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333.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179NSL3 2028-11-20 2.500 2.500 1000.00 44.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SLR6 2046-09-20 3.000 3.000 2074.00 264.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SLS4 2046-09-20 3.500 3.500 1000.00 121.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SSN8 2046-12-20 2.500 2.500 6071.00 1044.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UCF7 2039-02-20 6.000 6.000 21515.00 4183.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 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5493006QMFDDMYWIAM13 3617BKP62 2048-04-20 4.000 4.000 1000.00 238.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618KYK57 2055-05-20 5.000 5.000 1000.00 970.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618L3RP3 2055-06-20 5.500 5.500 1000.00 1014.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N5A33 2054-11-20 5.000 5.000 1005.00 962.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N5MT3 2053-12-20 7.000 7.000 1008.00 1037.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N5QM4 2040-07-20 5.500 5.500 1000.00 1021.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NHCU5 2055-04-20 6.000 6.000 1008.00 1034.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NHCW1 2055-04-20 6.000 6.000 1000.00 1026.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NHFT5 2055-04-20 5.500 5.500 1008.00 1013.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NHGK3 2055-04-20 5.500 5.500 2000.00 2010.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NJKD0 2055-02-20 6.000 6.000 1000.00 1010.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NJS75 2055-04-20 5.500 5.500 1000.00 1012.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NKWV4 2055-05-20 5.500 5.500 2000.00 2012.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NKX68 2060-07-15 5.710 5.710 1000.00 1043.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NLBA1 2055-07-20 6.000 6.000 1000.00 1034.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NLQD9 2055-03-20 5.500 5.500 1000.00 1015.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NLU51 2055-03-20 6.000 6.000 1000.00 1030.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NLX33 2055-04-20 6.500 6.500 1000.00 1042.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NP7B5 2055-03-20 5.500 5.500 1000.00 1004.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NPYV1 2055-04-20 5.500 5.500 1008.00 1013.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NQAD5 2055-03-20 6.500 6.500 1000.00 1041.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NQCF8 2055-05-20 5.500 5.500 1007.00 1020.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NQGX5 2055-06-20 6.000 6.000 1008.00 1036.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NQNZ2 2055-03-20 6.500 6.500 1000.00 1041.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NRCY5 2055-03-20 5.500 5.500 1000.00 1004.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36192SYY0 2046-04-20 4.000 4.000 1000.00 132.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202E5H8 2039-05-20 5.500 5.500 1000.00 25.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202E7G8 2039-07-20 4.500 4.500 3059.00 104.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202E7L7 2039-07-20 6.500 6.500 1000.00 45.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202EPZ6 2037-10-20 6.500 6.500 1103.00 12.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202ERE1 2038-02-20 6.000 6.000 1000.00 11.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202EXU8 2038-11-20 6.000 6.000 3075.00 34.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202F2A3 2038-10-20 6.000 6.000 2001.00 58.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FJR8 2040-08-20 5.000 5.000 2002.00 79.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FKR6 2040-09-20 6.000 6.000 1000.00 28.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FMA1 2040-11-20 4.000 4.000 1024.00 50.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FMU7 2039-04-20 6.000 6.000 1000.00 30.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FPE0 2041-01-20 3.500 3.500 1000.00 63.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FUJ3 2038-10-20 6.000 6.000 3004.00 77.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FX84 2041-10-20 4.000 4.000 1000.00 49.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FZY5 2041-12-20 4.000 4.000 3000.00 154.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A7ZL2 2040-08-15 4.500 4.500 3000.00 104.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AMRJ3 2040-12-15 4.000 4.000 1000.00 88.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620ASTJ8 2041-08-15 4.500 4.500 1023.00 26.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AV7L0 2041-08-15 4.000 4.000 2004.00 112.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AVFF4 2040-08-15 5.000 5.000 1000.00 103.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620C5WG8 2053-04-15 6.000 6.000 1000.00 900.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36225BY93 2033-07-15 5.500 5.500 1008.00 7.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A2MQ2 2044-12-20 4.250 4.250 1019.00 313.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A2SJ2 2029-08-15 7.000 7.000 1000.00 70.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A3AG5 2047-12-20 4.000 4.000 1000.00 205.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A3CN8 2047-07-20 4.000 4.000 1000.00 218.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AACJ1 2049-01-20 5.500 5.500 1002.00 181.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAKL7 2048-02-20 4.000 4.000 2000.00 295.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AANZ3 2030-07-20 2.500 2.500 1000.00 202.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AARJ5 2047-01-20 4.000 4.000 1024.00 332.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAUT9 2050-11-20 4.000 4.000 1024.00 366.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAUW2 2050-11-20 3.500 3.500 2024.00 509.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAVT8 2050-12-20 3.000 3.000 1040.00 479.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAWA8 2050-12-20 3.500 3.500 1000.00 408.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAWB6 2050-12-20 3.500 3.500 1024.00 502.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAWS9 2051-01-20 3.000 3.000 1024.00 532.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAX66 2051-02-20 3.000 3.000 1024.00 513.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAZZ0 2051-03-20 2.000 2.000 1000.00 588.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ABB76 2051-07-20 3.000 3.000 1024.00 614.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ABGC0 2051-10-20 3.000 3.000 1000.00 613.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ABHG0 2051-10-20 3.000 3.000 1040.00 645.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ABHH8 2051-11-20 3.500 3.500 1024.00 763.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AC4V9 2054-01-20 6.500 6.500 1000.00 670.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AD2L1 2055-07-20 6.000 6.000 1024.00 1062.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36230N3P8 2042-05-20 3.500 3.500 1000.00 176.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241KBP2 2034-09-15 6.500 6.500 1000.00 10.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LCK0 2039-09-15 5.500 5.500 1000.00 13.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LJB3 2040-05-15 5.000 5.000 1000.00 26.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LWH5 2034-02-20 4.950 4.950 2016.00 141.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36292CBF0 2042-02-15 3.500 3.500 1000.00 138.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36296JNL5 2039-06-15 5.000 5.000 1000.00 53.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36296YWG3 2039-02-15 5.500 5.500 1000.00 23.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36297GMZ0 2039-12-15 4.000 4.000 1000.00 252.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31281LCL0 2035-01-01 5.000 5.000 10265.00 197.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283LA55 2036-12-01 7.500 7.500 97577.00 2246.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283LA97 2037-12-01 5.500 5.500 61986.00 2823.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283NB76 2035-01-01 5.000 5.000 53471.00 2031.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283YMU9 2031-03-01 8.000 8.000 90574.00 1313.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283YRE0 2034-11-01 6.000 6.000 6154.00 83.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31288LSN2 2036-10-01 6.000 6.000 60264.00 1042.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128C6LS6 2036-11-01 6.500 6.500 10460.00 452.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128CUW77 2033-12-01 4.500 4.500 5704.00 391.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128E5R35 2031-04-01 3.500 3.500 2577.00 70.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128KCZC4 2036-07-01 6.000 6.000 4067.00 42.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M73G9 2040-05-01 5.500 5.500 43255.00 1907.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M7QT6 2038-12-01 5.500 5.500 96131.00 2301.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M96X5 2044-08-01 4.000 4.000 22835.00 3685.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M9QC9 2042-08-01 3.500 3.500 4227.00 687.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMU68 2031-06-01 2.500 2.500 5664.00 707.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312926EK0 2036-11-01 9.000 9.000 2000.00 60.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312932BG0 2039-03-01 5.000 5.000 42632.00 3370.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312933UE2 2039-06-01 5.000 5.000 5000.00 189.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312940R50 2040-05-01 5.000 5.000 8000.00 253.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WNSP0 2039-12-01 5.000 5.000 1023.00 59.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WVN77 2031-02-01 7.500 7.500 1312.00 5.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XJL75 2042-04-01 3.500 3.500 1008.00 188.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XW2W2 2047-06-01 4.500 4.500 1017.00 254.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y5BK6 2028-07-01 2.500 2.500 3000.00 270.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y65Z8 2046-11-01 3.000 3.000 1000.00 213.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y66L8 2047-01-01 3.000 3.000 1000.00 398.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6QC6 2042-09-01 3.500 3.500 4096.00 594.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6QZ5 2042-09-01 3.500 3.500 616407.00 99704.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6SB6 2042-11-01 3.500 3.500 1005.00 134.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6XF1 2043-04-01 4.000 4.000 1000.00 179.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y8HU2 2048-12-01 4.500 4.500 1930.00 493.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y9U76 2049-02-01 4.500 4.500 7010.00 2084.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y9XK4 2049-02-01 4.500 4.500 3886.00 924.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329PBF9 2048-06-01 4.500 4.500 1001.00 183.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AC3B4 2048-10-01 4.500 4.500 6082.00 1314.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132ACVU1 2038-12-01 6.000 6.000 3375.00 15.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6GN4 2039-05-01 6.000 6.000 1000.00 672.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6JM3 2040-02-01 6.000 6.000 2000.00 1766.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DMFS9 2049-12-01 3.500 3.500 2006.00 921.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DMPD1 2050-02-01 3.500 3.500 9060.00 3990.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNU27 2052-08-01 4.000 4.000 1007.00 734.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNUC5 2052-08-01 5.000 5.000 1062.00 828.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNWP4 2052-09-01 4.500 4.500 5067446.00 3900666.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNYQ0 2052-09-01 5.000 5.000 3064.00 2404.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPN53 2053-01-01 5.500 5.500 1148.00 1015.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQ3J3 2053-05-01 6.500 6.500 4117.00 3629.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQA48 2052-04-01 3.500 3.500 1000.00 737.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQCP9 2053-03-01 5.500 5.500 4016.00 3227.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQKN5 2053-05-01 6.000 6.000 4000.00 3591.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQNE2 2052-02-01 2.500 2.500 3103.00 2100.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DS5N8 2054-04-01 6.000 6.000 4240.00 3876.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSAG7 2053-12-01 5.500 5.500 1035.00 890.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSAM4 2053-12-01 6.000 6.000 2014.00 1715.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSF23 2054-01-01 6.000 6.000 1000.00 874.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSS86 2054-02-01 7.000 7.000 4001.00 3458.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DTB25 2054-05-01 5.500 5.500 1025.00 924.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DTBX7 2054-05-01 6.500 6.500 17473.00 13906.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DTDZ0 2054-05-01 6.000 6.000 2154.00 1940.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DTHJ2 2054-02-01 6.000 6.000 2000.00 1875.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DTJE1 2054-05-01 6.000 6.000 13878718.00 12462402.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6K6 2050-07-01 3.000 3.000 4000.00 1092.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVLD5 2050-08-01 3.000 3.000 8000.00 3628.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVMG7 2053-03-01 5.500 5.500 19076.00 15092.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVMX0 2054-09-01 6.000 6.000 140887.00 134007.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVMZ5 2055-01-01 5.500 5.500 8111849.00 7884485.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWBR3 2051-05-01 3.000 3.000 2010.00 911.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWDS9 2052-05-01 3.000 3.000 429748.00 304779.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWFR9 2052-12-01 5.000 5.000 26492.00 21561.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWL35 2054-07-01 5.500 5.500 146410.00 132939.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132E0FD9 2053-08-01 5.500 5.500 3000.00 2484.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132GDLD2 2041-04-01 5.000 5.000 1001.00 123.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132GE3T5 2041-07-01 5.000 5.000 5000.00 415.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132GE4E7 2041-07-01 5.000 5.000 2002.00 146.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H5A24 2042-06-01 4.500 4.500 1001.00 140.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H7FV1 2042-09-01 4.000 4.000 3104.00 779.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132L6J93 2044-05-01 4.000 4.000 1000.00 144.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132M5E57 2044-02-01 4.500 4.500 19955280.00 3436821.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132QRQQ6 2045-07-01 4.000 4.000 5037.00 783.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132VNNF6 2049-03-01 4.000 4.000 1072.00 183.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132VPKK3 2049-04-01 4.500 4.500 4000.00 756.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WKZX9 2047-02-01 3.500 3.500 1000.00 240.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WPDA2 2047-08-01 4.000 4.000 1000.00 262.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335BSD9 2042-05-01 3.500 3.500 3175.00 809.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B03B7 2051-12-01 3.000 3.000 3006.00 1559.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BH4N3 2052-08-01 5.000 5.000 1000.00 742.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BKAM1 2052-08-01 5.000 5.000 5506.00 4171.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BKKT5 2052-09-01 5.000 5.000 4008.00 2637.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BKMV8 2052-09-01 5.000 5.000 3000.00 1943.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BUGM3 2053-01-01 6.000 6.000 5880.00 4699.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133C02S0 2053-04-01 5.500 5.500 5000.00 3818.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPUK2 2052-08-01 5.000 5.000 1040.00 794.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPZD3 2052-09-01 5.000 5.000 6000.00 4360.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138APDG0 2042-04-01 4.000 4.000 1000.00 244.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EALE5 2042-03-01 5.000 5.000 1000.00 105.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EDDE8 2042-04-01 4.000 4.000 2532.00 413.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WCGC1 2044-07-01 4.000 4.000 1007.00 175.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WK2X2 2047-06-01 4.500 4.500 10298.00 2807.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WKQ24 2047-04-01 4.500 4.500 16143.00 3384.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WUAH6 2043-06-01 4.000 4.000 1000.00 151.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWA6 2044-02-01 4.500 4.500 16170.00 3280.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWB4 2044-02-01 4.500 4.500 1088.00 202.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWC2 2044-02-01 4.500 4.500 2041.00 307.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140E9KK1 2046-02-01 4.000 4.000 11177.00 2431.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXED0 2056-08-01 3.500 3.500 5248.00 1542.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXFY3 2057-01-01 4.000 4.000 1070.00 379.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXG48 2057-09-01 3.500 3.500 1000.00 360.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXJ86 2052-07-01 3.500 3.500 5608.00 2048.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXVF6 2050-05-01 4.000 4.000 1005.00 661.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JGW27 2048-09-01 4.000 4.000 15135.00 4896.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JLCK8 2049-03-01 4.500 4.500 1001.00 318.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JPLP8 2049-05-01 4.500 4.500 4300.00 1393.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K06Y9 2049-12-01 3.500 3.500 2000.00 383.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MMZT8 2052-08-01 5.000 5.000 1000.00 741.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MPJT9 2052-07-01 5.000 5.000 1001.00 921.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MQBW8 2052-06-01 4.000 4.000 1002.00 621.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MSRG2 2052-12-01 4.500 4.500 2003.00 1649.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MWMM5 2053-03-01 4.500 4.500 1031.00 854.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MXQK3 2052-09-01 5.000 5.000 5016.00 3873.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N1DR1 2052-08-01 5.000 5.000 7032.00 4931.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N1P56 2052-09-01 5.000 5.000 3037.00 2234.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N4RH2 2052-10-01 5.000 5.000 4030.00 2952.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N5JL9 2052-11-01 5.500 5.500 1000.00 645.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N6D25 2053-02-01 6.000 6.000 1000.00 900.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N6N57 2052-08-01 5.000 5.000 6105.00 4384.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NBJ69 2053-04-01 5.000 5.000 6075.00 5447.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NEZ40 2053-04-01 5.500 5.500 2022.00 1586.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NHCP1 2053-06-01 6.000 6.000 1000.00 852.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NJJB1 2053-05-01 6.000 6.000 3000.00 2890.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9PB3 2048-08-01 5.000 5.000 25841.00 3778.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9TG8 2048-09-01 5.000 5.000 1035.00 157.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QA2S8 2049-05-01 4.000 4.000 3130.00 935.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QADV9 2048-12-01 5.000 5.000 3146.00 389.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAS50 2049-03-01 5.000 5.000 5000.00 1535.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAVW7 2049-04-01 4.000 4.000 8214.00 1620.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDVS0 2050-06-01 2.000 2.000 1072.00 527.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDVT8 2050-06-01 2.000 2.000 1017.00 504.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QLL20 2051-07-01 2.500 2.500 7112.00 4359.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPRY5 2052-07-01 4.500 4.500 9200.00 6518.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPT23 2052-07-01 5.000 5.000 5511200.00 4126021.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QR5Q2 2053-05-01 5.500 5.500 5030.00 4158.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRUQ4 2053-03-01 5.500 5.500 3000.00 2745.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRW74 2053-04-01 5.500 5.500 5435.00 4186.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRWQ2 2053-04-01 5.000 5.000 2727.00 2161.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXH1 2053-04-01 5.500 5.500 1048.00 779.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXP3 2053-04-01 6.000 6.000 5030.00 4243.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXW8 2053-04-01 6.000 6.000 2105.00 1746.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QSEE7 2053-06-01 5.500 5.500 1037.00 950.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QSFY2 2053-06-01 5.500 5.500 5458917.00 5100759.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QSG70 2053-05-01 5.000 5.000 1240722.00 904358.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTDG1 2053-10-01 5.500 5.500 5121.00 4640.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTKQ1 2053-11-01 6.000 6.000 1080.00 945.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTUX5 2054-01-01 6.500 6.500 1783312.00 1526879.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTZS1 2054-02-01 4.500 4.500 2809728.00 2386338.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QUQK5 2054-05-01 6.500 6.500 13953555.00 13087978.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QUWQ5 2054-06-01 5.500 5.500 27582400.00 26563614.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QVEK6 2054-09-01 5.500 5.500 3298195.00 3184792.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QVP24 2054-11-01 5.500 5.500 1108.00 1061.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XM5M4 2053-11-01 6.500 6.500 1036.00 852.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMDJ2 2045-08-01 4.000 4.000 2000.00 1521.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNCQ5 2053-10-01 5.500 5.500 1000.00 841.76 Agency 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Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K3BL5 2050-01-01 3.000 3.000 70000.00 16752.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LAL37 2036-01-01 1.610 1.610 8199990.00 5743864.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MTCQ4 2038-06-01 4.000 4.000 29997.00 18549.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NYFB2 2035-05-01 4.299 4.299 10824000.00 10448324.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NYTF8 2032-06-01 5.019 5.019 3821750.00 3918204.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8E35 2048-01-01 3.500 3.500 43000.00 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(including strips) 5493006QMFDDMYWIAM13 912810SG4 2049-02-15 1.000 1.000 33100.00 30610.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SM1 2050-02-15 0.250 0.250 100.00 71.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SZ2 2051-08-15 2.000 2.000 100.00 57.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31410KXL3 2038-10-01 6.000 6.000 1950000.00 14285.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31410LRR5 2030-09-01 3.000 3.000 69000.00 6685.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31413DBH9 2037-07-01 6.000 6.000 717520.00 12831.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417GP67 2043-05-01 3.000 3.000 185000.00 21914.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417Y2J5 2031-06-01 4.500 4.500 200000.00 6552.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AES3 2042-04-01 3.000 3.000 125000.00 11714.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AHY7 2042-07-01 4.000 4.000 200000.00 19333.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AUF3 2028-06-01 3.000 3.000 136000.00 5799.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AWH7 2043-07-01 4.000 4.000 100000.00 17953.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AWT1 2028-07-01 3.000 3.000 500000.00 22602.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418BFA9 2034-07-01 4.000 4.000 218000.00 22432.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418C2E3 2048-09-01 5.000 5.000 70000.00 6385.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418D3Y6 2051-09-01 2.500 2.500 38000.00 22921.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418D6G2 2036-11-01 2.000 2.000 25000.00 14626.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DJN3 2039-12-01 3.000 3.000 94816.00 16418.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ECV0 2037-04-01 2.500 2.500 3000.00 1889.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EDY3 2052-04-01 4.000 4.000 17000.00 11280.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EGH7 2052-08-01 3.500 3.500 13000.00 9887.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FBN6 2054-08-01 5.500 5.500 10000.00 9233.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418MGR7 2038-10-01 6.000 6.000 739000.00 8052.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31419A4H7 2040-09-01 6.000 6.000 549000.00 11283.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 35563YAC4 2045-07-25 8.737 8.737 1866998.00 1876831.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 35564NGA5 2045-01-25 5.700 5.700 249999.00 249299.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176D7M9 2041-05-15 4.500 4.500 50000.00 2412.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176EBG5 2041-05-15 4.500 4.500 50000.00 1578.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 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5493006QMFDDMYWIAM13 36176RSU7 2041-11-15 4.000 4.000 315563.00 37529.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36177MUM2 2042-03-15 3.500 3.500 974950.00 96197.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36177UYC2 2042-09-15 3.500 3.500 257461.00 20268.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36178DH20 2042-09-15 3.000 3.000 987570.00 127126.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36178LNL3 2042-08-15 3.500 3.500 2034492.00 169154.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36178WDN6 2042-10-15 3.000 3.000 2636800.00 287977.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36178WGN3 2042-11-15 3.000 3.000 10000.00 1018.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MSV3 2042-11-20 2.500 2.500 30000.00 3928.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MXA3 2028-01-20 2.000 2.000 2525.00 73.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MXB1 2028-01-20 2.500 2.500 100000.00 3124.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179QL66 2044-08-20 4.000 4.000 224998.00 14646.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179R6H7 2031-04-20 3.000 3.000 20000.00 1630.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RFD6 2030-06-20 3.000 3.000 45000.00 2848.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SLT2 2046-09-20 4.000 4.000 31193.00 3092.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SYV3 2047-03-20 5.000 5.000 22635.00 2042.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TE27 2047-08-20 4.000 4.000 25000.00 2710.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UUL4 2049-06-20 4.500 4.500 43466.00 4682.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179VN55 2050-06-20 4.000 4.000 42686.00 10067.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WFH6 2051-05-20 3.000 3.000 18517.00 9053.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WNE4 2051-09-20 2.500 2.500 4000.00 2371.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WTY4 2051-12-20 2.500 2.500 7000.00 4360.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179XFF8 2052-09-20 3.500 3.500 3000.00 2188.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179YFH2 2053-08-20 4.000 4.000 7454.00 6134.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179YS39 2054-02-20 4.000 4.000 17830.00 15798.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617AXW42 2047-06-15 4.000 4.000 26000.00 4156.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617BUEB1 2047-11-15 4.000 4.000 6000.00 3062.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617GQYV9 2048-04-15 3.000 3.000 32054.00 17350.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36180DQF7 2043-03-15 3.500 3.500 33662.00 4569.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36180NDN2 2043-05-15 3.000 3.000 45000.00 4711.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36189MTA6 2046-10-15 4.000 4.000 58311.00 2489.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618JAZM8 2054-11-20 5.000 5.000 168704.00 165178.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618KAU66 2055-02-20 5.500 5.500 57408.00 57578.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618KYKQ1 2055-05-20 5.500 5.500 465976.00 468930.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NLYQ1 2055-04-20 6.500 6.500 8172.00 8505.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NRWP2 2055-04-20 5.500 5.500 11960.00 12104.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NRYM7 2055-04-20 6.500 6.500 1561558.00 1627522.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NT4T1 2055-03-20 5.000 5.000 5696776.00 5020197.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618NTQF7 2055-04-20 5.500 5.500 38784.00 38988.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202DY39 2033-08-20 6.000 6.000 400000.00 3822.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36209TZ85 2028-08-15 7.000 7.000 635094.00 2934.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A3L69 2039-05-15 4.500 4.500 146848.00 2353.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A8JX2 2039-08-15 4.000 4.000 1037348.00 67874.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A94J7 2040-01-15 4.500 4.500 101406.00 2037.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AN5H9 2040-02-15 4.500 4.500 120857.00 2392.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AVN24 2040-06-15 4.500 4.500 76379.00 3190.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36213UWX4 2031-12-15 6.000 6.000 268000.00 2156.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AAXL3 2051-01-20 2.500 2.500 70032.00 33547.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ACCE8 2040-07-15 5.000 5.000 6996.00 5368.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622AD2F4 2055-06-20 5.500 5.500 8653696.00 8655040.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36230UDM8 2026-01-15 3.500 3.500 1000000.00 2314.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283H6C4 2032-12-01 6.500 6.500 1740000.00 17170.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31288QFR6 2048-11-01 3.004 3.004 32507700.00 6298277.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M9GP1 2042-08-01 3.500 3.500 177999.00 22241.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MD3J0 2028-10-01 3.500 3.500 1050000.00 12966.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ4T4 2048-07-01 5.000 5.000 84000.00 8839.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ5V8 2049-01-01 5.000 5.000 100000.00 8986.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMSR5 2029-10-01 3.000 3.000 144999.00 8887.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMV59 2032-03-01 2.500 2.500 36000.00 6335.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128PTMV4 2026-01-01 3.500 3.500 6160552.00 8942.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3128X75U4 2038-11-15 0.000 0.000 536000.00 278829.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31307GSS9 2029-03-01 3.500 3.500 99998.00 6797.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WDDG8 2033-11-01 6.000 6.000 1000.00 1.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WHZX8 2036-10-01 6.000 6.000 78092.00 984.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WJTR4 2037-05-01 6.000 6.000 305000.00 1739.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WWNR1 2032-03-01 6.500 6.500 5944540.00 4533.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131X7F86 2026-12-01 3.000 3.000 260000.00 3748.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XDFC4 2033-01-01 3.000 3.000 76192.00 17197.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XJS45 2042-06-01 3.500 3.500 151000.00 11792.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XKDX4 2042-09-01 3.500 3.500 150000.00 18221.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XXDN8 2047-07-01 3.500 3.500 43999.00 5131.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131YA6D7 2048-12-01 3.500 3.500 9000.00 1046.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329JAX5 2033-10-01 6.000 6.000 3600000.00 19610.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329KHX5 2027-12-01 5.000 5.000 886876.00 4530.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329KW59 2037-08-01 3.000 3.000 16000.00 2339.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329NXH6 2047-12-01 4.000 4.000 70601.00 8980.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A0XF8 2032-12-01 6.000 6.000 2657650.00 4347.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A2RB0 2033-02-01 6.000 6.000 440539.00 5454.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A2RF1 2033-05-01 6.000 6.000 125295.00 4466.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A4SU3 2034-07-01 6.000 6.000 530000.00 4454.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LX84 2041-09-15 3.500 3.500 3499920.00 228570.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LXG6 2041-08-15 4.000 4.000 6244970.00 403548.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36297GHT0 2034-06-15 4.500 4.500 76551.00 3470.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38375BK27 2063-01-20 4.140 4.140 2000000.00 47936.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38375U3Y4 2068-01-20 5.099 5.099 2729000.00 1212428.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38375UB33 2067-06-20 4.677 4.677 2000000.00 623028.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380HHT2 2047-03-20 3.000 3.000 2188000.00 428940.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380JTS7 2058-09-16 2.399 2.399 510000.00 6746.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LAE3 2068-03-20 4.933 4.933 1350000.00 619428.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LBG7 2068-04-20 4.861 4.861 5595000.00 2178379.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LMX8 2068-11-20 4.786 4.786 5600000.00 627319.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LNQ2 2068-10-20 4.836 4.836 400000.00 11903.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LP56 2069-12-20 5.186 5.186 2500000.00 563944.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380LZY2 2069-04-20 5.136 5.136 2206853.00 915900.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QD74 2071-03-20 5.847 5.847 4075000.00 2730770.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QLB6 2070-09-20 5.736 5.736 5000000.00 2775646.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QP48 2071-04-20 6.197 6.197 5000000.00 1896238.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QRA2 2070-12-20 5.656 5.656 1000000.00 581285.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QRS3 2070-12-20 5.636 5.636 1000000.00 656225.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QVX7 2071-01-20 5.636 5.636 1000000.00 672593.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QW32 2071-05-20 5.847 5.847 1000000.00 792513.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380QYS5 2071-02-20 5.647 5.647 3981369.00 2706763.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380YZH1 2048-09-20 3.500 3.500 6137973.00 4103192.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381E6K9 2063-09-16 2.000 2.000 13041584.00 6750945.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381HF48 2063-09-16 3.000 3.000 6046802.00 4230215.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381HPS4 2063-09-16 2.500 2.500 12238000.00 8025647.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381HZB0 2057-12-16 3.000 3.000 8102000.00 6195842.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381NTZ1 2055-06-20 5.000 5.000 6914370.00 6505763.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381PM34 2051-01-20 5.000 5.000 9015000.00 8994361.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381PM67 2055-07-20 1.600 1.600 12093000.00 852397.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381PN25 2036-07-20 5.000 5.000 8448544.00 8672402.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381PN90 2055-07-20 5.000 5.000 4993756.00 4831357.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A4U89 2035-10-01 6.000 6.000 141140.00 1897.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5D77 2045-08-01 3.500 3.500 18000.00 1769.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5GL3 2047-02-01 3.000 3.000 6000.00 1237.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5JQ9 2048-06-01 3.500 3.500 57998.00 5152.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A72V2 2029-11-01 3.500 3.500 300000.00 21112.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A75H0 2030-04-01 3.500 3.500 42000.00 3021.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A7N64 2028-05-01 3.500 3.500 52000.00 1396.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A82H1 2030-12-01 3.500 3.500 299999.00 17134.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A83S6 2033-05-01 3.000 3.000 23000.00 3629.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A8HM4 2031-05-01 3.500 3.500 15000.00 1653.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9ML8 2027-05-01 3.000 3.000 955000.00 15849.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9PZ4 2029-10-01 3.000 3.000 26000.00 1591.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9QX8 2030-06-01 3.000 3.000 23000.00 2078.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9RB5 2030-09-01 3.000 3.000 19000.00 1683.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9RH2 2030-11-01 3.000 3.000 37000.00 3469.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9RX7 2031-03-01 3.000 3.000 14000.00 1438.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9S65 2032-02-01 2.500 2.500 31000.00 5374.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9SM0 2031-10-01 2.500 2.500 73000.00 10195.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9T23 2032-09-01 3.000 3.000 136999.00 17035.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9U62 2033-07-01 3.500 3.500 15278.00 1356.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9UB1 2032-12-01 2.500 2.500 8000.00 1221.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9UG0 2033-01-01 3.500 3.500 8000.00 1161.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9UJ4 2033-02-01 2.500 2.500 25000.00 3433.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9US4 2033-04-01 3.000 3.000 40000.00 4747.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AAF33 2035-08-01 3.000 3.000 49719.00 8979.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AAFT6 2031-09-01 5.000 5.000 14000.00 1048.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AAUD4 2045-12-01 3.500 3.500 6000.00 1110.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AEFK7 2033-04-01 3.500 3.500 41999.00 9374.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AEPN0 2048-05-01 4.000 4.000 8000.00 3472.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWDD3 2034-10-01 2.500 2.500 10000.00 2889.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWMM3 2035-06-01 3.500 3.500 5000.00 1414.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D53X8 2034-09-01 4.000 4.000 15000.00 2455.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D55W8 2035-09-01 2.000 2.000 6000.00 2222.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6AY6 2036-10-01 2.000 2.000 4000.00 2292.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6CN8 2037-09-01 3.500 3.500 6735.00 4315.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6CP3 2037-09-01 4.000 4.000 2000.00 1224.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D9CS1 2040-10-01 2.500 2.500 27165.00 12441.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNG31 2052-06-01 3.500 3.500 6000.00 4314.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNRJ4 2052-07-01 3.000 3.000 7000.00 4898.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPJL3 2052-08-01 4.000 4.000 11514.00 8746.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPZ43 2052-10-01 4.500 4.500 13000.00 10251.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6L4 2050-07-01 3.500 3.500 79000.00 19212.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWBR3 2051-05-01 3.000 3.000 41000.00 18598.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWC92 2052-02-01 3.500 3.500 21239.00 13065.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWD75 2052-07-01 3.500 3.500 21999.00 16404.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWDK6 2052-04-01 3.000 3.000 13000.00 9019.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWHR7 2053-07-01 4.500 4.500 16000.00 13695.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWJ38 2053-12-01 5.000 5.000 11999.00 10823.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132E0LZ3 2053-05-01 4.500 4.500 21999.00 17990.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132GCB94 2027-03-01 3.000 3.000 412000.00 7527.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H32K8 2043-01-01 3.500 3.500 99999.00 11656.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132QUZV8 2045-12-01 4.000 4.000 53055.00 10740.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132V8DC7 2031-12-01 4.767 4.767 11416200.00 11374066.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WVBN3 2035-01-01 4.500 4.500 3247028.00 3165678.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XCRX5 2047-01-01 4.000 4.000 9000.00 1806.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XFXR4 2035-07-01 4.500 4.500 9010000.00 8826727.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335AAS7 2044-03-01 4.500 4.500 25000.00 3115.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335AR34 2046-04-01 3.500 3.500 23000.00 4121.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335BC20 2046-12-01 3.000 3.000 19000.00 4463.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A3YA0 2050-04-01 3.000 3.000 4000.00 1125.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A7JB6 2050-07-01 3.000 3.000 10547.00 5619.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A7LF4 2050-07-01 2.500 2.500 750000.00 290339.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AWHQ0 2051-11-01 2.500 2.500 5144.00 3237.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B5ZL9 2052-03-01 3.000 3.000 14999.00 10144.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KHSP2 2050-03-01 2.500 2.500 40000.00 12113.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KLPC5 2051-03-01 3.000 3.000 51000.00 22760.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KYTD1 2040-05-01 2.500 2.500 44999.00 12520.85 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3133XGAY0 2036-07-15 5.500 5.500 25000.00 27000.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31347AX33 2047-03-01 2.685 2.685 1902208.00 253539.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AX3U7 2046-05-25 3.000 3.000 9125000.00 8113865.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BRYH4 2054-05-25 0.010 0.010 6933745.00 4662527.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSJP1 2054-07-25 0.010 0.010 5845159.00 3951678.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BTZN6 2053-03-25 5.500 5.500 2400000.00 2168081.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUK58 2055-02-25 0.010 0.010 12566778.00 8894085.65 Agency Mortgage-Backed 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5.500 785318.00 6366.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 3140AD4H1 2054-07-01 5.000 5.000 968807.00 934481.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 3140AJGK8 2054-12-01 6.000 6.000 1327526.00 1363811.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 3140BJRX7 2055-08-01 5.000 5.000 6252584.00 6112774.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 3140JGLW3 2048-12-01 4.500 4.500 8000.00 641.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 3140QDD43 2050-04-01 4.000 4.000 183715.00 50104.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300HN4UKV1E2R3U73 31427PCP7 2055-07-01 6.500 6.500 19341248.00 20095511.54 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 500000000.00 500000000.00 0.0035 N Y Y N - N/A - CANADIAN IMPERIAL BANK CANADIAN IMPERIAL BANK 4.3700 BYM6200M7 2IGI19DL77OX0HC3ZE78 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DNAB9 2052-02-01 2.500 2.500 91696.00 62582.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132E0RE4 2053-10-01 6.000 6.000 3190528.00 2839638.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133B76Q6 2052-03-01 2.500 2.500 19620439.00 13494935.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CSWX5 2054-08-01 6.000 6.000 1000.00 1019.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KNEE9 2051-12-01 2.500 2.500 20365573.00 14121970.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KSC83 2053-10-01 6.000 6.000 27390357.00 23454086.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AGLE0 2043-09-25 1.595 1.595 28700301.00 215719.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 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8337000.00 333006.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137FN5N6 2048-09-15 1.595 1.595 11864570.00 184484.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137H2FW9 2051-09-25 2.500 2.500 4500000.00 365419.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HC4J8 2054-04-25 0.899 0.899 5099996.00 178294.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HC4Z2 2054-04-25 0.949 0.949 3500000.00 125810.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HFCA1 2054-08-25 0.749 0.749 4261031.00 144848.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HFFY6 2054-09-25 5.450 5.450 9299000.00 7846651.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HFGQ2 2054-09-25 5.400 5.400 43743726.00 41557544.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912803BJ1 2026-11-15 0.000 0.000 9693000.00 9239735.93 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810SN9 2050-05-15 1.250 1.250 16816400.00 7962153.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CEJ6 2027-04-15 0.125 0.125 1753900.00 1958107.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHC8 2033-05-15 3.375 3.375 200.00 190.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJU6 2026-01-31 4.530 4.530 200.00 200.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKW0 2031-06-30 4.250 4.250 704000.00 713257.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CLC3 2029-07-31 4.000 4.000 2002300.00 2007846.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CLW9 2034-11-15 4.250 4.250 225100.00 225413.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CMG3 2030-01-31 4.250 4.250 14667800.00 14849387.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including 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Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HHRB9 2054-12-25 0.649 0.649 4800000.00 110558.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HHRC7 2054-12-25 0.699 0.699 6199762.00 147856.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HHRD5 2054-12-25 0.749 0.749 7040000.00 172863.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137HHT92 2054-02-25 0.799 0.799 6200000.00 161636.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3138LET92 2031-09-01 2.509 2.509 1000.00 806.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38379QEJ0 2045-09-20 1.254 1.254 22452262.00 177919.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380FRT5 2047-06-20 1.734 1.734 10500000.00 249212.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380HFK3 2047-09-20 4.500 4.500 4474160.00 400735.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LAC7 2068-02-20 4.913 4.913 998000.00 390862.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LF32 2069-10-20 5.136 5.136 4343467.00 2480097.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LKZ5 2068-10-20 4.942 4.942 999000.00 414674.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LLY7 2068-11-20 4.543 4.543 999000.00 377991.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LNM1 2068-11-20 2.420 2.420 37713674.00 551719.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LP64 2069-11-20 5.086 5.086 2000000.00 997194.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LPU1 2068-12-20 4.886 4.886 1036290.00 154394.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LUM3 2069-05-20 5.086 5.086 2000000.00 1039966.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LVB6 2069-05-20 5.036 5.036 1000000.00 335153.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LVN0 2069-06-20 5.086 5.086 3000000.00 1132884.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380LYS6 2069-08-20 4.936 4.936 2000000.00 665913.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380Q2H4 2071-05-20 5.847 5.847 7034563.00 5734327.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380Q3D2 2071-05-20 5.497 5.497 1995000.00 1646121.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380Q3U4 2071-05-20 5.247 5.247 999000.00 547109.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380Q5L2 2071-06-20 5.847 5.847 7200000.00 5510292.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380Q7Q9 2071-07-20 5.847 5.847 3375438.00 2618308.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QC75 2071-03-20 5.847 5.847 1600000.00 945617.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QCM2 2070-06-20 5.486 5.486 5500000.00 3014750.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QJ52 2071-03-20 5.847 5.847 1000000.00 789625.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QQB1 2070-11-20 6.016 6.016 5000000.00 1771883.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QRH7 2070-12-20 5.636 5.636 4882019.00 2968881.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QRJ3 2070-12-20 5.636 5.636 1699319.00 1096291.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QZT2 2071-02-20 5.716 5.716 2857160.00 2161308.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381TA21 2068-12-20 5.136 5.136 9667190.00 3694687.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381WKR8 2043-06-20 2.184 2.184 8448233.00 149904.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381WW95 2049-07-20 1.634 1.634 4908862.00 109530.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381YHG2 2049-05-20 1.634 1.634 4477333.00 196575.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381YHZ0 2049-05-20 1.584 1.584 5389125.00 177544.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382ALJ2 2049-10-20 1.634 1.634 6400000.00 145712.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140A92T6 2054-03-01 7.000 7.000 1039972.00 404368.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140AGXQ2 2054-06-01 6.000 6.000 1200528.00 1209631.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140AMEG2 2054-09-01 6.500 6.500 30000.00 26390.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140BFMW2 2055-07-01 7.000 7.000 606168.00 644440.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140BJSE8 2055-08-01 5.500 5.500 2763960.00 2773756.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140FXQ96 2060-06-01 2.500 2.500 919033.00 421969.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140J1WL8 2030-10-01 1.330 1.330 23715.00 19382.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140JBZB5 2032-08-01 1.754 1.754 1820955.00 1545730.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140LECV7 2031-11-01 1.810 1.810 1850000.00 1582966.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140LVRB7 2051-10-01 2.500 2.500 6546916.00 4305713.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140M8PM5 2051-12-01 2.500 2.500 11662578.00 8257504.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140MEV60 2055-05-01 5.500 5.500 1191356.00 1199454.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140NVQ67 2031-07-01 4.665 4.665 1526.00 1544.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140NY3N9 2030-07-01 4.129 4.129 5153000.00 5100819.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140NYZV6 2030-07-01 4.459 4.459 328574.00 330068.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QLD60 2051-07-01 2.500 2.500 263877.00 159379.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QMU28 2051-12-01 2.500 2.500 319005.00 219169.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QQ3G8 2052-12-01 5.500 5.500 6200.00 5218.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QTHH5 2053-11-01 5.500 5.500 2402094.00 2062400.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140W2GC9 2055-04-01 6.500 6.500 1044258.00 1093960.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140X9QV0 2049-06-01 3.500 3.500 11722620.00 3572661.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XNWC4 2053-12-01 6.500 6.500 1000.00 803.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XNWV2 2054-01-01 7.000 7.000 19920300.00 16920992.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XQF93 2053-07-01 5.500 5.500 22364736.00 20189105.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418DVA7 2050-12-01 2.000 2.000 18447000.00 9757027.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 31422MRQ1 2049-04-01 3.500 3.500 6929668.00 300364.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31426FT49 2055-03-01 6.500 6.500 1000.00 1044.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31427NYB9 2055-01-01 5.500 5.500 30613.00 30750.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3142GRP38 2054-04-01 6.000 6.000 2000.00 1860.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36179W2W7 2052-04-20 3.500 3.500 105473.00 74182.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617FSN97 2072-10-20 7.202 7.202 972761.00 898012.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617QAC39 2050-09-20 3.000 3.000 1001.00 260.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617QKEL5 2051-01-15 2.500 2.500 1000.00 669.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617UNSR6 2051-02-20 3.500 3.500 1000.00 516.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382BSA2 2049-12-20 1.584 1.584 45321083.00 1391711.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382CH38 2050-02-20 1.584 1.584 10879336.00 265702.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382KHN6 2050-10-20 0.000 0.000 29012333.00 225100.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382L3Z2 2050-12-20 0.000 0.000 37299999.00 515645.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382QQL7 2051-05-20 1.000 1.000 19998000.00 7297428.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382THQ0 2051-05-20 1.000 1.000 19999000.00 7324978.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382Y3J0 2073-03-20 5.227 5.227 40630.00 38800.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382Y7L1 2073-06-20 5.397 5.397 497000.00 491982.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YBM4 2071-08-20 5.697 5.697 6562.00 6046.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YFF5 2071-09-20 5.647 5.647 999000.00 884120.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YN82 2073-01-20 5.247 5.247 3700779.00 3561069.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YSZ7 2072-05-20 0.459 0.459 120514039.00 6229552.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YWM1 2072-07-20 0.591 0.591 33279341.00 1630289.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YY64 2073-02-20 5.227 5.227 1099000.00 1068323.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383K3S9 2074-10-20 0.286 0.286 119121673.00 2769577.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383K6J6 2074-12-20 0.731 0.731 39344744.00 2573670.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KB84 2074-08-20 5.097 5.097 1998000.00 2014288.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KEF5 2073-09-20 5.297 5.297 400000.00 390798.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KEH1 2073-09-20 5.247 5.247 929741.00 928937.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KGE6 2073-09-20 0.506 0.506 57054461.00 3001169.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KGG1 2073-09-20 0.666 0.666 71306322.00 4516395.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KGV8 2073-07-20 4.049 4.049 750000.00 407703.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KLD2 2073-12-20 5.497 5.497 998000.00 985081.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KM82 2074-09-20 0.733 0.733 152573768.00 9788979.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KN40 2074-09-20 5.147 5.147 996998.00 1005349.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KNN8 2074-01-20 5.247 5.247 189985.00 182292.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KRC8 2074-03-20 5.047 5.047 1112212.00 1046062.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KTU6 2074-03-20 0.586 0.586 136122124.00 7686069.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KU42 2074-08-20 4.997 4.997 999000.00 791683.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KX56 2074-10-20 5.147 5.147 999000.00 975105.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KZP0 2074-07-20 0.794 0.794 51900346.00 4333259.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383RAC1 2052-01-20 3.500 3.500 998980.00 472426.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618BTA26 2053-06-20 6.500 6.500 1001.00 947.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618BTGT1 2053-06-20 6.500 6.500 1001.00 477.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618BWWX7 2053-06-20 6.500 6.500 1000.00 835.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618F6MW3 2053-07-20 6.500 6.500 1000.00 917.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618H2P72 2054-02-20 7.375 7.375 1001.00 1078.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618KWBZ5 2055-04-20 4.500 4.500 10473942.00 9972497.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36202FPG5 2041-01-20 4.500 4.500 3047.00 155.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36202FUF1 2041-06-20 4.500 4.500 2071.00 85.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3622AB6P2 2049-06-20 5.000 5.000 1000.00 673.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36296UHH6 2038-11-15 6.000 6.000 7990944.00 110880.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38374D3D9 2038-04-20 3.234 3.234 68181818.00 6855.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38375UR93 2067-10-20 4.916 4.916 1197990.00 269963.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38375YD90 2038-10-20 2.334 2.334 100000000.00 6191.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376M6H5 2047-06-20 1.684 1.684 5500000.00 153731.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376MCG0 2046-10-20 4.000 4.000 6032000.00 172901.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376MJ24 2047-03-20 1.684 1.684 22614285.00 538084.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376RDE3 2065-06-20 4.876 4.876 1245970.00 212272.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376RHW9 2065-09-20 5.086 5.086 2699000.00 523939.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38379QDL6 2045-09-20 1.784 1.784 30000000.00 367898.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383RFE2 2052-03-20 3.500 3.500 1898000.00 1186873.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384AV42 2073-03-20 0.315 0.315 60209342.00 2440939.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LBE8 2075-02-20 0.637 0.637 93616540.00 7199402.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LFA2 2075-02-20 5.097 5.097 4481620.00 4458566.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LHQ5 2075-03-20 5.547 5.547 644393.00 655279.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LJU4 2075-04-20 0.439 0.439 234828282.00 15844826.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LKT5 2072-11-20 5.147 5.147 45998000.00 45799931.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LMX4 2075-05-20 0.593 0.593 161775940.00 12217885.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384LNA3 2075-05-20 5.147 5.147 32127165.00 32004002.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38384PNR7 2074-06-20 5.147 5.147 1000000.00 973416.76 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 500000000.00 500000000.00 0.0035 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS CITIGROUP GLOBAL MARKETS 4.3600 BYM5ZJSX8 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810SF6 2049-02-15 3.000 3.000 283126100.00 208994317.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810SJ8 2049-08-15 2.250 2.250 108763500.00 68092659.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810SP4 2050-08-15 1.375 1.375 93086500.00 45563072.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810SS8 2050-11-15 1.625 1.625 674019100.00 350244006.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810SU3 2051-02-15 1.875 1.875 626360500.00 350424939.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TA6 2041-08-15 1.750 1.750 100.00 66.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TA6 2041-08-15 1.750 1.750 3000.00 1991.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TB4 2051-11-15 1.875 1.875 638289900.00 350326837.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TD0 2052-02-15 2.250 2.250 575310400.00 350472007.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TE8 2052-02-15 0.125 0.125 106259400.00 64179749.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TJ7 2052-08-15 3.000 3.000 72269000.00 52146918.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TL2 2052-11-15 4.000 4.000 136328800.00 118152430.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TQ1 2043-02-15 3.875 3.875 116200.00 104603.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912810TS7 2043-05-15 3.875 3.875 6001300.00 5332635.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 912828Z94 2030-02-15 1.500 1.500 34482600.00 31256113.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 91282CMC2 2031-12-31 4.500 4.500 234118100.00 240099995.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 91282CMN8 2028-02-15 4.250 4.250 18299500.00 18807657.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 91282CNC1 2035-05-15 4.250 4.250 100.00 99.86 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2025-10-15 2025-10-15 2025-10-15 N N N 0.0436 2210000000.00 2210000000.00 0.0154 N N N Y - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 4.3700 BYM620088 969500TJ5KRTCJQWXH05 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3132DVML6 2053-05-01 4.500 4.500 2034478.00 1588882.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3132DWDS9 2052-05-01 3.000 3.000 154975259.00 109909310.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140QNPJ5 2052-03-01 3.500 3.500 97312670.00 66327951.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140QSBJ9 2053-05-01 6.500 6.500 110846336.00 81468040.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140QSEB3 2053-05-01 5.000 5.000 79077088.00 71031296.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140QWCZ3 2055-02-01 6.000 6.000 78380917.00 78022309.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140W1CZ4 2055-03-01 6.000 6.000 91992425.00 90264360.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140W2B26 2055-06-01 5.500 5.500 70102912.00 69063734.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140X5D67 2049-07-01 4.500 4.500 308938752.00 82885953.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3140XQJA6 2052-08-01 3.500 3.500 132552897.00 110204945.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3142GTU87 2055-01-01 6.000 6.000 164493312.00 152194950.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36179T4R3 2048-07-20 5.000 5.000 3522778.00 249060.67 Agency Mortgage-Backed 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517542.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36202EFP9 2035-10-20 5.500 5.500 2000000.00 36602.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3622AAGZ1 2047-11-20 4.000 4.000 350000.00 91621.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36241LVN3 2040-12-15 5.500 5.500 15000000.00 512254.70 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 900000000.00 900000000.00 0.0063 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 4.3600 BYM61ZZU5 969500TJ5KRTCJQWXH05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803DM2 2040-05-15 0.000 0.000 20750000.00 10303744.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803FF5 2048-11-15 0.000 0.000 23210175.33 7154025.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803GE7 2052-02-15 0.000 0.000 373942.66 99119.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803GY3 2054-02-15 0.000 0.000 2860733.33 698679.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803HB2 2054-05-15 0.000 0.000 1140586.00 276123.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803HD8 2054-08-15 0.000 0.000 1500086.66 359320.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912803HF3 2054-11-15 0.000 0.000 1645613.33 390151.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128283R9 2028-01-15 0.500 0.500 98290509.00 125816172.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 91282CBF7 2031-01-15 0.125 0.125 86632190.66 99322607.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 91282CDX6 2032-01-15 0.125 0.125 132143995.66 139094604.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 91282CGK1 2033-01-15 1.125 1.125 124352204.66 128268852.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 91282CNB3 2030-04-15 1.625 1.625 134930333.33 137967175.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128334S6 2031-08-15 0.000 0.000 16600000.00 12890481.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128334T4 2032-02-15 0.000 0.000 16600000.00 12576990.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128334V9 2033-02-15 0.000 0.000 13833333.33 9981566.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128334Y3 2034-08-15 0.000 0.000 31816666.66 21228334.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128334Z0 2035-02-15 0.000 0.000 4150000.00 2695425.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128335A4 2035-08-15 0.000 0.000 4150000.00 2622248.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128335B2 2036-02-15 0.000 0.000 4150000.00 2552316.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128337F1 2037-02-15 0.000 0.000 13.15 7.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128337P9 2031-05-15 0.000 0.000 22133333.33 17387813.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128337T1 2033-05-15 0.000 0.000 27666666.66 19716041.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128337V6 2034-05-15 0.000 0.000 19920000.00 13474087.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 9128337W4 2034-11-15 0.000 0.000 16600000.00 10926850.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833LX6 2025-11-15 0.000 0.000 16600000.00 16395820.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833PB0 2026-11-15 0.000 0.000 19366666.66 18385164.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833PD6 2027-05-15 0.000 0.000 2952310.00 2748520.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833X88 2035-05-15 0.000 0.000 16600000.00 10633345.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833X96 2035-11-15 0.000 0.000 13833333.33 8623464.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833XT2 2029-11-15 0.000 0.000 19366666.66 16294261.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833Y20 2036-05-15 0.000 0.000 4150000.00 2517618.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912833Y46 2037-05-15 0.000 0.000 2296333.33 1317323.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834AE8 2038-05-15 0.000 0.000 20750000.00 11237411.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834DU9 2038-11-15 0.000 0.000 12726666.66 6695626.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834KB3 2045-05-15 0.000 0.000 19366666.66 6997196.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834KV9 2041-11-15 0.000 0.000 27666666.66 12155488.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834LK2 2042-05-15 0.000 0.000 13833333.33 5895171.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834MM7 2043-05-15 0.000 0.000 35945501.66 14440745.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834MT2 2043-08-15 0.000 0.000 6916666.66 2736205.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834NP9 2044-05-15 0.000 0.000 16600000.00 6306456.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834PB8 2044-11-15 0.000 0.000 15216666.66 5633909.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834SZ2 2047-11-15 0.000 0.000 13833333.33 4406068.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912834UR7 2049-05-15 0.000 0.000 6916666.66 2037470.16 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 913000000.00 913000000.00 0.0064 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 4.3600 BYM61ZZV3 969500TJ5KRTCJQWXH05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810SQ2 2040-08-15 1.125 1.125 15614695.58 9580097.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810TU2 2043-08-15 4.375 4.375 10002194.11 9599997.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810UA4 2054-05-15 4.625 4.625 3759163.23 3619913.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810UC0 2054-08-15 4.250 4.250 10489636.76 9599999.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810UD8 2044-08-15 4.125 4.125 10414927.94 9599998.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810UE6 2054-11-15 4.500 4.500 10169461.76 9599999.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 969500TJ5KRTCJQWXH05 912810UJ5 2045-02-15 4.750 4.750 9583782.35 9599995.88 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 60000000.00 60000000.00 0.0004 N Y Y N - N/A - DAIWA CAPITAL MARKETS DAIWA 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(including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CMD0 2029-12-31 4.375 4.375 66666666.66 68139964.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CMH1 2027-01-31 4.125 4.125 8926666.66 8939672.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CML2 2035-01-15 2.125 2.125 47066.66 48753.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CMM0 2035-02-15 4.625 4.625 561733.33 586812.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CMS7 2028-03-15 3.875 3.875 4215333.33 4277864.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 91282CMW8 2028-04-15 3.750 3.750 200000.00 201558.42 U.S. 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3267726.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810RA8 2043-02-15 0.625 0.625 2866000.00 2980215.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810RF7 2044-02-15 1.375 1.375 3066666.66 3566140.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810RL4 2045-02-15 0.750 0.750 8920000.00 8886371.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810RX8 2047-05-15 3.000 3.000 2756066.66 2062717.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810SH2 2049-05-15 2.875 2.875 133.33 95.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) M67H5PRC0NQKM73ZAS82 912810SX7 2051-05-15 2.375 2.375 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175689800.00 175689800.00 0.0012 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4600 3130B2RJ6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2026-09-18 2026-09-18 N N N 0.0446 250260992.50 250260992.50 0.0017 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130AXKB3 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2025-10-20 2025-10-20 N N N 0.0448 757164216.01 757164216.01 0.0053 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130AXGS1 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2025-10-20 2025-10-20 N N N 0.0448 250054232.50 250054232.50 0.0017 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4600 3130B2LZ6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2026-09-10 2026-09-10 N N N 0.0446 126129030.30 126129030.30 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3300 3130B75R1 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2025-11-19 2025-11-19 N N N 0.0433 255516019.85 255516019.85 0.0018 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3200 3130B6YD2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2026-01-14 2026-01-14 N N N 0.0432 355012272.35 355012272.35 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3200 3130B6RX6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as 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2026-05-28 2026-05-28 N N N 0.0414 683563622.98 683563622.98 0.0048 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313385PE0 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-11-13 2025-11-13 2025-11-13 N N N 0.0418 341282740.62 341282740.62 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3450 3130B75T7 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2026-02-17 2026-02-17 N N N 0.0435 400059948.00 400059948.00 0.0028 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3400 3130B75S9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2026-01-20 2026-01-20 N N N 0.0434 218222756.08 218222756.08 0.0015 N N N N - N/A - 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States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828K74 2025-08-15 2.000 2.000 213900.00 215591.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828V98 2027-02-15 2.250 2.250 2267900.00 2231463.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828X88 2027-05-15 2.375 2.375 9929200.00 9705072.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828YU8 2026-11-30 1.625 1.625 130700.00 126966.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828ZE3 2027-03-31 0.625 0.625 3478500.00 3298885.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAH4 2027-08-31 0.500 0.500 200.00 186.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAH4 2027-08-31 0.500 0.500 1170000.00 1092847.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAJ0 2025-08-31 0.250 0.250 997800.00 995055.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAT8 2025-10-31 0.250 0.250 422000.00 417870.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAU5 2027-10-31 0.500 0.500 56600.00 52534.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAY7 2027-11-30 0.625 0.625 176800.00 164151.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBC4 2025-12-31 0.375 0.375 460000.00 452626.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBC4 2025-12-31 0.375 0.375 3904900.00 3842307.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBH3 2026-01-31 0.375 0.375 1666000.00 1633478.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBJ9 2028-01-31 0.750 0.750 230400.00 213217.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBL4 2031-02-15 1.125 1.125 35067600.00 30313094.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBP5 2028-02-29 1.125 1.125 111900.00 104853.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBP5 2028-02-29 1.125 1.125 231000.00 216452.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCM1 2031-07-15 0.125 0.125 41479000.00 45882966.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCP4 2026-07-31 0.625 0.625 6538100.00 6313025.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCR0 2028-07-31 1.000 1.000 767600.00 705242.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCW9 2026-08-31 0.750 0.750 134900.00 130504.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCW9 2026-08-31 0.750 0.750 310100.00 299996.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CCZ2 2026-09-30 0.875 0.875 950000.00 917915.33 U.S. 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984500653R409CC5AB28 3140XLXA1 2052-06-01 2.500 2.500 610000.00 454356.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XM3D6 2037-10-01 4.000 4.000 3323960.00 2394583.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XM4R4 2052-11-01 5.000 5.000 20628320.00 18683510.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XMQT6 2053-01-01 4.500 4.500 403571.00 347332.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XMWD4 2053-05-01 3.500 3.500 30000.00 23795.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XN5N0 2054-02-01 5.500 5.500 750000.00 676304.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XNXZ2 2048-11-01 3.000 3.000 20622144.00 15985285.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XQKV8 2054-06-01 4.500 4.500 15617792.00 13973673.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140Y6NE6 2055-05-01 5.000 5.000 10776288.00 10563367.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31410SA23 2036-02-01 3.500 3.500 5920863.00 505262.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418D7L0 2036-12-01 2.500 2.500 15342592.00 8489826.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418DC83 2049-07-01 4.500 4.500 77000.00 8213.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418DHK1 2049-11-01 2.500 2.500 2692000.00 541826.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418E2C3 2054-02-01 5.000 5.000 18499500.00 16563823.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418E6D7 2044-03-01 7.500 7.500 1110074.00 527867.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418EJA9 2052-07-01 3.000 3.000 766710.00 525058.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418EKQ2 2052-11-01 3.000 3.000 5400000.00 4215749.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418ES35 2053-06-01 4.500 4.500 177500.00 148599.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418ES43 2053-06-01 5.000 5.000 669000.00 562856.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418ES76 2038-06-01 4.000 4.000 25000.00 17751.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418EU73 2053-08-01 4.500 4.500 2740656.00 2348440.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FAN7 2044-06-01 6.500 6.500 126722.00 85679.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FCU9 2044-09-01 6.500 6.500 189220.00 147063.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FDB0 2054-10-01 5.500 5.500 133937408.00 124190277.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FJ99 2035-04-01 5.000 5.000 6434496.00 6077007.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FK30 2040-05-01 6.000 6.000 29523872.00 28248358.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FNJ2 2055-07-01 5.500 5.500 17045632.00 17038512.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132XG5K8 2032-01-01 4.620 4.620 5250200.00 5272943.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138WELJ6 2035-04-01 3.000 3.000 3036244.00 591338.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138WHXR8 2041-09-01 3.000 3.000 500000.00 69158.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138WVJW2 2043-05-01 2.524 2.524 107822.00 64696.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A56V5 2053-12-01 6.000 6.000 3897688.00 3865683.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AAQ42 2054-03-01 5.500 5.500 1034194.00 886175.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AAR82 2054-04-01 6.000 6.000 200000.00 186886.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ABS55 2039-10-01 6.500 6.500 3570628.00 3614697.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ABZ40 2054-05-01 5.500 5.500 1942666.00 1933284.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AFAW6 2044-06-01 5.500 5.500 1000836.00 897386.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AJX37 2054-08-01 6.500 6.500 5565456.00 5342751.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AKU60 2054-08-01 5.500 5.500 1907500.00 1831200.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AP6D1 2045-05-01 5.000 5.000 1291200.00 1273425.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AQAR3 2054-12-01 5.500 5.500 2000000.00 1985988.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ARPZ7 2054-10-01 5.000 5.000 2284350.00 2216366.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ATDF0 2054-11-01 4.500 4.500 4093720.00 3862097.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ATUF1 2054-11-01 5.500 5.500 4136456.00 4068927.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AU5N9 2054-12-01 5.000 5.000 2224824.00 2168524.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AUZE6 2054-12-01 4.500 4.500 2746968.00 2603152.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AUZL0 2054-12-01 4.500 4.500 863700.00 819121.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B3ES7 2055-06-01 5.500 5.500 1102348.00 1102374.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4NX4 2055-02-01 6.000 6.000 1119556.00 1144883.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B5RG4 2055-04-01 4.500 4.500 1424656.00 1356699.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B8HQ7 2055-04-01 6.500 6.500 1900846.00 1971815.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BAKR6 2055-05-01 5.500 5.500 8219470.00 8259933.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEN46 2055-07-01 5.500 5.500 5059400.00 5059163.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEN53 2055-07-01 5.500 5.500 2887324.00 2915805.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEPC6 2055-07-01 6.000 6.000 10423792.00 10752808.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEPF9 2055-07-01 6.000 6.000 14445856.00 14853705.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEPM4 2055-07-01 6.000 6.000 16890496.00 17219725.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEPN2 2055-07-01 6.000 6.000 5043168.00 5230193.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEPT9 2055-07-01 6.500 6.500 2124443.00 2231388.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BFMF9 2055-07-01 6.000 6.000 6120888.00 6314779.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FVCH7 2047-04-01 4.500 4.500 755387.00 231912.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXL75 2041-11-01 4.500 4.500 2000000.00 554596.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXLE0 2048-09-01 3.500 3.500 525000.00 218688.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140GQZX7 2047-05-01 3.000 3.000 55905.00 13968.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HN2R2 2048-09-01 5.000 5.000 10716368.00 2231032.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HTFY0 2034-05-01 3.589 3.589 3085252.00 2857442.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J9UY5 2048-12-01 5.000 5.000 200000.00 38986.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JKQ58 2034-01-01 4.000 4.000 1871946.00 596365.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JL5C4 2049-01-01 4.500 4.500 10034448.00 502555.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JNAE0 2049-04-01 4.500 4.500 6819952.00 2681054.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L0LY1 2051-07-01 4.000 4.000 1506000.00 967780.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L2YM9 2051-02-01 3.500 3.500 1169758.00 965456.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L7DZ2 2051-06-01 5.000 5.000 1079668.00 742996.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LG2W1 2032-07-01 4.339 4.339 100000.00 99518.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LJFE1 2032-12-01 4.589 4.589 48000000.00 47917440.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M6ZX4 2054-12-01 4.500 4.500 2588820.00 2284387.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M9S65 2051-12-01 3.000 3.000 344565.00 241391.84 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 625000000.00 625000000.00 0.0044 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 4.3000 BYM621R38 984500653R409CC5AB28 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31287RBX6 2031-10-01 8.500 8.500 5472784.00 7452.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31288QFR6 2048-11-01 3.004 3.004 200000.00 38749.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31288QFW5 2050-02-01 3.104 3.104 2400000.00 432950.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128CUVY9 2033-02-01 2.500 2.500 10092816.00 1159438.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128JRL61 2035-03-01 6.658 6.658 1335000.00 16558.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MJLP3 2039-03-01 5.000 5.000 1850000.00 29441.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MJZF0 2047-01-01 3.000 3.000 54000.00 10148.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128NUDU5 2037-06-01 6.296 6.296 10352300.00 222794.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128Q2KA0 2035-12-01 6.442 6.442 44883520.00 317901.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128QHSH4 2037-04-01 6.525 6.525 23179616.00 190062.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31300MZV8 2045-07-01 6.463 6.463 300000.00 13332.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31326FU55 2043-06-01 6.323 6.323 20000000.00 326978.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132HXQ59 2043-04-01 3.500 3.500 200000.00 26593.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132JHTN0 2032-02-01 2.500 2.500 1527146.00 624763.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132WKPD4 2047-01-01 3.000 3.000 3000000.00 967531.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132XEFP1 2039-11-01 4.500 4.500 2969000.00 2841422.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132XX7B9 2048-04-01 3.500 3.500 344578.00 44357.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31371MFY8 2035-08-01 7.298 7.298 7000000.00 101906.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31381JBF8 2034-02-01 6.280 6.280 2930320.00 164812.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138ASNS7 2041-10-01 6.855 6.855 8400000.00 34511.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138ETWN2 2046-07-01 6.402 6.402 120000.00 6512.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138LLDJ1 2029-12-01 2.980 2.980 4993432.00 4446609.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138LMPS6 2030-03-01 3.399 3.399 1500000.00 1407255.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138LUR31 2042-06-01 6.352 6.352 3100967.00 12782.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138Y7GZ9 2045-06-01 6.214 6.214 1500000.00 79645.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31402G5Y5 2033-07-01 6.718 6.718 10000000.00 58402.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31409XQX0 2036-03-01 6.174 6.174 17000000.00 179317.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AJK49 2054-08-01 6.280 6.280 5474640.00 5019642.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ATW77 2055-02-01 4.767 4.767 1155600.00 1149947.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BFYB5 2055-07-01 5.668 5.668 25839232.00 26129120.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HTS59 2034-05-01 3.339 3.339 4000000.00 3598519.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J2UD6 2041-02-01 1.980 1.980 2399232.00 1603114.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JBCG9 2042-07-01 6.836 6.836 1680000.00 508017.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JBP67 2031-09-01 1.748 1.748 249024000.00 205652298.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140K52J5 2049-03-01 4.261 4.261 1278000.00 562424.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KEG44 2050-07-01 2.279 2.279 2000000.00 806037.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LDW70 2041-10-01 2.310 2.310 4854000.00 3342828.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LKRK1 2033-05-01 4.415 4.415 53505400.00 52784102.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LXFJ9 2052-08-01 4.091 4.091 65000.00 46976.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M6FS7 2054-06-01 5.498 5.498 1065490.00 1018687.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NHNB0 2054-01-01 6.451 6.451 25967744.00 19406135.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NUYH6 2034-04-01 4.929 4.929 6526999.00 6626688.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NWWQ4 2034-11-01 4.780 4.780 18363800.00 18439593.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NWZL2 2034-12-01 5.200 5.200 52066000.00 53465759.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NX4S9 2035-04-01 4.580 4.580 5640000.00 5550260.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NYPE5 2030-06-01 4.370 4.370 80336000.00 80484594.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31416BL30 2038-05-01 6.331 6.331 80018304.00 979307.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31416BZA9 2039-02-01 6.900 6.900 28871104.00 341660.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142BNX90 2054-01-01 6.625 6.625 10522176.00 7152055.02 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MORGAN WEALTH MANAGEMENT J.P. 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Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FEC7 2054-11-01 5.000 5.000 39093376.00 36505116.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FEF0 2039-11-01 4.000 4.000 20593280.00 18575787.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FEJ2 2039-11-01 5.500 5.500 1800222.00 1544039.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FEM5 2044-11-01 5.000 5.000 346500.00 309019.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FF93 2040-01-01 5.500 5.500 137000.00 118908.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FFN2 2054-11-01 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Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FLE5 2045-04-01 6.500 6.500 57206.00 58830.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FLN5 2055-06-01 4.000 4.000 1634498.00 1505347.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FLZ8 2045-05-01 6.500 6.500 25430.00 26334.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FMG9 2055-07-01 4.500 4.500 2491364.00 2361580.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FMX2 2040-07-01 6.000 6.000 4350816.00 4431066.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418FNF0 2055-07-01 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Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425UQK4 2054-11-01 5.000 5.000 1495266.00 1361006.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425VFM0 2054-12-01 5.500 5.500 1149456.00 1151040.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425VFY4 2054-11-01 5.500 5.500 1398922.00 1396023.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425VSC8 2054-12-01 5.500 5.500 3680130.00 3649768.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425XKP3 2055-01-01 5.500 5.500 4896064.00 4505088.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31425YXW2 2055-01-01 6.500 6.500 14330560.00 13877312.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426A5C8 2055-01-01 5.500 5.500 1268942.00 1273435.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426BMG8 2055-02-01 5.500 5.500 4196776.00 3666946.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426BNH5 2055-01-01 5.500 5.500 1650274.00 1641403.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426BRV0 2055-02-01 5.500 5.500 2734340.00 2621357.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426CTS3 2055-02-01 6.000 6.000 10057560.00 8934205.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426D2Q4 2055-03-01 5.500 5.500 3488728.00 3184585.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426FQT7 2055-03-01 5.500 5.500 2640180.00 2640146.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426GH81 2055-03-01 5.500 5.500 2255516.00 2247666.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426GNX9 2055-04-01 5.500 5.500 606452.00 604579.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426HAA1 2055-04-01 5.500 5.500 7004320.00 6981073.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426HAD5 2055-03-01 5.500 5.500 1041050.00 1037547.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426J5V7 2055-04-01 5.500 5.500 6506080.00 6480238.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426JDJ5 2055-04-01 5.500 5.500 1343458.00 1339979.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426JL23 2055-04-01 6.000 6.000 40861760.00 40142479.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426JQE2 2055-04-01 5.500 5.500 6638376.00 6533269.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426JQG7 2055-04-01 5.500 5.500 1230478.00 951113.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426KB70 2055-04-01 5.500 5.500 1349890.00 1346116.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426MKB7 2055-04-01 5.500 5.500 1701826.00 1698557.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426NVK3 2055-06-01 5.500 5.500 1917426.00 1916157.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426PU45 2055-06-01 6.000 6.000 1806000.00 1858441.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426PUG8 2055-06-01 6.000 6.000 1312858.00 1357909.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426QKQ5 2055-06-01 6.500 6.500 1501920.00 1565860.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426R4Q1 2055-07-01 5.500 5.500 1855742.00 1861794.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426RCX7 2055-06-01 5.500 5.500 2348150.00 2335477.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SAR0 2055-07-01 6.000 6.000 1501300.00 1547248.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SGR4 2055-07-01 6.000 6.000 1000632.00 1036305.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SKW8 2055-07-01 6.000 6.000 1123650.00 1156875.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SKY4 2055-06-01 6.000 6.000 1186150.00 1214250.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SPM5 2055-07-01 6.500 6.500 4412832.00 4577429.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SY45 2055-07-01 6.000 6.000 2604216.00 2674815.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SYD5 2055-07-01 5.500 5.500 1140674.00 1140691.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426SYM5 2055-07-01 5.500 5.500 6528680.00 6534029.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TEG8 2055-07-01 6.000 6.000 1072667.00 1094445.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TEL7 2055-06-01 4.500 4.500 1109114.00 1062753.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TER4 2055-07-01 6.000 6.000 2156450.00 2217363.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B7VG0 2052-04-01 3.500 3.500 5119104.00 3867854.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B8CK0 2052-03-01 3.000 3.000 2253656.00 1485245.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B9FW9 2052-04-01 3.000 3.000 320981.00 232713.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B9M92 2052-04-01 3.000 3.000 2985460.00 2279359.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B9WV2 2052-04-01 3.000 3.000 2612196.00 2062820.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133B9YC2 2052-04-01 3.000 3.000 5017010.00 3996996.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BAFU0 2052-04-01 3.500 3.500 7170400.00 4926154.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BB5T2 2052-04-01 3.000 3.000 3549856.00 2155701.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BB5U9 2052-05-01 3.500 3.500 3228048.00 2238361.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BBG52 2052-05-01 2.500 2.500 12955920.00 8515708.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BBSQ3 2052-05-01 3.000 3.000 5745632.00 4413213.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BCM53 2052-05-01 3.000 3.000 1899888.00 1435902.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BDP41 2052-06-01 3.000 3.000 32930816.00 25001280.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BE3D3 2052-05-01 3.000 3.000 3477368.00 2776931.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BH4E3 2052-08-01 3.000 3.000 1248304.00 758788.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BMFU4 2052-09-01 3.000 3.000 17788928.00 13462817.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BN6G3 2052-10-01 3.000 3.000 4157392.00 3259581.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BNH48 2052-09-01 4.000 4.000 1497656.00 996732.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BSCK6 2052-12-01 3.000 3.000 2453656.00 1842836.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BUJB4 2053-01-01 3.000 3.000 1084308.00 887250.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133BUMX2 2052-11-01 5.000 5.000 1661840.00 1358694.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CEMB5 2053-09-01 5.500 5.500 46393000.00 40956512.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CKNN4 2053-12-01 3.500 3.500 7064688.00 5984994.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CLU79 2054-01-01 8.000 8.000 11488912.00 5792214.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CQJ30 2054-07-01 6.500 6.500 1160378.00 1146757.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CRCX9 2054-07-01 5.500 5.500 4017080.00 3695659.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CRRV7 2054-08-01 5.500 5.500 4581872.00 4232628.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CRZ48 2054-08-01 6.500 6.500 10094704.00 8158604.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CT5N5 2054-09-01 5.500 5.500 2252148.00 2000203.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TEY9 2055-07-01 5.500 5.500 1353750.00 1354021.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TJ24 2055-07-01 5.500 5.500 1168100.00 1168334.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31426TJB4 2055-07-01 5.500 5.500 1174388.00 1174623.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427M7A3 2054-04-01 5.000 5.000 2530000.00 2414989.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427MGT2 2054-12-01 5.000 5.000 16899200.00 15944870.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427MLM1 2055-02-01 5.500 5.500 3194000.00 3139022.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427MWD9 2052-07-01 3.000 3.000 2183504.00 1845542.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427MWK3 2055-02-01 5.500 5.500 14597664.00 14287209.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427NRS0 2054-12-01 3.500 3.500 4130096.00 3648326.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427PBZ6 2055-07-01 6.000 6.000 105627392.00 107966299.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31427PFY5 2055-08-01 6.500 6.500 127411200.00 133318832.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142BBDD9 2055-05-01 6.004 6.004 6688990.00 6806764.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142BNYF5 2054-02-01 6.490 6.490 5669232.00 5472361.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142GT7L4 2055-02-01 3.000 3.000 2605116.00 2218950.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142GTL53 2054-12-01 6.000 6.000 21207000.00 20611358.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142GUQW6 2055-01-01 5.500 5.500 4096664.00 3996464.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142J6A29 2055-07-01 4.000 4.000 11844160.00 10963155.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142J6AT0 2055-06-01 3.500 3.500 15213216.00 13538809.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142J6AY9 2055-05-01 5.500 5.500 26297360.00 25961936.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142J6BE2 2055-07-01 3.500 3.500 20185056.00 18131986.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142J6BF9 2055-07-01 4.000 4.000 7275952.00 6743653.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3142JCAP5 2040-07-01 3.500 3.500 541029.00 518227.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CULN4 2054-09-01 5.500 5.500 1023296.00 999892.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CUMA1 2054-09-01 5.500 5.500 7589456.00 6727599.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CVN42 2054-09-01 5.500 5.500 3777160.00 3722479.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CVZK3 2054-10-01 4.500 4.500 3690168.00 3480038.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CWGK2 2054-10-01 5.500 5.500 2716016.00 2360739.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133CYPG7 2054-11-01 4.000 4.000 1703022.00 1540218.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133D17J2 2054-12-01 5.500 5.500 488918.00 444741.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133D1WF2 2054-11-01 4.500 4.500 1785306.00 1446243.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133D2BA4 2054-12-01 6.000 6.000 2262920.00 2242064.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133KK4S5 2051-01-01 2.000 2.000 2973896.00 1700808.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133KMQW8 2051-09-01 2.500 2.500 2701304.00 1652937.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133KNR39 2052-02-01 3.000 3.000 8712304.00 6260431.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133KNV67 2052-03-01 2.500 2.500 2106360.00 1396753.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133KPME5 2052-06-01 4.500 4.500 865000.00 672113.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133WNDR8 2040-06-01 5.500 5.500 1713050.00 1722785.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133WNEG1 2040-06-01 6.000 6.000 1715160.00 1766222.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3133WNJG6 2040-07-01 6.000 6.000 1317794.00 1362323.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ME4U7 2045-05-01 5.000 5.000 2414656.00 2403742.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MEA22 2052-06-01 3.000 3.000 2024472.00 1570575.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MJ7E9 2052-04-01 3.500 3.500 1350522.00 1077423.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MJ7H2 2052-04-01 3.500 3.500 100000.00 58045.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MJF83 2052-04-01 3.500 3.500 42000.00 23487.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MLR51 2038-06-01 3.000 3.000 169757.00 134819.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MM5R5 2052-09-01 4.500 4.500 127800.00 99232.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MRAU1 2052-07-01 4.000 4.000 1768074.00 1202073.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSJD8 2052-09-01 5.000 5.000 119160160.00 91059180.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSJV8 2037-09-01 3.000 3.000 2323840.00 1644593.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSKH7 2052-09-01 3.000 3.000 4129256.00 3345853.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSNL5 2052-10-01 4.000 4.000 84067.00 64684.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31368HM42 2037-05-01 5.500 5.500 6500000.00 38555.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31371MNG8 2035-12-01 6.000 6.000 80173310.00 176710.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31374CRL2 2041-05-01 4.500 4.500 2000000.00 347991.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31374CSH0 2042-07-25 4.000 4.000 2004204.00 1531927.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31381JSS2 2036-01-01 6.615 6.615 5649472.00 477747.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EKLG8 2042-12-01 3.500 3.500 500000.00 62999.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EP3B8 2045-05-01 4.000 4.000 3300000.00 567851.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EPA20 2036-12-01 6.500 6.500 1900000.00 113850.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EPK94 2045-04-01 4.500 4.500 2164448.00 369620.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EQJ86 2045-10-01 3.500 3.500 193000.00 15701.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRTG8 2053-03-01 4.500 4.500 127090.00 99735.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRUP6 2053-03-01 5.500 5.500 1000000.00 850584.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRVE0 2053-04-01 4.000 4.000 3943728.00 3305718.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRVW0 2043-04-01 6.500 6.500 1032440.00 554241.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRVY6 2053-04-01 4.500 4.500 1385688.00 1052977.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities 984500653R409CC5AB28 3140AV2H3 2055-01-01 6.500 6.500 1206160.00 1246960.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AVFS5 2044-11-01 4.500 4.500 1347774.00 1288109.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AVRK9 2054-12-01 5.500 5.500 1283704.00 1280347.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AVRS2 2054-12-01 6.000 6.000 2992512.00 3010377.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AVSA0 2054-12-01 5.000 5.000 2059472.00 2002427.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AVUU3 2054-12-01 5.000 5.000 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Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWF38 2054-12-01 4.500 4.500 1028448.00 881892.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWGX1 2054-12-01 4.500 4.500 1306812.00 1244671.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWJS9 2055-01-01 5.500 5.500 15195488.00 14954848.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWKL2 2055-01-01 6.000 6.000 47010240.00 44583395.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUH90 2054-04-01 6.500 6.500 600000.00 546523.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUJV9 2054-04-01 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National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0GH2 2053-03-01 5.500 5.500 44791552.00 42345626.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0KT1 2055-01-01 4.500 4.500 28501600.00 26754868.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0P41 2054-11-01 3.500 3.500 54478720.00 47403580.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0PZ2 2052-08-01 3.500 3.500 7951400.00 6882541.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0XP5 2055-01-01 6.000 6.000 90000.00 84804.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKQZ4 2041-05-01 2.500 2.500 4426008.00 2658822.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKTE8 2051-05-01 3.500 3.500 4949520.00 2378120.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKTU2 2051-03-01 4.500 4.500 1266350.00 614835.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKVG0 2051-05-01 3.000 3.000 1300000.00 885238.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKY93 2051-06-01 3.000 3.000 1300000.00 768350.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Securities 984500653R409CC5AB28 3140QMKN3 2051-11-01 3.500 3.500 6396072.00 3907442.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31288AV51 2032-10-01 6.000 6.000 14451408.00 331115.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MMVX8 2032-01-01 2.000 2.000 111178.00 19923.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31292JBH2 2034-05-01 5.500 5.500 33086656.00 380031.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3131Y1FY1 2048-05-01 5.000 5.000 3483860.00 129744.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3131Y1LD0 2048-05-01 4.000 4.000 665711.00 113765.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3131YBGH5 2049-04-01 3.500 3.500 43079488.00 10161482.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31322YZJ3 2044-10-01 3.500 3.500 1680000.00 89070.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132CW6C3 2037-06-01 2.500 2.500 421000.00 299290.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132CWKK9 2035-01-01 2.500 2.500 827000.00 258193.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132CXBT8 2037-02-01 2.000 2.000 8000.00 5703.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132D9L28 2042-05-01 2.000 2.000 1000000.00 703242.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DM5Y7 2051-12-01 3.000 3.000 278000.00 196852.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DNF32 2052-06-01 3.500 3.500 434000.00 307613.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DNJ95 2052-06-01 3.500 3.500 1525636.00 1213187.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DNQ30 2052-03-01 3.000 3.000 17144672.00 12857373.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DNRJ4 2052-07-01 3.000 3.000 2096080.00 1466890.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DNRN5 2052-06-01 3.500 3.500 1081144.00 857218.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DPT32 2052-07-01 3.500 3.500 1059788.00 843571.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DQVR4 2052-08-01 3.500 3.500 1822078.00 1473660.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DQXY7 2053-07-01 5.500 5.500 1180000.00 981590.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DSAW2 2052-09-01 3.500 3.500 4364624.00 3607373.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DSB27 2054-01-01 4.500 4.500 38972000.00 33364407.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DSCU4 2053-12-01 3.500 3.500 15800432.00 13286607.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DSPD8 2054-02-01 7.000 7.000 21413000.00 18408739.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DT3L2 2052-06-01 3.000 3.000 69616512.00 56771280.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMP65 2036-11-01 2.500 2.500 417352.00 246408.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMPS7 2036-11-01 2.000 2.000 200000.00 118481.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMQZ0 2051-11-01 3.000 3.000 3567180.00 2345722.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMT53 2051-12-01 2.500 2.500 200814.00 126068.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMZ56 2042-01-01 2.000 2.000 7000000.00 4488776.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMZK3 2052-01-01 3.000 3.000 50156960.00 33926011.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMZW7 2052-01-01 3.000 3.000 358000.00 251187.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QN2T8 2052-05-01 3.500 3.500 9037424.00 7258332.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QN3W0 2052-05-01 4.000 4.000 264000.00 191704.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNGZ9 2051-11-01 3.500 3.500 1078018.00 566125.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNJZ6 2037-02-01 2.500 2.500 45000.00 27217.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNQ54 2052-03-01 3.500 3.500 200000.00 134152.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNUB6 2052-04-01 3.000 3.000 2934690.00 1914075.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNUZ3 2047-04-01 2.500 2.500 13223024.00 9286023.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNV25 2052-04-01 3.500 3.500 2788000.00 2024583.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNVR0 2042-04-01 2.000 2.000 1429522.00 830414.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNWL2 2052-04-01 2.500 2.500 2000000.00 1345925.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNYW6 2037-05-01 3.000 3.000 110000.00 67958.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QNYY2 2052-04-01 3.500 3.500 215000.00 149293.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QP2N6 2052-08-01 4.000 4.000 291135.00 220390.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QP2R7 2052-08-01 4.500 4.500 5000000.00 3988879.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QP3A3 2052-08-01 4.500 4.500 776544.00 602422.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QP3W5 2052-08-01 5.500 5.500 1538000.00 1165404.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QP4C8 2052-08-01 5.500 5.500 200000.00 139141.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPAM9 2052-05-01 4.000 4.000 382567.00 282928.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPAY3 2052-05-01 4.000 4.000 23000.00 16082.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPFA0 2052-05-01 3.500 3.500 253600.00 180617.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPH59 2052-06-01 4.000 4.000 770000.00 558128.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPJ24 2052-06-01 5.000 5.000 200000.00 140816.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPKK2 2052-06-01 3.500 3.500 186000.00 139024.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPKQ9 2052-06-01 3.500 3.500 32000000.00 23467952.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPMW4 2037-06-01 4.000 4.000 253157.00 153889.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPPP6 2052-07-01 4.500 4.500 3765000.00 2852409.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPPS0 2052-07-01 4.500 4.500 471169.00 373429.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X3CE6 2040-02-01 3.500 3.500 1500000.00 545677.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X3CH9 2040-02-01 3.500 3.500 700000.00 214566.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X44A1 2044-10-01 3.000 3.000 3000000.00 391222.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4KN5 2049-07-01 3.500 3.500 22315200.00 6918293.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4MM5 2049-07-01 4.500 4.500 22047744.00 3421416.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4PB6 2048-10-01 4.000 4.000 55000.00 11066.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4TQ9 2049-04-01 4.500 4.500 1000000.00 168158.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4UK0 2049-08-01 3.500 3.500 18000000.00 4559454.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4VG8 2049-09-01 3.000 3.000 502432.00 210276.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X54P5 2050-03-01 2.500 2.500 613000.00 226313.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X56L2 2050-03-01 4.000 4.000 215000.00 48598.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X57C1 2050-01-01 2.500 2.500 333879.00 75373.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5CX9 2048-10-01 3.500 3.500 310000.00 47024.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5H89 2046-12-01 3.500 3.500 100000.00 20870.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5LS0 2039-12-01 3.500 3.500 100000.00 26599.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5SZ7 2040-06-01 6.500 6.500 3104612.00 1021752.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5UC5 2050-01-01 4.500 4.500 13104544.00 1996370.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5VM2 2050-02-01 3.000 3.000 1509368.00 740237.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X5X65 2035-03-01 2.500 2.500 32000.00 9604.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X6MH1 2040-03-01 3.500 3.500 4531424.00 1869394.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X6PH8 2038-03-01 2.500 2.500 4500000.00 1150319.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X6S93 2050-02-01 3.500 3.500 962150.00 214706.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X72X6 2050-09-01 3.500 3.500 6273960.00 2446213.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7CA5 2049-03-01 4.000 4.000 3968000.00 609976.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7CB3 2049-09-01 4.000 4.000 62710720.00 9243524.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7JS9 2049-07-01 4.500 4.500 10665152.00 2730432.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7MF3 2050-03-01 5.000 5.000 600000.00 105896.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7RS0 2050-07-01 3.000 3.000 4079630.00 1873372.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7WF2 2050-09-01 2.500 2.500 1000000.00 450424.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7WY1 2035-09-01 2.000 2.000 300000.00 129531.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X7ZW2 2035-09-01 2.500 2.500 100000.00 31766.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X86E2 2035-12-01 1.500 1.500 1750000.00 800599.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X8HU4 2035-03-01 4.000 4.000 1419000.00 394117.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X8LG0 2040-11-01 2.000 2.000 1000000.00 438291.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWR84 2054-11-01 4.500 4.500 2401020.00 2271148.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWZU6 2055-01-01 5.500 5.500 100000.00 99526.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AX5S2 2055-02-01 5.500 5.500 2888360.00 2874884.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXA31 2055-02-01 5.500 5.500 300000.00 252588.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXH42 2039-12-01 5.000 5.000 2121964.00 2013783.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXM53 2055-01-01 6.000 6.000 1143456.00 1161718.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXQM2 2054-11-01 5.000 5.000 1180792.00 1152622.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXUH8 2055-01-01 6.500 6.500 7070730.00 6546652.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AXYW1 2055-01-01 4.500 4.500 1904038.00 1809211.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B07H5 2055-01-01 5.500 5.500 1319906.00 1334052.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B0HJ0 2055-03-01 4.500 4.500 1076610.00 1025382.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B0QE1 2055-02-01 5.000 5.000 1447332.00 1403709.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B0S58 2055-02-01 5.500 5.500 11914224.00 11970240.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B0TU2 2055-03-01 5.500 5.500 10277808.00 9820208.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B2N91 2055-02-01 5.000 5.000 1967858.00 1913299.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B2SC9 2055-02-01 4.500 4.500 1300440.00 1034221.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B2T53 2055-02-01 7.000 7.000 1360552.00 1440817.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B2UB8 2040-04-01 5.500 5.500 1568998.00 1584375.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B3CE0 2055-05-01 5.000 5.000 2076604.00 2025018.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B3EQ1 2055-07-01 5.500 5.500 1492982.00 1507227.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B3U42 2055-02-01 6.000 6.000 430921.00 424389.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4DQ0 2055-03-01 4.500 4.500 1483036.00 1409295.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4EP1 2055-02-01 4.500 4.500 1039528.00 964953.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4FR6 2040-03-01 5.500 5.500 1055880.00 1042079.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4PU8 2055-03-01 5.500 5.500 9366976.00 9413984.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B4XU9 2055-03-01 6.000 6.000 4965280.00 5036873.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B55J2 2055-03-01 6.500 6.500 2062108.00 2144722.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140B55T0 2055-04-01 5.500 5.500 4711520.00 4692400.33 Agency Mortgage-Backed Securities Federal 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Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BAXM3 2055-07-01 5.500 5.500 1205008.00 1205174.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BCWL2 2055-05-01 5.314 5.314 6249768.00 6139562.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BDCT5 2055-06-01 6.000 6.000 23887072.00 24315205.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BEAA6 2055-06-01 6.500 6.500 1369950.00 1444665.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BFX83 2055-07-01 5.238 5.238 10075808.00 10114051.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BHBE0 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National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140BJUC9 2040-07-01 6.000 6.000 2276268.00 2354655.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140F9VK8 2047-05-01 3.500 3.500 565000.00 146565.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXYD8 2052-08-01 3.500 3.500 2205228.00 1521883.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HEAS1 2048-07-01 5.000 5.000 85000.00 7742.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HFGB9 2048-04-01 4.500 4.500 100229.00 6665.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HFN88 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National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HTXX2 2034-05-01 3.589 3.589 1000000.00 829781.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HXNK2 2032-02-01 2.540 2.540 2113000.00 1886210.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HXWE6 2035-03-01 2.509 2.509 3000000.00 2531372.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J76R1 2030-09-01 3.000 3.000 5000000.00 413091.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J95R8 2045-09-01 4.500 4.500 116439040.00 32151866.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LMCW7 2030-12-01 5.450 5.450 8011000.00 8370442.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M7CC3 2055-01-01 4.500 4.500 149989.00 141964.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M83M9 2051-12-01 2.000 2.000 25000.00 15299.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ME4W3 2055-07-01 6.000 6.000 47422208.00 48998755.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MEW28 2045-05-01 6.000 6.000 1282038.00 1287374.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XREF8 2054-01-01 4.500 4.500 5268420.00 4542579.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XRMW2 2054-10-01 6.500 6.500 2466608.00 2230241.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XRPQ2 2054-10-01 4.500 4.500 35386048.00 32419785.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XRRH0 2037-08-01 1.500 1.500 37692800.00 30731653.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XRW92 2054-11-01 5.500 5.500 1332000.00 1305885.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133W9WX5 2054-04-01 5.500 5.500 2256000.00 2109474.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WAGZ5 2054-04-01 6.500 6.500 1215700.00 1086842.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WAQ84 2054-04-01 5.500 5.500 1279500.00 1165631.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WBEN2 2054-04-01 5.000 5.000 1074100.00 968639.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WCQ31 2054-05-01 6.000 6.000 1354900.00 1201591.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WDSY9 2054-06-01 6.000 6.000 1085900.00 1027304.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WEAY6 2054-06-01 6.000 6.000 20812900.00 18762775.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WEPD6 2054-06-01 5.500 5.500 4343000.00 3764784.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WFG50 2054-06-01 5.500 5.500 1067200.00 935852.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3133WFU62 2054-07-01 6.000 6.000 1197600.00 1020842.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3138LCT54 2026-01-01 3.100 3.100 51497500.00 51208616.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A6BN5 2053-12-01 6.500 6.500 1085500.00 957063.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A6WD4 2054-05-01 6.000 6.000 2594500.00 2281619.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A7XF6 2054-02-01 6.500 6.500 3048100.00 2644963.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A8BF8 2054-02-01 6.000 6.000 1107600.00 995097.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A8XR8 2054-03-01 5.500 5.500 1589700.00 1359946.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A8YA4 2054-03-01 6.000 6.000 1702400.00 1571456.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A93Y4 2054-04-01 5.500 5.500 2230400.00 1999921.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140A9PD6 2054-03-01 6.000 6.000 1108100.00 959457.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AA5F0 2054-04-01 5.000 5.000 1016700.00 879601.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AAEP8 2054-04-01 5.500 5.500 224700.00 214628.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AAEW3 2054-04-01 5.500 5.500 1379000.00 1244512.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AALW5 2054-04-01 5.500 5.500 1032900.00 951430.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AAMT1 2054-04-01 5.000 5.000 1008400.00 864717.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ABLX1 2054-06-01 6.000 6.000 971100.00 912493.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ABNM3 2054-04-01 5.500 5.500 8347887.00 7545091.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ABQB4 2054-05-01 6.000 6.000 1048700.00 930612.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFES1 2054-06-01 6.000 6.000 1000400.00 860775.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFFE1 2054-05-01 5.500 5.500 1349700.00 1162668.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHVV1 2054-08-01 5.500 5.500 1037200.00 1008920.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHVZ2 2054-08-01 5.500 5.500 9401600.00 9312316.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AJJK5 2054-07-01 7.000 7.000 1410002.00 1287131.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140APST2 2054-10-01 5.000 5.000 1974800.00 1827543.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140APV27 2054-09-01 5.000 5.000 1124900.00 1088749.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AQGR7 2054-09-01 6.500 6.500 2607200.00 2451765.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ARW22 2054-11-01 4.500 4.500 71590.00 66762.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AS4R6 2054-10-01 5.000 5.000 4310200.00 4172961.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AVK75 2055-01-01 6.000 6.000 3978600.00 3857979.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AVUD1 2054-12-01 5.500 5.500 49802000.00 46598760.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AWYT0 2054-12-01 5.000 5.000 556600.00 518430.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B0CN6 2055-01-01 6.000 6.000 2927500.00 2787536.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B0NX2 2055-01-01 5.500 5.500 1699187.00 1564721.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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541615.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B6XC4 2055-05-01 5.500 5.500 2023000.00 2019238.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B72S1 2055-04-01 4.500 4.500 1369582.00 1302715.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B7XC2 2055-04-01 5.000 5.000 34400.00 33503.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B7Y56 2055-04-01 6.000 6.000 1878800.00 1682374.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B9AR0 2055-04-01 6.000 6.000 3559400.00 3045960.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-07 2025-08-07 2025-08-07 N N N 0.0424 3000000000.00 3000000000.00 0.0209 N N Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 4.2800 BYM5UA095 ES7IP3U3RHIGC71XBU11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RJ9 2044-11-15 3.000 3.000 3373500.00 2579162.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128286S4 2026-04-30 2.375 2.375 850100.00 843399.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828U24 2026-11-15 2.000 2.000 500.00 488.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828ZE3 2027-03-31 0.625 0.625 9000.00 8535.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBH3 2026-01-31 0.375 0.375 386400.00 378857.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCH2 2028-06-30 1.250 1.250 4488700.00 4169512.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCZ2 2026-09-30 0.875 0.875 561800.00 542826.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDQ1 2026-12-31 1.250 1.250 298700.00 287562.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDY4 2032-02-15 1.875 1.875 2799900.00 2464427.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEF4 2027-03-31 2.500 2.500 15090000.00 14855868.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEN7 2027-04-30 2.750 2.750 3514000.00 3465626.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFL0 2029-09-30 3.875 3.875 1298300.00 1311958.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGC9 2027-12-31 3.875 3.875 16646100.00 16688119.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGJ4 2030-01-31 3.500 3.500 280000.00 274836.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGS4 2030-03-31 3.625 3.625 10481700.00 10459304.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKT7 2029-05-31 4.500 4.500 5883200.00 6047488.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLH2 2026-08-31 3.750 3.750 140100.00 141687.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLM1 2031-09-30 3.625 3.625 76464100.00 75476438.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLU3 2031-10-31 4.125 4.125 13710300.00 13871978.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLV1 2029-10-15 1.625 1.625 60528000.00 62960253.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMG3 2030-01-31 4.250 4.250 4662300.00 4720019.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMK4 2032-01-31 4.375 4.375 16964400.00 17207669.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMS7 2028-03-15 3.875 3.875 19395900.00 19671733.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMT5 2032-03-31 4.125 4.125 10688400.00 10831624.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMV0 2027-03-31 3.875 3.875 2502800.00 2530347.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CNA5 2032-04-30 4.000 4.000 20000000.00 20036800.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CNM9 2028-07-15 3.875 3.875 359275800.00 359768289.15 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DUUG0 2054-10-01 6.000 6.000 64920873.00 63881250.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWMS9 2054-10-01 5.500 5.500 149561773.00 137651873.18 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWNH2 2055-01-01 5.000 5.000 88581016.00 83280895.75 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5J64 2041-01-25 2.329 2.329 5984958.00 2140646.40 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QEJY9 2050-08-01 2.500 2.500 72294349.00 30358813.20 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QFCB3 2050-10-01 2.000 2.000 201655701.00 104082176.29 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QFH36 2050-10-01 2.000 2.000 122424906.00 64622042.77 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QFRD3 2050-11-01 2.000 2.000 143637638.00 75867568.64 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QFSG5 2050-11-01 2.000 2.000 226408301.00 135797208.75 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QHGT6 2051-02-01 2.000 2.000 206734261.00 113637278.98 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179WFH6 2051-05-20 3.000 3.000 400000.00 195576.57 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618KMP74 2055-06-20 7.000 7.000 7321.00 7741.73 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618L1U99 2065-04-20 6.500 6.500 17804555.00 18283247.48 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618L2V39 2065-05-20 7.000 7.000 15426660.00 15821752.80 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618L5J44 2055-06-20 6.500 6.500 2279764.00 2379756.04 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618NMPJ5 2065-03-20 7.000 7.000 2737415.00 2834500.83 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381PB77 2054-03-20 5.000 5.000 2306495.00 2307174.64 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381PB85 2053-02-20 5.000 5.000 23357638.00 23426418.45 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381PC35 2055-07-20 5.000 5.000 3296155.00 3243873.58 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381PT86 2055-07-20 5.450 5.450 169486772.00 173137225.21 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383X4J0 2053-04-20 5.197 5.197 8800000.00 8169345.99 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384JR89 2054-02-20 5.547 5.547 50000000.00 30849088.25 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MLB1 2054-04-20 5.447 5.447 20100000.00 12395745.37 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NDQ5 2054-04-20 5.497 5.497 40100000.00 23319980.63 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NDY8 2054-04-20 5.547 5.547 49863800.00 34614080.96 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PTS9 2054-06-20 5.497 5.497 4992247.00 4816250.37 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384X3D3 2054-11-20 5.597 5.597 3474433.00 3447447.44 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XP23 2054-11-20 5.597 5.597 48257800.00 47554484.06 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XW58 2054-11-20 5.547 5.547 50000000.00 48476792.32 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XZQ9 2054-11-20 5.547 5.547 1021632.00 996457.35 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385BDE7 2054-12-20 5.497 5.497 23000000.00 22333521.98 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385CKF4 2055-01-20 5.647 5.647 70615940.00 69455450.01 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385DFZ4 2065-02-20 5.547 5.547 35386000.00 33186794.46 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385ECN2 2055-03-20 5.547 5.547 25000000.00 24687220.51 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GKL2 2055-05-20 5.497 5.497 3900.00 3886.00 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GXW4 2055-05-20 5.000 5.000 1000000.00 962965.66 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GXX2 2055-05-20 5.000 5.000 1000000.00 962965.66 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GXY0 2055-05-20 5.000 5.000 1000000.00 962965.66 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2025-08-07 2025-08-07 2025-08-07 N N N 0.0428 2000000000.00 2000000000.00 0.0140 N N Y N - N/A - SMBC NIKKO SECURITIES INC SMBC NIKKO SECURITIES INC 4.3700 BYM620161 5493001KJTIIGC8Y1R12 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QGZS9 2051-02-01 2.000 2.000 1000.00 540.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QHGT6 2051-02-01 2.000 2.000 1000.00 549.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QHJ89 2051-02-01 2.500 2.500 419425.00 232472.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QK4N5 2051-06-01 2.000 2.000 21996031.00 13070651.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QKJ82 2051-04-01 1.500 1.500 7502920.00 4207686.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QKKA5 2046-04-01 2.000 2.000 1000.00 628.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QKRY6 2051-05-01 2.000 2.000 55000.00 32789.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QMQ56 2051-12-01 2.500 2.500 2000.00 1296.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QN3E0 2052-05-01 3.000 3.000 1000.00 718.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QNB68 2052-02-01 3.500 3.500 1000.00 666.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QNCJ9 2052-02-01 2.000 2.000 1000.00 628.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QNHE5 2052-02-01 2.500 2.500 100000.00 68881.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QNL75 2052-03-01 2.500 2.500 26000.00 17774.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QPKK2 2052-06-01 3.500 3.500 1000.00 747.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QPSA6 2052-07-01 3.500 3.500 1000.00 731.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QQBZ7 2052-09-01 4.500 4.500 1000.00 802.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QQFD2 2052-09-01 4.000 4.000 26218534.00 19530746.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QQK38 2052-10-01 5.000 5.000 60850346.00 47781100.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QQN84 2052-10-01 5.500 5.500 1000.00 847.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QRJJ3 2053-02-01 4.000 4.000 1000.00 818.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QRXD0 2053-04-01 5.500 5.500 14166792.00 11351318.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QS3M1 2053-09-01 5.500 5.500 19055709.00 16432271.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSGT2 2053-06-01 4.500 4.500 1000.00 868.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QST76 2053-08-01 6.000 6.000 2811232.00 2396928.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSU66 2053-08-01 5.000 5.000 20750909.00 17622311.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSZP9 2053-09-01 5.500 5.500 27194790.00 22770867.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QT3W7 2054-02-01 6.500 6.500 15005300.00 13300566.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QU2C9 2054-07-01 6.500 6.500 1159.00 1083.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUAC0 2054-02-01 5.500 5.500 1000.00 976.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUTN6 2054-06-01 4.500 4.500 1000.00 895.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QV2Z6 2055-01-01 5.500 5.500 23927040.00 23565445.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVAQ7 2054-08-01 6.000 6.000 5675455.00 5403416.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVG57 2054-09-01 6.000 6.000 23410048.00 22848827.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVVY7 2054-12-01 4.500 4.500 5000.00 4634.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVW75 2054-12-01 5.500 5.500 7345295.00 6908224.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 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Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W0RT4 2055-01-01 4.500 4.500 10906374.00 10119068.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W0TW5 2054-05-01 5.500 5.500 699123.00 677787.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1CZ4 2055-03-01 6.000 6.000 934830.00 917269.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1HC0 2055-03-01 4.500 4.500 21290714.00 20145606.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1KD4 2052-08-01 3.500 3.500 26903371.00 23163335.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1R88 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National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W2RL7 2052-06-01 4.000 4.000 25686292.00 24167007.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X4DF0 2048-11-01 3.500 3.500 303000.00 44048.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X5MV2 2049-07-01 4.000 4.000 108063.00 30734.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X8DW4 2049-05-01 3.500 3.500 8271751.00 2149331.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X8VV6 2050-09-01 3.500 3.500 6000.00 1408.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X8X36 2050-03-01 3.500 3.500 6000.00 1684.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X92S3 2051-03-01 2.000 2.000 1100000.00 553933.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X9L86 2050-08-01 4.000 4.000 2000.00 485.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X9LS2 2050-12-01 4.000 4.000 1000.00 431.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XAGG1 2051-03-01 2.000 2.000 1000.00 524.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XAW32 2051-04-01 2.500 2.500 1000.00 617.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XBT83 2036-07-01 2.000 2.000 33000.00 19595.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XFNJ6 2052-01-01 2.500 2.500 6000.00 4119.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XFTV3 2051-06-01 3.000 3.000 1000.00 591.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XFVE8 2052-02-01 2.000 2.000 1000.00 608.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XG2L2 2052-04-01 4.000 4.000 21731552.00 15789542.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XG2P3 2047-03-01 2.000 2.000 1000.00 674.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGFK0 2051-12-01 2.000 2.000 6016444.00 3905926.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGNF2 2052-03-01 3.000 3.000 1000.00 644.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGY45 2051-09-01 2.500 2.500 521359.00 360780.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGY52 2051-02-01 2.500 2.500 200000.00 130174.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGY60 2051-08-01 2.500 2.500 9425000.00 6172582.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGZM4 2052-04-01 4.000 4.000 16374912.00 10912679.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XH5X1 2052-07-01 4.500 4.500 176000.00 134489.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHB71 2037-05-01 3.000 3.000 9000.00 5547.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHBM8 2052-05-01 4.000 4.000 11069088.00 7880070.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHEW3 2052-05-01 4.000 4.000 136000.00 103840.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHFS1 2051-08-01 4.000 4.000 164000.00 109713.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHFU6 2052-03-01 2.500 2.500 5058624.00 3548733.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHH42 2051-02-01 4.000 4.000 244000.00 157673.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHLY1 2052-06-01 3.500 3.500 36000.00 25355.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHLZ8 2052-06-01 3.500 3.500 185000.00 134191.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHSC2 2052-02-01 2.500 2.500 800000.00 496002.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHXT9 2052-08-01 5.000 5.000 400000.00 301074.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHY92 2052-08-01 2.500 2.500 99000.00 68007.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHYK7 2052-07-01 4.000 4.000 2517000.00 1885937.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHYT8 2052-08-01 4.500 4.500 1065000.00 796147.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJ3F8 2052-08-01 3.500 3.500 21000.00 16159.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJDK6 2052-09-01 2.500 2.500 2884068.00 1991342.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJDM2 2052-09-01 5.000 5.000 43887519.00 36384901.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJDS9 2052-07-01 3.500 3.500 215000.00 155838.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJE74 2050-04-01 5.500 5.500 222000.00 148414.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797NA1 2025-10-30 0.000 0.000 58900.00 58275.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797NU7 2025-12-26 0.000 0.000 200.00 196.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797PQ4 2025-08-28 0.000 0.000 53500.00 53328.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797PY7 2025-09-25 0.000 0.000 200.00 198.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797QL4 2025-08-26 0.000 0.000 404800.00 403596.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810FT0 2036-02-15 4.500 4.500 1363800.00 1413422.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SZ2 2051-08-15 2.000 2.000 680300.00 394117.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TF5 2042-02-15 2.375 2.375 15900.00 11653.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TK4 2042-08-15 3.375 3.375 238200.00 201910.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UD8 2044-08-15 4.125 4.125 635800.00 589210.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128283F5 2027-11-15 2.250 2.250 156300.00 151434.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128287B0 2026-06-30 1.875 1.875 100.00 98.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828K74 2025-08-15 2.000 2.000 406400.00 409656.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CCW9 2026-08-31 0.750 0.750 816700.00 790055.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CDF5 2028-10-31 1.375 1.375 230300.00 213693.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CFV8 2032-11-15 4.125 4.125 420700.00 423933.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGE5 2026-01-15 3.875 3.875 200.00 199.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGQ8 2030-02-28 4.000 4.000 10400.00 10611.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJJ1 2033-11-15 4.500 4.500 648400.00 666979.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJL6 2025-11-30 4.875 4.875 999300.00 1008690.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJN2 2028-11-30 4.375 4.375 80000.00 81811.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKN0 2031-04-30 4.625 4.625 114800.00 119703.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKP5 2029-04-30 4.625 4.625 500.00 518.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKQ3 2034-05-15 4.375 4.375 240400.00 244491.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKZ3 2027-07-15 4.375 4.375 800.00 808.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLK5 2029-08-31 3.625 3.625 41000.00 41188.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLX7 2027-11-15 4.125 4.125 100.00 101.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLX7 2027-11-15 4.125 4.125 403300.00 408761.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLY5 2026-11-30 4.250 4.250 1009200.00 1018686.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMA6 2029-11-30 4.125 4.125 1020700.00 1036410.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNM9 2028-07-15 3.875 3.875 308000.00 308602.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJGY3 2052-09-01 4.500 4.500 1000.00 760.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJJ53 2037-07-01 2.500 2.500 196022.00 131794.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJLZ4 2052-10-01 4.500 4.500 1000.00 767.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJMA8 2052-10-01 5.500 5.500 2933000.00 2262433.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJQE6 2052-08-01 4.500 4.500 275000.00 206265.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJQT3 2051-06-01 3.000 3.000 270055.00 188215.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJQV8 2051-11-01 3.000 3.000 501000.00 337308.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJSB0 2052-07-01 3.500 3.500 45000.00 33687.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJSK0 2037-02-01 1.500 1.500 108939.00 66219.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJTM5 2052-11-01 5.000 5.000 65000.00 50117.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJUD3 2052-11-01 3.500 3.500 1100000.00 822430.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJV26 2052-12-01 5.500 5.500 152000.00 117244.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJVE0 2037-03-01 2.000 2.000 250000.00 155052.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJWX7 2052-12-01 5.500 5.500 25698320.00 20502338.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJYY3 2052-10-01 4.000 4.000 74992.00 56492.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK2D1 2052-02-01 3.500 3.500 891000.00 680124.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK2K5 2052-04-01 3.000 3.000 599000.00 452205.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK3J7 2051-07-01 2.000 2.000 140000.00 93772.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK6P0 2037-05-01 2.500 2.500 630000.00 435741.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKAX8 2051-11-01 2.500 2.500 50225.00 34443.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKCF5 2046-03-01 4.000 4.000 116000.00 84392.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKGQ7 2052-07-01 2.500 2.500 600000.00 425975.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKGU8 2053-01-01 4.500 4.500 1000.00 771.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKGX2 2052-11-01 4.500 4.500 280000.00 204896.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKGZ7 2051-09-01 3.500 3.500 1225400.00 910496.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKHJ2 2053-01-01 6.000 6.000 153714.00 111358.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKLX6 2053-02-01 5.000 5.000 100000.00 80135.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKN63 2053-03-01 5.500 5.500 1000.00 808.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKP38 2053-03-01 5.500 5.500 80000.00 65865.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKPZ7 2053-02-01 5.500 5.500 899999.00 692116.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKQB9 2036-09-01 2.500 2.500 113000.00 71761.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKW89 2052-03-01 2.000 2.000 398997.00 269557.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKXB1 2053-04-01 5.000 5.000 4658920.00 3842663.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKZB9 2051-07-01 3.500 3.500 415000.00 304597.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL2C1 2053-07-01 5.500 5.500 600000.00 505331.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL2N7 2053-07-01 5.000 5.000 21588278.00 20032619.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3128MJYM6 2046-08-01 3.000 3.000 3759.00 585.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132ADGQ5 2043-03-01 3.500 3.500 300000.00 44733.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CWMC5 2035-06-01 3.500 3.500 3000.00 652.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CWWJ9 2037-04-01 2.500 2.500 1206.00 812.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D53R1 2034-08-01 2.500 2.500 608184.00 75542.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6A83 2036-12-01 1.500 1.500 1000.00 600.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6B90 2037-07-01 3.500 3.500 225000.00 140602.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6C40 2037-10-01 4.500 4.500 1000.00 599.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6CX6 2037-09-01 4.500 4.500 1000.00 597.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6N48 2036-05-01 2.000 2.000 9000.00 4663.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D9LV4 2042-09-01 3.000 3.000 1000.00 723.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DM3K9 2052-01-01 2.500 2.500 109000.00 68493.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DMVG7 2051-01-01 4.500 4.500 1310000.00 450179.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DN4Y6 2052-10-01 4.500 4.500 44000.00 34369.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DN7A5 2052-10-01 5.000 5.000 2000.00 1546.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNB77 2052-04-01 3.500 3.500 1000.00 713.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNBB8 2051-04-01 2.000 2.000 170342.00 110071.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNCW1 2050-10-01 4.500 4.500 27273030.00 16660139.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNGG2 2052-05-01 2.500 2.500 1971.00 1347.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNS53 2052-07-01 3.500 3.500 2124878.00 1652074.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNSV6 2052-08-01 4.500 4.500 1911.00 1518.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNXJ7 2052-09-01 2.500 2.500 76000.00 52022.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPB98 2052-11-01 5.000 5.000 1000.00 792.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPDD7 2052-06-01 3.500 3.500 42000.00 31286.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPKU1 2052-12-01 3.500 3.500 270000.00 206347.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPQF8 2052-07-01 3.500 3.500 15000.00 11428.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPTE8 2053-02-01 5.500 5.500 6968380.00 5569653.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPXT0 2051-01-01 2.500 2.500 300000.00 206399.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DQGL4 2051-03-01 2.000 2.000 682524.00 464467.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DQHH2 2053-04-01 4.000 4.000 162000.00 131595.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DS4Q2 2054-03-01 6.000 6.000 52445647.00 47105109.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DS6D9 2052-07-01 2.500 2.500 35773628.00 27456415.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DSE57 2053-11-01 5.000 5.000 9789000.00 8132710.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DSH96 2054-02-01 6.000 6.000 1829.00 1754.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DSTS1 2054-03-01 5.500 5.500 765386.00 686313.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL3N6 2053-07-01 5.500 5.500 194028.00 163156.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL3X4 2050-01-01 3.500 3.500 200000.00 152475.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL5K0 2052-10-01 4.000 4.000 1029982.00 783368.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL6Z6 2052-05-01 2.500 2.500 1063284.00 788725.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLA73 2053-03-01 5.500 5.500 10646608.00 8960024.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLAA6 2032-01-01 3.000 3.000 2193304.00 1312814.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLAU2 2052-10-01 4.000 4.000 2839242.00 2229991.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLBJ6 2049-07-01 2.500 2.500 1893930.00 1417641.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLE46 2051-07-01 2.000 2.000 300000.00 202288.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLEH7 2053-05-01 5.500 5.500 1570592.00 1255188.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLFD5 2053-05-01 5.000 5.000 100000.00 86337.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLFV5 2053-05-01 6.000 6.000 1065000.00 853038.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLFW3 2053-05-01 5.500 5.500 63000.00 53310.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLGK8 2053-04-01 4.500 4.500 1375000.00 1156322.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLH50 2053-05-01 3.500 3.500 3101532.00 2432758.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLH92 2037-06-01 2.500 2.500 10000.00 7136.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLHK7 2053-02-01 6.500 6.500 5573187.00 4187475.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLHR2 2053-05-01 6.500 6.500 690000.00 518130.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLK64 2053-05-01 4.000 4.000 1000000.00 770082.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLQ50 2037-06-01 2.000 2.000 2118820.00 1476935.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLRF7 2052-04-01 3.000 3.000 1385431.00 985848.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLSE9 2053-02-01 4.000 4.000 1695950.00 1335452.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLSZ2 2052-06-01 2.500 2.500 7328512.00 5428469.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLTR9 2048-11-01 3.500 3.500 2286572.00 1733214.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLV39 2051-09-01 3.000 3.000 11000.00 8342.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLVU9 2051-05-01 2.500 2.500 1364392.00 972543.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLW95 2051-12-01 3.000 3.000 1000.00 737.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLXD5 2053-05-01 5.000 5.000 1273914.00 1115399.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XM3Y0 2053-11-01 5.500 5.500 1000.00 853.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XMBW5 2052-06-01 3.500 3.500 4000.00 3064.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XMQX7 2053-04-01 4.500 4.500 1000.00 823.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XMUB0 2053-10-01 6.000 6.000 39858240.00 34209557.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XND35 2053-11-01 6.500 6.500 1008.00 842.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNG24 2052-09-01 4.500 4.500 76580182.00 66858905.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNKM5 2052-09-01 3.500 3.500 6000.00 4853.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNTJ3 2053-12-01 5.500 5.500 5933405.00 5061048.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNUG7 2054-02-01 6.000 6.000 24696869.00 21711204.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNWD2 2052-06-01 3.000 3.000 2000.00 1549.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNX82 2054-01-01 6.500 6.500 25720811.00 22892712.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XP6C8 2053-09-01 5.500 5.500 2794976.00 2475172.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPBW8 2053-11-01 5.000 5.000 9000.00 7953.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPTH2 2053-03-01 4.000 4.000 2000.00 1709.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPXH7 2052-07-01 2.500 2.500 3000.00 2294.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XQJR9 2050-03-01 3.500 3.500 268279.00 218349.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XQJS7 2054-06-01 7.500 7.500 39347006.00 27666532.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XQX36 2054-07-01 6.000 6.000 1663433.00 1474702.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XRKA2 2054-10-01 5.500 5.500 23576322.00 23095433.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XRUL7 2052-09-01 4.000 4.000 20119008.00 17448284.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XTBH3 2050-11-25 3.500 3.500 538496.00 421117.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6GZ7 2055-04-01 5.500 5.500 1109.00 1107.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6HQ6 2055-04-01 5.500 5.500 22927328.00 22973334.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6NF3 2055-05-01 5.500 5.500 14561749.00 14682162.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6S76 2055-06-01 6.500 6.500 22697834.00 23470112.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140YXCL3 2054-02-01 7.500 7.500 1000.00 859.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140YXD40 2054-04-01 6.500 6.500 1000.00 1010.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140YXLG4 2054-01-01 7.500 7.500 1000.00 1014.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31410LTM4 2035-12-01 3.000 3.000 750000.00 131326.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31412MLJ5 2028-03-01 5.000 5.000 7980.00 13.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31413QHE1 2037-09-01 5.650 5.650 512150.00 47596.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31416LU53 2038-06-01 5.500 5.500 1299000.00 43875.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31417BYF8 2032-05-01 3.000 3.000 11260.00 1065.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31417Y6A0 2031-10-01 4.500 4.500 1000.00 55.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418APN2 2042-12-01 3.500 3.500 32248931.00 4710164.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418B3T1 2046-05-01 3.500 3.500 648000.00 82539.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418B5C6 2046-05-01 3.500 3.500 1638504.00 189417.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418C7H1 2049-02-01 4.500 4.500 2635560.00 150846.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CS47 2048-01-01 3.500 3.500 1000.00 138.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CU77 2048-03-01 3.500 3.500 66579096.00 8718478.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DTGG9 2054-05-01 5.500 5.500 1021160.00 925366.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DTJP6 2054-06-01 7.000 7.000 1024.00 867.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DUQG5 2052-11-01 3.500 3.500 1535.00 1293.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DUXQ5 2054-11-01 5.500 5.500 1000.00 961.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DVL52 2051-11-01 2.500 2.500 20963449.00 12956359.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DVMC6 2052-08-01 3.000 3.000 82434.00 55424.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DVMH5 2053-02-01 4.000 4.000 18797675.00 14087866.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DVML6 2053-05-01 4.500 4.500 9000.00 7028.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWBZ5 2051-07-01 2.500 2.500 1000.00 586.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWC35 2052-01-01 3.000 3.000 14000.00 8770.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWCD3 2051-09-01 3.000 3.000 5000.00 2822.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWCZ4 2052-01-01 2.000 2.000 5000.00 3194.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWD26 2052-06-01 3.500 3.500 1000.00 737.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWDJ9 2052-04-01 2.500 2.500 2771566.00 1865385.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWDK6 2052-04-01 3.000 3.000 9000.00 6244.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWDS9 2052-05-01 3.000 3.000 3000.00 2127.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWDY6 2052-06-01 2.500 2.500 1000.00 691.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWE41 2052-10-01 3.500 3.500 1000.00 767.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWEG4 2052-08-01 3.000 3.000 5000.00 3650.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWEJ8 2052-08-01 4.000 4.000 4000.00 3105.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWEQ2 2052-09-01 3.500 3.500 7000.00 5337.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWER0 2052-09-01 4.000 4.000 1076.00 840.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWFD0 2052-11-01 3.500 3.500 26000.00 19813.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWFG3 2052-11-01 5.000 5.000 5938814.00 4783074.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWH22 2053-08-01 5.500 5.500 14000.00 11725.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWHT3 2053-07-01 5.500 5.500 1584977.00 1334214.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWJF1 2053-09-01 5.500 5.500 50000.00 42870.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWMS9 2054-10-01 5.500 5.500 12869699.00 11844859.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWN82 2055-03-01 5.500 5.500 1022480.00 985796.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWNG4 2054-12-01 5.000 5.000 21981004.00 20457458.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWPG2 2055-04-01 5.000 5.000 3002.00 2864.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132E0A36 2053-09-01 6.000 6.000 3615038.00 3088947.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132WKFA1 2047-01-01 3.000 3.000 99997.00 28795.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132XCR72 2048-03-01 3.500 3.500 8449841.00 1821741.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132XUAD7 2047-11-01 3.500 3.500 6656.00 2616.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CV92 2033-04-01 3.000 3.000 557601.00 67127.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CXN9 2048-06-01 4.000 4.000 10000.00 849.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D2S0 2036-07-01 2.500 2.500 1000.00 529.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D3N0 2036-08-01 2.500 2.500 1000.00 558.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D7E6 2051-12-01 2.000 2.000 1865815.00 1184535.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D7F3 2051-12-01 2.500 2.500 740210.00 468742.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D7J5 2036-12-01 1.500 1.500 1000.00 607.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DHK1 2049-11-01 2.500 2.500 13000.00 2616.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DMJ8 2050-03-01 3.000 3.000 202552.00 36689.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DRA2 2050-07-01 3.500 3.500 5000.00 1190.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DSN3 2035-09-01 2.500 2.500 8000.00 2732.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DXK3 2051-03-01 2.000 2.000 4686286.00 2620462.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DYZ9 2051-05-01 3.000 3.000 114000.00 51894.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DZV7 2051-06-01 2.000 2.000 2000.00 1191.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DZY1 2051-06-01 3.500 3.500 2000.00 789.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E3E8 2054-03-01 5.500 5.500 2000.00 1722.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E4R8 2054-04-01 5.500 5.500 104603.00 91666.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EAN0 2052-01-01 2.500 2.500 25000.00 16119.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EBS8 2052-02-01 2.500 2.500 7000.00 4581.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECA6 2052-03-01 3.000 3.000 25000.00 16573.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECB4 2052-03-01 3.500 3.500 2000.00 1294.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECQ1 2052-04-01 2.500 2.500 11000.00 7419.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECS7 2052-04-01 3.500 3.500 4000.00 2761.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ED64 2052-06-01 3.000 3.000 1000.00 725.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ED72 2052-06-01 3.500 3.500 2000.00 1473.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ED80 2052-06-01 4.000 4.000 30000.00 22285.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EDX5 2042-04-01 3.000 3.000 1000.00 663.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EE63 2052-07-01 4.500 4.500 40000.00 30466.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EGX2 2037-07-01 4.000 4.000 1000.00 591.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EHH6 2052-09-01 3.500 3.500 9000.00 6893.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EJ43 2052-10-01 3.500 3.500 13000.00 10022.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EJ50 2052-10-01 4.000 4.000 97000.00 75334.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EJ84 2052-10-01 5.500 5.500 90000.00 64728.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EKR0 2052-11-01 3.500 3.500 100136.00 78317.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133AT4E8 2051-10-01 2.500 2.500 1000.00 557.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133B3PY7 2052-02-01 3.000 3.000 1855000.00 1271048.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BUG35 2053-01-01 5.500 5.500 3000.00 2921.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C63U1 2053-06-01 5.500 5.500 19089359.00 14253795.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C8D36 2053-07-01 6.000 6.000 150000.00 122727.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C9SE4 2053-08-01 5.500 5.500 772920.00 636936.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CQFG5 2054-07-01 5.500 5.500 1394814.00 1203760.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CVVY7 2054-09-01 5.500 5.500 1139176.00 1132371.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CXK66 2054-10-01 6.000 6.000 1000.00 903.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KL7C5 2051-06-01 3.000 3.000 2000.00 1389.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KMZB4 2051-10-01 2.500 2.500 467000.00 287792.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KNQT3 2052-02-01 2.500 2.500 1033012.00 649486.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPD70 2052-05-01 3.500 3.500 1000.00 759.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPQZ4 2052-07-01 4.500 4.500 1000.00 786.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPTB4 2052-08-01 3.500 3.500 1000.00 721.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WDRE4 2054-05-01 6.500 6.500 1000.00 881.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138ENWB1 2033-08-01 4.000 4.000 1000.00 94.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138EQBD3 2045-08-01 3.500 3.500 6737504.00 707585.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138EREH9 2043-01-01 4.000 4.000 130000.00 26512.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138ERHY9 2044-08-01 4.500 4.500 1000.00 149.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138LTJX7 2042-05-01 3.500 3.500 2142.00 165.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138MBKF2 2042-09-01 3.500 3.500 4772682.00 598073.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138W1V87 2043-02-01 3.000 3.000 4016064.00 1067380.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138W9Y38 2033-10-01 3.500 3.500 1008.00 148.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WFG26 2030-08-01 2.500 2.500 327115.00 26134.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WHXS6 2046-02-01 3.000 3.000 9782470.00 1293871.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WJG69 2046-08-01 3.000 3.000 8339040.00 1449243.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WKQG3 2047-04-01 4.000 4.000 3232.00 167.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WKZC2 2047-06-01 3.000 3.000 2843880.00 810826.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WMNZ0 2043-03-01 3.500 3.500 1958092.00 279103.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WUAM5 2043-06-01 3.500 3.500 6766086.00 1123839.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WXV38 2043-06-01 3.500 3.500 1592476.00 322273.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138X36R8 2043-07-01 3.500 3.500 2014570.00 247199.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138Y1P25 2044-08-01 3.500 3.500 2264312.00 742017.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31407NQM8 2035-09-01 4.500 4.500 1010.00 7.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A72P8 2054-01-01 7.000 7.000 1000.00 817.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A7A53 2054-04-01 6.500 6.500 1000.00 998.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ACCC5 2054-04-01 6.000 6.000 1000.00 959.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ADY96 2054-05-01 4.500 4.500 1000.00 900.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AGE75 2054-06-01 6.000 6.000 1000.00 873.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AHJR4 2055-02-01 5.000 5.000 1000.00 979.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AKH40 2054-08-01 6.500 6.500 1000.00 831.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AMQB0 2054-10-01 5.500 5.500 3000.00 2723.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AMU90 2054-09-01 5.500 5.500 1000.00 831.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AN5S4 2054-10-01 5.500 5.500 3000.00 2972.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AN7H6 2054-11-01 5.500 5.500 3000.00 2992.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140APCX0 2054-07-01 6.500 6.500 1000.00 968.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQQC9 2054-10-01 5.000 5.000 16667602.00 15809962.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQR53 2054-10-01 5.000 5.000 3000.00 2681.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQRF1 2054-10-01 5.500 5.500 3000.00 2897.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AR5E6 2054-10-01 6.000 6.000 3000.00 3038.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ARLG3 2054-08-01 7.000 7.000 1000.00 1055.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ASDF2 2054-10-01 6.000 6.000 2000.00 1743.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ASGF9 2054-10-01 5.000 5.000 3000.00 2908.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ASGG7 2054-10-01 5.500 5.500 3000.00 2974.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AV2F7 2055-01-01 6.500 6.500 1000.00 1037.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AVB42 2054-12-01 6.500 6.500 1000.00 1046.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AVK34 2054-12-01 6.500 6.500 1000.00 821.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AVV32 2054-12-01 6.500 6.500 1000.00 994.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AVVR9 2054-12-01 6.000 6.000 3000.00 2781.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AVVW8 2054-12-01 7.000 7.000 1000.00 1054.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AXEG8 2055-07-01 6.000 6.000 1000.00 1028.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AXEN3 2055-07-01 6.000 6.000 1000.00 1027.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AYAQ8 2055-01-01 7.000 7.000 1000.00 977.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AYAR6 2055-01-01 7.000 7.000 1000.00 1061.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B0UT3 2055-07-01 6.500 6.500 1000.00 1049.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B1GP5 2055-01-01 7.000 7.000 1000.00 1058.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B23A0 2055-02-01 6.500 6.500 1000.00 1045.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ELV0 2052-12-01 4.000 4.000 1000.00 811.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EPB0 2053-02-01 4.500 4.500 1000.00 813.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ER77 2053-05-01 5.000 5.000 1000.00 840.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ER85 2053-05-01 5.500 5.500 29077044.00 23457110.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ESR2 2053-05-01 4.000 4.000 4000.00 3297.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ET67 2053-07-01 5.500 5.500 1035000.00 857589.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ETH3 2038-04-01 2.500 2.500 1000.00 800.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EU81 2053-08-01 5.000 5.000 30000.00 25630.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EU99 2053-08-01 5.500 5.500 28412323.00 23607147.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EUS7 2038-07-01 4.500 4.500 42000.00 28415.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EV98 2053-09-01 6.000 6.000 1000.00 784.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EVA5 2053-08-01 6.000 6.000 19630568.00 15458805.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EW22 2053-10-01 5.000 5.000 27000.00 23702.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EW30 2053-10-01 5.500 5.500 16216335.00 13696215.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EYN4 2053-12-01 6.000 6.000 337517.00 262235.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FAV9 2054-07-01 5.000 5.000 5000.00 4670.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FCG0 2054-09-01 5.500 5.500 156929331.00 144877395.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FCT2 2044-09-01 6.000 6.000 21942000.00 17894269.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FE29 2054-12-01 5.000 5.000 1000.00 936.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FEB9 2054-11-01 4.500 4.500 2707120.00 2497077.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FEC7 2054-11-01 5.000 5.000 1264020.00 1180332.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FF36 2055-01-01 5.000 5.000 1008.00 947.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FF44 2055-01-01 5.500 5.500 1166494.00 1110949.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FFZ5 2055-01-01 4.000 4.000 1000.00 901.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FGX9 2055-02-01 5.000 5.000 1000.00 952.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FGY7 2055-02-01 5.500 5.500 1091918.00 1049061.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FK22 2040-05-01 5.500 5.500 1000.00 971.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FKG1 2055-03-01 6.500 6.500 1000.00 1020.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FN52 2035-07-01 5.500 5.500 1000.00 1026.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FNH6 2055-07-01 5.000 5.000 1000.00 977.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426PF75 2055-05-01 6.000 6.000 29247712.00 29793734.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426PHA6 2055-05-01 6.000 6.000 719546.00 744103.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426PPU3 2055-06-01 6.500 6.500 2665.00 2689.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426TV95 2055-07-01 5.500 5.500 19371084.00 19362993.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B27F5 2055-05-01 7.000 7.000 1000.00 1058.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B2B52 2055-01-01 6.500 6.500 1000.00 926.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B2RS5 2055-01-01 6.500 6.500 1000.00 1037.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B7DV2 2055-04-01 6.500 6.500 1000.00 1034.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B7LB7 2055-06-01 6.000 6.000 1000.00 1034.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B7LV3 2055-06-01 6.500 6.500 1000.00 1044.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B8BX8 2055-05-01 6.500 6.500 1000.00 1006.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B8LB5 2055-04-01 5.000 5.000 1000.00 978.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B8XG1 2055-05-01 6.500 6.500 1000.00 1052.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B9GP8 2055-04-01 6.500 6.500 1000.00 1054.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BANM4 2055-05-01 6.000 6.000 1000.00 1026.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BARK4 2055-07-01 5.500 5.500 1000.00 1007.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BARL2 2055-07-01 5.500 5.500 1000.00 1005.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BCGV8 2055-06-01 5.500 5.500 1000.00 1006.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BCKU5 2055-06-01 5.500 5.500 4988917.00 4997164.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BD4R8 2055-06-01 6.000 6.000 1000.00 1029.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BD5M8 2055-06-01 6.500 6.500 1000.00 1044.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BD5Z9 2055-06-01 5.000 5.000 1000.00 983.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BDLL2 2055-06-01 5.500 5.500 1124673.00 1123862.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BDR85 2055-06-01 5.000 5.000 1208194.00 1185891.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BE2E7 2055-07-01 6.000 6.000 1000.00 1028.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BE2Q0 2055-07-01 6.500 6.500 1000.00 1043.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BE3F3 2055-07-01 6.000 6.000 1000.00 1024.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BE4E5 2055-07-01 5.500 5.500 1000.00 1005.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BE4J4 2055-07-01 6.000 6.000 1000.00 1027.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEBT4 2055-06-01 6.500 6.500 1000.00 1048.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEMF2 2055-06-01 6.000 6.000 1000.00 1034.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BENS3 2055-07-01 5.500 5.500 1000.00 1013.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BENT1 2055-07-01 5.500 5.500 1000.00 1012.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEPW2 2055-07-01 6.500 6.500 1000.00 1047.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEQP6 2055-07-01 6.500 6.500 1000.00 1046.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEX37 2055-06-01 6.000 6.000 1000.00 1018.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEX60 2055-06-01 6.500 6.500 1000.00 1047.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEXP8 2055-06-01 5.500 5.500 1000.00 1009.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BEZV3 2055-07-01 6.000 6.000 1000.00 1029.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BF2A2 2055-07-01 6.000 6.000 48249271.00 49219322.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BF3Q6 2055-07-01 6.000 6.000 1000.00 1023.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BF4R3 2055-08-01 5.500 5.500 1000.00 999.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFGY5 2055-07-01 6.000 6.000 1000.00 1026.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFNH4 2055-08-01 5.500 5.500 1000.00 1010.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFU78 2055-07-01 6.500 6.500 1000.00 1044.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFVE2 2055-07-01 5.500 5.500 1000.00 1011.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFVG7 2055-07-01 5.500 5.500 1000.00 1015.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFVH5 2055-07-01 6.000 6.000 1000.00 1032.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFVL6 2055-07-01 6.500 6.500 1000.00 1045.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BFWU5 2055-07-01 6.000 6.000 1000.00 1019.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGLJ0 2055-07-01 6.500 6.500 1000.00 1043.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGLR2 2055-07-01 6.000 6.000 223668.00 229498.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGML4 2055-07-01 6.500 6.500 1000.00 1039.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGPS6 2055-07-01 6.500 6.500 1000.00 1051.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGT52 2055-08-01 6.000 6.000 1000.00 1028.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGTA1 2055-08-01 6.000 6.000 1000.00 1027.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGU43 2055-08-01 6.000 6.000 1000.00 1024.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGU50 2055-08-01 6.000 6.000 1000.00 1019.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGU76 2055-08-01 6.500 6.500 1000.00 1052.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGUG6 2055-08-01 6.000 6.000 1000.00 1030.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGUH4 2055-08-01 6.000 6.000 1000.00 1028.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGUJ0 2055-08-01 6.000 6.000 1000.00 1027.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGUP6 2055-08-01 5.500 5.500 1000.00 1006.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGUU5 2055-08-01 6.000 6.000 1000.00 1024.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGVM2 2055-08-01 6.000 6.000 1000.00 1034.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGVN0 2055-08-01 6.000 6.000 1000.00 1030.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGVT7 2055-08-01 6.000 6.000 1000.00 1026.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGWN9 2055-07-01 6.000 6.000 1000.00 1026.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGWP4 2055-07-01 6.000 6.000 1000.00 1030.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGX24 2055-07-01 6.000 6.000 1000.00 1030.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGXE8 2055-07-01 5.500 5.500 1000.00 1006.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGXJ7 2055-07-01 6.000 6.000 1000.00 1032.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGXN8 2055-07-01 6.500 6.500 1000.00 1038.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGYR8 2055-07-01 6.000 6.000 1000.00 1027.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGYY3 2055-07-01 7.000 7.000 1000.00 1067.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BGYZ0 2055-07-01 7.000 7.000 1000.00 1066.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHQ79 2055-07-01 6.000 6.000 1000.00 1023.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHRD5 2055-07-01 6.500 6.500 1000.00 1047.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHW80 2055-07-01 5.500 5.500 1000.00 1017.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHW98 2055-06-01 6.500 6.500 1000.00 1039.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHX22 2055-07-01 6.500 6.500 1000.00 1042.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BHYD7 2055-07-01 6.500 6.500 1000.00 1046.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJ3M7 2055-07-01 6.000 6.000 1000.00 1027.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJ3N5 2055-07-01 6.500 6.500 1000.00 1053.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJE45 2055-07-01 6.000 6.000 1000.00 1028.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJE60 2055-07-01 6.000 6.000 1000.00 1027.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJK63 2055-07-01 5.500 5.500 1000.00 1007.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJLA3 2055-07-01 6.000 6.000 1000.00 1028.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJLD7 2055-07-01 6.000 6.000 1000.00 1023.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJLE5 2055-07-01 6.000 6.000 1000.00 1024.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJLH8 2055-07-01 6.500 6.500 1000.00 1045.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJM79 2055-07-01 4.500 4.500 1000.00 957.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJN94 2055-07-01 6.500 6.500 1000.00 1050.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJNG8 2055-07-01 5.000 5.000 1000.00 983.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJNK9 2055-07-01 5.000 5.000 1000.00 979.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJNM5 2055-07-01 5.000 5.000 1000.00 979.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJQA8 2055-07-01 6.500 6.500 1000.00 1046.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJTK3 2055-07-01 6.500 6.500 1000.00 1055.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BJW52 2055-07-01 6.000 6.000 1000.00 1026.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140EULG2 2045-12-01 3.500 3.500 1024.00 125.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140F9WA9 2047-01-01 3.500 3.500 1001.00 171.84 Agency Mortgage-Backed Securities Federal National 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5.500 5.500 17853683.00 16750627.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ME2U9 2055-05-01 5.000 5.000 2461325.00 2402032.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140MEYF7 2055-04-01 6.500 6.500 996568.00 1032399.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140MFAZ6 2040-06-01 5.500 5.500 1652197.00 1690309.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140MWNT9 2053-04-01 6.000 6.000 3524920.00 2779300.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140N2KN0 2052-09-01 5.000 5.000 1000.00 909.55 Agency Mortgage-Backed Securities Federal National Mortgage 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9128283F5 2027-11-15 2.250 2.250 500.00 484.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128284N7 2028-05-15 2.875 2.875 100.00 97.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128284V9 2028-08-15 2.875 2.875 2300.00 2264.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128287B0 2026-06-30 1.875 1.875 311900.00 305901.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828K74 2025-08-15 2.000 2.000 471500.00 475278.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828U24 2026-11-15 2.000 2.000 200.00 195.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828Y95 2026-07-31 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strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJF9 2028-10-31 4.875 4.875 999600.00 1041850.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJJ1 2033-11-15 4.500 4.500 71505500.00 73554473.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJN2 2028-11-30 4.375 4.375 12698200.00 12985746.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJR3 2028-12-31 3.750 3.750 8878000.00 8867044.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJV4 2026-01-31 4.250 4.250 100.00 99.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJW2 2029-01-31 4.000 4.000 800.00 803.03 U.S. Treasuries (including 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4.000 4.000 42144000.00 41844103.29 U.S. Treasuries (including strips) Y 2025-08-01 2025-08-01 2025-08-01 N Y SUMITOMO MITSUI BANK 0.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0436 2000000000.00 2000000000.00 0.0140 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 4.3600 BYM6200Y1 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797NL7 2025-11-28 0.000 0.000 18796500.00 18532578.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797NU7 2025-12-26 0.000 0.000 1478000.00 1452696.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797RB5 2025-10-07 0.000 0.000 331700.00 329037.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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(including strips) O2RNE8IBXP4R0TD8PU41 912803GE7 2052-02-15 0.000 0.000 250000000.00 66266749.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810FT0 2036-02-15 4.500 4.500 935800.00 966159.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SA7 2048-02-15 3.000 3.000 1548200.00 1153139.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SK5 2049-11-15 2.375 2.375 740000.00 471179.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SL3 2050-02-15 2.000 2.000 6368000.00 3728803.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810TH1 2042-05-15 3.250 3.250 91100.00 74909.09 U.S. Treasuries (including strips) United States Treasury-U.S. 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(including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CAT8 2025-10-31 0.250 0.250 216000.00 213886.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CBF7 2031-01-15 0.125 0.125 214864200.00 246338830.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CBH3 2026-01-31 0.375 0.375 271100.00 265807.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCM1 2031-07-15 0.125 0.125 139821500.00 154666823.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCZ2 2026-09-30 0.875 0.875 25900.00 25025.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CDC2 2026-10-15 0.125 0.125 66429000.00 77374794.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CDF5 2028-10-31 1.375 1.375 447000.00 414470.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CDP3 2028-12-31 1.375 1.375 138000.00 127103.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEZ0 2032-07-15 0.625 0.625 41195800.00 42544500.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFB2 2027-07-31 2.750 2.750 14479600.00 14147278.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFR7 2027-10-15 1.625 1.625 40796800.00 45006026.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CGC9 2027-12-31 3.875 3.875 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strips) T6FIZBDPKLYJKFCRVK44 912803BJ1 2026-11-15 0.000 0.000 12100.00 11534.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BL6 2027-08-15 0.000 0.000 12700.00 11729.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BP7 2028-08-15 0.000 0.000 335000.00 298348.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BV4 2028-11-15 0.000 0.000 15000.00 13202.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803EV1 2046-11-15 0.000 0.000 1800.00 617.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GH0 2052-05-15 0.000 0.000 900.00 235.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GW7 2053-11-15 0.000 0.000 4900.00 1215.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810EW4 2026-02-15 6.000 6.000 251000.00 260137.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FB9 2027-11-15 6.125 6.125 23000.00 24405.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FD5 2028-04-15 3.625 3.625 189500.00 403966.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FE3 2028-08-15 5.500 5.500 144600.00 155014.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FG8 2029-02-15 5.250 5.250 20000.00 21415.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FH6 2029-04-15 3.875 3.875 64300.00 138607.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FJ2 2029-08-15 6.125 6.125 12000.00 13309.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FM5 2030-05-15 6.250 6.250 67900.00 75467.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FP8 2031-02-15 5.375 5.375 14800.00 16138.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FQ6 2032-04-15 3.375 3.375 2692500.00 5468529.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FS2 2026-01-15 2.000 2.000 256100.00 415715.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FT0 2036-02-15 4.500 4.500 13000.00 13421.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PS1 2027-01-15 2.375 2.375 3011100.00 4882610.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PU6 2037-05-15 5.000 5.000 900.00 953.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PW2 2038-02-15 4.375 4.375 493000.00 495574.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PX0 2038-05-15 4.500 4.500 52300.00 52673.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QA9 2039-02-15 3.500 3.500 300.00 272.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QB7 2039-05-15 4.250 4.250 200.00 193.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QD3 2039-11-15 4.375 4.375 700.00 683.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QE1 2040-02-15 4.625 4.625 13500.00 13690.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QF8 2040-02-15 2.125 2.125 4002700.00 5906905.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QN1 2041-02-15 4.750 4.750 155300.00 158647.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QT8 2041-11-15 3.125 3.125 468800.00 381767.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QV3 2042-02-15 0.750 0.750 6047600.00 6662480.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QW1 2042-05-15 3.000 3.000 300.00 237.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QY7 2042-11-15 2.750 2.750 800.00 605.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QZ4 2043-02-15 3.125 3.125 100.00 80.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RA8 2043-02-15 0.625 0.625 4569400.00 4728872.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RB6 2043-05-15 2.875 2.875 300.00 229.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RC4 2043-08-15 3.625 3.625 400.00 345.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RF7 2044-02-15 1.375 1.375 47700.00 55186.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RJ9 2044-11-15 3.000 3.000 224600.00 171714.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RK6 2045-02-15 2.500 2.500 100.00 70.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RL4 2045-02-15 0.750 0.750 300000.00 297303.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RM2 2045-05-15 3.000 3.000 4100.00 3117.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RN0 2045-08-15 2.875 2.875 500.00 374.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RP5 2045-11-15 3.000 3.000 100.00 75.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RR1 2046-02-15 1.000 1.000 14665600.00 14991262.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RU4 2046-11-15 2.875 2.875 200.00 146.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RV2 2047-02-15 3.000 3.000 151000.00 113700.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SB5 2048-02-15 1.000 1.000 29000.00 27621.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SC3 2048-05-15 3.125 3.125 799800.00 602192.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SE9 2048-11-15 3.375 3.375 83100.00 65242.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SL3 2050-02-15 2.000 2.000 321000.00 187962.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SM1 2050-02-15 0.250 0.250 2575200.00 1840503.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SN9 2050-05-15 1.250 1.250 1325000.00 627355.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SP4 2050-08-15 1.375 1.375 21200.00 10376.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SQ2 2040-08-15 1.125 1.125 399900.00 245350.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SS8 2050-11-15 1.625 1.625 22000.00 11431.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SU3 2051-02-15 1.875 1.875 275200.00 153963.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SV1 2051-02-15 0.125 0.125 684300.00 452422.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SX7 2051-05-15 2.375 2.375 2035100.00 1275680.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TC2 2041-11-15 2.000 2.000 100.00 68.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TD0 2052-02-15 2.250 2.250 3831800.00 2334285.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TN8 2053-02-15 3.625 3.625 11300.00 9241.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TU2 2043-08-15 4.375 4.375 14000.00 13437.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TW8 2043-11-15 4.750 4.750 15800.00 15708.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TY4 2054-02-15 2.125 2.125 1858200.00 1767216.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TZ1 2044-02-15 4.500 4.500 75200.00 73172.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UD8 2044-08-15 4.125 4.125 2000000.00 1843507.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UG1 2055-02-15 4.625 4.625 1679000.00 1638013.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UH9 2055-02-15 2.375 2.375 1189000.00 1162477.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128205B9 2028-05-15 0.000 0.000 108000.00 96916.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128207D3 2027-05-15 0.000 0.000 124900.00 116350.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912820Y43 2025-11-15 0.000 0.000 17000.00 16787.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128282A7 2026-08-15 1.500 1.500 464400.00 455163.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128283F5 2027-11-15 2.250 2.250 32000.00 30987.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128283R9 2028-01-15 0.500 0.500 3615900.00 4628510.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128284N7 2028-05-15 2.875 2.875 271300.00 265641.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128284Z0 2025-08-31 2.750 2.750 184800.00 186589.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285C0 2025-09-30 3.000 3.000 349900.00 352649.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337U8 2033-11-15 0.000 0.000 24985.18 17347.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337W4 2034-11-15 0.000 0.000 43.28 28.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LW8 2025-08-15 0.000 0.000 49557.70 49473.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LX6 2025-11-15 0.000 0.000 96210.75 95027.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LZ1 2026-05-15 0.000 0.000 30290.40 29326.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PA2 2026-08-15 0.000 0.000 167716.06 160774.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PB0 2026-11-15 0.000 0.000 26010.08 24691.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PC8 2027-02-15 0.000 0.000 63000.00 59260.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PD6 2027-05-15 0.000 0.000 124999.39 116371.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833QB9 2027-11-15 0.000 0.000 102.80 93.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833RY8 2028-02-15 0.000 0.000 25048.59 22653.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833WQ9 2028-05-15 0.000 0.000 10420.19 9333.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833X88 2035-05-15 0.000 0.000 323751.00 207382.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833X96 2035-11-15 0.000 0.000 43999.59 27428.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XP0 2029-08-15 0.000 0.000 93978.19 79928.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XX3 2030-02-15 0.000 0.000 339993.97 282979.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834F29 2052-11-15 0.000 0.000 1999.98 502.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834JH2 2040-11-15 0.000 0.000 32.17 15.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834LX4 2042-11-15 0.000 0.000 565.51 234.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834MM7 2043-05-15 0.000 0.000 10000.00 4017.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834NV6 2044-08-15 0.000 0.000 1000.00 374.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834UH9 2049-02-15 0.000 0.000 2000.00 597.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834WJ3 2050-11-15 0.000 0.000 4000.00 1095.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285N6 2025-11-30 2.875 2.875 38900.00 38890.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285T3 2025-12-31 2.625 2.625 100.00 99.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285W6 2029-01-15 0.875 0.875 700000.00 878874.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286A3 2026-01-31 2.625 2.625 499700.00 495440.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286F2 2026-02-28 2.500 2.500 24600.00 24599.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286L9 2026-03-31 2.250 2.250 3600.00 3579.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286T2 2029-05-15 2.375 2.375 137500.00 130796.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128287D6 2029-07-15 0.250 0.250 615000.00 743605.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828M56 2025-11-15 2.250 2.250 480500.00 479713.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828N71 2026-01-15 0.625 0.625 625000.00 841652.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828S50 2026-07-15 0.125 0.125 3521100.00 4688343.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828V49 2027-01-15 0.375 0.375 4306800.00 5661421.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828V98 2027-02-15 2.250 2.250 25200.00 24795.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828Y38 2028-07-15 0.750 0.750 2197000.00 2782795.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YB0 2029-08-15 1.625 1.625 355300.00 328238.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YQ7 2026-10-31 1.625 1.625 258900.00 252197.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YX2 2026-12-31 1.750 1.750 110200.00 106887.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828Z37 2030-01-15 0.125 0.125 389500.00 460149.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZE3 2027-03-31 0.625 0.625 999600.00 947984.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZN3 2027-04-30 0.500 0.500 900.00 848.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZQ6 2030-05-15 0.625 0.625 200.00 171.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZS2 2027-05-31 0.500 0.500 4873400.00 4582108.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZV5 2027-06-30 0.500 0.500 4600.00 4311.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZZ6 2030-07-15 0.125 0.125 138700.00 163689.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAE1 2030-08-15 0.625 0.625 4900.00 4168.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAH4 2027-08-31 0.500 0.500 493800.00 461237.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAM3 2025-09-30 0.250 0.250 153100.00 152146.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAQ4 2025-10-15 0.125 0.125 226400.00 279890.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAT8 2025-10-31 0.250 0.250 564700.00 559174.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAU5 2027-10-31 0.500 0.500 300.00 278.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAY7 2027-11-30 0.625 0.625 30700.00 28503.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBF7 2031-01-15 0.125 0.125 5000100.00 5732545.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBH3 2026-01-31 0.375 0.375 200.00 196.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBL4 2031-02-15 1.125 1.125 13700.00 11842.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBP5 2028-02-29 1.125 1.125 5000.00 4685.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBQ3 2026-02-28 0.500 0.500 31700.00 31072.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBW0 2026-04-30 0.750 0.750 30000.00 29291.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCA7 2026-04-15 0.125 0.125 24000.00 29158.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCJ8 2026-06-30 0.875 0.875 30100.00 29230.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCM1 2031-07-15 0.125 0.125 4487400.00 4963842.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCS8 2031-08-15 1.250 1.250 1236000.00 1057110.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDC2 2026-10-15 0.125 0.125 8426400.00 9814854.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDG3 2026-10-31 1.125 1.125 99100.00 95804.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDJ7 2031-11-15 1.375 1.375 1722500.00 1468407.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDL2 2028-11-30 1.500 1.500 149900.00 139118.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDX6 2032-01-15 0.125 0.125 200000.00 210519.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEB3 2029-02-28 1.875 1.875 300.00 282.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEJ6 2027-04-15 0.125 0.125 6736600.00 7520945.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEP2 2032-05-15 2.875 2.875 13500.00 12569.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CES6 2029-05-31 2.750 2.750 200.00 192.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEW7 2027-06-30 3.250 3.250 350300.00 346785.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEZ0 2032-07-15 0.625 0.625 19000.00 19622.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFB2 2027-07-31 2.750 2.750 1100.00 1074.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFC0 2029-07-31 2.625 2.625 400.00 380.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFF3 2032-08-15 2.750 2.750 18700.00 17332.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFH9 2027-08-31 3.125 3.125 499600.00 498079.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFL0 2029-09-30 3.875 3.875 2200000.00 2223145.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFM8 2027-09-30 4.125 4.125 133600.00 135993.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFR7 2027-10-15 1.625 1.625 873600.00 963734.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFT3 2029-10-31 4.000 4.000 5400.00 5466.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFW6 2025-11-15 4.500 4.500 150000.00 151406.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGA3 2025-12-15 4.000 4.000 999700.00 1003977.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGJ4 2030-01-31 3.500 3.500 14000.00 13741.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGK1 2033-01-15 1.125 1.125 24700.00 25477.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGQ8 2030-02-28 4.000 4.000 80200.00 81727.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGV7 2026-04-15 3.750 3.750 13000.00 13100.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGW5 2028-04-15 1.250 1.250 29000.00 31150.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHE4 2028-05-31 3.625 3.625 14000.00 13983.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHJ3 2030-06-30 3.750 3.750 10700.00 10624.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHM6 2026-07-15 4.500 4.500 500.00 502.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHP9 2033-07-15 1.375 1.375 303000.00 311423.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHR5 2030-07-31 4.000 4.000 100000.00 100088.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHU8 2026-08-15 4.375 4.375 475000.00 485600.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHV6 2025-08-31 5.000 5.000 3200.00 3267.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHW4 2030-08-31 4.125 4.125 100000.00 102364.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHY0 2026-09-15 4.625 4.625 13000.00 13296.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHZ7 2030-09-30 4.625 4.625 13000.00 13582.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJA0 2028-09-30 4.625 4.625 309800.00 321208.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJB8 2025-09-30 5.000 5.000 29500.00 30012.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJD4 2025-10-31 4.455 4.455 8749800.00 8752512.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJE2 2025-10-31 5.000 5.000 19000.00 19262.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJH5 2028-10-15 2.375 2.375 100.00 109.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJJ1 2033-11-15 4.500 4.500 6000.00 6155.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJK8 2026-11-15 4.625 4.625 6000.00 6097.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJL6 2025-11-30 4.875 4.875 221000.00 223107.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJN2 2028-11-30 4.375 4.375 700.00 715.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJP7 2026-12-15 4.375 4.375 3841700.00 3878813.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJQ5 2030-12-31 3.750 3.750 250000.00 247597.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJR3 2028-12-31 3.750 3.750 3103900.00 3098250.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJX0 2031-01-31 4.000 4.000 9000.00 8989.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJY8 2034-01-15 1.750 1.750 594400.00 615981.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJZ5 2034-02-15 4.000 4.000 247800.00 247286.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKB6 2026-02-28 4.625 4.625 104200.00 106393.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKC4 2031-02-28 4.250 4.250 380400.00 391355.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKF7 2031-03-31 4.125 4.125 800.00 814.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKG5 2029-03-31 4.125 4.125 391000.00 399183.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKH3 2026-03-31 4.500 4.500 4022800.00 4089188.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKJ9 2027-04-15 4.500 4.500 499900.00 510654.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKL4 2029-04-15 2.125 2.125 100000.00 107435.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKM2 2026-04-30 4.435 4.435 3000.00 3001.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKP5 2029-04-30 4.625 4.625 186000.00 192684.18 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0436 300000000.00 300000000.00 0.0021 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4310 91282CNQ0 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-08-01 2027-07-31 2027-07-31 N N N 0.0443 471638506.44 471638506.44 0.0033 N Y Y N - N/A - US 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Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132D9C69 2040-10-01 2.000 2.000 200000.00 102507.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DMHZ1 2049-01-01 4.500 4.500 8874722.00 1244853.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DNCD3 2052-04-01 3.500 3.500 21000.00 14300.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DNPV9 2052-07-01 4.000 4.000 2950000.00 2158526.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DNS46 2052-02-01 2.000 2.000 300000.00 198299.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DNYP2 2052-09-01 5.000 5.000 260000.00 206424.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DNZW6 2052-02-01 2.500 2.500 1575000.00 1064728.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DP3K2 2052-12-01 3.000 3.000 37809.00 28022.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DPS90 2053-02-01 5.000 5.000 325000.00 262583.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DPXG8 2050-03-01 5.000 5.000 144000.00 104867.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DPYG7 2053-04-01 5.500 5.500 440000.00 344044.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DQA30 2052-06-01 3.500 3.500 27837050.00 21217021.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DQAY2 2053-03-01 5.500 5.500 140000.00 123971.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DS6V9 2053-07-01 5.500 5.500 200000.00 181995.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DSGT3 2053-01-01 4.500 4.500 430236.00 381486.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DTAE0 2054-05-01 6.500 6.500 30000000.00 26676036.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3132DTQ86 2054-07-01 5.500 5.500 62210619.00 56184458.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31339UJN1 2049-10-01 3.500 3.500 11403000.00 2854917.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133A26H8 2050-02-01 3.000 3.000 115500.00 62031.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133A6WG2 2050-06-01 4.000 4.000 198070.00 94685.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133ACKY3 2050-11-01 2.000 2.000 1802796.00 991688.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133AEU93 2051-01-01 1.500 1.500 5000000.00 2615673.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133AFTP6 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133AYVR8 2051-12-01 2.000 2.000 1850000.00 1125069.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133B3VA2 2052-01-01 2.000 2.000 1006357.00 691422.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133B6AC4 2052-03-01 2.000 2.000 10000.00 6652.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133B6L65 2052-02-01 3.500 3.500 56083.00 47433.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133BBSQ3 2052-05-01 3.000 3.000 46796025.00 35943972.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133BDPY5 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Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133KQDM5 2053-01-01 5.000 5.000 512000.00 438891.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133KRCS1 2053-05-01 6.500 6.500 1000000.00 773861.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133KY5R6 2045-07-01 6.000 6.000 11971919.00 12202864.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133KYVX4 2041-10-01 1.500 1.500 280000.00 171438.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133L8ZP3 2037-04-01 2.500 2.500 11000.00 6853.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WAGF9 2054-04-01 6.500 6.500 200000.00 176076.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WBE77 2054-04-01 6.500 6.500 800000.00 727842.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WDQK1 2054-05-01 5.500 5.500 5937561.00 5424192.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WDQU9 2054-05-01 5.500 5.500 579710.00 539408.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WJ6T1 2037-09-01 3.000 3.000 6556823.00 4034529.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WJGR4 2037-05-01 2.000 2.000 2120351.00 1313139.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WMQ47 2040-02-01 5.000 5.000 1494850.00 1473789.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WMQB1 2040-02-01 5.000 5.000 1612355.00 1561196.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WMSB9 2040-03-01 5.500 5.500 1310101.00 1320549.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WND23 2040-06-01 5.500 5.500 1395910.00 1426711.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WND98 2040-06-01 5.500 5.500 1012922.00 1032600.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNDG2 2040-06-01 5.500 5.500 2622994.00 2669288.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNGN4 2040-06-01 6.000 6.000 2571318.00 2646267.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNJD3 2040-07-01 5.500 5.500 1046294.00 1070184.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNJU5 2040-07-01 5.500 5.500 6699430.00 6850966.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNLD0 2040-08-01 6.000 6.000 1435098.00 1482322.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 3133WNLK4 2040-07-01 5.500 5.500 1007854.00 1030623.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425URD9 2054-12-01 6.000 6.000 100000.00 95016.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425UXV2 2054-12-01 5.000 5.000 1438205.00 1405423.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425UZ73 2054-11-01 4.500 4.500 688521.00 651159.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425VFW8 2054-12-01 5.500 5.500 100548.00 99886.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425VQ22 2054-12-01 6.000 6.000 100000.00 95487.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425VUX9 2054-12-01 5.000 5.000 1200000.00 1166029.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425WKL4 2054-12-01 4.500 4.500 1271320.00 1202422.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425WNB3 2054-12-01 5.500 5.500 4614229.00 4364652.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425WPP0 2054-12-01 5.000 5.000 2203382.00 2132793.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425WPZ8 2054-12-01 5.500 5.500 1691165.00 1608689.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425WQW4 2055-01-01 5.500 5.500 1241219.00 1234746.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31425X7F0 2055-01-01 4.500 4.500 1656138.00 1484183.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31426AYK8 2054-12-01 4.500 4.500 2518457.00 2226103.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31426BJB3 2055-02-01 6.000 6.000 2440251.00 2491452.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31426C4T8 2055-03-01 6.000 6.000 4012031.00 4084894.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31426CDK7 2055-02-01 6.000 6.000 1715542.00 1584754.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities PBLD0EJDB5FWOLXP3B76 31426CDR2 2055-01-01 5.500 5.500 1073052.00 1067941.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage 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18197.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38380HQ39 2047-11-20 4.000 4.000 36500000.00 1502069.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38380U4L4 2048-01-20 4.000 4.000 75533125.00 3025708.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38380VYW5 2045-05-20 4.500 4.500 2712045.00 3876.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38380W7E3 2043-10-16 1.595 1.595 26242138.00 620685.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38381AML7 2048-10-20 1.684 1.684 10077933.00 315419.46 Agency Mortgage-Backed 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Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382ANL5 2049-10-16 4.000 4.000 8270539.00 385454.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382BBM4 2049-12-20 4.000 4.000 147875068.00 4606459.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382BSQ7 2049-12-20 1.584 1.584 15430647.00 1294035.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382BX65 2050-01-20 1.584 1.584 49003338.00 3107152.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382CRH6 2050-02-20 3.500 3.500 16810000.00 778328.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage 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38382FWY6 2050-06-20 3.500 3.500 5203377.00 298630.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382GXH0 2050-07-16 3.500 3.500 66262584.00 8478160.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382HHD5 2043-07-20 2.164 2.164 20105071.00 852545.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382HQT0 2050-08-20 1.784 1.784 25278374.00 1908909.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382JNE2 2050-09-20 3.500 3.500 43106809.00 2137849.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382LBD2 2050-11-20 2.500 2.500 25863021.00 2364008.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382LEJ6 2050-07-20 3.500 3.500 7741991.00 73957.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382M2J7 2051-01-20 2.500 2.500 78000000.00 7802860.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382MUC1 2051-01-20 2.500 2.500 70322580.00 6913791.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382MUE7 2051-01-20 2.500 2.500 66034452.00 5991911.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382PAD4 2046-04-20 4.000 4.000 32175548.00 618331.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382PEF5 2047-09-20 0.113 0.113 63334376.00 137179.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382PPM8 2051-03-20 3.000 3.000 66666666.00 3776620.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382Q3F5 2050-08-20 3.000 3.000 160467936.00 13922168.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382QFJ4 2051-03-20 3.000 3.000 133333333.00 10250220.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38382QKL3 2051-04-20 3.500 3.500 2808570.00 189171.70 Agency Mortgage-Backed Securities 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38383D3R7 2050-12-20 3.000 3.000 6912250.00 703958.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383D5S3 2051-12-20 3.500 3.500 35989846.00 4747235.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383DET1 2051-11-20 2.000 2.000 2719362.00 241404.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383DRM2 2048-03-20 2.500 2.500 17135629.00 1761910.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383DRX8 2051-11-20 2.500 2.500 7545310.00 4475459.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383FB51 2052-01-20 3.000 3.000 100000000.00 60723191.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383FVB6 2051-12-20 1.250 1.250 4400000.00 2006839.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383G2T7 2052-02-20 0.652 0.652 14504323.00 896986.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383GMN8 2052-01-20 2.500 2.500 23290000.00 14500341.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383GTL5 2052-01-20 3.500 3.500 26906402.00 3144326.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383HBD0 2052-12-20 1.902 1.902 41244507.00 1817007.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383HFY0 2051-08-20 3.000 3.000 75000000.00 9582228.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383HRE1 2053-01-20 1.902 1.902 50000000.00 2057616.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383HSR1 2050-08-20 5.000 5.000 1000.00 521.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383LBW9 2052-11-20 1.902 1.902 23000000.00 1751128.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383MC55 2052-03-20 3.500 3.500 119826097.00 79104292.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383PAP6 2051-11-20 1.802 1.802 35272653.00 3801284.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383PL66 2052-04-20 3.500 3.500 100000000.00 75766866.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383PQS3 2048-07-20 1.734 1.734 15520826.00 989729.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383PR86 2052-04-20 4.500 4.500 10667117.00 6164486.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383PR94 2052-04-20 0.000 0.000 85667117.00 1005999.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383RGU5 2051-06-20 2.500 2.500 17798235.00 2111823.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383THM8 2052-06-20 0.000 0.000 59887706.00 989575.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383UPM6 2052-08-20 1.652 1.652 25000000.00 1766476.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383UR51 2051-06-20 3.000 3.000 22603857.00 2926967.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383UR69 2047-06-20 4.500 4.500 22132312.00 2958453.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383VJL3 2053-01-20 1.902 1.902 26119996.00 1814775.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383VJM1 2053-01-20 6.000 6.000 16763181.00 2194806.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383VVQ8 2053-02-20 0.742 0.742 50000000.00 1796268.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383WJF4 2053-03-20 1.702 1.702 80000000.00 2831279.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383WQT6 2053-03-20 1.932 1.932 116851203.00 4656696.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383XB52 2053-04-20 1.302 1.302 74000000.00 2364272.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383XPD0 2053-04-20 1.252 1.252 200000000.00 6019367.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383XPU2 2053-04-20 1.252 1.252 250000000.00 7550325.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383XZD9 2063-04-20 1.152 1.152 40000000.00 765261.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383YNK4 2052-06-20 1.102 1.102 23635449.00 1277973.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384AL68 2053-06-20 1.652 1.652 50000000.00 1196304.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384BM57 2053-07-20 1.652 1.652 20835571.00 1068419.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384BWC1 2053-06-20 1.652 1.652 100000000.00 4273823.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384CBH1 2053-07-20 1.652 1.652 50000000.00 2262848.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384CGH6 2053-08-20 0.552 0.552 10000000.00 139847.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384CGJ2 2053-08-20 0.602 0.602 10000000.00 144896.00 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-08-01 2025-08-01 2025-08-01 N N N 0.0437 4500000000.00 4500000000.00 0.0314 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2025-08-05 /S/Robert Svagna Robert Svagna Treasury Manager