 Agency Mortgage-Backed Securities GNMA GNII SF MA7473 M 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3.000000 0.00 5239786.06 4378966.06 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3.000000 0.00 1770328.42 1480036.45 Agency Mortgage-Backed Securities GNMA GNII SF MA8043 M 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 55945.64 46753.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6254 M 549300M8ZYFG0OCMTT87 36179U5P3 2034-11-20 2.500000 0.00 25339.07 23338.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8577 S6XOOCT0IEG5ABCC6L87 3142KAQ70 2056-07-01 6.500000 0.00 49436.90 50178.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2686 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2759.14 2749.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL752660 B1V7KEBTPIMZEU4LTD58 31403ME96 2034-02-01 5.500000 0.00 124.21 122.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL750160 B1V7KEBTPIMZEU4LTD58 31403JMH6 2033-09-01 5.500000 0.00 83.98 82.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL750699 B1V7KEBTPIMZEU4LTD58 31403J7L4 2033-11-01 5.500000 0.00 20.89 20.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL255001 B1V7KEBTPIMZEU4LTD58 31371LGJ2 2033-11-01 6.500000 0.00 1681.55 1708.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254829 B1V7KEBTPIMZEU4LTD58 31371LA66 2033-08-01 5.500000 0.00 4880.61 4877.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL255661 B1V7KEBTPIMZEU4LTD58 31371L5W5 2035-03-01 6.500000 0.00 1969.89 2002.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190363 B1V7KEBTPIMZEU4LTD58 31368HML4 2035-11-01 5.500000 0.00 545.72 544.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8189 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34087.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7661 B1V7KEBTPIMZEU4LTD58 3138EQQP0 2045-10-01 4.500000 0.00 1825.35 1695.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7660 B1V7KEBTPIMZEU4LTD58 3138EQQN5 2045-11-01 4.500000 0.00 3818.01 3549.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7359 B1V7KEBTPIMZEU4LTD58 3138EQE99 2029-05-01 4.000000 0.00 747.34 747.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL6965 B1V7KEBTPIMZEU4LTD58 3138EPW34 2038-09-01 6.000000 0.00 421.42 429.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL6819 B1V7KEBTPIMZEU4LTD58 3138EPSH8 2044-12-01 4.500000 0.00 171.53 159.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM2550 B1V7KEBTPIMZEU4LTD58 3140X5ZQ9 2033-07-01 2.500000 0.00 4926.23 4632.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2226 B1V7KEBTPIMZEU4LTD58 3140X5PL1 2046-09-01 3.000000 0.00 3240.84 2818.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9238 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244.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3035 B1V7KEBTPIMZEU4LTD58 3140QNLR1 2052-03-01 2.000000 0.00 32202.80 24729.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5991 B1V7KEBTPIMZEU4LTD58 3140QRUR2 2053-01-01 5.500000 0.00 51975.40 50372.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5415 B1V7KEBTPIMZEU4LTD58 3140XMAR7 2047-12-01 3.000000 0.00 18710.67 16499.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9679 B1V7KEBTPIMZEU4LTD58 3140XDXH4 2046-09-01 4.500000 0.00 6573.24 6188.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB4243 B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 122.07 111.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5148 B1V7KEBTPIMZEU4LTD58 31418EWJ5 2038-09-01 5.000000 0.00 25377.10 24712.30 Agency Mortgage-Backed Securities GNMA GNII SF MA3525 M 549300M8ZYFG0OCMTT87 36179R4J5 2046-03-20 5.500000 0.00 853.89 848.68 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60985 G 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Mortgage-Backed Securities FNMA FNMS 04.500 CLAD1050 B1V7KEBTPIMZEU4LTD58 31418NEY2 2040-02-01 4.500000 0.00 28645.88 27031.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAD0727 B1V7KEBTPIMZEU4LTD58 31418MYZ9 2039-08-01 6.000000 0.00 651.35 656.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0198 B1V7KEBTPIMZEU4LTD58 31418MGG1 2038-09-01 5.500000 0.00 3123.12 3118.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAD0130 B1V7KEBTPIMZEU4LTD58 31418MEC2 2039-08-01 6.500000 0.00 1638.87 1701.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 47905.84 43504.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 17509.36 14959.47 Agency Mortgage-Backed Securities GNMA GNII SF 003986 M 549300M8ZYFG0OCMTT87 36202ENB1 2037-05-20 6.000000 0.00 1042.17 1075.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3522 B1V7KEBTPIMZEU4LTD58 3140X64G3 2035-02-01 3.000000 0.00 198.71 189.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM2743 B1V7KEBTPIMZEU4LTD58 3140X6BM2 2034-02-01 3.000000 0.00 46688.93 44295.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2745 B1V7KEBTPIMZEU4LTD58 3140X6BP5 2050-03-01 4.500000 0.00 15694.18 14327.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7970 B1V7KEBTPIMZEU4LTD58 3138EQ2C5 2029-04-01 4.000000 0.00 1.72 1.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL7579 B1V7KEBTPIMZEU4LTD58 3138EQM58 2042-02-01 5.500000 0.00 638.46 635.52 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M 549300M8ZYFG0OCMTT87 36179RNV7 2045-09-20 3.000000 0.00 17934.24 15287.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL813957 B1V7KEBTPIMZEU4LTD58 31406MJA5 2035-05-01 6.000000 0.00 134.54 134.38 Agency Mortgage-Backed Securities GNMA GNII SF MA3007 M 549300M8ZYFG0OCMTT87 36179RKU2 2030-08-20 3.500000 0.00 35467.36 34643.79 Agency Mortgage-Backed Securities GNMA GNII SF MA4045 M 549300M8ZYFG0OCMTT87 36179SP68 2031-11-20 3.500000 0.00 23612.11 22780.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3385 B1V7KEBTPIMZEU4LTD58 31418CXP4 2048-06-01 4.500000 0.00 373.14 342.51 Agency Mortgage-Backed Securities GNMA GNII SF 003899 M 549300M8ZYFG0OCMTT87 36202EKL2 2036-09-20 6.000000 0.00 634.77 647.24 Agency Mortgage-Backed Securities GNMA GNII SF 003910 M 549300M8ZYFG0OCMTT87 36202EKX6 2036-10-20 6.000000 0.00 497.25 507.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM2908 B1V7KEBTPIMZEU4LTD58 3140X6GS4 2049-10-01 5.000000 0.00 17737.79 16788.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5177 B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4.000000 0.00 19607.01 17242.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL1762 B1V7KEBTPIMZEU4LTD58 3138EH5Y4 2027-05-01 3.000000 0.00 228.57 227.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1029 B1V7KEBTPIMZEU4LTD58 31418AEB0 2032-04-01 3.500000 0.00 3184.87 3061.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI9856 B1V7KEBTPIMZEU4LTD58 3138AP5S3 2041-09-01 5.000000 0.00 3218.16 3095.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAR3040 B1V7KEBTPIMZEU4LTD58 3138W0LW7 2028-01-01 2.000000 0.00 1647.14 1620.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6038 B1V7KEBTPIMZEU4LTD58 31418FV87 2041-04-01 5.000000 0.00 1009.11 981.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 27437.17 25535.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 B1V7KEBTPIMZEU4LTD58 31418FUH8 2046-02-01 5.500000 0.00 2489.14 2438.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6004 B1V7KEBTPIMZEU4LTD58 31418FU62 2041-03-01 5.000000 0.00 2540.91 2471.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5951 B1V7KEBTPIMZEU4LTD58 31418FTH0 2041-01-01 5.000000 0.00 569.48 554.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5971 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29259.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM4726 B1V7KEBTPIMZEU4LTD58 3140X8HC4 2034-11-01 3.000000 0.00 23208.37 22252.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 B1V7KEBTPIMZEU4LTD58 3140X8AN7 2050-04-01 3.500000 0.00 3443.79 2994.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM3977 B1V7KEBTPIMZEU4LTD58 3140X7M30 2050-08-01 2.000000 0.00 62732.98 47742.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3936 B1V7KEBTPIMZEU4LTD58 3140X7LS6 2035-08-01 2.500000 0.00 5320.58 4902.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3664 B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4.000000 0.00 37972.26 33711.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 B1V7KEBTPIMZEU4LTD58 31418EKS8 2052-11-01 4.000000 0.00 1357.01 1195.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3320 B1V7KEBTPIMZEU4LTD58 3140QNVN9 2052-04-01 4.000000 0.00 53168.35 47196.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2506 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1249.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8896 B1V7KEBTPIMZEU4LTD58 3140L73E0 2051-04-01 2.500000 0.00 1007.51 807.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6515 B1V7KEBTPIMZEU4LTD58 3140L5GZ3 2051-04-01 2.000000 0.00 13856.72 10583.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR1001 B1V7KEBTPIMZEU4LTD58 3140KYDF8 2051-05-01 2.500000 0.00 13545.93 10902.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0948 B1V7KEBTPIMZEU4LTD58 3140KYBS2 2051-04-01 2.000000 0.00 9821.38 7452.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745275 B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5.000000 0.00 294.97 287.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745256 B1V7KEBTPIMZEU4LTD58 31403C5R8 2036-02-01 6.000000 0.00 11442.74 11526.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL739503 B1V7KEBTPIMZEU4LTD58 31402VRY8 2033-09-01 5.500000 0.00 13635.43 13595.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL736570 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3.000000 0.00 657.90 553.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9141 B1V7KEBTPIMZEU4LTD58 3140XDEP7 2049-06-01 4.500000 0.00 969.36 896.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9876 B1V7KEBTPIMZEU4LTD58 3140XD6N1 2051-12-01 2.500000 0.00 7261.10 5845.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9813 B1V7KEBTPIMZEU4LTD58 3140XD3X2 2051-11-01 2.000000 0.00 10402.99 7858.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8786 B1V7KEBTPIMZEU4LTD58 3140XCXQ6 2051-10-01 2.500000 0.00 14618.68 11692.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM8726 B1V7KEBTPIMZEU4LTD58 3140XCVU9 2034-11-01 3.000000 0.00 15809.98 15632.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3228 B1V7KEBTPIMZEU4LTD58 3140X6SS1 2047-09-01 3.500000 0.00 34744.30 30940.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 16369.02 12974.64 Agency Mortgage-Backed Securities FNMA 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31408JDS7 2036-01-01 5.500000 0.00 2251.45 2237.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745257 B1V7KEBTPIMZEU4LTD58 31403C5S6 2036-01-01 6.000000 0.00 553.87 565.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL852523 B1V7KEBTPIMZEU4LTD58 31408JD40 2036-02-01 5.500000 0.00 1971.87 1943.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2946 B1V7KEBTPIMZEU4LTD58 3140XJHY2 2052-10-01 5.000000 0.00 7392.54 6970.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 B1V7KEBTPIMZEU4LTD58 3140XGX46 2052-04-01 2.000000 0.00 7313.51 5517.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2785 B1V7KEBTPIMZEU4LTD58 3140ACCX9 2054-05-01 5.500000 0.00 6458.62 6250.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7307 B1V7KEBTPIMZEU4LTD58 3140A8DM1 2054-01-01 6.500000 0.00 5167.21 5240.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL882022 B1V7KEBTPIMZEU4LTD58 31409X4F3 2036-05-01 5.500000 0.00 814.77 804.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL879176 B1V7KEBTPIMZEU4LTD58 31409UXD2 2036-01-01 5.500000 0.00 397.11 396.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL871602 B1V7KEBTPIMZEU4LTD58 31409HKP8 2036-04-01 5.500000 0.00 1929.87 1903.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL870829 B1V7KEBTPIMZEU4LTD58 31409GPN0 2036-10-01 5.500000 0.00 340.97 336.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL867456 B1V7KEBTPIMZEU4LTD58 31409CWR2 2036-06-01 5.500000 0.00 3313.80 3289.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL845549 B1V7KEBTPIMZEU4LTD58 31408AL65 2036-01-01 5.500000 0.00 12328.39 12106.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836456 B1V7KEBTPIMZEU4LTD58 31407PH92 2035-10-01 6.000000 0.00 178.15 177.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL833598 B1V7KEBTPIMZEU4LTD58 31407LDB0 2035-11-01 5.500000 0.00 6644.05 6464.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL828377 B1V7KEBTPIMZEU4LTD58 31407EJW4 2035-06-01 5.500000 0.00 112.95 112.38 Agency Mortgage-Backed Securities GNMA GNII SF MA7470 M 549300M8ZYFG0OCMTT87 36179WJP4 2051-07-20 1.500000 0.00 6703.76 4914.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8276 B1V7KEBTPIMZEU4LTD58 3138WJFS2 2046-11-01 3.000000 0.00 786.24 665.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 31374CQC3 2034-11-01 5.500000 0.00 237.88 236.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4536 B1V7KEBTPIMZEU4LTD58 3140QCBE5 2049-11-01 3.000000 0.00 708.87 591.84 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A44090 G S6XOOCT0IEG5ABCC6L87 3128K4RK3 2036-03-01 5.500000 0.00 3680.26 3678.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745418 B1V7KEBTPIMZEU4LTD58 31403DDX4 2036-04-01 5.500000 0.00 12890.57 12865.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL882533 B1V7KEBTPIMZEU4LTD58 31409YPS0 2036-05-01 6.000000 0.00 37.95 37.75 Agency Mortgage-Backed Securities GNMA GNII SF 003879 M 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Securities FNMA FNMS 03.000 CIMA2997 B1V7KEBTPIMZEU4LTD58 31418CKK9 2032-05-01 3.000000 0.00 2039.41 1935.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4928 B1V7KEBTPIMZEU4LTD58 3140XLPN2 2050-06-01 3.500000 0.00 4091.45 3503.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9760 B1V7KEBTPIMZEU4LTD58 3138WKZ24 2047-06-01 4.500000 0.00 19246.48 17762.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 B1V7KEBTPIMZEU4LTD58 3140XBD49 2047-07-01 4.500000 0.00 8268.44 7648.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6065 B1V7KEBTPIMZEU4LTD58 3140W6W32 2054-01-01 4.500000 0.00 634.37 580.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4676 B1V7KEBTPIMZEU4LTD58 3140W5FS8 2052-07-01 3.000000 0.00 2695.64 2214.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4331 B1V7KEBTPIMZEU4LTD58 3140W4Y50 2053-08-01 4.000000 0.00 10696.54 9417.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3849 B1V7KEBTPIMZEU4LTD58 3140W4H34 2052-04-01 2.500000 0.00 5345.92 4248.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA3650 B1V7KEBTPIMZEU4LTD58 3140W4BU0 2036-04-01 2.500000 0.00 5009.11 4747.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3343 B1V7KEBTPIMZEU4LTD58 3140W3WD7 2052-09-01 3.500000 0.00 29113.51 25056.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 B1V7KEBTPIMZEU4LTD58 3140W3N47 2040-10-01 4.500000 0.00 10168.16 9662.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2927 B1V7KEBTPIMZEU4LTD58 3140W3HD4 2053-10-01 4.500000 0.00 49371.59 44990.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1408 B1V7KEBTPIMZEU4LTD58 3140W1R62 2054-09-01 6.000000 0.00 25372.39 25211.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA1024 B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.500000 0.00 3309.71 2618.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFA0235 B1V7KEBTPIMZEU4LTD58 3140W0HM0 2044-12-01 5.500000 0.00 8487.23 8313.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 B1V7KEBTPIMZEU4LTD58 3140W06C4 2055-02-01 5.500000 0.00 34185.46 33121.28 Agency Mortgage-Backed Securities GNMA GNII SF MA9304 M 549300M8ZYFG0OCMTT87 36179YKR4 2053-11-20 5.000000 0.00 169346.74 159663.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 B1V7KEBTPIMZEU4LTD58 3140JACC0 2043-10-01 2.500000 0.00 47336.10 39666.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTFS2493 B1V7KEBTPIMZEU4LTD58 3140XHXX0 2029-09-01 6.000000 0.00 191.72 193.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA3155 B1V7KEBTPIMZEU4LTD58 3140QAQH6 2034-02-01 4.000000 0.00 28831.81 27766.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5508 B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5.000000 0.00 35405.80 33578.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS7253 B1V7KEBTPIMZEU4LTD58 3138WHBX9 2046-05-01 4.500000 0.00 96.93 89.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS4178 B1V7KEBTPIMZEU4LTD58 3138WDUC3 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0.00 278827.55 270819.78 Agency Mortgage-Backed Securities GNMA GNII SF MA6826 M 549300M8ZYFG0OCMTT87 36179VSP6 2050-08-20 6.000000 0.00 751.56 769.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889072 B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.500000 0.00 15117.15 15709.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL909175 B1V7KEBTPIMZEU4LTD58 31411JCL8 2038-04-01 5.500000 0.00 1554.51 1537.37 Agency Mortgage-Backed Securities GNMA GNII FS 004211 M 549300M8ZYFG0OCMTT87 36202EVC0 2038-08-20 6.500000 0.00 828.80 825.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL990906 B1V7KEBTPIMZEU4LTD58 31415VYB5 2035-10-01 5.500000 0.00 36214.12 36026.77 Agency Mortgage-Backed Securities GNMA GNII JM 004260 M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6.000000 0.00 96.10 94.73 Agency Mortgage-Backed Securities GNMA GNII SF MA6219 M 549300M8ZYFG0OCMTT87 36179U4C3 2049-10-20 3.500000 0.00 12676.15 10963.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2904 B1V7KEBTPIMZEU4LTD58 3138W0GN3 2043-01-01 3.000000 0.00 11033.86 9630.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1624 B1V7KEBTPIMZEU4LTD58 3138NXYW1 2042-12-01 3.000000 0.00 4472.56 3866.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1183 B1V7KEBTPIMZEU4LTD58 3138NXJ57 2043-01-01 3.000000 0.00 5855.06 5110.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0938 B1V7KEBTPIMZEU4LTD58 3138NXBG1 2043-01-01 3.000000 0.00 756.67 654.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0910 B1V7KEBTPIMZEU4LTD58 3138NXAL1 2043-01-01 3.000000 0.00 1682.41 1470.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0739 B1V7KEBTPIMZEU4LTD58 3138NWZD4 2043-01-01 3.000000 0.00 9188.78 7986.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ9339 B1V7KEBTPIMZEU4LTD58 3138MRLV1 2028-01-01 2.500000 0.00 2916.12 2878.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ8920 B1V7KEBTPIMZEU4LTD58 3138MQ4E0 2028-01-01 2.500000 0.00 1567.30 1544.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAP6062 B1V7KEBTPIMZEU4LTD58 3138M9WY3 2028-07-01 2.000000 0.00 881.21 859.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAP4781 B1V7KEBTPIMZEU4LTD58 3138M8J38 2042-09-01 3.000000 0.00 3230.37 2826.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO4078 B1V7KEBTPIMZEU4LTD58 3138LUQ81 2027-05-01 3.000000 0.00 284.73 283.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAO2545 B1V7KEBTPIMZEU4LTD58 3138LSZK9 2027-05-01 2.500000 0.00 1976.57 1964.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO0800 B1V7KEBTPIMZEU4LTD58 3138LQ3J1 2027-04-01 3.000000 0.00 52.21 52.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5591 B1V7KEBTPIMZEU4LTD58 31418FF93 2040-01-01 5.500000 0.00 48504.71 48184.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5590 B1V7KEBTPIMZEU4LTD58 31418FF85 2040-01-01 5.000000 0.00 5516.01 5369.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 B1V7KEBTPIMZEU4LTD58 31418FEB9 2054-11-01 4.500000 0.00 5789.84 5247.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1478 B1V7KEBTPIMZEU4LTD58 3140MSUC7 2052-06-01 4.500000 0.00 1407.99 1283.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0048 B1V7KEBTPIMZEU4LTD58 3140MRBS5 2052-07-01 5.000000 0.00 52165.18 49017.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9900 B1V7KEBTPIMZEU4LTD58 3140MQAA7 2052-05-01 4.000000 0.00 26890.48 23854.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3162 B1V7KEBTPIMZEU4LTD58 3140MGQQ7 2052-05-01 3.000000 0.00 62900.97 52567.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1706 B1V7KEBTPIMZEU4LTD58 3140ME3Q7 2055-05-01 5.500000 0.00 4244.89 4090.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8750 B1V7KEBTPIMZEU4LTD58 3140MAWL4 2052-06-01 5.000000 0.00 14750.46 13914.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 B1V7KEBTPIMZEU4LTD58 31385XEC7 2033-06-01 5.500000 0.00 6661.60 6695.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555424 B1V7KEBTPIMZEU4LTD58 31385XAZ0 2033-05-01 5.500000 0.00 1102.32 1098.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555330 B1V7KEBTPIMZEU4LTD58 31385W4P1 2033-04-01 5.500000 0.00 2895.40 2879.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5551 B1V7KEBTPIMZEU4LTD58 3140XMEZ5 2047-07-01 5.000000 0.00 8052.59 7770.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5413 B1V7KEBTPIMZEU4LTD58 3140XMAP1 2053-07-01 5.000000 0.00 23502.25 21951.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889984 B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.500000 0.00 5615.38 5831.60 Agency Mortgage-Backed Securities GNMA GNMI SF 682229 X 549300M8ZYFG0OCMTT87 36295V4N6 2049-07-15 4.000000 0.00 22235.28 19458.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2817 B1V7KEBTPIMZEU4LTD58 3140EXDX8 2046-09-01 3.000000 0.00 2406.48 2041.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3960 B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3.000000 0.00 2353.85 1958.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 B1V7KEBTPIMZEU4LTD58 3138ESAD0 2044-05-01 5.500000 0.00 1605.77 1597.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8283 B1V7KEBTPIMZEU4LTD58 3140L7FZ0 2051-04-01 2.500000 0.00 610.10 488.93 Agency Mortgage-Backed Securities GNMA GNII SF MA9103 M 549300M8ZYFG0OCMTT87 36179YDG6 2053-08-20 4.000000 0.00 38655.53 34315.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6721 B1V7KEBTPIMZEU4LTD58 3140QSPF2 2053-07-01 4.500000 0.00 3534.36 3209.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888352 B1V7KEBTPIMZEU4LTD58 31410F5M3 2037-05-01 5.500000 0.00 12084.79 12033.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA8575 B1V7KEBTPIMZEU4LTD58 3140YWQ55 2054-02-01 6.500000 0.00 1182.04 1201.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA8574 B1V7KEBTPIMZEU4LTD58 3140YWQ48 2054-03-01 6.000000 0.00 1665.08 1655.45 Agency Mortgage-Backed 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Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2929 B1V7KEBTPIMZEU4LTD58 31418CHF4 2047-03-01 3.500000 0.00 28.79 25.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 31418CGE8 2047-02-01 3.500000 0.00 806.86 705.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA2883 B1V7KEBTPIMZEU4LTD58 31418CFZ2 2027-01-01 3.000000 0.00 136.99 136.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2866 B1V7KEBTPIMZEU4LTD58 31418CFG4 2037-01-01 3.000000 0.00 2256.09 2063.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7229 B1V7KEBTPIMZEU4LTD58 3140QTA74 2053-10-01 5.500000 0.00 3663.28 3549.65 Agency Mortgage-Backed Securities GNMA GNII JP 784354 M 549300M8ZYFG0OCMTT87 3622A2ZT2 2032-07-20 3.500000 0.00 88447.95 85196.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 7125.81 5611.31 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M 549300M8ZYFG0OCMTT87 36179SQV2 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Securities FNMA FNMS 02.500 CLBR8915 B1V7KEBTPIMZEU4LTD58 3140L73Z3 2051-05-01 2.500000 0.00 639.31 512.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM3279 B1V7KEBTPIMZEU4LTD58 3140J7UD5 2044-05-01 5.500000 0.00 41775.12 41565.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4990 B1V7KEBTPIMZEU4LTD58 31418ERL6 2038-04-01 4.500000 0.00 8404.11 8012.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS5412 B1V7KEBTPIMZEU4LTD58 3138WFAN6 2030-07-01 2.500000 0.00 7572.83 7256.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3362 B1V7KEBTPIMZEU4LTD58 3140J7WY7 2044-01-01 4.500000 0.00 6216.51 5866.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7696 B1V7KEBTPIMZEU4LTD58 3138EQRS3 2043-12-01 3.000000 0.00 412.68 359.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1628 B1V7KEBTPIMZEU4LTD58 3140JHY23 2048-11-01 4.500000 0.00 34644.96 31863.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL7077 B1V7KEBTPIMZEU4LTD58 3138EP2K9 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FNMA FNMS 05.500 CL995112 B1V7KEBTPIMZEU4LTD58 31416BN53 2036-07-01 5.500000 0.00 4387.89 4365.56 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M 549300M8ZYFG0OCMTT87 36202EYF0 2038-12-20 6.000000 0.00 12.84 12.53 Agency Mortgage-Backed Securities GNMA GNII JM 004337 M 549300M8ZYFG0OCMTT87 36202EZA0 2039-01-20 6.000000 0.00 73.99 72.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAA0281 B1V7KEBTPIMZEU4LTD58 31416HJ30 2039-04-01 5.500000 0.00 158.18 154.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL930678 B1V7KEBTPIMZEU4LTD58 31412N6P6 2039-03-01 5.000000 0.00 5839.46 5651.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL995672 B1V7KEBTPIMZEU4LTD58 31416CCH7 2039-04-01 4.500000 0.00 546.14 515.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7786 B1V7KEBTPIMZEU4LTD58 3140XPUL1 2054-02-01 6.000000 0.00 17611.81 17642.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3846 B1V7KEBTPIMZEU4LTD58 3140J8HY2 2048-04-01 4.500000 0.00 21275.60 19759.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9453 B1V7KEBTPIMZEU4LTD58 3140XRQF5 2053-08-01 4.500000 0.00 12769.01 11651.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0415 B1V7KEBTPIMZEU4LTD58 3140QKN95 2051-05-01 2.500000 0.00 10381.29 8238.53 Agency Mortgage-Backed Securities GNMA GNII SF MA4651 M 549300M8ZYFG0OCMTT87 36179TEY7 2047-08-20 3.000000 0.00 4695.31 3985.70 Agency Mortgage-Backed Securities GNMA GNII JM MA6925 M 549300M8ZYFG0OCMTT87 36179VVS6 2050-10-20 4.000000 0.00 14611.12 12482.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7272 B1V7KEBTPIMZEU4LTD58 3138WHCJ9 2031-06-01 2.500000 0.00 4619.51 4375.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS7252 B1V7KEBTPIMZEU4LTD58 3138WHBW1 2046-05-01 4.500000 0.00 91.38 84.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3925 B1V7KEBTPIMZEU4LTD58 3140XKLF5 2053-03-01 5.500000 0.00 14081.57 13657.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3730 B1V7KEBTPIMZEU4LTD58 3140XKEC0 2031-03-01 2.500000 0.00 689.29 679.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4480 B1V7KEBTPIMZEU4LTD58 3140XK6S4 2050-03-01 4.500000 0.00 43766.58 40617.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4454 B1V7KEBTPIMZEU4LTD58 3140XK5Q9 2053-04-01 6.000000 0.00 4828.71 4789.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4377 B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 4193.49 3455.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3411 B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6.000000 0.00 12470.35 12400.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7293 B1V7KEBTPIMZEU4LTD58 3140XBC73 2051-05-01 2.500000 0.00 13326.91 10636.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7290 B1V7KEBTPIMZEU4LTD58 3140XBC40 2051-05-01 3.000000 0.00 39005.56 32658.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7261 B1V7KEBTPIMZEU4LTD58 3140XBB74 2036-05-01 2.000000 0.00 273.65 241.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM6818 B1V7KEBTPIMZEU4LTD58 3140XASG8 2050-08-01 3.500000 0.00 16461.48 14209.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM6753 B1V7KEBTPIMZEU4LTD58 3140XAQF2 2050-10-01 4.000000 0.00 1699.39 1511.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM6468 B1V7KEBTPIMZEU4LTD58 3140XAFJ6 2049-06-01 4.000000 0.00 4595.72 4089.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7136 B1V7KEBTPIMZEU4LTD58 3140XA4W9 2050-01-01 3.500000 0.00 7503.48 6507.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM6080 B1V7KEBTPIMZEU4LTD58 3140X9XJ9 2044-05-01 5.500000 0.00 3538.13 3526.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 B1V7KEBTPIMZEU4LTD58 3140X9VZ5 2051-02-01 2.000000 0.00 1200.97 904.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3525 B1V7KEBTPIMZEU4LTD58 31418C4K7 2038-11-01 4.500000 0.00 2919.60 2810.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9219 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7468.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8226 B1V7KEBTPIMZEU4LTD58 3140QUD86 2054-03-01 6.500000 0.00 10581.43 10769.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT7263 B1V7KEBTPIMZEU4LTD58 3140LWB97 2051-09-01 2.500000 0.00 968.26 763.89 Agency Mortgage-Backed Securities GNMA GNII SF 003249 M 549300M8ZYFG0OCMTT87 36202DTE1 2032-06-20 6.000000 0.00 25.30 25.48 Agency Mortgage-Backed Securities GNMA GNII SF 003214 M 549300M8ZYFG0OCMTT87 36202DSB8 2032-03-20 6.000000 0.00 32.23 32.82 Agency Mortgage-Backed Securities GNMA GNII SF 003200 M 549300M8ZYFG0OCMTT87 36202DRV5 2032-02-20 6.000000 0.00 96.40 98.05 Agency Mortgage-Backed Securities GNMA GNII SF 003187 M 549300M8ZYFG0OCMTT87 36202DRG8 2032-01-20 6.000000 0.00 35.54 36.23 Agency Mortgage-Backed Securities GNMA GNII SF 003160 M 549300M8ZYFG0OCMTT87 36202DQM6 2031-11-20 6.000000 0.00 50.82 51.72 Agency Mortgage-Backed Securities GNMA GNII SF 003149 M 549300M8ZYFG0OCMTT87 36202DQA2 2031-10-20 6.000000 0.00 50.74 51.55 Agency Mortgage-Backed Securities GNMA GNII SF 003132 M 549300M8ZYFG0OCMTT87 36202DPR6 2031-09-20 6.000000 0.00 27.39 27.76 Agency Mortgage-Backed Securities GNMA GNII SF 003545 M 549300M8ZYFG0OCMTT87 36202D5E7 2034-04-20 6.000000 0.00 209.87 211.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL8113 B1V7KEBTPIMZEU4LTD58 3138ETAP1 2042-02-01 5.500000 0.00 24.78 24.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAL8127 B1V7KEBTPIMZEU4LTD58 3138ETA55 2031-01-01 2.000000 0.00 14243.93 13569.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL9107 B1V7KEBTPIMZEU4LTD58 3138ERDM9 2046-03-01 4.500000 0.00 233.56 216.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAL9021 B1V7KEBTPIMZEU4LTD58 3138ERAX8 2030-08-01 2.000000 0.00 8632.72 8447.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7747 B1V7KEBTPIMZEU4LTD58 3138EQTD4 2045-11-01 4.500000 0.00 395.81 366.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889506 B1V7KEBTPIMZEU4LTD58 31410KGP3 2037-03-01 6.000000 0.00 316.75 323.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888996 B1V7KEBTPIMZEU4LTD58 31410GUV3 2036-09-01 5.500000 0.00 11898.64 11829.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888129 B1V7KEBTPIMZEU4LTD58 31410FVW2 2037-02-01 5.500000 0.00 25.69 25.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL888024 B1V7KEBTPIMZEU4LTD58 31410FSM8 2035-06-01 6.500000 0.00 2960.37 3007.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888023 B1V7KEBTPIMZEU4LTD58 31410FSL0 2036-06-01 5.500000 0.00 34953.31 34805.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL888022 B1V7KEBTPIMZEU4LTD58 31410FSK2 2036-02-01 5.000000 0.00 32.48 31.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888001 B1V7KEBTPIMZEU4LTD58 31410FRW7 2036-10-01 5.500000 0.00 26592.23 26539.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL8867 B1V7KEBTPIMZEU4LTD58 3138ETZ90 2041-09-01 5.000000 0.00 475.15 458.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6681 B1V7KEBTPIMZEU4LTD58 3140XNM76 2047-04-01 3.500000 0.00 2539.11 2232.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7612 B1V7KEBTPIMZEU4LTD58 3140QTN62 2053-12-01 6.000000 0.00 12696.59 12640.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5534 B1V7KEBTPIMZEU4LTD58 31418FEG8 2039-11-01 4.500000 0.00 1420.44 1353.54 Agency Mortgage-Backed Securities GNMA GNII SF MA3033 M 549300M8ZYFG0OCMTT87 36179RLN7 2045-08-20 3.000000 0.00 9925.80 8440.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2.000000 0.00 8979.09 6765.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889996 B1V7KEBTPIMZEU4LTD58 31410KXZ2 2038-06-01 5.500000 0.00 2868.26 2853.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889992 B1V7KEBTPIMZEU4LTD58 31410KXV1 2038-06-01 5.500000 0.00 27129.08 26962.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL889974 B1V7KEBTPIMZEU4LTD58 31410KXB5 2035-09-01 5.000000 0.00 2385.38 2341.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889733 B1V7KEBTPIMZEU4LTD58 31410KPS7 2038-07-01 6.000000 0.00 2947.77 2988.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889641 B1V7KEBTPIMZEU4LTD58 31410KLW2 2037-08-01 5.500000 0.00 805.92 800.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889633 B1V7KEBTPIMZEU4LTD58 31410KLN2 2037-08-01 5.500000 0.00 26.67 26.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889579 B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 1719.91 1750.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4896 B1V7KEBTPIMZEU4LTD58 3140J9NN7 2047-02-01 3.000000 0.00 33858.27 29545.94 Agency Mortgage-Backed Securities GNMA GNII SF MB0869 M 549300M8ZYFG0OCMTT87 3618N56F1 2056-01-20 4.000000 0.00 66596.20 57661.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 385380.33 362709.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6640 B1V7KEBTPIMZEU4LTD58 3140XNLW2 2053-08-01 4.500000 0.00 15770.19 14349.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6631 B1V7KEBTPIMZEU4LTD58 3140XNLM4 2052-07-01 2.500000 0.00 554.86 436.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6597 B1V7KEBTPIMZEU4LTD58 3140XNKK9 2052-08-01 3.500000 0.00 555.85 474.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6470 B1V7KEBTPIMZEU4LTD58 3140XNFL3 2053-11-01 5.000000 0.00 17893.42 16734.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7131 B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5.000000 0.00 18066.75 16937.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5930 B1V7KEBTPIMZEU4LTD58 3140XMSU1 2053-07-01 4.500000 0.00 3653.56 3322.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 7500.96 6862.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5876 B1V7KEBTPIMZEU4LTD58 3140XMQ66 2052-05-01 2.500000 0.00 49677.06 39517.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5656 B1V7KEBTPIMZEU4LTD58 3140XMJA5 2053-08-01 5.500000 0.00 14616.47 14174.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5647 B1V7KEBTPIMZEU4LTD58 3140XMHZ2 2053-07-01 5.500000 0.00 15451.17 14886.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5311 B1V7KEBTPIMZEU4LTD58 31418E3V0 2039-03-01 5.000000 0.00 4536.77 4414.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4358 B1V7KEBTPIMZEU4LTD58 31418DZY1 2051-06-01 3.500000 0.00 11359.83 9743.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA4240 B1V7KEBTPIMZEU4LTD58 31418DWA6 2030-12-01 3.000000 0.00 17619.03 17011.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4195 B1V7KEBTPIMZEU4LTD58 31418DUV2 2050-10-01 4.500000 0.00 2722.35 2484.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4159 B1V7KEBTPIMZEU4LTD58 31418DTR3 2050-10-01 2.500000 0.00 47836.31 37884.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4170 B1V7KEBTPIMZEU4LTD58 31418DT44 2050-10-01 4.500000 0.00 35570.48 32662.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4118 B1V7KEBTPIMZEU4LTD58 31418DSG8 2050-08-01 4.500000 0.00 1012.91 922.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4078 B1V7KEBTPIMZEU4LTD58 31418DQ88 2050-07-01 2.500000 0.00 42599.54 33955.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4026 B1V7KEBTPIMZEU4LTD58 31418DPL0 2050-05-01 4.000000 0.00 2790.66 2481.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4020 B1V7KEBTPIMZEU4LTD58 31418DPE6 2050-05-01 3.000000 0.00 46498.16 38684.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3.000000 0.00 10380.99 8598.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2845 B1V7KEBTPIMZEU4LTD58 31418CET7 2031-12-01 2.000000 0.00 2659.81 2482.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAE0042 B1V7KEBTPIMZEU4LTD58 31419ABL0 2040-05-01 5.500000 0.00 2575.04 2542.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD8536 B1V7KEBTPIMZEU4LTD58 31418WPW4 2040-08-01 5.000000 0.00 1342.04 1294.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAE0392 B1V7KEBTPIMZEU4LTD58 31419ANJ2 2039-12-01 5.500000 0.00 1243.80 1233.96 Agency Mortgage-Backed Securities GNMA GNII SF MA3779 M 549300M8ZYFG0OCMTT87 36179SFU6 2031-07-20 3.500000 0.00 47437.34 45935.87 Agency Mortgage-Backed Securities GNMA GNII SF MA4325 M 549300M8ZYFG0OCMTT87 36179SYW1 2047-03-20 5.500000 0.00 3012.63 3005.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM7323 B1V7KEBTPIMZEU4LTD58 3140XBD56 2047-07-01 5.000000 0.00 22175.37 21534.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAB1763 B1V7KEBTPIMZEU4LTD58 31416W5Z1 2030-11-01 4.000000 0.00 970.68 949.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ7006 B1V7KEBTPIMZEU4LTD58 3140KSYC5 2052-01-01 2.000000 0.00 41512.55 31209.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1226 B1V7KEBTPIMZEU4LTD58 3140KLLG5 2050-09-01 2.000000 0.00 21924.16 16686.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP3574 B1V7KEBTPIMZEU4LTD58 3140KA6L5 2051-07-01 2.500000 0.00 928.99 744.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO5068 B1V7KEBTPIMZEU4LTD58 3140K0T24 2049-09-01 5.000000 0.00 40884.15 38272.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBO3219 B1V7KEBTPIMZEU4LTD58 3140JXSH2 2034-10-01 2.500000 0.00 34483.85 31463.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO2957 B1V7KEBTPIMZEU4LTD58 3140JXJB5 2049-09-01 3.000000 0.00 2546.54 2143.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO1314 B1V7KEBTPIMZEU4LTD58 3140JVN81 2049-08-01 3.000000 0.00 9640.54 8066.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9410 B1V7KEBTPIMZEU4LTD58 3140JSN47 2049-05-01 5.000000 0.00 35219.59 33200.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAA0920 B1V7KEBTPIMZEU4LTD58 31416JAW1 2037-08-01 5.500000 0.00 3471.08 3460.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995838 B1V7KEBTPIMZEU4LTD58 31416CHP4 2039-05-01 5.500000 0.00 5056.51 5020.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995655 B1V7KEBTPIMZEU4LTD58 31416CBY1 2038-07-01 5.500000 0.00 4213.73 4183.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995023 B1V7KEBTPIMZEU4LTD58 31416BLC0 2037-08-01 5.500000 0.00 2998.45 2993.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995570 B1V7KEBTPIMZEU4LTD58 31416B6F0 2039-01-01 5.500000 0.00 27.61 27.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL985559 B1V7KEBTPIMZEU4LTD58 31415PZY7 2038-06-01 5.500000 0.00 2176.67 2153.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL985615 B1V7KEBTPIMZEU4LTD58 31415P3Y2 2034-04-01 5.500000 0.00 24.62 24.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL963737 B1V7KEBTPIMZEU4LTD58 31414EEJ9 2038-06-01 5.500000 0.00 281.32 278.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL962064 B1V7KEBTPIMZEU4LTD58 31414CJH2 2038-03-01 5.500000 0.00 4037.03 4003.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL946803 B1V7KEBTPIMZEU4LTD58 31413JKQ6 2037-09-01 6.500000 0.00 294.35 303.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL944706 B1V7KEBTPIMZEU4LTD58 31413GAF7 2037-07-01 6.000000 0.00 4979.35 5057.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3902 B1V7KEBTPIMZEU4LTD58 31418DKQ4 2050-01-01 2.500000 0.00 58733.74 46957.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3897 B1V7KEBTPIMZEU4LTD58 31418DKK7 2035-01-01 3.000000 0.00 7326.74 6801.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 B1V7KEBTPIMZEU4LTD58 31418DHD7 2034-11-01 2.500000 0.00 576.75 525.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3797 B1V7KEBTPIMZEU4LTD58 31418DGF3 2034-10-01 2.500000 0.00 164.64 150.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3747 B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.500000 0.00 2989.82 2736.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3745 B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.500000 0.00 3855.89 3325.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3694 B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.500000 0.00 52071.09 47673.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3637 B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.500000 0.00 48.05 41.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3656 B1V7KEBTPIMZEU4LTD58 31418DB27 2029-05-01 3.500000 0.00 34.39 33.91 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3615 B1V7KEBTPIMZEU4LTD58 31418DAR3 2049-03-01 4.000000 0.00 519.47 464.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA3601 B1V7KEBTPIMZEU4LTD58 31418DAB8 2034-01-01 4.500000 0.00 4663.77 4556.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4439 B1V7KEBTPIMZEU4LTD58 31418D4Z2 2051-10-01 3.000000 0.00 261.48 216.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4400 B1V7KEBTPIMZEU4LTD58 31418D3J9 2051-08-01 3.000000 0.00 48720.38 40305.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3444 B1V7KEBTPIMZEU4LTD58 31418CZJ6 2048-08-01 4.500000 0.00 671.90 616.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL0909 B1V7KEBTPIMZEU4LTD58 3138EHAK8 2040-06-01 5.500000 0.00 2764.46 2733.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL0677 B1V7KEBTPIMZEU4LTD58 3138EGXF6 2041-07-01 5.000000 0.00 14159.85 13617.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL0603 B1V7KEBTPIMZEU4LTD58 3138EGU51 2039-10-01 6.500000 0.00 2816.80 2928.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555880 B1V7KEBTPIMZEU4LTD58 31385XQ91 2033-11-01 5.500000 0.00 2182.52 2174.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL761903 B1V7KEBTPIMZEU4LTD58 31403YNU3 2034-01-01 5.500000 0.00 1613.04 1586.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725256 B1V7KEBTPIMZEU4LTD58 31402CWR9 2034-02-01 5.500000 0.00 4376.17 4323.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL779607 B1V7KEBTPIMZEU4LTD58 31404VDL9 2034-07-01 5.500000 0.00 156.03 153.22 Agency Mortgage-Backed Securities USTR 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 565.22 536.40 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 326.09 330.86 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 35065.22 33443.45 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 1891826.09 1823577.26 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 565391.30 480430.66 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 16782.61 15938.63 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 2398391.30 2292836.50 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 189913.04 182060.14 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 127760.87 124206.05 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 3452782.61 2962120.62 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 26326.09 25793.85 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1335347.83 1219856.93 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 107804.35 102600.66 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 56630.43 56699.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 524586.96 488435.44 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 369108.70 361957.22 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 1240630.43 1257031.94 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 772695.65 768744.86 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 2979652.17 2961499.05 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 673.91 669.00 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 1166760.87 1146937.60 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 87369.57 88350.13 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 46021.74 45787.12 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 239.13 211.43 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 173.91 163.93 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 4021.74 4017.62 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 528413.04 509491.10 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 162586.96 162078.71 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 347.83 334.52 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 15652.17 15118.74 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 110434.78 106300.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 1941673.91 1934266.11 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 72652.17 71033.63 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 799478.26 797945.26 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 10826.09 10695.86 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1021739.13 989105.53 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 698717.39 664571.07 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 75782.61 73992.88 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 404391.30 405253.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 46456.52 45947.15 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 125673.91 126237.34 U.S. Treasuries (including strips) USTR 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 217608.70 203004.98 U.S. Treasuries (including strips) USTR 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 55413.04 53518.50 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 173.91 172.05 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 282.61 288.13 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 65.22 66.61 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 147217.39 140960.84 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 2584152.17 2495425.31 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 195.65 183.24 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 2312369.57 2288849.32 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 264586.96 243286.05 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 517565.22 493099.91 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 173.91 171.81 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 1978.26 1947.59 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 263065.22 251382.49 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 347.83 339.37 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 185608.70 182275.53 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1531673.91 1428888.36 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 865413.04 872279.41 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 3948934.78 3308557.75 U.S. Treasuries (including 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4.125000 0.00 155869.57 156282.39 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 23065.22 23208.17 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 449978.26 450991.91 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 239239.13 237331.80 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 743391.30 737756.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 2095630.43 2116936.47 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 2002369.57 1997278.54 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 2426152.17 2379886.51 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 3264065.22 3238295.42 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 1019130.43 994931.18 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 729478.26 727305.63 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 237130.43 237914.15 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 11543.48 11741.21 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 2268369.57 2213984.84 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 2423869.57 2376182.96 U.S. Treasuries (including strips) USTR BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 16086956.52 15553352.17 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 195.65 183.87 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 456.52 425.58 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 2102630.43 1791427.99 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 1220500.00 1139091.20 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 413.04 412.75 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 1829891.30 1833526.03 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 195739.13 183285.76 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1153652.17 1074385.89 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 173.91 174.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 65.22 62.79 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 1696891.30 1699748.95 U.S. Treasuries (including strips) USTR 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 2837630.43 2651279.30 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 172869.57 149660.57 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 1102434.78 1048390.13 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 152.17 144.73 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 119130.43 118462.31 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 86.96 87.93 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 883173.91 835480.52 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 786152.17 759250.05 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1757673.91 1743019.95 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 5826.09 5786.68 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 3586891.30 3328185.82 U.S. Treasuries (including strips) USTR 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 217434.78 206756.65 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 201869.57 199802.12 U.S. Treasuries (including strips) USTR 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 7804.35 7575.29 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 250000000.00 250000000.00 0.0076 N Y Y N BNP Paribas SA BNP Paribas Fortis SA 3.890000% ARP1MK789 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1MK789_3.89_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FERA 5470FA 11/25/54 S6XOOCT0IEG5ABCC6L87 3137HHCK5 2054-11-25 4.790300 0.00 994104.93 980993.00 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 S6XOOCT0IEG5ABCC6L87 3137FVE99 2045-04-25 2.000000 0.00 2714.95 2467.75 Agency Collateralized Mortgage Obligation FMAC FGRA 4240FA 08/15/43 S6XOOCT0IEG5ABCC6L87 3137B3V70 2043-08-15 4.263000 0.00 818557.94 804165.43 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FC R26F089 B1V7KEBTPIMZEU4LTD58 3136G8CT9 2056-10-25 5.026200 0.00 5208333.33 5194484.83 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FB R26F089 B1V7KEBTPIMZEU4LTD58 3136G8CQ5 2056-10-25 5.076200 0.00 5208333.33 5189526.21 Agency Collateralized Mortgage Obligation FNMA FNRM CL075GA R26F075 B1V7KEBTPIMZEU4LTD58 3136G7LD6 2030-05-25 4.550000 0.00 158371.52 155149.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 B1V7KEBTPIMZEU4LTD58 3136BWU38 2054-02-25 5.000000 0.00 1813936.44 1763555.76 Agency Collateralized Mortgage Obligation FNMA FNRA RC001AF R25F001 B1V7KEBTPIMZEU4LTD58 3136BUD80 2055-02-25 5.540300 0.00 592742.24 574211.63 Agency Collateralized Mortgage Obligation FNMA FNRA CL026FC R24F026 B1V7KEBTPIMZEU4LTD58 3136BRWF0 2054-05-25 4.940300 0.00 877255.50 870100.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-106 F 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 55992676.21 54710858.10 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-079 GT 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 6304425.86 5855342.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.897800 0.00 8033417.97 7636209.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-038 FJ 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.447800 0.00 4169020.68 4032195.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 HF 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 925649.96 919435.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.697800 0.00 731665.22 723490.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FW 549300M8ZYFG0OCMTT87 38384YPP0 2054-10-20 4.697800 0.00 457440.79 449470.78 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.847800 0.00 17355764.18 17034276.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FC 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 353352.44 350450.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 FD 549300M8ZYFG0OCMTT87 38384MLB1 2054-04-20 4.747800 0.00 14839.57 14796.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-170 FA 549300M8ZYFG0OCMTT87 38384DR33 2053-11-20 4.897800 0.00 1741374.78 1750700.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 1548856.31 1367531.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 197815.06 168632.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-170 FA 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.647800 0.00 1782536.48 1720561.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-11 FA 549300M8ZYFG0OCMTT87 38380UWP4 2048-01-20 4.305300 0.00 14.23 13.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-082 FA 549300M8ZYFG0OCMTT87 38385SES8 2056-05-20 4.647800 0.00 61782.97 60303.46 Agency Collateralized Mortgage Obligation FNMA FNRA CL073FA R24F073 B1V7KEBTPIMZEU4LTD58 3136BTBC6 2054-10-25 4.940300 0.00 620749.44 613401.72 Agency Collateralized Mortgage Obligation FNMA FNRA CL041FM R25F041 B1V7KEBTPIMZEU4LTD58 3136BV5P9 2055-06-25 5.540300 0.00 65.30 63.28 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FD R26F089 B1V7KEBTPIMZEU4LTD58 3136G8CV4 2056-10-25 4.726200 0.00 3647479.69 3623229.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-07O FL 549300M8ZYFG0OCMTT87 38384LEM7 2075-02-20 4.397800 0.00 812967.46 816121.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF 549300M8ZYFG0OCMTT87 38381QPA3 2055-08-20 4.747800 0.00 27585.51 27281.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-102 FL 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.797800 0.00 838800.83 832698.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-005 MJ 549300M8ZYFG0OCMTT87 38384HSF6 2054-01-20 5.500000 0.00 1202048.33 1152813.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.247800 0.00 50.88 50.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.750000 0.00 1740793.33 1686060.95 Agency Collateralized Mortgage Obligation FNMA FNRA RC006LF R25F006 B1V7KEBTPIMZEU4LTD58 3136BU3V0 2055-02-25 5.490300 0.00 672854.04 666314.94 Agency Collateralized Mortgage Obligation FNMA FNRA CL068FB R22F068 B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.560300 0.00 68.47 66.61 Agency Collateralized Mortgage Obligation FMAC FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 3167609.08 3071806.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 S6XOOCT0IEG5ABCC6L87 3132DWPS6 2055-05-01 5.500000 0.00 3056.66 2942.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8402 S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 51.68 51.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 142.51 137.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 19702.96 18496.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.500000 0.00 81.23 73.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 70.25 68.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 80.29 68.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 200755.29 182920.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8236 S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 80.07 68.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8233 S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 592159.43 557184.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 108341.24 85557.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8227 S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4.000000 0.00 859924.64 758581.85 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 2222.09 1679.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 123086.13 97519.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 S6XOOCT0IEG5ABCC6L87 3132DWH63 2053-07-01 4.000000 0.00 405899.09 357264.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3784 B1V7KEBTPIMZEU4LTD58 3140QPF28 2052-06-01 4.000000 0.00 1924170.78 1700297.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 41568.32 39363.44 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0546 B1V7KEBTPIMZEU4LTD58 3140A9TC4 2054-02-01 7.500000 0.00 21881.07 23113.99 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B1V7KEBTPIMZEU4LTD58 3140W4E60 2055-03-01 5.500000 0.00 151878.62 146768.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2046 S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 876.40 843.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3582 B1V7KEBTPIMZEU4LTD58 3140W36U8 2055-11-01 6.000000 0.00 6110.60 6131.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 339374.63 316827.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 S6XOOCT0IEG5ABCC6L87 31427TQS8 2056-07-01 5.500000 0.00 99486.28 96232.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA5867 B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 62858.38 47577.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5841 B1V7KEBTPIMZEU4LTD58 3140U9P36 2056-04-01 5.000000 0.00 212.99 198.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM8040 B1V7KEBTPIMZEU4LTD58 3140JC5A8 2049-11-01 6.091000 0.00 4231.75 4431.44 Agency Mortgage-Backed Securities GNMA GNII SF DP1322 C 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 1228.56 1266.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7461 S6XOOCT0IEG5ABCC6L87 3142GYJF3 2056-09-01 5.500000 0.00 223148.00 214404.07 Agency Mortgage-Backed Securities GNMA GNII SF DP5376 C 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 318135.27 322659.26 Agency Mortgage-Backed Securities GNMA GNII SF DH7030 C 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 598.39 643.95 Agency Mortgage-Backed Securities GNMA GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 207473.96 214821.26 Agency Mortgage-Backed Securities GNMA GNII SF DG1234 C 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.500000 0.00 102.35 105.85 Agency Mortgage-Backed Securities GNMA GNII SF DG1232 C 549300M8ZYFG0OCMTT87 3618JWLM5 2055-01-20 6.500000 0.00 143107.88 147661.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 643344.16 625205.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4970 B1V7KEBTPIMZEU4LTD58 3140QQQY4 2052-10-01 5.500000 0.00 75.07 72.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3615 B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 3622579.98 3200195.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4424 B1V7KEBTPIMZEU4LTD58 3140QP4J3 2052-07-01 5.500000 0.00 9037.67 8860.53 Agency Mortgage-Backed Securities GNMA GNII SF DA9885 C 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 1428.84 1529.94 Agency Mortgage-Backed Securities GNMA GNII SF DA8159 C 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5.000000 0.00 329292.65 311166.66 Agency Mortgage-Backed Securities GNMA GNII SF DA5635 C 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5.000000 0.00 15268.15 14336.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5768 B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 756311.22 751337.21 Agency 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CLAC8454 B1V7KEBTPIMZEU4LTD58 31417VMC4 2040-01-01 5.500000 0.00 17905.89 17547.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3339 B1V7KEBTPIMZEU4LTD58 3140Y9V92 2056-09-01 6.500000 0.00 10676180.37 10907374.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3179 B1V7KEBTPIMZEU4LTD58 3140Y9Q98 2056-08-01 5.500000 0.00 5920502.90 5710476.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTCC1744 B1V7KEBTPIMZEU4LTD58 3140Y75E4 2045-12-01 5.500000 0.00 704854.88 690423.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0245 B1V7KEBTPIMZEU4LTD58 3140Y6HX1 2055-04-01 5.500000 0.00 682500.38 660409.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0854 B1V7KEBTPIMZEU4LTD58 3140Y65Q9 2055-08-01 5.500000 0.00 7553.73 7296.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4332 S6XOOCT0IEG5ABCC6L87 31427RY61 2055-09-01 6.500000 0.00 204418.64 207551.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7188 S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 9209684.55 8837240.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3534 B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 331.27 318.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8928 B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6.000000 0.00 3887211.93 3860235.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8086 B1V7KEBTPIMZEU4LTD58 3140XP6Y0 2054-06-01 6.500000 0.00 289874.04 295855.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6778 B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.500000 0.00 28134.39 28502.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5470 B1V7KEBTPIMZEU4LTD58 3140XMCG9 2053-07-01 5.500000 0.00 77.76 75.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 31953.93 27273.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3642 B1V7KEBTPIMZEU4LTD58 3140XKBL3 2052-11-01 5.000000 0.00 183001.50 172059.07 Agency 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549300M8ZYFG0OCMTT87 3618GRX46 2054-03-20 5.500000 0.00 73.26 71.10 Agency Mortgage-Backed Securities GNMA GNII SF CZ3119 C 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 413.73 452.01 Agency Mortgage-Backed Securities GNMA GNII SF CZ2469 C 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.500000 0.00 3330.66 3622.97 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137HNTK4 2032-09-25 4.360000 0.00 4166.67 3957.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137HA4L7 2031-01-25 4.660000 0.00 62500.00 61415.31 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137H8BK6 2055-06-25 3.000000 0.00 52083.33 46045.29 Agency Mortgage-Backed Securities GNMA GNII SF CX5121 C 549300M8ZYFG0OCMTT87 3618FRVN7 2054-03-20 5.000000 0.00 34974.10 32840.92 Agency Mortgage-Backed Securities GNMA GNII SF CV0800 C 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.500000 0.00 79.34 84.71 Agency Mortgage-Backed Securities GNMA GNII SF CT6580 C 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 2394.30 2605.82 Agency Mortgage-Backed Securities GNMA GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 77.37 82.41 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 4340626.47 4085279.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9199 B1V7KEBTPIMZEU4LTD58 3140QHGH2 2051-02-01 2.500000 0.00 965917.48 769646.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7755 B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 94.95 78.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5383 B1V7KEBTPIMZEU4LTD58 3140QC6V3 2050-03-01 4.500000 0.00 17516.62 16139.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCA2822 B1V7KEBTPIMZEU4LTD58 3140QAD49 2048-12-01 5.500000 0.00 123668.70 120875.84 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7447 B1V7KEBTPIMZEU4LTD58 3140Q3HZ2 2031-07-01 4.240000 0.00 14974.48 14305.97 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 B1V7KEBTPIMZEU4LTD58 3140Q2LJ5 2033-04-01 3.980000 0.00 106.67 98.33 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2471 B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 209.38 198.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9879 B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 6.500000 0.00 164393.80 170367.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6916 B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 2978.68 2879.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4070 B1V7KEBTPIMZEU4LTD58 3140NLQY8 2053-06-01 5.000000 0.00 37832.69 35934.54 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7.000000 0.00 1041.72 1122.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW6230 B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4.000000 0.00 120231.55 105947.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2054-09-20 4.500000 0.00 2332627.57 2120085.54 Agency Mortgage-Backed Securities GNMA GNII SF BU8834 C 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 235196.22 207394.90 Agency Mortgage-Backed Securities GNMA GNII SF BT3675 C 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4.000000 0.00 28.95 25.22 Agency Mortgage-Backed Securities GNMA GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 703583.17 699651.08 Agency Mortgage-Backed Securities GNMA GNII SF MA9670 M 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.500000 0.00 37.51 38.13 Agency Mortgage-Backed Securities GNMA GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-04-20 6.000000 0.00 718.85 715.57 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 2208702.28 2008096.89 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.500000 0.00 1259590.21 1219624.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 1044731.11 1015406.09 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 3576186.51 3467472.43 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 1278439.92 1275000.06 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M 549300M8ZYFG0OCMTT87 36179YFM1 2053-09-20 6.000000 0.00 97.47 97.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2909 B1V7KEBTPIMZEU4LTD58 3140BFGT6 2055-07-01 6.500000 0.00 415779.59 422543.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9974 B1V7KEBTPIMZEU4LTD58 3140BBCL6 2055-05-01 6.500000 0.00 27638.39 28070.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6360 B1V7KEBTPIMZEU4LTD58 3140B7B69 2055-05-01 5.500000 0.00 367520.96 353975.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD2230 B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.500000 0.00 134122.65 122414.14 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-04-20 2.500000 0.00 3994552.55 3215941.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4259 B1V7KEBTPIMZEU4LTD58 3140M5WV3 2053-11-01 6.500000 0.00 70.21 72.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3251 S6XOOCT0IEG5ABCC6L87 3132DQTG1 2053-07-01 6.000000 0.00 77027.03 76792.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 298.43 254.37 Agency Mortgage-Backed Securities GNMA GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 168.20 146.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5740 B1V7KEBTPIMZEU4LTD58 3140XMLW4 2053-09-01 6.500000 0.00 401816.58 407476.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9992 B1V7KEBTPIMZEU4LTD58 3138WLC68 2047-07-01 4.500000 0.00 19.41 17.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 73.36 67.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6652 S6XOOCT0IEG5ABCC6L87 3132DUL96 2054-11-01 3.500000 0.00 388118.97 330269.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0387 B1V7KEBTPIMZEU4LTD58 3140Q7ND5 2047-09-01 4.000000 0.00 9592.11 8607.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5655 B1V7KEBTPIMZEU4LTD58 3140QRH97 2053-02-01 6.500000 0.00 1585395.78 1611114.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8936 B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.500000 0.00 3208353.14 2775756.27 Agency Mortgage-Backed Securities GNMA GNII SF MA6600 M 549300M8ZYFG0OCMTT87 36179VKM1 2050-04-20 3.500000 0.00 1020689.40 881310.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB3354 B1V7KEBTPIMZEU4LTD58 3140ACWQ2 2054-06-01 5.000000 0.00 100.51 93.73 Agency Mortgage-Backed 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2052-01-01 2.000000 0.00 75.97 58.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0898 B1V7KEBTPIMZEU4LTD58 3140XF7L9 2052-02-01 3.000000 0.00 10685554.00 8889554.58 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137H74Q3 2029-04-25 2.120000 0.00 41666.67 38604.16 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- S6XOOCT0IEG5ABCC6L87 3137H2NU4 2051-05-25 1.471900 0.00 265236.63 251680.86 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137FTZQ3 2030-04-25 1.477000 0.00 2708.33 2390.34 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137FQ3A9 2029-09-25 2.673000 0.00 3125.00 2908.30 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137FMTS1 2031-05-25 2.988000 0.00 1770.83 1615.07 Agency Mortgage-Backed Securities FMAC FRETE 2021-ML08 TR N/A 30318LAB3 2037-07-25 1.877000 0.00 47931.69 36231.12 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137H8TZ4 2032-08-25 3.123000 0.00 29687.50 26460.49 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137HBP73 2033-12-25 5.150000 0.00 125000.00 122797.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9033 B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 3968071.18 3168706.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8692 B1V7KEBTPIMZEU4LTD58 3140XCUS5 2051-09-01 2.500000 0.00 2687550.74 2103948.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3.000000 0.00 72757.19 60842.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2674 B1V7KEBTPIMZEU4LTD58 3140X56L2 2050-03-01 4.000000 0.00 752.33 671.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 40828.16 38701.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6513 B1V7KEBTPIMZEU4LTD58 3140W7GX2 2048-09-01 5.000000 0.00 29304.02 28366.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6473 B1V7KEBTPIMZEU4LTD58 3140W7FP0 2052-06-01 3.500000 0.00 1741999.45 1508030.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6466 B1V7KEBTPIMZEU4LTD58 3140W7FG0 2054-04-01 4.000000 0.00 11466.62 10226.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6308 B1V7KEBTPIMZEU4LTD58 3140W7AJ9 2056-04-01 6.500000 0.00 71339.05 72745.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6324 B1V7KEBTPIMZEU4LTD58 3140W7A26 2056-05-01 6.500000 0.00 22125857.44 22436860.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6012 B1V7KEBTPIMZEU4LTD58 3140W6VE9 2052-04-01 2.500000 0.00 976146.20 779664.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5871 B1V7KEBTPIMZEU4LTD58 3140W6QZ8 2052-04-01 2.500000 0.00 101.09 80.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5704 B1V7KEBTPIMZEU4LTD58 3140W6KS0 2056-04-01 6.000000 0.00 2677580.89 2656442.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6256 B1V7KEBTPIMZEU4LTD58 3140W65S7 2056-06-01 5.000000 0.00 130427.44 121949.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5193 B1V7KEBTPIMZEU4LTD58 3140W5XX7 2056-03-01 5.500000 0.00 3084275.00 2981129.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV1666 B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.500000 0.00 198.15 181.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 B1V7KEBTPIMZEU4LTD58 3140MAZQ0 2052-05-01 3.000000 0.00 1146294.35 942032.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5628 B1V7KEBTPIMZEU4LTD58 3140M7HE4 2055-02-01 4.500000 0.00 543.42 494.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9867 B1V7KEBTPIMZEU4LTD58 3140LL6D8 2030-11-01 5.300000 0.00 78158.54 78295.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 125.01 95.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN6639 B1V7KEBTPIMZEU4LTD58 3140JPLV5 2049-05-01 5.000000 0.00 168071.13 160072.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.752000 0.00 76.96 74.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4681 B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.500000 0.00 550361.34 550224.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBM1505 B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.500000 0.00 95368.04 97220.19 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL5691 B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 219.06 216.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0846 B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 238.74 206.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD9522 B1V7KEBTPIMZEU4LTD58 3140FHSL2 2046-10-01 3.000000 0.00 823530.15 699195.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 103.49 99.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6802 B1V7KEBTPIMZEU4LTD58 3140BXRY4 2056-01-01 5.500000 0.00 3892425.31 3758294.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2760 B1V7KEBTPIMZEU4LTD58 3140BTB61 2056-03-01 5.000000 0.00 105.50 99.38 Agency Mortgage-Backed Securities GNMA GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 214524.91 208471.14 Agency Mortgage-Backed Securities GNMA GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 104133.72 103799.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 69.18 66.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 367389.54 357300.13 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 425061.95 391407.67 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 99270.99 94333.52 Agency Mortgage-Backed Securities GNMA GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 10985.20 9756.09 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 149286.20 137603.06 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 3096183.17 3011442.36 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 10941533.22 8443374.51 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.500000 0.00 5932874.02 4783972.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 135837.75 109392.03 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1577637.16 1406325.05 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 574295.76 494755.48 Agency Mortgage-Backed Securities GNMA GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 70053.14 62598.24 Agency Mortgage-Backed Securities GNMA GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 102.41 85.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2198 B1V7KEBTPIMZEU4LTD58 3140BSNQ6 2055-11-01 6.000000 0.00 103.24 102.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9921 B1V7KEBTPIMZEU4LTD58 3140BPAX1 2055-11-01 7.000000 0.00 497.01 520.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9751 B1V7KEBTPIMZEU4LTD58 3140BNZR2 2055-10-01 5.500000 0.00 9879.35 9515.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9204 B1V7KEBTPIMZEU4LTD58 3140BNGN2 2055-10-01 5.500000 0.00 64849.31 62354.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 367.17 334.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 B1V7KEBTPIMZEU4LTD58 3140QV3B8 2055-01-01 5.500000 0.00 6499.79 6281.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 305327.48 309699.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8315 B1V7KEBTPIMZEU4LTD58 3140QUGZ3 2054-04-01 5.000000 0.00 59181.33 55364.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8140 B1V7KEBTPIMZEU4LTD58 3140QUBJ4 2054-03-01 5.500000 0.00 3613.84 3498.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6536 B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 4742839.33 4750600.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6514 B1V7KEBTPIMZEU4LTD58 3140QSGY1 2053-06-01 5.000000 0.00 3601179.38 3414158.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6461 B1V7KEBTPIMZEU4LTD58 3140QSFB2 2053-06-01 5.500000 0.00 549548.99 532502.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6304 B1V7KEBTPIMZEU4LTD58 3140QSAE1 2053-05-01 4.500000 0.00 97849.21 89378.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5542 B1V7KEBTPIMZEU4LTD58 3140QREQ2 2053-01-01 5.500000 0.00 9716.86 9418.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5405 B1V7KEBTPIMZEU4LTD58 3140QRAF0 2052-10-01 4.500000 0.00 16633.68 15156.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 B1V7KEBTPIMZEU4LTD58 3140QQU60 2052-11-01 4.500000 0.00 11685.17 10680.01 Agency Mortgage-Backed Securities GNMA GNII SF DP3329 C 549300M8ZYFG0OCMTT87 3618MHVW1 2056-03-20 6.500000 0.00 103.80 106.75 Agency Mortgage-Backed Securities GNMA GNII SF DP3312 C 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 3107.38 3176.11 Agency Mortgage-Backed Securities GNMA GNII SF DP3310 C 549300M8ZYFG0OCMTT87 3618MHVB7 2056-02-20 6.500000 0.00 723.96 740.43 Agency Mortgage-Backed Securities GNMA GNII SF DP3309 C 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.500000 0.00 4087.99 4183.56 Agency Mortgage-Backed Securities GNMA GNII SF DP0884 C 549300M8ZYFG0OCMTT87 3618ME6V8 2056-01-20 7.000000 0.00 1340.94 1417.18 Agency Mortgage-Backed Securities GNMA GNII SF DN7332 C 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 9648.18 9817.55 Agency Mortgage-Backed Securities GNMA GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 13041.92 13963.86 Agency Mortgage-Backed Securities GNMA GNII SF DN1971 C 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7.000000 0.00 103.42 110.44 Agency Mortgage-Backed Securities GNMA GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7.000000 0.00 1340.31 1415.90 Agency Mortgage-Backed Securities GNMA GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 2077.72 2194.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7722 B1V7KEBTPIMZEU4LTD58 3140AVSL6 2054-12-01 6.000000 0.00 279.54 279.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7266 B1V7KEBTPIMZEU4LTD58 3140AVCC3 2054-12-01 6.000000 0.00 108201.75 107982.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5577 B1V7KEBTPIMZEU4LTD58 3140ATFT8 2054-11-01 6.500000 0.00 197299.93 200831.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5218 B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.500000 0.00 123131.45 118650.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4374 B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.500000 0.00 941.54 920.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0181 B1V7KEBTPIMZEU4LTD58 3140AMFX4 2054-07-01 6.500000 0.00 200418.31 204039.89 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKDC0835 B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7.000000 0.00 99.11 100.76 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5414 B1V7KEBTPIMZEU4LTD58 3140A6AQ9 2053-12-01 7.000000 0.00 99502.86 102633.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2106 S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-01 2.500000 0.00 1657.83 1314.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5309 S6XOOCT0IEG5ABCC6L87 3133LP3S4 2036-08-01 4.500000 0.00 622050.82 602148.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2084 S6XOOCT0IEG5ABCC6L87 3133L8J55 2036-07-01 2.000000 0.00 24950.68 22131.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9565 S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.500000 0.00 37114.69 35891.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9081 S6XOOCT0IEG5ABCC6L87 3133KRCS1 2053-05-01 6.500000 0.00 89453.96 91521.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8135 S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.500000 0.00 69.11 67.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.500000 0.00 7000.37 6365.99 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3114 S6XOOCT0IEG5ABCC6L87 3133KJN73 2050-07-01 2.500000 0.00 305368.21 243732.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4949 S6XOOCT0IEG5ABCC6L87 3133CVQA5 2054-09-01 5.500000 0.00 204388.99 197696.59 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ4696 S6XOOCT0IEG5ABCC6L87 3133CVGD0 2054-09-01 7.000000 0.00 240369.96 250631.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4539 S6XOOCT0IEG5ABCC6L87 3133CVBG8 2054-09-01 6.000000 0.00 249.82 246.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2482 S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 256.23 248.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1717 S6XOOCT0IEG5ABCC6L87 3133CD4A9 2053-10-01 5.500000 0.00 1796950.13 1730900.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6069 S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 64.55 60.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4575 S6XOOCT0IEG5ABCC6L87 3133C5CL3 2053-06-01 5.500000 0.00 74.98 72.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4032 S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 159976.26 154861.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7094 S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 74.64 70.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF6276 S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 242.51 220.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2614 S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5.000000 0.00 508995.99 478653.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1648 S6XOOCT0IEG5ABCC6L87 3133BNZM8 2052-10-01 5.000000 0.00 109786.70 103168.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1317 S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 1472.97 1443.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0468 S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5.000000 0.00 715.26 677.26 Agency Mortgage-Backed Securities GNMA GNAR AF MB1297 M 549300M8ZYFG0OCMTT87 3618N6NP8 2056-07-20 4.500000 0.00 24134.41 23406.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 13590842.49 12725347.44 Agency Mortgage-Backed Securities GNMA GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.500000 0.00 98901.63 96415.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 11646184.14 11213418.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1318083.41 1233932.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 4077309.96 3937970.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.500000 0.00 3840408.10 3702654.80 Agency Mortgage-Backed Securities GNMA GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 683.01 640.45 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 922023.50 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5.000000 0.00 2788402.35 2609670.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0314 S6XOOCT0IEG5ABCC6L87 3142GQK43 2053-11-01 6.000000 0.00 227383.75 226609.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6755 S6XOOCT0IEG5ABCC6L87 31427UQH9 2056-09-01 5.000000 0.00 9124274.46 8495153.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6716 S6XOOCT0IEG5ABCC6L87 31427UPA5 2056-08-01 6.500000 0.00 6583294.70 6793618.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6511 S6XOOCT0IEG5ABCC6L87 31427UGV9 2056-09-01 6.000000 0.00 6232106.62 6181784.43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB8596 S6XOOCT0IEG5ABCC6L87 3142KARS3 2056-07-01 7.000000 0.00 2247525.33 2326010.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8192 S6XOOCT0IEG5ABCC6L87 3142KAC67 2056-07-01 4.500000 0.00 1441232.86 1302336.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB7889 S6XOOCT0IEG5ABCC6L87 3142K9XT7 2056-06-01 4.000000 0.00 46002.24 40309.11 Agency Mortgage-Backed Securities FMAC FREDDIE SCRTT SERIES N/A 35563PSE0 2060-05-25 2.500000 0.00 788692.87 617558.26 Agency Mortgage-Backed Securities FMAC FHLMC SCRTT SERIES 20 N/A 35563PHE2 2058-03-25 3.500000 0.00 87794.83 73517.50 Agency Mortgage-Backed Securities 03YDEFHLMC SCRTT SERIES 20 N/A 35563PBY4 2056-07-25 3.250000 0.00 183535.62 167816.35 Agency Mortgage-Backed Securities FMAC FREDDIE MAC SCRT SERI N/A 35563P7E3 2061-11-25 3.250000 0.00 315877.82 255183.81 Agency Mortgage-Backed Securities 04UVFFREDDIE MAC SCRT SERI N/A 35563P4U0 2061-03-25 2.000000 0.00 74777.76 61611.43 Agency Mortgage-Backed Securities FMAC FHLMC SCRTT SERIES 20 N/A 35563PHF9 2058-03-25 3.500000 0.00 664491.32 622303.06 Agency Mortgage-Backed Securities FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.500000 0.00 7027750.60 5674642.34 Agency Mortgage-Backed Securities FMAC FREDDIE SCRT SERIES 2 N/A 35563P2N8 2060-11-25 2.000000 0.00 119800.76 100592.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8372 S6XOOCT0IEG5ABCC6L87 3132DWJR5 2053-11-01 5.500000 0.00 145242.21 140613.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB3185 S6XOOCT0IEG5ABCC6L87 3133A9RE7 2050-09-01 3.000000 0.00 26012.08 21568.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN9111 S6XOOCT0IEG5ABCC6L87 3133GGDQ3 2037-01-01 2.000000 0.00 164434.02 145279.28 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8321 S6XOOCT0IEG5ABCC6L87 3132DWG64 2053-05-01 4.000000 0.00 5154.79 4536.84 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4667 S6XOOCT0IEG5ABCC6L87 3132A5FG5 2046-06-01 3.000000 0.00 50856.82 43128.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8467 S6XOOCT0IEG5ABCC6L87 3133BJMQ2 2052-08-01 4.000000 0.00 1256707.93 1106609.53 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2105 S6XOOCT0IEG5ABCC6L87 3133USKS9 2051-05-01 2.500000 0.00 11694652.10 9280687.49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA8251 S6XOOCT0IEG5ABCC6L87 3133KQEY8 2052-04-01 3.000000 0.00 260509.71 214987.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2952 S6XOOCT0IEG5ABCC6L87 3132DQH58 2053-05-01 4.500000 0.00 138133.41 126612.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2921 S6XOOCT0IEG5ABCC6L87 3132DQG67 2053-05-01 4.500000 0.00 400451.42 365624.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2464 S6XOOCT0IEG5ABCC6L87 3132DPWZ7 2052-02-01 2.000000 0.00 124753.80 94074.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2355 S6XOOCT0IEG5ABCC6L87 3132DPTL2 2052-12-01 4.500000 0.00 51501.76 46900.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2339 S6XOOCT0IEG5ABCC6L87 3132DPS41 2053-02-01 6.500000 0.00 2773900.35 2864609.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2278 S6XOOCT0IEG5ABCC6L87 3132DPQ76 2052-08-01 3.000000 0.00 301355.61 248294.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1967 S6XOOCT0IEG5ABCC6L87 3132DPFG8 2052-10-01 4.000000 0.00 5317837.61 4671444.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1608 S6XOOCT0IEG5ABCC6L87 3132DNYD9 2052-09-01 4.500000 0.00 28013.30 25484.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1098 S6XOOCT0IEG5ABCC6L87 3132DNGF4 2052-01-01 2.500000 0.00 53570.26 42638.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1739 S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.500000 0.00 84964.85 77769.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0702 S6XOOCT0IEG5ABCC6L87 3132DMX75 2051-05-01 2.500000 0.00 119622.98 96794.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0488 S6XOOCT0IEG5ABCC6L87 3132DMRH0 2049-05-01 4.000000 0.00 25137.72 22520.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0449 S6XOOCT0IEG5ABCC6L87 3132DMQA6 2050-10-01 2.500000 0.00 29007.69 23244.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0878 S6XOOCT0IEG5ABCC6L87 3132DM6P5 2050-07-01 4.000000 0.00 222606.67 199260.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1757 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0.00 100.00 95.78 U.S. Treasuries (including strips) USTR BILL 01/26/27 254900HROIFWPRGM1V77 912797WR4 2027-01-26 0.00 0.00 1895300.00 1869713.45 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 600.00 526.24 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 29000.00 28438.13 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 978000.00 919634.26 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 791400.00 777337.81 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 100.00 99.53 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 306100.00 302828.81 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 96.17 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 85.20 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 10200.00 9711.14 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 200.00 169.89 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1529500.00 1455671.42 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2806800.00 2572274.32 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 122100.00 110248.21 U.S. Treasuries (including strips) USTR BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 60000.00 57777.60 U.S. Treasuries (including strips) USTR BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 567800.00 567005.08 U.S. Treasuries (including strips) USTR BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 150000.00 149904.00 U.S. Treasuries (including strips) USTR BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 24400.00 24145.75 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 4853300.00 4280319.40 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2832400.00 2533560.56 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1080000.00 941456.25 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 58.09 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 9487400.00 6345448.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 700.00 690.56 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 100.00 97.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 600.00 573.50 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1000000000.00 1000000000.00 0.0303 N Y Y N Edward Jones Money Market Fund 2026-10-07 Aaron J. Masek Aaron J. Masek Treasurer