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03.500 CLAB9574 N/A 31417GT89 2043-06-01 3.5 2203697.69 2072867.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9642 N/A 31417GWC6 2043-06-01 3 2126173.97 1947235.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9660 N/A 31417GWW2 2043-06-01 3 2684427.32 2458927.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9670 N/A 31417GW85 2043-06-01 3.5 2537724.95 2386539.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9785 N/A 31417G2T2 2043-07-01 3.5 1841441.25 1733561.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9950 N/A 31417HBU7 2043-07-01 3.5 1932919.36 1819367.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAE0981 N/A 31419BCT0 2041-03-01 3.5 1578648.69 1497354.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1591 N/A 31418AXV5 2043-09-01 4.5 1625238.10 1606250.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 1749280.62 1622025.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2163 N/A 31418BMM5 2045-02-01 3.5 1592849.07 1494913.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9669 N/A 31417GW77 2043-06-01 3.5 2054407.04 1932440.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9554 N/A 31417GTL0 2043-06-01 3 1678373.12 1536852.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9464 N/A 31417GQS8 2043-05-01 3.5 2492424.60 2346003.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9365 N/A 31417GMP8 2043-05-01 3.5 1739888.20 1642626.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9261 N/A 31417GJF4 2043-05-01 3.5 2579306.13 2427242.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9095 N/A 31417GC95 2043-04-01 3.5 2492346.57 2340771.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9827 N/A 31417G4M5 2043-07-01 3.5 1801552.64 1695568.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAB8843 N/A 31417FZH4 2043-04-01 3.5 1898949.08 1792854.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAB8966 N/A 31417F6C7 2043-04-01 3.5 1798380.66 1697915.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8879 N/A 31417F2M9 2043-04-01 3 1783307.32 1634062.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7959 N/A 31417EZZ7 2043-02-01 3.5 1604098.15 1511528.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9666 N/A 31417GW44 2043-06-01 3.5 1554258.36 1463596.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7463 N/A 31417EJH5 2043-01-01 3.5 831328.31 783007.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7306 N/A 31417EDL2 2042-12-01 3.5 1817071.44 1711833.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7305 N/A 31417EDK4 2042-12-01 3.5 2524454.69 2375629.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7290 N/A 31417EC41 2042-12-01 3.5 1567412.95 1478417.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7289 N/A 31417EC33 2042-12-01 3.5 2127393.15 2005941.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB6850 N/A 31417DTG8 2042-11-01 3 2416812.49 2213418.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6625 N/A 31417DLF8 2042-10-01 3.5 1633315.10 1541594.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6518 N/A 31417DG49 2042-10-01 3.5 1970578.67 1861139.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB7103 N/A 31417D3M3 2042-11-01 3 1668211.28 1528862.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB6011 N/A 31417CVD4 2042-08-01 3 1966004.07 1802408.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB5956 N/A 31417CTN5 2042-09-01 3.5 1900254.69 1784743.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5929 N/A 31417CST3 2042-08-01 3.5 2390926.65 2258884.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5928 N/A 31417CSS5 2042-08-01 3.5 2142700.61 2024369.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5936 N/A 31417CS22 2042-08-01 3.5 1701968.01 1603038.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5894 N/A 31417CRQ0 2042-08-01 3.5 2023112.64 1909500.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5892 N/A 31417CRN7 2042-08-01 3.5 1683622.41 1590120.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5667 N/A 31417CJM8 2042-07-01 3.5 1765760.46 1666598.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5664 N/A 31417CJJ5 2042-07-01 3.5 2000306.95 1887352.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5597 N/A 31417CGF6 2042-07-01 3.5 2101377.47 1982716.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6226 N/A 31417C4L6 2042-09-01 3.5 1525709.89 1440977.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6217 N/A 31417C4B8 2042-09-01 3.5 1844013.37 1737594.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5181 N/A 31417BXK8 2042-05-01 3.5 1615244.85 1525538.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5180 N/A 31417BXJ1 2042-05-01 3.5 1769518.64 1670695.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4016 N/A 31418DPA4 2040-05-01 2.5 2402252.56 2186550.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2895 N/A 31418CGD0 2047-02-01 3 2363929.99 2121126.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2863 N/A 31418CFD1 2047-01-01 3 2304189.04 2077708.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2196 N/A 31418BNN2 2045-03-01 3.5 2523662.51 2368489.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQMA1612 N/A 31418AYJ1 2043-10-01 4.5 1479281.76 1463826.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 1566405.69 1480826.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1291 N/A 31418ANH7 2042-12-01 4 2539629.74 2463423.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1178 N/A 31418AJY5 2042-09-01 4 2195104.40 2129252.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1146 N/A 31418AHY7 2042-08-01 4 2154660.73 2090017.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA1133 N/A 31418AHK7 2042-08-01 3.5 1634000.50 1541723.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQMA1710 N/A 31418A3U0 2043-12-01 4.5 2122326.85 2100152.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9955 N/A 31417HBZ6 2043-07-01 3.5 1671727.35 1570393.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9947 N/A 31417HBR4 2043-07-01 3.5 2204262.86 2071109.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9766 N/A 31417GZ82 2043-06-01 3.5 2092107.53 1967469.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5045 N/A 31417BTB3 2042-04-01 3.5 2397460.44 2265059.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4939 N/A 31417BPZ4 2042-04-01 3.5 1586041.13 1497958.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4943 N/A 31417BP50 2042-04-01 3.5 2115769.69 1994981.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4761 N/A 31417BJF5 2042-03-01 3.5 2173305.31 2056430.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4760 N/A 31417BJE8 2042-03-01 3.5 1754204.83 1658415.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4746 N/A 31417BHY6 2042-03-01 3.5 1993228.41 1884385.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4511 N/A 31417BAM9 2042-02-01 3.5 2254986.10 2130449.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4299 N/A 31417AX53 2042-01-01 3.5 1980786.80 1872007.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4429 N/A 31417A4P1 2042-02-01 3.5 2089462.34 1976012.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8034 N/A 3138WH4U3 2046-10-01 3 1793719.41 1616471.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3147 N/A 31418CP99 2047-10-01 3 2496674.77 2243986.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6578 N/A 3140QEJY9 2050-08-01 2.5 2323293.68 1974616.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4505 N/A 31417BAF4 2042-02-01 3.5 2318675.08 2192060.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4587 N/A 31417BCZ8 2042-03-01 3.5 2067937.53 1956729.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4680 N/A 31417BFW2 2042-03-01 3.5 1834383.47 1734785.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4937 N/A 31417BPX9 2042-04-01 3.5 1882237.82 1779457.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5043 N/A 31417BS99 2042-04-01 3.5 2325398.71 2195536.04 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-01 2026-04-01 2026-04-01 N N N .0372 167892000.00 167892000.00 .0009 N Y Y N Fixed Income Clearing Corporation ("FICC") - BOFA Fixed Income Clearing Corporation ("FICC") - BOFA, REPO, 3.680%, 4/1/2026 3.680 060990009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BOFA Y USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 14674000.00 14780301.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 100.00 104.49 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 24200.00 24681.76 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 100.00 98.47 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 100.00 90.49 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 1300.00 1129.99 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 100.00 97.87 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 1110000.00 977006.90 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 12899800.00 7185356.37 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 83714200.00 61655626.24 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 100.00 85.77 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 8404100.00 6537600.70 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 8470400.00 8291873.31 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 1129600.00 1093896.56 U.S. Treasuries (including strips) USTR 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 23000000.00 24581000.43 U.S. Treasuries (including strips) USTR BILL 05/12/26 N/A 912797TR8 2026-05-12 0 100.00 99.59 U.S. Treasuries (including strips) USTR BILL 04/02/26 N/A 912797SD0 2026-04-02 0 400.00 399.96 U.S. Treasuries (including strips) USTR BILL 11/27/26 N/A 912797SU2 2026-11-27 0 108495400.00 105942286.25 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 2776000.00 2127431.23 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 15985500.00 16243417.44 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 100.00 97.03 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 1000.00 967.77 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 50892400.00 50450465.86 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 56800.00 57176.47 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 17644800.00 17484332.18 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 1000.00 990.77 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 400.00 400.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 800.00 812.06 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 328800.00 334877.61 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 322425000.00 329608142.69 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 21500.00 21400.86 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 1100.00 1126.61 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 200.00 201.66 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 700.00 700.41 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 235139600.00 243894806.05 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 4135500.00 4147307.70 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 700.00 704.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 8815200.00 8933554.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 190000.00 192382.06 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 1000.00 947.47 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 100.00 98.93 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 12399100.00 11642866.49 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 13910000.00 13222687.56 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 1305200.00 1284416.70 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 65601800.00 67654908.73 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 600.00 546.90 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 40622900.00 36577051.95 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 200.00 201.03 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 100.00 91.92 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 584982200.00 489267380.12 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 8112000.00 5931987.13 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 100.00 98.76 U.S. Treasuries (including strips) USTR BILL 07/14/26 N/A 912797UP0 2026-07-14 0 100.00 98.96 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0373 1500000000.00 1500000000.00 .0079 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.680%, 4/9/2026 3.680 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2025-208 QY N/A 38385KJZ4 2055-12-20 4.5 1271269.26 1074120.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-096 GP N/A 38382UF55 2051-06-20 1 2357508.87 1819589.79 Agency Collateralized Mortgage Obligation FNMA FNRM RC030GK R25F030 N/A 3136BVQ27 2055-05-25 6.5 13655621.19 14358280.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-68 JC N/A 38379XCQ1 2046-05-20 2 723789.57 640074.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-196 FB N/A 38385JDL4 2065-11-20 4.5729 35946904.88 36075065.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-15 DF N/A 38380XR25 2048-08-20 4.0895 14933.38 14530.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 NA N/A 38385LFW3 2054-03-20 4.5 18653532.18 18438158.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FC N/A 38385F3T6 2055-05-20 5.3229 26535705.37 26799110.83 Agency Collateralized Mortgage Obligation FMAC FHLMC MULTI SCR 2021- N/A 35563FAB7 2051-01-25 7.4119 578421.05 600511.71 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 BK N/A 38385MEB8 2056-02-20 4.5 24294863.73 23616089.54 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FG R24F082 N/A 3136BTEZ2 2054-11-25 4.9119 24921254.51 25058287.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-043 FB N/A 38385NZK3 2056-03-20 4.6095 8227210.53 8176872.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 FV N/A 38385NTQ7 2056-03-20 4.5722 17499705.26 17379571.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 FJ N/A 38385NPZ1 2056-03-20 4.6222 736.84 732.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-047 BC N/A 38385NNM2 2051-08-20 4.5 73684210.53 72209273.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 QT N/A 38385MGC4 2066-02-20 6.5 208288468.66 215288557.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 KV N/A 38385MBF2 2037-03-20 4.5 8140672.73 8034046.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-070 EA N/A 38385FSD4 2050-12-20 5 13732751.82 13813344.76 Agency Collateralized Mortgage Obligation FMAC FHLMC STACR REMIC TR N/A 35564UAS6 2045-09-25 5.1619 2501577.47 2492465.02 Agency Mortgage-Backed Securities FMAC FHLMCT SLSTT SERIES 2 N/A 35564CFP7 2060-07-26 5.9965 96195921.01 63410067.53 Agency Mortgage-Backed Securities GNMA GNRA 2024-180 FH N/A 38384YU41 2054-11-20 5.3529 8616129.30 8703140.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-130 FB N/A 38384VKZ9 2054-08-20 4.7229 42977132.95 43095497.13 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-043 QA N/A 38384KNX5 2047-10-20 4.5 724017.85 722157.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-085 FA N/A 38384BKC4 2053-06-20 4.8729 8263442.23 8306072.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-133 MK N/A 38381QMC2 2055-08-20 10.1729 8323097.93 8798416.73 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-120 TA N/A 38381N3D8 2051-05-20 5 9145524.49 9138186.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-091 BA N/A 38376M4V6 2045-08-20 3 248816.61 240820.39 Agency Collateralized Mortgage Obligation FMAC FEPC 05.500 CLZI9396 N/A 3131WNNM2 2039-11-01 5.5 48852.55 50059.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3681 N/A 3140QBCT3 2049-06-01 4.5 6307600.92 6183246.57 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4566 N/A 31418ECC2 2037-03-01 1.5 1160476.99 1041619.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3875 N/A 3140J8JV6 2048-04-01 4 651360.55 624545.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3882 N/A 3140QPJ40 2052-06-01 5 1515295.94 1504344.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ1938 N/A 3138YTEL4 2045-03-01 3.5 6888.44 6418.06 Agency Mortgage-Backed Securities GNMA GNMI SF 669626 X N/A 36295F4K7 2037-06-15 6 28578.04 29513.77 Agency Mortgage-Backed Securities GNMA GNMI SF 671529 X N/A 36295JA63 2037-09-15 6.5 17.45 18.47 Agency Mortgage-Backed Securities GNMA GNII SF 004052 M N/A 36202EQD4 2037-11-20 7.5 12681.04 12964.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2549 N/A 31418BZP4 2046-03-01 3.5 305757.65 286405.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1213 N/A 3140NHK31 2053-05-01 6 539302.59 555530.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1674 N/A 3132A12F0 2037-03-01 5.5 12938.54 13191.64 Agency Mortgage-Backed Securities GNMA GNII SF MA7417 M N/A 36179WG28 2051-06-20 2 28075685.62 23151622.15 Agency Mortgage-Backed Securities GNMA GNII SP 784407 M N/A 3622A23Q3 2047-11-20 3.5 5190.81 4849.96 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4688 N/A 3132A5F59 2046-11-01 3 769962.91 694279.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0746 N/A 31427MZL8 2055-04-01 6.5 13310708.63 14047931.11 Agency Mortgage-Backed Securities GNMA GNII SF 004196 M N/A 36202EUV9 2038-07-20 6.5 84533.76 91179.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP0038 N/A 3140K7BG7 2049-12-01 3 82293.87 73301.13 Agency Mortgage-Backed Securities GNMA GNMI SF AV4036 X N/A 36195EPV4 2046-09-15 4.5 217824.27 214149.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3697 N/A 31418DDB5 2039-07-01 3 17992.63 16844.70 Agency Mortgage-Backed Securities GNMA GNMI SF AY0512 X N/A 36196PR95 2047-06-15 4.5 209.59 204.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZT1609 N/A 3132ADYE2 2034-01-01 3 1144977.32 1110120.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0273 N/A 3131XTJS0 2045-10-01 3.5 322521.13 302689.84 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA1288 N/A 31329JND5 2043-02-01 3 67008.37 61421.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL930063 N/A 31412NJG2 2038-09-01 6 220909.64 232884.92 Agency Mortgage-Backed Securities GNMA GNMI SF 673234 X N/A 36295K4T7 2038-11-15 6 7.90 8.36 Agency Mortgage-Backed Securities GNMA GNMI SF 698028 X N/A 36296QPM5 2039-01-15 5 8475.49 8671.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6566 N/A 3132DUJK4 2054-10-01 6 5023470.91 5232095.66 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1703 N/A 3132AD3L0 2049-01-01 4 1049546.38 1005015.53 Agency Mortgage-Backed Securities GNMA GNMI SF BA2485 X N/A 3617AEXN1 2047-04-15 4.5 185.32 184.43 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 680532.07 692477.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8464 N/A 3131XQMM5 2044-09-01 3.5 144701.09 135805.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0098 N/A 3140BCDC3 2055-06-01 6 6845988.51 7143063.33 Agency Mortgage-Backed Securities GNMA GNMI SF 638595 X N/A 36291UNL5 2039-02-15 6 19443.03 20341.20 Agency Mortgage-Backed Securities GNMA GNII SF 711724 C N/A 36297GVR8 2043-02-20 3.5 495726.79 464514.67 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS4327 N/A 3140XKYZ7 2052-04-01 1.5 8570651.51 6607629.49 Agency Mortgage-Backed Securities GNMA GNII SF MA7881 M N/A 36179WXJ2 2052-02-20 2.5 618.57 531.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 343137.17 318869.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4781 N/A 3132A5J22 2048-07-01 4.5 174771.90 171696.97 Agency Mortgage-Backed Securities GNMA GNMI SF 724406 X N/A 3620AAYB8 2039-11-15 4.5 5747.31 5666.01 Agency Mortgage-Backed Securities GNMA GNII SF MA8425 M N/A 36179XLE4 2052-11-20 3.5 18015994.34 16646124.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI9801 N/A 3131WN3J1 2040-03-01 5 11683.29 11758.89 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 22663128.89 19484405.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1233 N/A 3140X4LP9 2048-03-01 3.5 5822926.02 5465233.38 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4422 N/A 3131XK4F3 2042-12-01 3 371721.76 340729.08 Agency Mortgage-Backed Securities GNMA GNMI SF 728837 X N/A 3620AFV61 2040-01-15 5 46.61 47.26 Agency Mortgage-Backed Securities GNMA GNMI SF 706801 X N/A 36297BGJ4 2040-04-15 4.5 2088.55 2105.73 Agency Mortgage-Backed Securities GNMA GNII SF 004715 M N/A 36202FGY6 2040-06-20 5 134.27 137.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZA2090 N/A 31329KKB9 2028-10-01 6 5156.11 5273.85 Agency Mortgage-Backed Securities GNMA GNII SF MA2826 M N/A 36179RD71 2045-05-20 3.5 117741.86 110820.25 Agency Mortgage-Backed Securities GNMA GNMI SF AW5781 X N/A 36195UM66 2047-02-15 4.5 69661.78 68313.41 Agency Mortgage-Backed Securities GNMA GNII SP 783038 M N/A 36241LLT1 2040-07-20 5.5 6259.96 6457.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE4303 N/A 31419EX95 2040-09-01 5 35.49 35.91 Agency Mortgage-Backed Securities GNMA GNMI SF 753314 X N/A 36230MVF1 2040-12-15 4 87008.30 83647.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9175 N/A 3133KRFQ2 2053-06-01 6 11671884.59 12087730.49 Agency Mortgage-Backed Securities GNMA GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 28131815.96 23197908.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB2812 N/A 31416YDS4 2041-04-01 4.5 1152837.81 1141513.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI1173 N/A 3138AEJT1 2041-04-01 5.5 277888.71 285291.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3530 N/A 31418C4Q4 2048-10-01 3 4661.89 4194.11 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM6020 N/A 3131Y0VM1 2048-03-01 3 14429.96 12879.96 Agency Mortgage-Backed Securities GNMA GNII SF DO8804 C N/A 3618V5X96 2056-02-20 5 751.46 748.26 Agency Mortgage-Backed Securities GNMA GNII SF MB0938 M N/A 3618N6BG1 2056-02-20 6 753.22 772.56 Agency Mortgage-Backed Securities GNMA GNPL PN DO7369 N/A 3618V4FJ7 2061-03-15 3.83 7256103.47 6647415.56 Agency Mortgage-Backed Securities GNMA GNPL PN DQ1928 N/A 3618MUD93 2061-03-15 5.53 589473.68 607702.18 Agency Mortgage-Backed Securities GNMA GNII SF DO3157 C N/A 3618NYQJ8 2056-01-20 6.5 3221336.27 3318348.96 Agency Mortgage-Backed Securities GNMA GNII SF DI4807 C N/A 3618NNKU3 2055-07-20 6.5 730.88 771.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4341 N/A 31427RZF0 2056-03-01 5.5 4083726.01 4145861.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6039 N/A 3142GWV97 2056-03-01 6 17733681.37 18460425.36 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 8497748.37 8591166.95 Agency Mortgage-Backed Securities GNMA GNII SF DL7656 C N/A 3618LKQH4 2055-12-20 7 734.76 763.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6040 N/A 3142GWWA3 2056-03-01 6 16990817.05 17648922.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3040 N/A 3140U6LW2 2056-03-01 5.5 7271425.06 7342978.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA1382 N/A 3142JPRC7 2055-12-01 6 13055673.02 13563878.15 Agency Mortgage-Backed Securities GNMA GNII SF DP3748 C N/A 3618MJEV8 2056-01-20 5 736.29 740.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ0853 C N/A 3618MS5N6 2056-02-20 6.5 736.08 768.90 Agency Mortgage-Backed Securities GNMA GNPL PN DM6441 N/A 3618LWEN8 2060-12-15 5.4 735.15 760.57 Agency Mortgage-Backed Securities GNMA GNII SF 004577 M N/A 36202FCN4 2039-11-20 4.5 25.11 24.91 Agency Mortgage-Backed Securities GNMA GNII SF 005306 M N/A 36202F3P9 2042-02-20 4.5 5402.39 5356.14 Agency Mortgage-Backed Securities GNMA GNII SF 005280 M N/A 36202F2M7 2042-01-20 4 7385.94 7065.23 Agency Mortgage-Backed Securities GNMA GNII SF 004059 M N/A 36202EQL6 2037-12-20 5.5 3874.58 4008.80 Agency Mortgage-Backed Securities GNMA GNII SF 004076 M N/A 36202EQ51 2038-01-20 7.5 9935.26 10186.37 Agency Mortgage-Backed Securities GNMA GNII SF 004017 M N/A 36202EPA1 2037-08-20 6 27448.20 28955.85 Agency Mortgage-Backed Securities GNMA GNII SF 003807 M N/A 36202EGQ6 2036-01-20 5.5 16547.89 17120.42 Agency Mortgage-Backed Securities GNMA GNII SF 003772 M N/A 36202EFM6 2035-10-20 5 8526.02 8659.41 Agency Mortgage-Backed Securities GNMA GNMI SF 595260 X N/A 36200AJD2 2032-12-15 5.5 5775.72 5919.55 Agency Mortgage-Backed Securities GNMA GNMI SF AI4466 X N/A 36198Q6B9 2044-09-15 4 348201.00 333252.15 Agency Mortgage-Backed Securities GNMA GNMI SF AZ3056 X N/A 36197FMD2 2047-08-15 4.5 123545.04 122547.66 Agency Mortgage-Backed Securities GNMA GNMI SF AY3841 X N/A 36196THS6 2047-03-15 5 32721.03 33047.90 Agency Mortgage-Backed Securities GNMA GNII ET DO5404 C N/A 3618V2AD9 2066-01-20 6 8574515.13 8801362.50 Agency Mortgage-Backed Securities GNMA GNII ET DO4747 C N/A 3618V1HY8 2065-12-20 7 110911.40 116400.45 Agency Mortgage-Backed Securities GNMA GNII SF DO5285 C N/A 3618V12S7 2055-12-20 6 137988.74 144987.66 Agency Mortgage-Backed Securities GNMA GNII SF DO3164 C N/A 3618NYQR0 2055-12-20 6.5 17762.62 18297.57 Agency Mortgage-Backed Securities GNMA GNII SF DO3159 C N/A 3618NYQL3 2056-01-20 6 572703.07 584024.83 Agency Mortgage-Backed Securities GNMA GNII SF MB0998 M N/A 3618N6DC8 2056-03-20 6 4146.21 4252.07 Agency Mortgage-Backed Securities GNMA GNII SF MB0939 M N/A 3618N6BH9 2056-02-20 6.5 4900851.42 5147494.94 Agency Mortgage-Backed Securities GNMA GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 111676.29 108040.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 37046499.08 37408900.27 Agency Mortgage-Backed Securities GNMA GNII SF MB0488 M N/A 3618N5RJ0 2055-07-20 7 17171614.71 17883091.94 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 27954968.67 28244116.22 Agency Mortgage-Backed Securities GNMA GNII SF MB0150 M N/A 3618N5EY1 2055-01-20 7 4599.33 4802.27 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 24025234.28 24316019.69 Agency Mortgage-Backed Securities GNMA GNII SF MB0090 M N/A 3618N5C49 2054-12-20 4.5 756.65 732.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 12989284.51 12570120.30 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 751.47 746.66 Agency Mortgage-Backed Securities GNMA GNII SF DO3143 C N/A 3618NYP42 2056-01-20 6.5 398339.85 410336.12 Agency Mortgage-Backed Securities GNMA GNII SF DI8718 C N/A 3618NSVK2 2055-07-20 6.5 1076621.46 1136978.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5162 N/A 31329NWX2 2043-01-01 3.5 1127277.84 1061974.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA4907 N/A 31329NNY0 2047-05-01 4 2629950.53 2531175.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2501 N/A 31329KX66 2038-04-01 3 190811.54 180530.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN4826 N/A 3131YBLF3 2049-04-01 4 233033.61 223565.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN3158 N/A 3131Y9QK2 2049-02-01 4 51847.04 49808.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN3049 N/A 3131Y9L68 2049-02-01 4 605828.07 580142.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2167 N/A 3131XVMQ5 2046-11-01 3 81449.36 73464.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0412 N/A 3131XTN55 2045-11-01 3.5 66640.18 62507.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9935 N/A 3131XSBC5 2045-08-01 3 5444541.41 4958893.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL8347 N/A 3131XQHY5 2044-05-01 4.5 158936.21 156782.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL6037 N/A 3131XMV69 2043-05-01 3.5 324121.28 302840.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL6288 N/A 3131XM6Z3 2043-06-01 3.5 123954.38 116992.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4585 N/A 3131XLCW5 2043-01-01 3 325077.94 298026.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3430 N/A 3131XJY30 2042-08-01 3 14599.67 13385.08 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3152 N/A 3131XJQD7 2042-05-01 3 10576.76 9696.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0816 M N/A 3618N54A4 2055-12-20 6.5 729.66 765.73 Agency Mortgage-Backed Securities GNMA GNII SF MB0812 M N/A 3618N53W7 2055-12-20 4.5 26605.05 25730.41 Agency Mortgage-Backed Securities GNMA GNII SF DQ0858 C N/A 3618MS5T3 2056-02-20 6 742.76 757.44 Agency Mortgage-Backed Securities GNMA GNII SF DP8780 C N/A 3618MPXH4 2056-01-20 6 2209.89 2255.19 Agency Mortgage-Backed Securities GNMA GNII SF DP8653 C N/A 3618MPTJ5 2056-02-20 5.5 743.85 769.31 Agency Mortgage-Backed Securities GNMA GNII SF DN9999 C N/A 3618MDDC4 2055-11-20 6 2939.70 2999.96 Agency Mortgage-Backed Securities GNMA GNII SF DN6489 C N/A 3618M9F64 2056-02-20 5.5 756.57 782.09 Agency Mortgage-Backed Securities GNMA GNII SF DN5310 C N/A 3618M73T1 2055-11-20 6 739.22 750.50 Agency Mortgage-Backed Securities GNMA GNPL PN DM6442 N/A 3618LWEP3 2060-12-15 5.4 735.15 760.57 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4581 N/A 31418ECT5 2037-04-01 1.5 2076342.74 1864900.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 171719.95 152901.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3776 N/A 31418DFS6 2049-09-01 4 2877401.93 2752014.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3331 N/A 31418CVZ4 2048-04-01 3 7341.04 6552.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 764348.60 709877.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 364404.78 337895.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1377 N/A 3131XGQ68 2041-05-01 4.5 32874.88 32552.02 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4374 N/A 3131X72F4 2027-08-01 2.5 53330.16 52864.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI9756 N/A 3131WNZV9 2040-02-01 4.5 200351.41 198385.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI9650 N/A 3131WNWK6 2040-01-01 5.5 260505.67 267855.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3068 N/A 3131XJMR0 2042-05-01 3.5 5212.16 4934.02 Agency Mortgage-Backed Securities GNMA GNMI SF 711752 X N/A 36297GWM8 2043-05-15 2.5 141739.35 123551.40 Agency Mortgage-Backed Securities GNMA GNMI SF 711740 X N/A 36297GV98 2043-04-15 2.5 102822.72 89564.38 Agency Mortgage-Backed Securities GNMA GNMI SF 711074 X N/A 36297F6K3 2040-01-15 4.5 7173.77 7131.28 Agency Mortgage-Backed Securities GNMA GNMI SF 709788 X N/A 36297ERH0 2039-09-15 5.5 6322.65 6489.22 Agency Mortgage-Backed Securities GNMA GNMI SF 708520 X N/A 36297DDZ7 2039-04-15 5 4943.46 5035.73 Agency Mortgage-Backed Securities GNMA GNMI SF 705143 X N/A 36296YLY6 2040-06-15 5 7749.64 7928.63 Agency Mortgage-Backed Securities GNMA GNMI SF 700933 X N/A 36296TV26 2038-11-15 6 2162.39 2247.25 Agency Mortgage-Backed Securities GNMA GNMI SF 698654 X N/A 36296RE37 2038-11-15 6 10710.05 11089.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745458 N/A 31403DE70 2036-04-01 6 67885.81 71446.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5906 N/A 3138WFR40 2045-10-01 3.5 55969.00 52527.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAK9716 N/A 3138EEYN3 2042-04-01 5 153957.31 154937.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAK5035 N/A 3138E9SZ4 2042-02-01 4.5 101232.95 99972.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI5791 N/A 3138AKNH8 2041-07-01 5.5 80882.65 82448.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAI2335 N/A 3138AFSZ4 2041-05-01 6 125617.98 130144.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI2650 N/A 3138AF5L0 2041-06-01 5.5 120492.77 123165.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA4883 N/A 31346YM83 2049-12-01 3 163.19 146.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI9252 N/A 3131WNH56 2039-09-01 6 20290.02 21218.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI8303 N/A 3131WMGL4 2038-11-01 5.5 6567.45 6769.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI8245 N/A 3131WMES1 2038-10-01 5.5 9143.65 9397.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI7779 N/A 3131WLUC0 2037-10-01 6 30847.73 31552.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI6469 N/A 3131WKFJ4 2037-09-01 6.5 13591.37 14276.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI6251 N/A 3131WJ5L3 2037-06-01 6 12298.54 12791.51 Agency Mortgage-Backed Securities GNMA GNII SF DK9197 C N/A 3618L9GE7 2055-12-20 6 822.20 839.95 Agency Mortgage-Backed Securities GNMA GNII SF DK3076 C N/A 3618L2MZ8 2055-07-20 6.5 1325.26 1393.94 Agency Mortgage-Backed Securities GNMA GNII SF DK3594 C N/A 3618L27F9 2055-07-20 6.5 1353889.78 1429785.69 Agency Mortgage-Backed Securities GNMA GNII SF DH4996 C N/A 3618KDRR8 2055-07-20 6.5 2197.36 2320.54 Agency Mortgage-Backed Securities GNMA GNMI SF AQ0483 X N/A 36189MRC4 2046-03-15 4.5 27635.67 27169.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2817 N/A 3140U6DX9 2056-03-01 6 7363485.68 7602931.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9338 N/A 3140QVLU6 2054-10-01 6 2123056.15 2206303.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5466 N/A 3140QRCC5 2053-01-01 5.5 27914103.29 28287659.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5147 N/A 3140QQWH4 2052-11-01 6 526.00 541.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB4547 N/A 3140QQBR5 2037-05-01 2.5 30502.77 28803.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB3791 N/A 3140QPF93 2037-05-01 2.5 1393473.12 1316003.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1186 N/A 3140QLJ80 2051-07-01 2 19591077.11 15859107.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2960 N/A 3140QAJE1 2049-01-01 4.5 116463.57 114274.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1988 N/A 3140Q9F65 2048-07-01 4.5 70901.32 69769.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2641 N/A 3140Q95B5 2048-11-01 4.5 683695.89 671478.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3566 N/A 3140W36C8 2055-11-01 5.5 733.52 745.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1191 N/A 3140Q8KD6 2047-11-01 3.5 1177462.64 1095083.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA1795 N/A 3140Q87H2 2048-05-01 5 357331.30 357930.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4462 N/A 3140M55Y7 2054-04-01 5.5 6383522.30 6497048.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5078 N/A 3140J9UC3 2047-05-01 3.5 310327.02 290445.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBM1948 N/A 3140J6EW3 2041-07-01 6 775743.42 821209.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBJ0978 N/A 3140H2CQ9 2047-11-01 3 5171.22 4630.26 Agency Mortgage-Backed Securities GNMA GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 36274360.62 36751852.10 Agency Mortgage-Backed Securities GNMA GNII RG CI4580 C N/A 3617X9CR1 2042-01-20 4 3309.95 3119.59 Agency Mortgage-Backed Securities GNMA GNII SF BS7608 C N/A 3617MJNZ1 2050-05-20 3.5 419.80 388.42 Agency Mortgage-Backed Securities GNMA GNMI SF BR6259 X N/A 3617M45U5 2050-01-15 3.5 76034.19 70441.62 Agency Mortgage-Backed Securities GNMA GNMI SF BC7179 X N/A 3617BA6Q1 2047-10-15 4.5 175136.82 174188.27 Agency Mortgage-Backed Securities GNMA GNMI SF BA4894 X N/A 3617AHNK1 2047-06-15 5 33456.39 33440.39 Agency Mortgage-Backed Securities GNMA GNMI SF BA2743 X N/A 3617AFBL6 2047-07-15 4.5 65333.20 63558.03 Agency Mortgage-Backed Securities GNMA GNII SF MA9848 M N/A 36179Y5H3 2054-08-20 4 710.73 667.37 Agency Mortgage-Backed Securities GNMA GNII SF MA8201 M N/A 36179XDE3 2052-08-20 4.5 557.44 543.15 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 10893361.76 10588870.51 Agency Mortgage-Backed Securities GNMA GNII SF MA7649 M N/A 36179WQA9 2051-10-20 2.5 33865863.32 29115543.81 Agency Mortgage-Backed Securities GNMA GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 38269555.03 31557636.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 23523890.27 19398144.94 Agency Mortgage-Backed Securities GNMA GNII SF MA7138 M N/A 36179V4X5 2051-01-20 3.5 403138.25 375259.89 Agency Mortgage-Backed Securities GNMA GNII SF MA5530 M N/A 36179UEB4 2048-10-20 5 273790.21 277411.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 GLAB8675 N/A 31417FT99 2043-03-01 3.5 120008.66 115329.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5372 N/A 31417B6J1 2042-06-01 3.5 33200.37 31346.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL995251 N/A 31416BTG3 2038-11-01 6 171563.97 180591.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL955791 N/A 31413UKC2 2037-10-01 6.5 7829.46 8267.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL949358 N/A 31413ME78 2037-08-01 6.5 14870.76 15589.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL929605 N/A 31412MYA0 2038-06-01 6 154964.37 158705.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL928828 N/A 31412L4M9 2037-10-01 6 242896.79 254979.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889455 N/A 31410KE42 2038-05-01 6 84774.45 89221.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9300 N/A 3140XRKN4 2054-10-01 6 5086260.31 5267010.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7518 N/A 3140XPK81 2053-03-01 6 11331179.78 11741708.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5741 N/A 3140XMLX2 2053-07-01 6.5 2786378.04 2926713.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5392 N/A 3140XL7E2 2053-07-01 6.5 929592.08 979043.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9921 N/A 3140XEAX2 2051-12-01 3 867533.02 763130.63 Agency Mortgage-Backed Securities GNMA GNII SF MA2303 M N/A 36179QRY9 2044-10-20 3.5 133.24 125.36 Agency Mortgage-Backed Securities GNMA GNII SF MA2224 M N/A 36179QPH8 2044-09-20 4 19249.48 18486.30 Agency Mortgage-Backed Securities GNMA GNII SF MA2676 M N/A 36179Q6M8 2045-03-20 2.5 197229.42 173858.00 Agency Mortgage-Backed Securities GNMA GNII SF MA0852 M N/A 36179M5M8 2043-03-20 3.5 284210.38 268785.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7689 N/A 3142JWRK4 2056-03-01 5.5 6327370.77 6381516.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6093 N/A 3142GWXX2 2056-03-01 6 12229078.11 12678496.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3675 N/A 31427RCM0 2055-12-01 6.5 7222620.59 7577805.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3672 N/A 31427RCJ7 2056-01-01 6 592798.98 612971.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3246 N/A 31427QTC6 2055-11-01 6 5981012.78 6199899.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1462 N/A 31427NTU3 2055-05-01 6.5 5160898.81 5457153.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1359 N/A 31427NQM4 2055-05-01 6.5 4773955.65 5053798.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1348 N/A 31427NQA0 2055-05-01 6 664.41 693.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0750 N/A 31427MZQ7 2055-04-01 6.5 10078689.47 10642961.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD5025 N/A 31418SSP5 2040-08-01 5.5 86362.84 88155.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1350 N/A 31427NQC6 2055-05-01 6 369653.66 384622.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9444 N/A 3132AAP57 2043-12-01 3.5 299538.96 282339.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4642 N/A 3132A5EP6 2045-12-01 3.5 1018203.35 954803.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4630 N/A 3132A5EB7 2045-09-01 3.5 87948.99 82540.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 28097.64 26370.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4626 N/A 3132A5D77 2045-08-01 3.5 67725.11 63560.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4577 N/A 3132A5CN3 2044-08-01 3.5 6314.20 5928.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4568 N/A 3132A5CD5 2044-05-01 5 18964.79 19027.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4526 N/A 3132A5A39 2043-08-01 3.5 42284.63 39756.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3925 N/A 3132A4LE6 2043-08-01 3.5 161215.37 151674.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS3604 N/A 3132A4AD0 2042-10-01 3 1690172.69 1549546.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9438 N/A 3132AAPX6 2041-11-01 4.5 12410.38 12279.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS2746 N/A 3132A3BP4 2039-04-01 6.5 4647.74 4855.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1556 N/A 3132A1WR1 2037-08-01 5.5 51700.27 53473.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1201 N/A 3132A1KN3 2036-12-01 5.5 33055.72 34188.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS1748 N/A 3132A15H3 2037-11-01 6 82601.48 86935.99 Agency Mortgage-Backed Securities GNMA GNII SF 004696 M N/A 36202FGD2 2040-05-20 4.5 25.66 25.46 Agency Mortgage-Backed Securities GNMA GNII SF 004695 M N/A 36202FGC4 2040-05-20 4 16090.28 15530.98 Agency Mortgage-Backed Securities FMAC 05.500 FGPC Q02328 G N/A 3132GFSR9 2041-07-01 5.5 58373.58 59705.39 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q02323 G N/A 3132GFSL2 2041-07-01 5 175595.99 176704.29 Agency Mortgage-Backed Securities FMAC 05.500 FGPC Q00294 G N/A 3132GDKF8 2041-04-01 5.5 366330.52 376966.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6147 N/A 3132DTZL7 2054-09-01 6.5 3157530.20 3326403.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0316 N/A 3132CWK52 2033-01-01 2.5 134767.07 129572.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZT2091 N/A 3132AEKC9 2034-06-01 3 9629.96 9328.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2043 N/A 3132AEHU3 2047-10-01 3 3861081.84 3482784.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1475 N/A 3132ADT81 2046-11-01 3.5 44726.97 41896.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRC2057 N/A 3133L8JA4 2036-05-01 3 29846.68 28518.44 Agency Mortgage-Backed Securities GNMA GNMI SF 698314 X N/A 36296QYK9 2039-05-15 4.5 808.10 804.15 Agency Mortgage-Backed Securities GNMA GNMI SF 697584 X N/A 36296P6V8 2038-11-15 5.5 10.23 10.60 Agency Mortgage-Backed Securities GNMA GNMI SF 694462 X N/A 36296LQP8 2038-10-15 6 11684.81 12180.32 Agency Mortgage-Backed Securities GNMA GNMI SF 691693 X N/A 36296HNJ4 2040-04-15 4.5 586685.91 591519.03 Agency Mortgage-Backed Securities GNMA GNMI SF 687708 X N/A 36296DAH1 2038-07-15 5 42.69 43.68 Agency Mortgage-Backed Securities GNMA GNMI SF 685650 X N/A 36296AWK6 2038-04-15 6 12505.54 12918.23 Agency Mortgage-Backed Securities GNMA GNMI SF 682306 X N/A 36295WAF4 2038-03-15 6 149.81 155.16 Agency Mortgage-Backed Securities GNMA GNMI SP 782559 X N/A 36241KZY7 2039-01-15 6.5 5204.43 5630.56 Agency Mortgage-Backed Securities GNMA GNMI SP 782474 X N/A 36241KXB9 2038-12-15 5.5 12522.90 13054.16 Agency Mortgage-Backed Securities GNMA GNMI SP 782353 X N/A 36241KTJ7 2038-06-15 6 5.56 5.88 Agency Mortgage-Backed Securities GNMA GNII SP 788451 C N/A 3622AEH41 2056-02-20 5 12721261.44 12667484.43 Agency Mortgage-Backed Securities GNMA GNII EP 788330 C N/A 3622AEEB8 2065-03-20 7 9544.92 10017.29 Agency Mortgage-Backed Securities GNMA GNII SP 786681 C N/A 3622ACJ27 2053-04-20 5.5 174839.66 177956.76 Agency Mortgage-Backed Securities GNMA GNMI SP 783655 X N/A 3622A2BY7 2040-05-15 6.5 58909.48 63734.56 Agency Mortgage-Backed Securities GNMA GNMI SP 780464 X N/A 36225AQR4 2026-11-15 7 .50 .50 Agency Mortgage-Backed Securities GNMA GNMI SF 737902 X N/A 3620ARX71 2041-01-15 4 119753.03 115127.01 Agency Mortgage-Backed Securities GNMA GNMI SF 737794 X N/A 3620ARUT6 2040-12-15 4 1692.24 1626.88 Agency Mortgage-Backed Securities GNMA GNMI SF 726323 X N/A 3620AC4G6 2039-09-15 5 3535.94 3617.61 Agency Mortgage-Backed Securities GNMA GNMI SF 723534 X N/A 3620A9Y70 2039-12-15 4.5 206085.11 205054.68 Agency Mortgage-Backed Securities GNMA GNMI SF 723606 X N/A 3620A93P4 2040-01-15 4.5 3972.99 3950.68 Agency Mortgage-Backed Securities GNMA GNII SF 005207 M N/A 36202FYC4 2041-10-20 6 33334.25 35055.27 Agency Mortgage-Backed Securities GNMA GNII SF 005177 M N/A 36202FXE1 2041-09-20 5.5 29809.67 30842.97 Agency Mortgage-Backed Securities GNMA GNII SF 005140 M N/A 36202FV94 2041-08-20 4.5 32521.32 32244.73 Agency Mortgage-Backed Securities GNMA GNII SF 005063 M N/A 36202FTU0 2041-05-20 6 5042.25 5306.10 Agency Mortgage-Backed Securities GNMA GNMI SF 680687 X N/A 36295UF48 2038-01-15 6 6.08 6.32 Agency Mortgage-Backed Securities GNMA GNMI SF 677235 X N/A 36295QLQ1 2040-06-15 4.5 286417.14 284279.32 Agency Mortgage-Backed Securities GNMA GNMI SF 671536 X N/A 36295JBD7 2037-09-15 6.5 40941.71 43474.07 Agency Mortgage-Backed Securities GNMA GNMI SF 671023 X N/A 36295HPG9 2037-08-15 6 2929.58 3090.06 Agency Mortgage-Backed Securities GNMA GNMI SF 658133 X N/A 36294SEE3 2036-10-15 6.5 5282.36 5618.75 Agency Mortgage-Backed Securities GNMA GNMI SF 652947 X N/A 36292ML42 2036-02-15 6 17747.21 18365.45 Agency Mortgage-Backed Securities GNMA GNMI SF 645916 X N/A 36292DSD5 2036-05-15 6 3832.03 3970.71 Agency Mortgage-Backed Securities GNMA GNMI SF 644019 X N/A 36292BPC4 2035-07-15 6 3834.91 4026.81 Agency Mortgage-Backed Securities GNMA GNMI SF 615895 X N/A 36290SGC9 2033-08-15 5 645.65 655.95 Agency Mortgage-Backed Securities GNMA GNII SP 783284 C N/A 36241LUH7 2040-06-20 5.5 16385.71 16896.81 Agency Mortgage-Backed Securities GNMA GNMI SF 681706 X N/A 36295VKT5 2038-12-15 6 3857.20 4052.52 Agency Mortgage-Backed Securities GNMA GNMI SP 783173 X N/A 36241LQ25 2039-12-15 6 10619.64 11238.17 Agency Mortgage-Backed Securities GNMA GNMI SP 782916 X N/A 36241LGZ3 2040-02-15 5.5 3365.37 3506.88 Agency Mortgage-Backed Securities GNMA GNII SP 783590 M N/A 36241L7B6 2041-06-20 4.5 4558.43 4520.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1320 N/A 3132ADPD4 2048-11-01 4 8176.90 7829.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0724 N/A 3132ACYV6 2045-07-01 4.5 1800272.22 1782606.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0495 N/A 3132ACRQ5 2048-08-01 4.5 1163222.30 1143873.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9589 N/A 3132AAUN2 2045-12-01 4.5 25927.45 25592.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3197 N/A 3140JKRT5 2049-01-01 4 855355.92 818793.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7424 N/A 31426SHA0 2055-07-01 6.5 9706223.82 10146834.61 Agency Mortgage-Backed Securities GNMA GNII SF 005082 M N/A 36202FUF1 2041-06-20 4.5 23006.73 22686.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAI4613 N/A 3138AJDT6 2031-07-01 4.5 50718.64 50722.80 Agency Mortgage-Backed Securities GNMA GNMI SF 430354 X N/A 36207FBX8 2041-08-15 4 28964.09 27838.93 Agency Mortgage-Backed Securities GNMA GNMI SP 783396 X N/A 36241LXZ4 2037-04-15 6 5070.62 5288.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 29007.12 28420.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4638 N/A 3132A5EK7 2045-11-01 3.5 302515.18 283678.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1474 N/A 3132ADT73 2044-01-01 3.5 15169.22 14312.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6308 N/A 31427GAJ3 2055-10-01 6.5 1795066.63 1874585.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9654 N/A 3140QVWQ3 2054-12-01 5 51969669.63 51721912.91 Agency Mortgage-Backed Securities GNMA GNII SF 005279 M N/A 36202F2L9 2042-01-20 3.5 4423.19 4189.80 Agency Mortgage-Backed Securities GNMA GNMI SF 553461 X N/A 36213FZ22 2042-01-15 3.5 16165.94 15215.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6879 N/A 3138WGUD4 2046-03-01 3.5 64438.50 60393.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4647 N/A 3132A5EU5 2046-01-01 3.5 16475.47 15441.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2375 N/A 3132A2T85 2038-09-01 5.5 37780.49 38914.78 Agency Mortgage-Backed Securities GNMA GNMI SF AP5306 X N/A 36188S3P9 2046-01-15 4.5 15970.83 15592.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAK1531 N/A 3138E5VZ8 2042-03-01 5 87170.58 87867.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI7821 N/A 3131WLVN5 2038-07-01 5.5 56408.45 57973.92 Agency Mortgage-Backed Securities GNMA GNII SP 783976 M N/A 3622A2MZ2 2043-04-20 3.5 54924.33 51785.77 Agency Mortgage-Backed Securities GNMA GNRM 2020-139 AG N/A 38380P6F6 2062-06-16 1.5 8385709.27 6058331.14 Agency Mortgage-Backed Securities GNMA GNRM 2021-017 AE N/A 38380RNR7 2061-01-16 1.2 4236931.11 3054623.96 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB4 N/A 30306BAD5 2037-10-25 11.2834 332522.63 311451.63 Agency Mortgage-Backed Securities GNMA GNRA 2024-166 AB N/A 38381LB76 2058-04-16 4.5 724491.19 715415.49 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-KF3 N/A 302953AC8 2027-09-25 13.3834 17661831.19 16694008.09 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-KX0 N/A 30306UAU5 2032-09-25 4.0425 3172189.89 3032850.67 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 302952AF3 2037-04-25 11.9368 136195.20 138501.99 Agency Mortgage-Backed Securities GNMA GNRM 2023-110 HA N/A 38384B6B2 2054-04-16 4 3275312.17 3151866.75 Agency Mortgage-Backed Securities GNMA GNRA 2024-085 A N/A 38381LFG2 2065-10-16 3.5 10891708.80 9840731.52 Agency Mortgage-Backed Securities GNMA GNRA 2022-164 B N/A 38381E8Q4 2063-11-16 2.2 9578947.37 7021726.03 Agency Mortgage-Backed Securities GNMA GNRA 2021-127 A N/A 38381DXY1 2062-11-16 2 8206799.13 6705502.01 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L 2026-04-07 2026-04-07 2026-04-09 Y Barclays Bank plc 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L N N .0373 1400000000.00 1400000000.00 .0074 N N Y N Barclays Bank plc Barclays Bank plc, REPO, 3.680%, 4/16/2026 3.680 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.000 CLFS9300 N/A 3140XRKN4 2054-10-01 6 4836256.31 5008122.34 Agency Mortgage-Backed Securities GNMA GNII SF MA9014 M N/A 36179YAP9 2053-07-20 4 8938196.14 8447563.65 Agency Mortgage-Backed Securities GNMA GNPL PN DC4433 N/A 3618HJ4S2 2059-10-15 4.2 414265.53 397599.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAP1703 N/A 3138M43M2 2042-08-01 4.5 22465.17 22212.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1148 N/A 31427NH28 2054-04-01 6.5 7391531.13 7715307.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6748 N/A 31427GQA5 2055-10-01 6 14942040.13 15478489.26 Agency Mortgage-Backed Securities GNMA GNMI SF AE3318 X N/A 36180VVK0 2046-07-15 2.5 59717.34 51899.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4481 N/A 3132A46S2 2042-04-01 3.5 205881.91 194511.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4596 N/A 3132A5C94 2044-12-01 3.5 13125.51 12318.58 Agency Mortgage-Backed Securities GNMA GNPL PN DJ4706 N/A 3618KRGP3 2060-08-15 5.05 397664.45 399300.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0180 N/A 3132ACFV7 2044-08-01 3.5 47623.77 44855.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1111 N/A 31329JGU5 2041-10-01 3.5 17987.82 17027.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3937 N/A 31418DLT7 2050-02-01 3 166749.08 148369.34 Agency Mortgage-Backed Securities GNMA GNII SF DO8804 C N/A 3618V5X96 2056-02-20 5 9423499.31 9383436.88 Agency Mortgage-Backed Securities GNMA GNII SF DP7929 C N/A 3618MNY21 2056-02-20 5.5 888.47 919.02 Agency Mortgage-Backed Securities GNMA GNII SF DH6441 C N/A 3618KFEN6 2055-03-20 6.5 1266201.93 1355518.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1374 N/A 31427NQ44 2055-05-01 6.5 7433280.55 7827487.24 Agency Mortgage-Backed Securities GNMA GNII SF DP8713 C N/A 3618MPVE3 2056-01-20 5 6356382.87 6355694.26 Agency Mortgage-Backed Securities GNMA GNII SF DP4141 C N/A 3618MJS68 2056-01-20 6 9346306.93 9531074.07 Agency Mortgage-Backed Securities GNMA GNPL PN DJ7953 N/A 3618KUZS9 2060-07-15 5.99 437619.83 466256.22 Agency Mortgage-Backed Securities GNMA GNPL PN DN1576 N/A 3618M3XD2 2061-01-15 5.44 558390.34 578576.89 Agency Mortgage-Backed Securities GNMA GNMI SF 691693 X N/A 36296HNJ4 2040-04-15 4.5 48036.92 48432.65 Agency Mortgage-Backed Securities GNMA GNMI SF 688099 X N/A 36296DNQ7 2038-11-15 6 8351.00 8808.86 Agency Mortgage-Backed Securities GNMA GNII SP 786934 C N/A 3622ACSX9 2053-09-20 6 7825098.49 8112717.81 Agency Mortgage-Backed Securities GNMA GNII SP 786682 C N/A 3622ACJ35 2053-05-20 6 4271498.62 4407759.43 Agency Mortgage-Backed Securities GNMA GNII SF 005338 M N/A 36202F4X1 2042-03-20 6 129.56 136.68 Agency Mortgage-Backed Securities GNMA GNII SF DO3604 C N/A 3618V0AD3 2055-11-20 6 703486.25 714191.91 Agency Mortgage-Backed Securities GNMA GNII SF MB0939 M N/A 3618N6BH9 2056-02-20 6.5 817.57 858.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2958 N/A 3132A3JB7 2038-07-01 5.5 64148.14 66279.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2133 N/A 3132A2LN0 2038-06-01 5.5 11119.06 11452.88 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A83727 G N/A 312930D80 2033-09-01 5.5 124092.94 125140.58 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 180917.49 179759.02 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M N/A 3618N5PJ2 2055-06-20 5.5 206549.65 208706.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0090 M N/A 3618N5C49 2054-12-20 4.5 7006840.87 6780730.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 60221121.59 58277785.99 Agency Mortgage-Backed Securities GNMA GNII SF DQ3904 C N/A 3618MWKR1 2056-02-20 5 4413103.96 4394885.20 Agency Mortgage-Backed Securities GNMA GNII SF DQ0858 C N/A 3618MS5T3 2056-02-20 6 8518114.69 8686509.30 Agency Mortgage-Backed Securities GNMA GNII SF DP9487 C N/A 3618MQRG1 2056-02-20 5 7576119.96 7544843.21 Agency Mortgage-Backed Securities GNMA GNII SF DP9486 C N/A 3618MQRF3 2056-02-20 5 785.05 782.49 Agency Mortgage-Backed Securities GNMA GNII SF DP7529 C N/A 3618MNLJ8 2056-02-20 5.5 11915553.17 12321484.29 Agency Mortgage-Backed Securities GNMA GNII SF DP4402 C N/A 3618MJ3K4 2056-02-20 6 15960570.06 16305158.78 Agency Mortgage-Backed Securities GNMA GNII SF DP3155 C N/A 3618MHQG2 2056-01-20 5 5597413.90 5628589.63 Agency Mortgage-Backed Securities GNMA GNII SF MB0938 M N/A 3618N6BG1 2056-02-20 6 74584408.63 76499736.25 Agency Mortgage-Backed Securities GNMA GNII SF DN9999 C N/A 3618MDDC4 2055-11-20 6 6047306.33 6171257.97 Agency Mortgage-Backed Securities GNMA GNPL PN DN1575 N/A 3618M3XC4 2061-01-15 5.44 559153.98 579368.14 Agency Mortgage-Backed Securities GNMA GNPL PN DN1555 N/A 3618M3WQ4 2060-12-15 5.63 558781.87 585798.22 Agency Mortgage-Backed Securities GNMA GNII SF DM7089 C N/A 3618LW2W1 2055-10-20 5 3948309.46 3970904.32 Agency Mortgage-Backed Securities GNMA GNII SF DK9197 C N/A 3618L9GE7 2055-12-20 6 816.25 833.86 Agency Mortgage-Backed Securities GNMA GNPL PN DK6744 N/A 3618L6P52 2060-10-15 5.34 566268.19 580933.97 Agency Mortgage-Backed Securities GNMA GNPL PN DJ7954 N/A 3618KUZT7 2060-07-15 5.99 437619.83 466256.22 Agency Mortgage-Backed Securities GNMA GNPL PN DJ7952 N/A 3618KUZR1 2060-07-15 5.99 437619.83 466256.22 Agency Mortgage-Backed Securities GNMA GNPL PN DJ6860 N/A 3618KTTR1 2060-12-15 5.63 558781.87 585798.22 Agency Mortgage-Backed Securities GNMA GNII SF DH6442 C N/A 3618KFEP1 2055-04-20 6.5 917068.37 981758.06 Agency Mortgage-Backed Securities GNMA GNPL PN DF3002 N/A 3618JLKP3 2060-01-15 5.64 277086.23 289124.79 Agency Mortgage-Backed Securities GNMA GNPL PN DE5550 N/A 3618JBEX5 2059-11-15 5.17 203662.61 207198.66 Agency Mortgage-Backed Securities GNMA GNII SF AK1020 C N/A 36183JDZ1 2044-10-20 3.5 65706.81 60632.38 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 16094427.98 15996359.27 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 58124254.25 59144528.65 Agency Mortgage-Backed Securities GNMA GNPL PN DK6739 N/A 3618L6PY9 2060-09-15 5.58 438049.62 454195.69 Agency Mortgage-Backed Securities GNMA GNII SF MA9848 M N/A 36179Y5H3 2054-08-20 4 868.10 815.14 Agency Mortgage-Backed Securities GNMA GNII SF MA8199 M N/A 36179XDC7 2052-08-20 3.5 594.24 548.71 Agency Mortgage-Backed Securities GNMA GNII SF MA7881 M N/A 36179WXJ2 2052-02-20 2.5 584.78 502.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 570.22 490.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7472 M N/A 36179WJR0 2051-07-20 2.5 17180685.95 14771787.70 Agency Mortgage-Backed Securities GNMA GNII SF MA5984 M N/A 36179UUH3 2049-06-20 3 10633746.59 9608547.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2675 N/A 31427P6M1 2053-09-01 5.5 6843007.15 6955747.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAE0443 N/A 31419AP50 2039-10-01 6.5 13172.71 14023.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 15197912.40 13387005.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3934 N/A 31418DLQ3 2040-02-01 3 51213.83 47778.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3802 N/A 31418DGL0 2049-10-01 3 1081950.45 964385.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3358 N/A 31418CWU4 2048-05-01 4.5 108148.76 106383.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA7939 N/A 3140QFZD4 2035-11-01 2.5 97037.08 91812.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW9795 N/A 3140N23D1 2053-06-01 6.5 905358.28 964039.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI1204 N/A 3138AEKS1 2041-04-01 5.5 182153.54 186281.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAH5962 N/A 3138A7TU2 2041-02-01 5 173994.08 175639.83 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL630993 N/A 31389N7E9 2031-09-01 7.5 29015.34 29568.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD8684 N/A 3133B6UH1 2052-03-01 3 1301342.90 1154534.50 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q02257 G N/A 3132GFQJ9 2041-07-01 5 502900.95 510349.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7397 N/A 3132DVGE9 2055-01-01 5.5 10284365.30 10409447.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7135 N/A 3132DU4U8 2054-12-01 5 90636015.68 90538733.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZT1773 N/A 3132AD6J2 2049-02-01 5.5 70952.95 72528.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4682 N/A 3132A5FX8 2046-10-01 3 1277428.03 1152188.98 Agency Mortgage-Backed Securities GNMA GNRA 2026-047 FV N/A 38385NTQ7 2056-03-20 4.5722 30380736.00 30172174.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 GY N/A 38385LEK0 2056-01-20 4.5 4444441.60 3785624.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-079 DF N/A 38385GUW7 2055-05-20 5.3229 29381600.40 29658123.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-180 FH N/A 38384YU41 2054-11-20 5.3529 61474591.73 62095400.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 JF N/A 38384YQL8 2053-12-20 4.4729 22303051.12 22331124.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-140 FE N/A 38382A3N3 2049-11-20 4.2395 5749472.26 5682556.50 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 MQ N/A 38385LLD8 2056-01-20 4.5 39114573.46 38116095.74 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-79 MY N/A 38379L2D7 2045-05-20 3.5 3902400.00 3390302.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-094 FA N/A 38376K2H3 2039-10-16 4.487 180359.99 181030.67 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-208 AB N/A 38385KGZ7 2053-12-20 4.5 5569511.81 5510569.66 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 GL N/A 38385LEG9 2056-01-20 4.5 1960249.60 1640264.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 MF N/A 38385NRF3 2056-03-20 4.6222 39999999.20 39760213.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-110 GE N/A 38381NWW4 2049-10-20 5 780659.98 782728.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-040 DL N/A 38381MBV1 2055-08-16 4 470588.00 433236.65 Agency Mortgage-Backed Securities GNMA GNRM 2024-031 KB N/A 38381J7L5 2066-02-16 4 933446.40 717407.07 Agency Mortgage-Backed Securities GNMA GNRA 2022-042 B N/A 38381EZM3 2063-02-16 2.5 1440000.00 929624.16 Agency Mortgage-Backed Securities GNMA GNRA 2023-142 HA N/A 38381JUH8 2065-09-16 3.5 23510291.52 21116418.77 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2019-KF6 N/A 30311FAC1 2029-05-25 6.1334 1797908.73 1695232.38 Agency Mortgage-Backed Securities GNMA GNRA 2023-094 A N/A 38381JGU5 2064-09-16 2.75 19512536.00 16590371.12 Agency Mortgage-Backed Securities GNMA GNRA 2024-038 A N/A 38381J7A9 2065-10-16 3.75 11820136.44 10886333.84 Agency Mortgage-Backed Securities GNMA GNRM 2023-175 KB N/A 38381JB30 2065-05-16 4 697860.00 539269.46 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L 2026-04-07 2026-04-07 2026-04-16 Y Barclays Bank plc 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L N N .0373 800000000.00 800000000.00 .0042 N N Y N Barclays Bank plc Barclays Bank plc, REPO, 3.680%, 4/10/2026 3.680 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-043 FB N/A 38385NZK3 2056-03-20 4.6095 56678905.45 56332113.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-070 GA N/A 38385FRG8 2052-02-20 5 11078221.48 11145584.45 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-147 FB N/A 38384WX34 2054-09-20 4.7729 56102958.43 56343213.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-98 FL N/A 38381YED2 2049-08-20 4.2395 16401.80 16042.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-131 QC N/A 38381QTA9 2051-07-20 4 207868.59 204466.68 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 FJ N/A 38385NPZ1 2056-03-20 4.6222 44130006.88 43871199.74 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-20 LA N/A 38381RCQ0 2049-02-20 3 77721.00 68590.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-72 FN N/A 38374HL24 2034-07-20 4.1895 160512.24 160700.22 Agency Collateralized Mortgage Obligation GNMA GNMI SF 682587 X N/A 36295WJ81 2038-04-15 5.5 3341.42 3451.19 Agency Mortgage-Backed Securities GNMA GNMI SF 631491 X N/A 36291LRL1 2034-06-15 5.5 21422.85 21700.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7502 N/A 3140QTKQ1 2053-11-01 6 2113127.80 2198430.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1186 N/A 3140QLJ80 2051-07-01 2 28721348.10 23250122.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN2396 N/A 3140JJUW7 2049-02-01 4 120369.01 115181.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4197 N/A 3140J8UX9 2047-03-01 3 5396717.06 4904455.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3612 N/A 3140J8AN3 2047-02-01 4 15173.48 14576.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAQ1224 N/A 3138MGLE3 2042-11-01 3 907546.78 831448.98 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIQO1175 N/A 3133WKJU1 2038-02-01 3 107606.35 102817.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7397 N/A 3132DVGE9 2055-01-01 5.5 634.62 642.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0715 N/A 3132ACYL8 2048-09-01 3 57424.59 51255.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4792 N/A 3132A5KD6 2048-09-01 5 96938.60 97531.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0059 N/A 3131XTB41 2045-08-01 3.5 10463.06 9819.76 Agency Mortgage-Backed Securities GNMA GNMI SP 782916 X N/A 36241LGZ3 2040-02-15 5.5 7235.42 7539.68 Agency Mortgage-Backed Securities GNMA GNII EP 788330 C N/A 3622AEEB8 2065-03-20 7 23623042.32 24792130.93 Agency Mortgage-Backed Securities GNMA GNII SP 788277 C N/A 3622AECN4 2055-11-20 6.5 13653738.73 14180795.80 Agency Mortgage-Backed Securities GNMA GNMI SP 783655 X N/A 3622A2BY7 2040-05-15 6.5 139.58 151.01 Agency Mortgage-Backed Securities GNMA GNII SF 004978 M N/A 36202FQ74 2041-03-20 4.5 27447.52 27222.59 Agency Mortgage-Backed Securities GNMA GNII SF 004977 M N/A 36202FQ66 2041-03-20 4 84195.15 81024.63 Agency Mortgage-Backed Securities GNMA GNII SF 004715 M N/A 36202FGY6 2040-06-20 5 393301.34 402621.27 Agency Mortgage-Backed Securities GNMA GNII SF 004697 M N/A 36202FGE0 2040-05-20 5 64432.43 65763.13 Agency Mortgage-Backed Securities GNMA GNII SF 004619 M N/A 36202FDY9 2040-01-20 5.5 13663.88 14137.77 Agency Mortgage-Backed Securities GNMA GNMI SF 605630 X N/A 36200NY39 2034-08-15 6 3484.68 3573.91 Agency Mortgage-Backed Securities GNMA GNII ET DO4747 C N/A 3618V1HY8 2065-12-20 7 4911006.52 5154053.87 Agency Mortgage-Backed Securities GNMA GNII SF DO3157 C N/A 3618NYQJ8 2056-01-20 6.5 1671.74 1722.08 Agency Mortgage-Backed Securities GNMA GNII SF DI8711 C N/A 3618NSVC0 2055-07-20 6.5 2830093.70 2975069.96 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 53203353.06 52862674.28 Agency Mortgage-Backed Securities GNMA GNII SF MB0090 M N/A 3618N5C49 2054-12-20 4.5 2624.93 2540.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 14242748.12 14151547.06 Agency Mortgage-Backed Securities GNMA GNII SF MB0816 M N/A 3618N54A4 2055-12-20 6.5 69309358.01 72734880.64 Agency Mortgage-Backed Securities GNMA GNII SF DQ0853 C N/A 3618MS5N6 2056-02-20 6.5 726.68 759.09 Agency Mortgage-Backed Securities GNMA GNII SF DP8702 C N/A 3618MPU38 2056-01-20 5 725.52 728.22 Agency Mortgage-Backed Securities GNMA GNII SF DP7529 C N/A 3618MNLJ8 2056-02-20 5.5 726.70 751.46 Agency Mortgage-Backed Securities GNMA GNII SF DP6377 C N/A 3618MMCN1 2056-01-20 5 725.41 723.03 Agency Mortgage-Backed Securities GNMA GNII SF DN6394 C N/A 3618M9C75 2056-02-20 5 5968733.27 6001977.12 Agency Mortgage-Backed Securities GNMA GNII SF DN5789 C N/A 3618M8NE0 2055-11-20 6.5 4730696.78 4960933.49 Agency Mortgage-Backed Securities GNMA GNII SF DM9678 C N/A 3618M0XF3 2055-11-20 5.5 4628499.30 4708374.86 Agency Mortgage-Backed Securities GNMA GNII SF MB0088 M N/A 3618N5C23 2054-12-20 3.5 1181.44 1083.37 Agency Mortgage-Backed Securities GNMA GNII SF DK9197 C N/A 3618L9GE7 2055-12-20 6 1438.53 1469.59 Agency Mortgage-Backed Securities GNMA GNII SF DK3071 C N/A 3618L2MU9 2055-07-20 6.5 1536096.56 1614779.52 Agency Mortgage-Backed Securities GNMA GNII SF DK3042 C N/A 3618L2LX4 2055-07-20 6.5 2875164.55 3022449.64 Agency Mortgage-Backed Securities GNMA GNII SF DH6434 C N/A 3618KFEF3 2055-03-20 6.5 967167.19 1035387.95 Agency Mortgage-Backed Securities GNMA GNII SF DB7489 C N/A 3618HAKA2 2054-06-20 7 5410906.56 5736877.61 Agency Mortgage-Backed Securities GNMA GNMI SF BD4716 X N/A 3617BLGZ6 2047-10-15 4.5 6641.09 6491.07 Agency Mortgage-Backed Securities GNMA GNMI SF BA4513 X N/A 3617AHAN9 2047-05-15 5 102656.44 103948.54 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 516.15 525.21 Agency Mortgage-Backed Securities GNMA GNII SF MA9848 M N/A 36179Y5H3 2054-08-20 4 696.09 653.62 Agency Mortgage-Backed Securities GNMA GNII SF MA8199 M N/A 36179XDC7 2052-08-20 3.5 76417.81 70562.95 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 4882660.43 4197737.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8098 M N/A 36179W7K8 2052-06-20 3 38256.95 34133.54 Agency Mortgage-Backed Securities GNMA GNII SF MA6476 M N/A 36179VFR6 2050-02-20 4 102.17 97.11 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 3362638.59 3311085.99 Agency Mortgage-Backed Securities GNMA GNII SF MA0225 M N/A 36179MHA1 2042-07-20 6 15721.40 16540.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2216 N/A 31426LPA6 2055-05-01 6 9874836.04 10264862.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD9720 N/A 31418XYS1 2040-08-01 5.5 153785.20 157270.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 2544003.74 2436121.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL968381 N/A 31414KJ27 2038-10-01 6.5 7399.94 7797.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5469 N/A 31417CCF0 2042-06-01 3.5 40773.60 38433.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8056 N/A 3132DV5R2 2050-04-01 3 27897.85 24814.18 Agency Mortgage-Backed Securities GNMA GNII SF DK3040 C N/A 3618L2LV8 2055-07-20 6.5 3362313.74 3534550.51 Agency Mortgage-Backed Securities GNMA GNMI SF BC2040 X N/A 3617B5HR8 2047-08-15 4.5 79177.40 77526.39 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 28799555.80 25780123.97 Agency Mortgage-Backed Securities GNMA GNMI SP 784071 X N/A 3622A2QY1 2041-06-15 6 6124.79 6477.30 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 591.12 598.28 Agency Mortgage-Backed Securities GNMA GNII SF MA7881 M N/A 36179WXJ2 2052-02-20 2.5 47592223.55 40916478.21 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5902 N/A 3133A0RX4 2050-01-01 3 152339.60 135833.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 4219281.20 3935351.70 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 6173328.53 5526301.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTBM5276 N/A 3140J92J9 2029-09-01 6 22419.31 22931.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1362 N/A 31427NQQ5 2055-05-01 6.5 17113938.57 18109450.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0815 M N/A 3618N53Z0 2055-12-20 6 85681038.56 87632681.26 Agency Mortgage-Backed Securities GNMA GNII SF DN6208 C N/A 3618M83R3 2056-01-20 5 3591650.61 3611654.91 Agency Mortgage-Backed Securities GNMA GNII SF DG7451 C N/A 3618K4H40 2055-07-20 6.5 1232355.03 1306644.68 Agency Mortgage-Backed Securities GNMA GNII SF DM7363 C N/A 3618LXFC9 2055-11-20 6 4101357.80 4164395.67 Agency Mortgage-Backed Securities GNMA GNII SF DO7530 C N/A 3618V4LK7 2055-12-20 6 716.56 730.72 Agency Mortgage-Backed Securities GNMA GNII SF DP7153 C N/A 3618MM5N9 2056-02-20 5 4085359.04 4080058.97 Agency Mortgage-Backed Securities GNMA GNII SF DP6314 C N/A 3618MMAP8 2056-01-20 5 3876816.01 3864141.41 Agency Mortgage-Backed Securities GNMA GNII SF DP2979 C N/A 3618MHJY1 2056-01-20 6 3542232.76 3614841.45 Agency Mortgage-Backed Securities GNMA GNRM 2026-031 CV N/A 38381SKE6 2040-09-16 4 21864955.50 20444134.27 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-KX0 N/A 30306UAU5 2032-09-25 4.0425 4818136.87 4606499.03 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L 2026-04-07 2026-04-07 2026-04-10 Y Barclays Bank plc 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L N N .0373 649500000.00 649500000.00 .0034 N N Y N Barclays Bank plc Barclays Bank plc, REPO, 3.670%, 4/1/2026 3.670 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.000 CLAZ7366 N/A 3140E0FG5 2045-11-01 4 338293.64 325645.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7660 N/A 3140HMQN7 2048-10-01 4.5 18193.50 17879.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL879737 N/A 31409VLS0 2036-02-01 6.5 112373.95 117773.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 35377.80 37481.56 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8152 N/A 3132D6BV1 2037-05-01 1.5 3069488.87 2755108.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0117 N/A 3132CWDW1 2034-11-01 2.5 45470.66 43117.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2090 N/A 3132AEKB1 2049-06-01 3 70309.98 62648.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1595 N/A 3132ADXY9 2049-01-01 4.5 761071.87 747471.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT1323 N/A 3132ADPG7 2048-10-01 3 1431515.74 1284241.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4788 N/A 3132A5J97 2048-09-01 3 144996.19 129997.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4754 N/A 3132A5H73 2048-02-01 3 84090.14 75296.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4706 N/A 3132A5GP4 2047-03-01 3 801781.58 722553.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4678 N/A 3132A5FT7 2046-09-01 3.5 123743.98 116134.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4642 N/A 3132A5EP6 2045-12-01 3.5 55018.61 51592.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 76836.68 72112.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3883 N/A 3132A4J41 2043-12-01 3.5 72856.00 68740.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB8187 N/A 3132D6CY4 2037-11-01 3 507272.51 484697.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN6177 N/A 3131YC2J4 2049-06-01 3 635639.42 567158.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4984 N/A 3131YBRD2 2049-04-01 3 859509.58 767175.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN4632 N/A 3131YBED6 2048-12-01 4 5436627.46 5205915.11 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4288 N/A 3131YAXR6 2049-03-01 3 27116.92 24204.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745458 N/A 31403DE70 2036-04-01 6 12.92 13.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY8841 N/A 3138YNZF7 2045-07-01 4 42242.20 40647.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV9187 N/A 3138XMF54 2044-03-01 4 3397711.18 3277358.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAU3195 N/A 3138X2RR7 2043-08-01 3 21674.33 19833.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT2060 N/A 3138WPJE5 2028-04-01 2.5 12782.13 12616.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7545 N/A 3138WHL34 2046-07-01 3.5 1164418.07 1088492.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6620 N/A 3138WGLA0 2046-02-01 3.5 66505.05 62364.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6395 N/A 3138WGC93 2045-12-01 3.5 586443.86 549320.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6393 N/A 3138WGC77 2045-12-01 3.5 127350.92 119355.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6328 N/A 3138WGA61 2045-12-01 3.5 65926.77 62147.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7170 N/A 3138WG6G4 2046-05-01 3.5 52457.35 49047.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 278020.21 260923.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6203 N/A 3138WF3M6 2045-11-01 3.5 101095.54 94852.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS0516 N/A 3138W9SE1 2043-09-01 3 188.31 172.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ9362 N/A 3138MRML2 2028-01-01 2.5 28883.30 28550.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP8897 N/A 3138MC3F9 2042-10-01 3.5 73185.69 68871.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP6242 N/A 3138M95C1 2042-10-01 3.5 448926.75 423574.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO4134 N/A 3138LUSY2 2042-06-01 3.5 1263888.55 1193694.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ4071 N/A 3138MKQZ2 2028-04-01 2.5 27921.09 27553.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO1100 N/A 3133WKGH3 2037-12-01 3.5 51783.48 49911.07 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8621 N/A 3132A9SJ7 2031-09-01 2.5 114084.20 110232.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA6568 N/A 31329QJM4 2039-04-01 3 101851.01 95059.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ2854 N/A 3140H4E42 2048-03-01 4 1704985.26 1634793.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5722 N/A 3138WFLC8 2045-09-01 3.5 79302.93 74426.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH5942 N/A 3133CJS77 2053-12-01 5.5 17920462.95 18102791.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6140 N/A 31329PZD8 2048-12-01 4.5 60245.66 59187.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN1295 N/A 3131Y7NL7 2048-11-01 4 17283.74 16543.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6573 N/A 3138WGJT2 2046-01-01 3.5 260970.26 244588.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK5632 N/A 3131X9HH0 2028-06-01 2.5 35128.82 34646.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9927 N/A 3138WLA52 2047-07-01 4.5 6730475.21 6645200.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6448 N/A 3133A1EV0 2050-01-01 3 12872.55 11429.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ7355 N/A 3140E0E50 2045-11-01 3.5 43793.18 41088.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC4437 N/A 3140EY4X6 2046-04-01 3.5 215951.04 202619.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY6023 N/A 3138YKVR1 2045-09-01 3.5 256786.28 240664.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA1217 N/A 3133KGK64 2049-08-01 5 74233.21 74301.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD1437 N/A 3140F8S32 2046-08-01 3.5 871667.76 813926.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1195 N/A 31329JKG1 2042-05-01 3.5 7134.22 6733.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8549 N/A 3132A9QA8 2030-01-01 2.5 195791.76 190750.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4581 N/A 3132A5CS2 2044-09-01 3.5 11424.28 10724.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY3376 N/A 3138YGXE7 2045-04-01 3.5 113809.59 106811.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3527 N/A 3138EK4M4 2042-09-01 3.5 51321.44 48375.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2184 N/A 3131XVM93 2046-11-01 3.5 308133.51 287065.70 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA8866 N/A 3133A3Z76 2050-04-01 3 742536.07 660690.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1650 N/A 3138X0ZQ4 2043-07-01 3.5 685756.92 645041.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU9831 N/A 3138X94R7 2043-11-01 3.5 18751.89 17598.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC2521 N/A 3140EWYT6 2046-01-01 3.5 21582.81 20233.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS4348 N/A 3138WDZN4 2045-01-01 4 10883737.89 10480216.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIQO1607 N/A 3133WKYC4 2038-09-01 3 146635.88 140110.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3967 N/A 3131XXMQ1 2047-08-01 3.5 95512.39 89204.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2662 N/A 3131XV5X9 2047-02-01 3.5 31912.07 29817.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM1028 N/A 3131XUD95 2046-04-01 3.5 186780.89 175007.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL9406 N/A 3131XRNX8 2045-04-01 3.5 31283.67 29360.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8469 N/A 3131XQMS2 2044-09-01 3.5 83894.44 79162.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3398 N/A 3131XJX31 2042-08-01 3.5 14495.04 13680.99 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J40197 G N/A 31307YGE4 2034-02-01 3 16036.55 15544.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0780 N/A 3138LQ2N3 2042-04-01 3.5 327866.78 309555.97 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL8671 N/A 3138ETT55 2028-11-01 2.5 205395.17 203094.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL9562 N/A 3138ERTU4 2041-07-01 6 278938.42 293582.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL2462 N/A 3138EJWY0 2027-10-01 2.5 88902.99 88043.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL1704 N/A 3138EH3N0 2040-05-01 6.5 41814.71 44513.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL0808 N/A 3138EG3S1 2040-05-01 6.5 10439.17 10977.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAK7581 N/A 3138ECM75 2042-08-01 3 269733.48 247433.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ7680 N/A 3138E0RA9 2041-12-01 3.5 276792.19 262021.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA4883 N/A 31346YM83 2049-12-01 3 5414361.03 4868366.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQO0483 N/A 3133WJRC5 2037-06-01 2.5 175168.77 165692.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIQO0873 N/A 3133WJ6J3 2037-09-01 3 368712.02 352941.84 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRC3002 N/A 3133L9KP7 2038-08-01 3 843429.21 805894.92 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2815 N/A 3133L9DU4 2038-01-01 2.5 1304987.35 1232443.54 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC2813 N/A 3133L9DS9 2037-11-01 1.5 20627.04 18514.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5027 N/A 3133KYSQ3 2040-01-01 3 200974.74 187599.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5017 N/A 3133KYSE0 2039-11-01 3 1366030.24 1276582.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2885 N/A 3133KJF23 2050-04-01 3 11176.15 9926.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA9049 N/A 3133A4BS4 2050-04-01 3 784969.91 698203.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA0800 N/A 31334W3H2 2049-07-01 3 191810.18 171205.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7397 N/A 3132DVGE9 2055-01-01 5.5 8848382.72 8955999.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBM1948 N/A 3140J6EW3 2041-07-01 6 2022419.19 2140953.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM1890 N/A 3140J6C47 2032-01-01 2.5 31113.02 30137.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1285 N/A 3140J5NB1 2047-05-01 4.5 22222.86 21935.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8066 N/A 3132DV6B6 2050-05-01 5 215753.65 215652.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 4268898.55 3782927.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD0093 N/A 3132DMC60 2049-10-01 5 3354837.24 3372599.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0026 N/A 3132DMA39 2047-02-01 3 8556907.26 7837374.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBJ9175 N/A 3140HBFR4 2048-05-01 5.5 29676.94 30337.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5849 N/A 3140H7QB6 2048-01-01 4 179241.93 170751.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ4603 N/A 3140H6DH9 2048-02-01 4 316563.10 302669.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD1215 N/A 3140F8K55 2046-06-01 3.5 534190.63 499354.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6958 N/A 3140F2WU0 2046-04-01 3.5 122637.61 115098.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1442 N/A 3140EVS81 2046-07-01 3.5 27759.66 25966.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1760 N/A 3140EV5W3 2046-02-01 3.5 158501.46 148470.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0281 N/A 3140EUJ34 2046-03-01 3.5 44063.62 41331.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA3989 N/A 3140E8NF1 2046-02-01 3.5 158586.25 148369.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA2101 N/A 3140E6KP6 2045-08-01 3.5 394234.87 369994.81 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L 2026-04-01 2026-04-01 2026-04-01 N N N .0372 100000000.00 100000000.00 .0005 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.670%, 4/1/2026 3.670 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 6.625 FNPR BB 11/30 N/A 31358DDS0 2030-11-15 0 63702461.54 52813162.76 Agency Debentures and Agency Strips FNMA 7.25 FNPR BB 05/30 N/A 31358DDR2 2030-05-15 0 125474153.85 106195552.00 Agency Debentures and Agency Strips FCSB 4.50 FCOR 26-33 FP N/A 3133EWEE6 2033-08-26 4.5 7692307.69 7686000.00 Agency Debentures and Agency Strips FCSB 5.78 FCOR 26-40 AH N/A 3133ETDX2 2040-04-23 5.78 6154153.85 6295999.57 Agency Debentures and Agency Strips FCSB 5 5/8 FCOR 26-40 AF N/A 3133ETAZ0 2040-03-26 5.625 7377846.15 7342663.05 Agency Debentures and Agency Strips FCSB 2.59 FCOR 22-41 T N/A 3133ENCT5 2041-11-01 2.59 7230769.23 5441209.28 Agency Debentures and Agency Strips FCSB 2.70 FCOR 22-41 L N/A 3133EML59 2041-06-21 2.7 1121230.77 829026.82 Agency Debentures and Agency Strips FHLB FHFR 03SO 10/27 8586 N/A 3130B8TB8 2027-10-04 3.71 18461.54 18628.24 Agency Debentures and Agency Strips FHLB 5.45 FHOR 26-35 HK N/A 3130B6LL8 2035-06-18 5.45 3076923.08 3118483.25 Agency Debentures and Agency Strips FHLB FHFR 03SO 09/26 7392 N/A 3130B2SE6 2026-09-18 3.77 158461.54 158734.54 Agency Debentures and Agency Strips FCSB 5.73 FCOR 26-40 AP N/A 3133ETSY4 2040-08-13 5.73 7692307.69 7720307.69 Agency Debentures and Agency Strips FCSB 5.40 FCOR 26-34 DI N/A 3133ETKE6 2034-06-05 5.4 6120307.69 6221904.80 Agency Debentures and Agency Strips USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 321876.92 179133.26 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 L 2026-04-01 2026-04-01 2026-04-01 N N N .0372 200000000.00 200000000.00 .0011 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., REPO, 3.670%, 4/1/2026 3.670 068992007 AC28XWWI3WIBK2824319 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 7.25 FNPR BB 05/30 N/A 31358DDR2 2030-05-15 0 899785.71 761537.24 Agency Debentures and Agency Strips FMAC FMIN 03/15/2031 E N/A 3134A4CP7 2031-03-15 0 9857.14 8057.62 Agency Debentures and Agency Strips FCSB 4.54 FCOR 27-32 FV N/A 3133EWHS2 2032-03-18 4.54 7144071.43 7126564.49 Agency Debentures and Agency Strips FCSB 4.95 FCOR 31-41 AG N/A 3133EWGS3 2041-03-11 4.95 1567071.43 1538629.08 Agency Debentures and Agency Strips FCSB 4 5/8 FCOR 27-35 CW N/A 3133EWGJ3 2035-03-09 4.625 6390000.00 6337515.03 Agency Debentures and Agency Strips FCSB 4.35 FCOR 26-32 FS N/A 3133EWFG0 2032-02-27 4.35 3379928.57 3370154.94 Agency Debentures and Agency Strips FCSB 3.80 FCOR 26-29 KJ N/A 3133EWEP1 2029-02-26 3.8 10239000.00 10204570.79 Agency Debentures and Agency Strips FCSB 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Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-02-12 2027-02-12 N N N .0368 50029140.50 50029140.50 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 4/9/2027 3.705 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-09 2027-04-09 N N N .0371 240730063.49 240730063.49 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 4/14/2027 3.705 3130B5UV8 2549001DPIFGXC1TOL40 US3130B5UV82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-14 2027-04-14 N N N .0371 249977240.00 249977240.00 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.750%, 4/9/2027 3.750 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-09 2027-04-09 N N N .0371 308987496.93 308987496.93 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 6/14/2027 3.725 3130B6QR0 N/A US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-06-14 2027-06-14 N N N .0373 399964552.00 399964552.00 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 8/20/2026 3.690 3130B7JB1 2549001DPIFGXC1TOL40 US3130B7JB14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-20 2026-08-20 N N N .0369 100001539.00 100001539.00 .0005 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 8/28/2026 3.690 3130B7LQ5 2549001DPIFGXC1TOL40 US3130B7LQ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-28 2026-08-28 N N N .0369 84000687.12 84000687.12 .0004 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 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as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0388 694442128.49 694442128.49 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0393 783793836.29 783793836.29 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0374 713410088.00 713410088.00 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0363 713986021.85 713986021.85 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0387 746299580.33 746299580.33 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 1/12/2028 3.710 3130B94Q0 2549001DPIFGXC1TOL40 US3130B94Q03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-12 2028-01-12 N N N .0371 149998789.50 149998789.50 .0008 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 1/14/2028 3.710 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-14 2028-01-14 N N N .0369 221929932.56 221929932.56 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0373 374644125.00 374644125.00 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0383 725553914.85 725553914.85 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.720%, 2/11/2028 3.720 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-11 2028-02-11 N N N .0372 174945127.64 174945127.64 .0009 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0373 1048099754.88 1048099754.88 .0055 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.750%, 4/2/2027 3.750 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N .0390 723666216.10 723666216.10 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0401 686505437.29 686505437.29 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.509%, 8/19/2026 3.509 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N .0370 1182610536.21 1182610536.21 .0062 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.530%, 8/21/2026 3.530 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0370 596360515.30 596360515.30 .0032 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.520%, 8/21/2026 3.520 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0370 326273273.66 326273273.66 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.540%, 8/28/2026 3.540 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0370 147753124.50 147753124.50 .0008 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.539%, 8/28/2026 3.539 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0370 98502083.00 98502083.00 .0005 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.537%, 8/28/2026 3.537 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0370 635042929.10 635042929.10 .0034 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.605%, 5/29/2026 3.605 313385XK7 2549001DPIFGXC1TOL40 US313385XK76 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-29 2026-05-29 2026-05-29 N N N .0368 208658149.74 208658149.74 .0011 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.625%, 6/22/2026 3.625 313385YK6 2549001DPIFGXC1TOL40 US313385YK67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-22 2026-06-22 2026-06-22 N N N .0369 69641322.81 69641322.81 .0004 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.625%, 6/26/2026 3.625 313385YP5 2549001DPIFGXC1TOL40 US313385YP54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-26 2026-06-26 2026-06-26 N N N .0369 187353416.88 187353416.88 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 3/11/2027 3.720 3133ER6L0 N/A US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-03-11 2027-03-11 N N N .0372 182885989.86 182885989.86 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 3/11/2027 3.710 3133ER6X4 N/A US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-03-11 2027-03-11 N N N .0367 139972031.59 139972031.59 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 12/4/2026 3.780 3133ERH20 N/A US3133ERH200 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-12-04 2026-12-04 N N N .0374 112922471.62 112922471.62 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 9/8/2026 3.755 3133ERH38 N/A US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-09-08 2026-09-08 N N N .0369 46010970.54 46010970.54 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 6/18/2026 3.730 3133ERHP9 N/A US3133ERHP92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-06-18 2026-06-18 N N N .0365 176924658.09 176924658.09 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 7/1/2026 3.730 3133ERJX0 N/A US3133ERJX09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-07-01 2026-07-01 N N N .0365 170032901.80 170032901.80 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 7/10/2026 3.750 3133ERKS9 N/A US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-07-10 2026-07-10 N N N .0364 189955462.19 189955462.19 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 7/15/2026 3.750 3133ERLD1 N/A US3133ERLD17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-07-15 2026-07-15 N N N .0368 99918825.16 99918825.16 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 7/23/2026 3.750 3133ERMC2 N/A US3133ERMC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-07-23 2026-07-23 N N N .0363 200071678.00 200071678.00 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 8/12/2026 3.760 3133ERNW7 N/A US3133ERNW79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-12 2026-08-12 N N N .0366 357892173.43 357892173.43 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 8/26/2026 3.770 3133ERQW4 N/A US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-26 2026-08-26 N N N .0367 251961488.96 251961488.96 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 9/9/2026 3.770 3133ERSN2 N/A US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-09-09 2026-09-09 N N N .0368 85028394.25 85028394.25 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 1/21/2027 3.775 3133ERV99 N/A US3133ERV995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-01-21 2027-01-21 N N N .0377 201912418.87 201912418.87 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 10/16/2026 3.775 3133ERXS5 N/A US3133ERXS57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-10-16 2026-10-16 N N N .0377 178904322.22 178904322.22 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 9/16/2026 3.765 3133ERXV8 N/A US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-09-16 2026-09-16 N N N .0368 192963199.83 192963199.83 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 8/28/2026 3.760 3133ERYS4 N/A US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-28 2026-08-28 N N N .0369 80024569.60 80024569.60 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 11/4/2026 3.770 3133ERZJ3 N/A US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-11-04 2026-11-04 N N N .0371 106041321.98 106041321.98 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 11/13/2026 3.780 3133ERZX2 N/A US3133ERZX25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-11-13 2026-11-13 N N N .0378 476772631.32 476772631.32 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 12/2/2027 3.735 3133ET2X4 N/A US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-12-02 2027-12-02 N N N .0374 304972928.20 304972928.20 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.675%, 4/19/2027 3.675 3133ET5A1 N/A US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-19 2027-04-19 N N N .0368 64898347.00 64898347.00 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 11/23/2027 3.710 3133ET5D5 N/A US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-11-23 2027-11-23 N N N .0370 82911657.40 82911657.40 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 1/6/2028 3.715 3133ET6B8 N/A US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-06 2028-01-06 N N N .0372 357835535.70 357835535.70 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 1/12/2028 3.710 3133ET6N2 N/A US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-12 2028-01-12 N N N .0369 300941220.73 300941220.73 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.675%, 4/8/2027 3.675 3133ET6Q5 N/A US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-08 2027-04-08 N N N .0368 188998257.42 188998257.42 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 3/11/2027 3.710 3133ETAA5 N/A US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-03-11 2027-03-11 N N N .0371 113931876.08 113931876.08 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 10/1/2027 3.780 3133ETC70 N/A US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-10-01 2027-10-01 N N N .0379 264876079.53 264876079.53 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 4/9/2027 3.710 3133ETCN5 N/A US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-09 2027-04-09 N N N .0370 445825932.19 445825932.19 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 10/21/2026 3.735 3133ETEA1 N/A US3133ETEA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-10-21 2026-10-21 N N N .0373 126001302.84 126001302.84 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 10/14/2027 3.780 3133ETF85 N/A US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-10-14 2027-10-14 N N N .0379 309941031.80 309941031.80 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 4/22/2027 3.740 3133ETJ81 N/A US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-04-22 2027-04-22 N N N .0374 424837867.95 424837867.95 .0022 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 5/27/2027 3.745 3133ETJA6 N/A US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-05-27 2027-05-27 N N N .0373 193939375.27 193939375.27 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 6/4/2027 3.735 3133ETKK2 N/A US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-06-04 2027-06-04 N N N .0374 559697109.22 559697109.22 .0030 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 6/17/2027 3.725 3133ETLK1 N/A US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-06-17 2027-06-17 N N N .0375 214681550.59 214681550.59 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 7/29/2027 3.760 3133ETRA7 N/A US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-07-29 2027-07-29 N N N .0377 464749164.82 464749164.82 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.655%, 6/5/2026 3.655 3133ETS65 N/A US3133ETS658 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-06-05 2026-06-05 N N N .0362 74999129.25 74999129.25 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.690%, 8/21/2026 3.690 3133ETUT2 N/A US3133ETUT24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-08-21 2026-08-21 N N N .0369 35000578.55 35000578.55 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.690%, 9/4/2026 3.690 3133ETWJ2 N/A US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-09-04 2026-09-04 N N N .0368 164992975.95 164992975.95 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/11/2027 3.740 3133ETWX1 N/A US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-03-11 2027-03-11 N N N .0374 387815128.41 387815128.41 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/10/2027 3.780 3133ETXE2 N/A US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-09-10 2027-09-10 N N N .0378 269998909.20 269998909.20 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 9/10/2027 3.760 3133ETXJ1 N/A US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-09-10 2027-09-10 N N N .0369 45040670.55 45040670.55 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 11/26/2027 3.745 3133ETY43 N/A US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-11-26 2027-11-26 N N N .0375 231883068.98 231883068.98 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 1/20/2028 3.710 3133EWAK6 N/A US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-20 2028-01-20 N N N .0369 156049352.16 156049352.16 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 1/26/2028 3.725 3133EWAT7 N/A US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-26 2028-01-26 N N N .0373 484793838.19 484793838.19 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/28/2028 3.730 3133EWBJ8 N/A US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-28 2028-01-28 N N N .0373 244896566.50 244896566.50 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 2/2/2028 3.720 3133EWBQ2 N/A US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-02 2028-02-02 N N N .0371 150947373.12 150947373.12 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 2/9/2028 3.720 3133EWCE8 N/A US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-09 2028-02-09 N N N .0371 85012772.95 85012772.95 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 2/11/2028 3.725 3133EWCV0 N/A US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-11 2028-02-11 N N N .0373 304893542.22 304893542.22 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 2/17/2028 3.720 3133EWDN7 N/A US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-17 2028-02-17 N N N .0371 94968424.10 94968424.10 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 2/25/2028 3.725 3133EWEH9 N/A US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-02-25 2028-02-25 N N N .0373 252895255.60 252895255.60 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 3/9/2028 3.720 3133EWGE4 N/A US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-03-09 2028-03-09 N N N .0373 274843508.05 274843508.05 .0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.770%, 10/16/2026 3.770 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-10-16 2026-10-16 N N N .0371 338970999.95 338970999.95 .0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.740%, 5/7/2026 3.740 3134HAVY6 S6XOOCT0IEG5ABCC6L87 US3134HAVY64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-05-07 2026-05-07 N N N .0354 212018403.72 212018403.72 .0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.760%, 9/2/2027 3.760 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-09-02 2027-09-02 N N N .0376 572928352.08 572928352.08 .0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.730%, 3/16/2027 3.730 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-03-16 2027-03-16 N N N .0375 731935122.84 731935122.84 .0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.770%, 9/22/2027 3.770 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-09-22 2027-09-22 N N N .0372 550625410.50 550625410.50 .0029 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.770%, 10/6/2027 3.770 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-10-06 2027-10-06 N N N .0369 483510545.49 483510545.49 .0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.725%, 6/16/2027 3.725 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-06-16 2027-06-16 N N N .0376 399655412.33 399655412.33 .0021 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 6/18/2026 3.730 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-06-18 2026-06-18 N N N .0362 350069251.00 350069251.00 .0018 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.750%, 7/29/2026 3.750 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-07-29 2026-07-29 N N N .0368 105022320.90 105022320.90 .0006 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.770%, 10/23/2026 3.770 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-10-23 2026-10-23 N N N .0370 340922919.74 340922919.74 .0018 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.890%, 11/5/2027 3.890 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-11-05 2027-11-05 N N N .0371 350841579.86 350841579.86 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.770%, 11/20/2026 3.770 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-11-20 2026-11-20 N N N .0368 253153328.12 253153328.12 .0013 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.770%, 12/11/2026 3.770 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-12-11 2026-12-11 N N N .0369 237009706.02 237009706.02 .0013 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.710%, 12/22/2027 3.710 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2027-12-22 2027-12-22 N N N .0369 624927603.20 624927603.20 .0033 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.710%, 1/7/2028 3.710 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2028-01-07 2028-01-07 N N N .0369 288983772.33 288983772.33 .0015 N N N N Goldman Sachs & Co. Goldman Sachs & Co., REPO, 3.660%, 4/1/2026 3.660 381905009 FOR8UP27PHTHYVLBNG30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 126474733.33 112223181.66 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 150648266.67 142802757.96 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0371 250000000.00 250000000.00 .0013 N Y Y N Housing and Urban Development Housing and Urban Development Floating Rate Notes, 3.940%, 5/1/2026 3.940 442993002 N/A US4429930021 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-01 2026-05-01 2026-05-01 N N N .0394 256243621.80 256243621.80 .0014 N N N Y Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.680%, 4/30/2026 3.680 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2020-22O AF N/A 38380QRA2 2070-12-20 5.0033 473905.04 480806.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-06O FL N/A 38380QP48 2071-04-20 5.5229 1183164.60 1203364.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-05O FE N/A 38380QD74 2071-03-20 5.1729 2155426.59 2186830.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O FD N/A 38380LMX8 2068-11-20 4.1333 390048.46 389793.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O FE N/A 38375U3Y4 2068-01-20 4.3908 815788.06 819253.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H06 MB N/A 38375BK27 2063-01-20 4.1396 42295.98 42075.22 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 389.82 403.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-08O FJ N/A 38380QW32 2071-05-20 5.1729 662548.51 674617.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-20O FA N/A 38380LP56 2069-12-20 4.5333 334205.19 335868.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-14O FE N/A 38383KF80 2074-08-20 4.4729 41148462.50 41474182.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-6O DF N/A 38380LBG7 2068-04-20 4.8619 1814314.22 1812344.90 Agency Collateralized Mortgage Obligation FMAC FERA 5386FD 03/25/54 N/A 3137HBXV1 2054-03-25 4.9119 9907117.82 9978386.16 Agency Collateralized Mortgage Obligation FMAC FEPC 03.000 CLZT2101 N/A 3132AEKN5 2048-04-01 3 13428098.65 12047018.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3755 N/A 3131XKE47 2042-09-01 3.5 121.27 115.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0018 N/A 3132DMAT2 2049-06-01 3 32620831.18 29284339.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 39530385.46 40535643.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2496 N/A 31427PX25 2055-09-01 5.5 45544063.82 46339870.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1950 N/A 31427PEY6 2055-07-01 6.5 52240336.63 54764154.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 N/A 31427GGH1 2055-09-01 5.5 769.67 775.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5880 N/A 31427DRA1 2055-10-01 5.5 8239481.57 8300786.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2093 N/A 31426YKF2 2055-08-01 6 343950.94 351985.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 21308663.58 21056212.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 43111896.39 42654292.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 1410451.89 1407158.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3921 N/A 3140QPLB1 2052-06-01 4.5 32147643.01 31332378.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 2386829.65 2099717.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9987 N/A 3140BBCZ5 2055-04-01 6.5 841.30 875.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0470 N/A 3140BCQY1 2055-06-01 6.5 1122067.34 1179934.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0429 N/A 3140Y6PP9 2055-05-01 5.5 15809524.19 16065912.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD4214 N/A 3133B1VF5 2052-01-01 2 643.75 520.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8301 N/A 3133KQGJ9 2052-12-01 5.5 10763744.90 10950553.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1236 N/A 31427NLS6 2055-05-01 5 8711694.02 8676870.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 N/A 3140W1V42 2054-01-01 4.5 979.56 954.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9425 N/A 3140NSPK4 2053-09-01 6 7524977.90 7737784.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 1152494.94 1160992.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV5871 N/A 3140MKQZ8 2055-07-01 5.5 1971521.80 1991283.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV5865 N/A 3140MKQT2 2055-07-01 5.5 3130985.38 3172894.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5900 N/A 3140BWRW0 2055-12-01 5.5 485901.81 497061.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8461 N/A 3140BMMK3 2055-08-01 6.5 1278703.75 1333206.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 N/A 3138WFY83 2045-11-01 4 5328989.51 5128370.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL3344 N/A 3138EKWE1 2042-10-01 4.5 5808987.38 5749497.54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ5956 N/A 3133CWTM4 2054-09-01 7 725.77 778.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1211 N/A 3133CRKY8 2054-08-01 6 975656.50 1009970.33 Agency Mortgage-Backed Securities FHLB 4.08 FHOR 23-33 AY N/A 3130AECR9 2033-05-25 4.08 2821250.00 2780511.15 Agency Debentures and 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(including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 84.72 84.39 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 847222.22 842144.34 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 338.89 340.30 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 59301827.78 58635252.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 14402693.06 14191117.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 84.72 85.01 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 42355858.33 31163832.68 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 4633452.95 3566320.83 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 23228376.39 23589895.95 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 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91282CJC6 2026-10-15 4.625 84722137.50 86898064.07 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 90.71 88.83 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-07 2026-04-07 2026-04-30 Y Natixis Financial Products LLC 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0373 1525000000.00 1525000000.00 .0081 N N Y N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.670%, 4/1/2026 3.670 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.500 CLDE4068 N/A 3140BGQW6 2055-08-01 6.5 96.55 101.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 N/A 3140Y65S5 2055-08-01 5.5 92.61 94.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5173 N/A 3133CVXA7 2054-10-01 6.5 289.97 307.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTCA0511 N/A 3140Q7R90 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FMAC FEPC 03.000 CTZA2273 N/A 31329KQ23 2032-08-01 3 111.46 108.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8301 N/A 3133KQGJ9 2052-12-01 5.5 4506485.45 4584697.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3921 N/A 3140QPLB1 2052-06-01 4.5 88.05 85.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9425 N/A 3140NSPK4 2053-09-01 6 182.58 187.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYAN9915 N/A 3138LPAR7 2033-08-01 3.79 95.32 91.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4196 N/A 3140NYUW9 2035-06-01 5.08 290.97 301.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3261 N/A 3142JRTT4 2056-01-01 5.5 1462578.50 1473462.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 815588.86 821602.47 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5097 N/A 3140Q0UX8 2032-10-01 4.48 97.96 98.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3526 N/A 31427Q4L3 2055-12-01 5.5 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FNMS 06.500 CLDD9590 N/A 3140BAUQ7 2055-05-01 6.5 30168.29 31941.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7968 N/A 3140B82A8 2055-05-01 6.5 80.26 84.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7990 N/A 3140A82Y7 2054-01-01 7 33119.41 35433.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7178 N/A 3140A76Q2 2054-01-01 7 50014.97 53733.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAR8232 N/A 3138W6EE2 2043-04-01 3 132.50 120.49 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6043 N/A 3138LJWD8 2037-07-01 3.29 109.79 98.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3523 N/A 3138EK4H5 2042-09-01 3.5 1340918.42 1269640.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI8408 N/A 3138ANKW2 2041-08-01 4.5 24.53 24.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.357 4.16 4.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 N/A 3133KPDN5 2052-05-01 3.5 1781655.65 1637656.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9844 N/A 3140AK5E1 2054-09-01 6.5 68074.10 72121.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9356 N/A 3133D1MD8 2054-11-01 5.5 68073.76 69787.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1211 N/A 3133CRKY8 2054-08-01 6 95.29 98.64 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8653 N/A 3133CMTJ3 2054-01-01 7 95355.53 102294.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6991 N/A 3133BUXU6 2053-02-01 5.5 74.68 76.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0325 N/A 3133BMLE3 2052-09-01 4.5 212534.69 207576.04 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD4214 N/A 3133B1VF5 2052-01-01 2 82.53 66.75 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q17941 G N/A 3132J9HT8 2043-05-01 3.5 14.14 13.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2836 N/A 3131XJEH1 2042-03-01 3.5 96.85 91.59 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0338 N/A 3133CQLT0 2054-07-01 7 77435.65 82922.15 Agency Mortgage-Backed Securities FMAC 2.15 FMNT 21-40 J2 N/A 3134GV6J2 2040-07-13 2.15 129384.62 90813.55 Agency Debentures and Agency Strips FMAC FMZC 01/02/34 A N/A 3128X0AZ2 2034-01-02 0 193.98 136.21 Agency Debentures and Agency Strips FMAC FGRM 3110CQ 02/15/36 N/A 31396HM48 2036-02-15 5.5 88.19 90.78 Agency Collateralized Mortgage Obligation FMAC FGRM 2962GB 04/15/35 N/A 31395TQN7 2035-04-15 6 108224.31 111399.18 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 5.16 5.34 Agency Collateralized Mortgage Obligation USTR 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 2123721.40 2357485.08 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 267401.34 245752.51 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 484940.13 497993.27 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 19.40 19.54 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 9.70 7.43 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 1240501.67 1218245.05 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 58.19 58.39 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 9.70 9.55 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 409161.87 405822.01 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 872919.40 879300.44 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 155.18 98.27 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 1234847.16 1234471.45 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 9.70 9.70 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 193.98 194.71 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 2190295.32 2224384.42 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 450906.35 457747.63 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 1568725.42 1597553.56 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 9.70 9.85 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 19.40 19.92 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 9.70 9.83 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 9.70 9.93 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 20.10 20.25 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 19.40 20.04 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 9.70 9.94 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 29.10 30.48 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 40.79 42.26 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 496802.01 510805.67 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 590756.19 600642.13 U.S. Treasuries (including strips) USTR BILL 05/05/26 N/A 912797TL1 2026-05-05 0 133787.96 133315.69 U.S. Treasuries (including strips) USTR BILL 04/28/26 N/A 912797TK3 2026-04-28 0 412672.91 411505.05 U.S. Treasuries (including strips) USTR BILL 06/18/26 N/A 912797TD9 2026-06-18 0 57744867.89 57287124.32 U.S. Treasuries (including strips) USTR BILL 06/04/26 N/A 912797SX6 2026-06-04 0 8425518.39 8370567.16 U.S. Treasuries (including strips) USTR BILL 05/21/26 N/A 912797SV0 2026-05-21 0 38.80 38.60 U.S. Treasuries (including strips) USTR BILL 04/16/26 N/A 912797QD2 2026-04-16 0 42394.31 42325.64 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 1135975.59 1151120.17 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 67.89 68.41 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 9.70 9.76 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 42.59 43.56 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 3469369.90 3442726.78 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 432934.11 427503.05 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 9.70 9.17 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 517.76 483.46 U.S. Treasuries (including strips) USTR 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 9.70 9.67 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 9.70 9.27 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 138.21 138.00 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 96.99 96.66 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 3190892.31 3169705.84 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 114137.79 111921.66 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 505346.82 491781.14 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 1357869.23 1359552.19 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 9.70 9.57 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 3685502.34 3506814.73 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 145552.84 132588.71 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 67.89 61.19 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 188073.24 178278.71 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 227489.97 200701.16 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 29.10 23.72 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 74.27 57.16 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 193.98 138.63 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 9.70 6.83 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 1064125.42 1096687.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 184.28 184.45 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 818013.38 814176.90 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 10688.29 10461.58 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 9.70 9.65 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 9.70 9.69 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 2424729.77 1386329.40 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 345487.96 254196.93 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 1437546.49 911740.36 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 29.10 18.85 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 496540.13 237925.71 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 9.70 6.26 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 12.53 8.90 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 2371841.14 1738982.71 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 77.59 61.69 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 19.40 14.50 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 26.62 19.81 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 9.70 8.04 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 242465.22 206731.20 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 9.70 7.46 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 146959.20 131483.07 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 19.40 19.19 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 969822.07 953563.83 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 15.64 16.00 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 1067461.87 1114195.44 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 6512.88 6954.77 U.S. Treasuries (including strips) USTR BILL 08/20/26 N/A 912797TX5 2026-08-20 0 19.40 19.12 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 9.70 7.08 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 11586421.40 10334090.82 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 20.55 18.19 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 87.29 85.81 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 19.40 15.84 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 19.40 19.66 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 9.70 9.82 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 282.23 266.37 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 969996.66 991664.07 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 19.40 19.37 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 5477702.34 4800945.38 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 19.40 19.46 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 9.70 9.38 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 2334936.45 2404633.25 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 29.10 25.59 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 762476.92 755126.11 U.S. Treasuries (including strips) USTR 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 29.10 29.71 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 969967.56 566837.34 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0372 145000000.00 145000000.00 .0008 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 4/1/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 138876000.00 121460157.01 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 138966200.00 133539860.88 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 250000000.00 250000000.00 .0013 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 4/1/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 14426406.74 14607273.22 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 17393864.88 12077447.57 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 34835907.00 35119017.64 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 21414675.00 17286090.94 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 38485259.32 38980272.03 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 115755000.00 115755000.00 .0006 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.630%, 4/16/2026 3.630 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 792359040.00 811529435.90 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 1294972800.00 1324497271.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 928253820.00 923973333.90 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-07 2026-04-16 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0368 3000000000.00 3000000000.00 .0159 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.630%, 4/16/2026 3.630 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 631490813.00 640407306.28 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 1384868800.00 1358746976.23 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 216950624.00 207006494.38 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 499391440.00 496839245.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-07 2026-04-16 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0368 2650000000.00 2650000000.00 .0140 N N Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.680%, 4/1/2026 3.680 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRQ0085 N/A 3142J6CX9 2056-01-01 5.5 4984.14 5021.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5275 N/A 3142GV2H3 2055-11-01 6 36775849.24 37782735.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4870 N/A 31426PMU6 2055-06-01 5.5 2603488.01 2654975.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 2053459.90 2115367.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5305 N/A 3140X83P0 2050-12-01 2 103166.50 84893.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1142 N/A 3140QLHU3 2051-07-01 3 93735.19 83665.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU9528 N/A 3140MBSS2 2051-12-01 3.5 358100.89 330418.50 Agency Mortgage-Backed Securities FNMA MNMS 01.900 MYBS2409 N/A 3140LCVB4 2031-07-01 1.9 24999999.00 22115632.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1230 N/A 3140BRLL1 2055-09-01 6.5 1114761.16 1181052.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1136 N/A 3140BRHN2 2055-10-01 5.5 1498014.47 1522646.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0050 N/A 3140BCBU5 2055-06-01 6 2605425.62 2706834.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB2588 N/A 3140AB2W4 2054-08-01 6 492086.44 503958.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8561 N/A 3138ETQP4 2031-06-01 3.5 88421.65 87602.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 3PRE6066 N/A 3133N3W34 2050-10-01 2 11013.56 8639.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 18458.84 18594.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 15627.76 15145.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 14307.43 13995.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5882 N/A 3132DTRB8 2054-07-01 6 4923.99 5143.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3019 N/A 3132DQK88 2052-07-01 3 4394622.17 3865755.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0750 N/A 3140BCZQ8 2055-06-01 6.5 3357294.12 3529636.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2485 N/A 3133CSXN6 2054-09-01 6.5 952018.62 1006141.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0661 N/A 3133CQWW1 2054-08-01 6.5 1763147.64 1852903.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR7744 N/A 3140L6TA2 2051-04-01 2 58839.75 48385.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 7700829.76 7910056.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5214 N/A 31418EYL8 2053-12-01 5 435588.86 431233.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9942 N/A 3140BBBL7 2055-05-01 6.5 1173063.98 1234647.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6470 N/A 3142JVFL7 2056-02-01 5.5 2305269.66 2341062.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX2669 N/A 31425W6F3 2055-01-01 6.5 2075463.15 2184745.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7253 N/A 31427HBX9 2055-11-01 5.5 6266650.10 6359110.34 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0373 100000000.00 100000000.00 .0005 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.670%, 4/1/2026 3.670 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 06.500 CLQY4931 N/A 31426PPR0 2055-06-01 6.5 374702.74 395297.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4301 N/A 31426NX70 2055-04-01 6 3569934.30 3692486.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2124 N/A 31426LLE2 2055-05-01 6.5 1201507.32 1260587.44 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G04729 G N/A 3128M6SS8 2038-09-01 5.5 10557.88 10888.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4693 N/A 3140QQGB5 2052-09-01 5.5 1824314.42 1870035.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0609 N/A 3140QKVB1 2051-05-01 2.5 290237.88 249372.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0507 N/A 3140QKR59 2051-05-01 2.5 72887.62 62683.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3970 N/A 3140QBMU9 2049-08-01 3.5 211325.38 197362.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9243 N/A 3140NEHV0 2053-04-01 6.5 766852.70 804578.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5991 N/A 3140NAUR2 2053-03-01 5.5 587566.39 606057.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 546702.86 530305.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 58882.65 56277.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5816 N/A 3140MKPA4 2055-07-01 6 3438028.20 3518031.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4393 N/A 3140L23B7 2051-03-01 2 109349.61 88341.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4334 N/A 3140JLY81 2049-02-01 4.5 19126.71 18719.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3331 N/A 3140J7VZ5 2047-08-01 3.5 19001.62 17833.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1257 N/A 3140J5MF3 2037-04-01 2.5 7706.08 7194.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBH5711 N/A 3140GUKZ9 2032-10-01 3.5 14400.21 14169.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF7550 N/A 3140BYL85 2055-12-01 7 271196.01 288315.89 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5866 N/A 3140A6QU3 2053-12-01 7 548275.12 583710.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7421 N/A 3138XXG75 2042-01-01 4 987628.22 953686.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS9519 N/A 3138WKSH9 2032-04-01 3.5 23629.46 23323.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5808 N/A 3138WFN28 2045-09-01 3.5 5087374.67 4800373.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5451 N/A 3138WFBV7 2045-07-01 3.5 4098124.80 3866944.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 4265798.82 4025193.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0160 N/A 3138EGFA7 2041-05-01 4.5 37722.41 37280.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK8969 N/A 3138ED6F3 2042-05-01 3.5 1004076.04 948621.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI6402 N/A 3133WDDF6 2054-06-01 6.5 335254.24 354012.61 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI3617 N/A 3133WAAS7 2054-04-01 7 448818.68 479101.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 5160483.34 5138946.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8278 N/A 3133KQFT8 2052-12-01 5 54576.02 54242.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7791 N/A 3133KPUQ9 2052-08-01 5 24255634.76 24225768.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 70442.53 68329.82 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ8432 N/A 3133D0LM1 2054-10-01 7 753761.36 810551.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8134 N/A 3133D0BB6 2054-11-01 6 1857158.85 1909683.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8125 N/A 3133D0A27 2054-11-01 5.5 1493804.72 1523649.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1993 N/A 3133CSGA3 2054-08-01 7 242983.69 261092.85 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1804 N/A 3133CSAD3 2054-08-01 7 320219.11 342982.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2571 N/A 31426L2D5 2055-05-01 6.5 1996478.93 2100758.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY1484 N/A 31426KUJ3 2055-04-01 5.5 189347.23 194353.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB9636 N/A 3140AKV69 2054-08-01 6 361025.58 374466.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6808 N/A 3140AGR63 2054-07-01 6.5 313254.99 329747.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2975 N/A 3140ACJV6 2054-05-01 6.5 584429.81 615201.01 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1104 N/A 3133CRGM9 2054-08-01 7 239059.33 255674.04 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH9049 N/A 3133CNBS0 2054-02-01 7.5 449860.64 482252.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4181 N/A 3133C4UE2 2053-06-01 5 712456.61 707152.14 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQF7470 N/A 3133BVJP1 2053-01-01 7 685736.78 732216.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 10373.67 10723.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CICC0491 N/A 3140Y6RM4 2040-05-01 6.5 967018.55 1009834.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9270 N/A 3140XRJQ9 2051-09-01 4.5 10350.27 10177.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 4312.73 4272.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 1933.80 1703.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7115 N/A 3140XN3Z5 2054-02-01 5.5 12263.98 12491.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0321 N/A 31426JLB3 2055-04-01 6.5 394930.86 415487.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8381 N/A 31426FJ32 2055-03-01 6.5 290057.01 304759.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7740 N/A 31426DS60 2055-03-01 6.5 410493.36 431559.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5010 N/A 31426AR83 2055-02-01 7 1152167.30 1227672.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1637 N/A 31425VZB2 2054-12-01 5.5 95717.87 96423.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5890 N/A 31418FRL3 2045-11-01 5 2782747.42 2772052.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 17357.65 15921.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4643 N/A 31418EER7 2042-05-01 3 1858.46 1712.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 728696.94 642717.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 82200.30 72501.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4042 N/A 31418DP48 2035-06-01 2 227251.11 209260.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3521 N/A 31418C4F8 2048-11-01 4 46274.28 44302.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CJMA2213 N/A 31418BN77 2030-02-01 2.5 24475.93 23837.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1231 N/A 3140BRLM9 2055-09-01 6.5 305743.58 323227.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0460 N/A 3140BQQN4 2055-10-01 6 1956966.14 2027221.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9990 N/A 3140BPC43 2055-10-01 6 293620.49 303203.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6669 N/A 3140BKMT8 2055-08-01 6 303234.24 314469.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3627 N/A 3140BGA52 2055-07-01 6 1193556.93 1234963.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3566 N/A 3140BF6C4 2055-08-01 6 854259.27 883067.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0275 N/A 3140BCJV5 2055-06-01 6 2301494.86 2354615.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9183 N/A 3140BAFZ4 2055-05-01 6.5 721245.68 757490.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7925 N/A 3140B8YX3 2055-05-01 6.5 170008.77 178185.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3783 N/A 3140B4FZ8 2055-03-01 6.5 1567036.59 1636103.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD0242 N/A 3140B0HU5 2055-02-01 6 201693.41 208274.26 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC5780 N/A 3140ATM60 2054-10-01 7 682524.13 740787.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5577 N/A 3140ATFT8 2054-11-01 6.5 545211.73 570253.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC5230 N/A 3140ASY44 2054-11-01 6 202025.24 209952.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1754 N/A 3140AN5Q8 2054-10-01 5.5 632019.22 642024.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC0282 N/A 3140AMJ44 2054-07-01 7 251642.27 268928.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 7651.26 7200.48 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0555 N/A 3133CQTL9 2054-07-01 7 209727.91 224404.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5164 N/A 31418EW22 2053-10-01 5 10258.37 10165.28 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA8728 N/A 3140YWVW0 2054-03-01 7 218222.57 234832.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4526 N/A 3140J9A43 2047-03-01 4 27674.43 26621.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 37187658.86 37480784.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 40016.50 37184.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5955 N/A 3140A6TM8 2054-01-01 7 1580227.09 1687354.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3499 N/A 3140BT3H6 2055-10-01 5.5 1150319.50 1173371.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7416 N/A 3140BLG22 2055-08-01 6.5 4252308.80 4537888.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 3085363.43 3171918.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 5198.33 4767.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 542649.52 552255.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3034 N/A 31427ALQ8 2055-09-01 6 644073.40 665791.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0849 N/A 31427M5K3 2055-04-01 6 1483.71 1518.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7779 N/A 31426DUD2 2055-03-01 6 6278879.57 6424863.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0997 N/A 3140BRDB2 2055-10-01 6 1070915.39 1103682.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4830 N/A 31426ALL0 2055-02-01 6.5 580775.25 611353.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ4169 N/A 3140KPT37 2050-11-01 2 64329.49 52296.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA3720 N/A 31418DD25 2034-05-01 4.5 46299.56 46511.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0996 N/A 3140Q8DA0 2048-01-01 3.5 157343.65 146784.58 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY9554 N/A 31426UTL8 2055-08-01 7 288969.09 306824.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP922386 N/A 31412DXP8 2037-01-01 5.5 15314.96 15394.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 387073.97 402465.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0415 N/A 3132DMN84 2043-01-01 3.5 5178306.31 4915697.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3540 N/A 31418C5A8 2033-12-01 3.5 10909.94 10729.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4445 N/A 3140AR5F3 2054-11-01 4.5 636911.64 618541.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAQ3614 N/A 3138MKAQ9 2027-11-01 3 21493.88 21285.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 3970.47 3930.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4099 N/A 31418DRV6 2035-08-01 2.5 246304.98 232993.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 20307.72 19279.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2256 N/A 3133CSQH7 2054-08-01 6.5 334683.04 353075.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9476 N/A 3140QVQ64 2054-11-01 5 1621.64 1619.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD6679 N/A 3133B4M44 2052-02-01 2.5 215114.22 184720.37 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5769 N/A 3140AFMT0 2054-06-01 7 206476.14 220826.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U3BF0349 N/A 3140FXL75 2041-11-01 4.5 8162.50 8077.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9355 N/A 3140YXMD0 2054-02-01 7 271477.98 289865.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9204 N/A 3133WGGM1 2054-06-01 6.5 91666.97 95974.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6505 N/A 3140QSGP0 2053-06-01 4.5 3575527.13 3509851.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 3125817.18 2974588.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9014 N/A 3133BKAP4 2052-08-01 5 1297226.75 1295549.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0987 N/A 3140BRCZ0 2055-10-01 6 884999.80 908383.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4474 N/A 3138WD6L0 2045-02-01 3 8064.72 7340.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8360 N/A 3138WJJE9 2046-11-01 3.5 4609793.15 4316737.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7929 N/A 3140XBY38 2050-08-01 3.5 13855.32 12874.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0575 N/A 3132DMT88 2050-10-01 3.5 275199.63 256167.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9670 N/A 31426GW84 2055-04-01 6 6431218.94 6648883.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5346 N/A 3140B55G8 2055-03-01 6 341278.42 353118.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0113 N/A 31419ADT1 2040-07-01 4 11944.12 11564.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0900 N/A 3140XGAA7 2043-07-01 3.5 47643.88 45024.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5363 N/A 3133KY5Y1 2045-09-01 5 906863.87 904700.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 5338.05 5471.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 11184.32 10894.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM8871 N/A 3140XC2D9 2036-07-01 3 1862315.26 1785066.42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF0348 N/A 3133BML52 2052-09-01 4 9390.66 8967.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQA8367 N/A 3133A3JL3 2050-03-01 5 28157.19 28429.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2707 N/A 3132DQAG1 2053-04-01 5 1704.44 1701.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 2922.97 2459.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2056 N/A 3132DPH92 2052-12-01 6 930605.50 970416.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1463 N/A 3132DNTU7 2051-12-01 3 20659.38 18351.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1432 N/A 3132DNSV6 2052-08-01 4.5 423553.20 412108.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0439 N/A 3132DMPY5 2050-03-01 3.5 159802.91 147257.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1743 N/A 3132CX5C2 2040-12-01 4.5 4455460.41 4442717.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1640 N/A 3132ADZD3 2049-01-01 4.5 15709.90 15424.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0230 N/A 3132ACHF0 2046-11-01 3 47499.38 42784.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4750 N/A 3132A5H32 2048-01-01 3 53243.53 47794.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4630 N/A 31329NEB0 2046-03-01 3 42902.65 39052.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3420 N/A 3131XWYR8 2047-06-01 4.5 110298.21 108613.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8041 N/A 3140XB5B2 2051-07-01 2 99528.02 81798.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1155 N/A 3140X4H90 2032-06-01 2.5 107364.95 103728.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1900 N/A 3140W2DE8 2050-11-01 4 9232.00 8909.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4242 N/A 3140U7WC2 2056-04-01 5 31860.00 31714.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0750 N/A 3140U3ZQ7 2056-01-01 6.5 965550.13 1017669.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0580 N/A 3140U3UE9 2056-01-01 6 3360665.53 3491566.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9940 N/A 3140U2BJ1 2056-01-01 6 295069.06 306465.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9397 N/A 3140U1NP6 2056-01-01 6 341508.59 350806.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2511 N/A 31427PYH1 2055-09-01 5.5 52863704.14 54067745.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1881 N/A 31427PCT9 2055-07-01 6.5 23040032.60 23924140.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0267 N/A 31427MJM4 2055-01-01 5.5 2175.09 2210.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0242 N/A 31427MHU8 2054-12-01 5.5 2212.71 2249.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0204 N/A 31427MGN5 2055-01-01 6 87237.58 89744.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8020 N/A 31427H4E9 2055-11-01 6 284144.65 295446.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6606 N/A 31427GKU7 2055-11-01 6.5 72648.15 75867.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5496 N/A 31427DDA6 2055-09-01 6 300377.55 312476.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5192 N/A 31427CXW8 2055-10-01 5.5 1328433.18 1351238.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3013 N/A 31427AK30 2055-09-01 5.5 722837.82 734944.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9271 N/A 31426UJR6 2055-08-01 6 1895611.08 1958509.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9832 N/A 31426U4S0 2055-08-01 6.5 3090235.13 3293083.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5909 N/A 31426QR70 2055-06-01 6 2792295.68 2883422.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8717 N/A 3140QUVK9 2054-06-01 6.5 4942627.81 5252380.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7647 N/A 3140QTP94 2053-12-01 6.5 3560786.98 3787123.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1304 N/A 31426XNW4 2055-08-01 6 797010.13 816421.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1693 N/A 3140W13B7 2051-08-01 4 5257960.85 5030603.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1562 N/A 31427NWY1 2053-10-01 3 3518.59 3099.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6902 N/A 3133CKU30 2053-12-01 7 662388.06 704061.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5495 N/A 31427DC90 2055-09-01 6 412471.98 428571.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7077 N/A 31426R2K6 2055-07-01 6.5 300586.98 315335.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3594 N/A 3140U67G3 2056-04-01 5.5 4288068.57 4408384.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDG6861 N/A 3140UATT2 2056-04-01 7 614492.57 651460.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4949 N/A 3140BVQB9 2055-11-01 5.5 771210.46 784588.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5697 N/A 31418FKK2 2055-05-01 4 15300.00 14441.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTQK1823 N/A 3133D5AY6 2045-12-01 3.5 313915.77 293499.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2496 N/A 3140BEX29 2055-06-01 6 521810.83 540039.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ9264 N/A 31427KJJ5 2055-11-01 6 3049431.06 3146372.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9086 N/A 3140U1CY9 2056-01-01 6 347238.75 356693.02 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 300000000.00 300000000.00 .0016 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.670%, 4/1/2026 3.670 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLSL4249 N/A 31427RWK2 2056-03-01 5 42695139.45 42373289.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 N/A 3142GVZM6 2055-11-01 6 90600974.17 94286712.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4642 N/A 31426AEQ7 2055-02-01 6.5 1228752.87 1298604.60 Agency Mortgage-Backed Securities FHLB FHOR 22-26 PP N/A 3130AMM90 2026-06-10 2 15000000.00 15041395.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 150000000.00 150000000.00 .0008 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.670%, 4/1/2026 3.670 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 06.500 CLQX9237 N/A 31426GHP3 2055-03-01 6.5 308866.23 323831.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 14722305.23 15062979.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 2334210.86 2356883.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS7510 N/A 3140XPKY4 2039-04-01 5.5 1311.03 1342.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0357 N/A 3140XFMF5 2051-12-01 3 15045.76 13605.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM1647 N/A 3140X4ZM1 2038-07-01 4 16915.47 16585.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9666 N/A 3140QVW42 2054-12-01 5.5 19161820.81 19465158.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0902 N/A 3140NHAC2 2053-04-01 5.5 259911.44 266823.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4989 N/A 3140M6RK1 2054-10-01 5.5 7608969.03 7775897.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2229 N/A 3140HFPP8 2050-04-01 2.5 121593.14 102479.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7479 N/A 3140BYJZ8 2055-12-01 5.5 1138473.80 1150511.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6529 N/A 3140BXHF6 2055-12-01 5.5 1815737.78 1839043.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6151 N/A 3140BJZR1 2055-08-01 6.5 275063.25 293536.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3626 N/A 3140BGA45 2055-07-01 6 787617.13 815608.26 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5653 N/A 3140AFH74 2054-07-01 7 527473.01 563007.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7925 N/A 3133CYYW2 2054-11-01 6 907450.19 944635.68 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1104 N/A 3133CRGM9 2054-08-01 7 7020.79 7508.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0353 N/A 3133BMMA0 2052-09-01 5 424553.97 425104.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9156 N/A 3133BKE54 2052-09-01 4.5 13856022.92 13448586.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4472 N/A 3132A46H6 2042-02-01 3.5 16199.03 15319.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2294 N/A 3142JQRQ4 2055-12-01 6 526292.48 546778.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2942 N/A 31427QHU9 2055-08-01 6 13650150.30 13969045.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7098 N/A 31427G3G7 2055-11-01 5.5 589554.06 601374.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5515 N/A 31427DDV0 2055-10-01 6.5 2607175.16 2712045.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1516 N/A 31426KVJ2 2055-05-01 6 3330841.14 3425047.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8469 N/A 3140XQMT1 2054-07-01 5.5 650409.32 663484.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 62931.36 51147.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB4971 N/A 3140AEQZ5 2054-06-01 6 364632.58 378207.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3669 N/A 3140FPCF4 2047-06-01 4.5 974736.26 954114.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9628 N/A 3140AKVW2 2054-08-01 6.5 358087.60 376939.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8548 N/A 31426TQA8 2055-07-01 6.5 3154318.22 3319650.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3342 N/A 3140BTWC5 2055-11-01 5.5 1442477.21 1463152.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6850 N/A 3140BKTG9 2055-10-01 6 580270.56 602190.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4480 N/A 3140U76S6 2056-03-01 6 1248616.72 1281670.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8899 N/A 31426F3H8 2055-03-01 5 3165170.18 3132336.82 Agency Mortgage-Backed Securities FHLB FHOR 21-28 WN N/A 3130AMBX9 2028-05-12 2 3750000.00 3634365.83 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 100000000.00 100000000.00 .0005 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.660%, 4/1/2026 3.660 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 42898971.43 40581933.51 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 277721142.86 276811328.39 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 8569699.90 8747415.11 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 35029774.06 34345949.33 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 7382285.71 6850765.14 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 158628.57 150159.27 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 28987771.43 27219778.26 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 13761942.86 13292692.46 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 400000000.00 400000000.00 .0021 N Y Y N Fixed Income Clearing Corporation ("FICC") - MIZUHO Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO, 3.670%, 4/1/2026 3.670 65999B002 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION MIZUHO Y FNMA FNMS 06.000 CL802065 N/A 31405XCA9 2034-10-01 6 83789.40 87171.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9795 N/A 3138WK3D5 2047-06-01 3.5 5675873.67 5306128.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6621 N/A 3138WGLB8 2046-02-01 3.5 76529.34 71725.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL256270 N/A 31371MT31 2036-06-01 6 5650.51 5861.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL255900 N/A 31371MGH4 2035-10-01 6 10609.66 11167.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6562 N/A 3133KNJF1 2052-01-01 2.5 66426.39 57409.83 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q35953 G N/A 3132QSTK4 2045-09-01 3.5 83838.16 78781.35 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q23886 G N/A 3132M36X0 2043-12-01 3.5 60949.77 57388.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 4PZL0908 N/A 3131XGAH1 2034-02-01 5 32.97 33.17 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08632 G N/A 3128MJV23 2045-03-01 3.5 55974.02 52597.48 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08774 G N/A 3128MJ2G4 2047-08-01 3.5 52879.89 49405.34 Agency Mortgage-Backed Securities GNMA GNII SP 785762 C N/A 3622ABJF0 2051-11-20 2.5 333813.82 285648.26 Agency Mortgage-Backed Securities GNMA GNCL CL DM1422 N/A 3618LQSK2 2067-09-15 6.01 862777.00 918350.48 Agency Mortgage-Backed Securities GNMA GNII SP 785791 C N/A 3622ABKC5 2051-12-20 2.5 353910.94 301432.43 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08676 G N/A 3128MJXE5 2045-11-01 3.5 51922.84 48750.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL882117 N/A 31409YAS6 2036-07-01 6 5706.65 5967.68 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08620 G N/A 3128MJVN7 2044-12-01 3.5 40386.18 37950.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL975312 N/A 31414TAM3 2038-05-01 6 20446.96 21464.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7311 M N/A 36179WDQ8 2051-04-20 2 627.44 517.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 140826.96 141915.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0101 N/A 3140Q7DF1 2047-08-01 3.5 11860002.17 11110446.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 188312.07 172751.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTAE0594 N/A 31419AUU9 2027-07-01 6 39.80 40.71 Agency Mortgage-Backed Securities GNMA GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 718634.00 614948.29 Agency Mortgage-Backed Securities GNMA GNII SP 787259 C N/A 3622AC5U0 2051-02-20 2 87056.23 71099.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2929 N/A 3140U6HF4 2056-03-01 5 13037371.00 12879953.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4628 N/A 3140W5EA8 2051-09-01 4.5 11276902.41 11098140.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5632 N/A 3140U9HJ0 2056-04-01 6 1595123.00 1655855.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4228 N/A 31427RVW7 2056-02-01 5.5 9143026.87 9275814.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3324 N/A 3140U6VS0 2056-03-01 4.5 1819903.00 1765320.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5133 N/A 3140W5V35 2056-01-01 6 35058603.00 35933630.67 Agency Mortgage-Backed Securities GNMA GNII SP 786726 C N/A 3622ACLF5 2051-03-20 2 1507831.32 1223039.17 Agency Mortgage-Backed Securities GNMA GNII SP 785821 C N/A 3622ABLA8 2051-12-20 2.5 547014.23 468087.37 Agency Mortgage-Backed Securities GNMA GNII SP 785789 C N/A 3622ABKA9 2051-12-20 2.5 344631.49 294395.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4991 N/A 3140W5RM8 2056-03-01 6 5636018.00 5827806.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4395 N/A 3140W43D7 2055-12-01 5.5 12644688.67 12821680.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6912 N/A 3140UAVE2 2056-04-01 6 1065495.00 1112059.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6910 N/A 3140UAVC6 2056-04-01 6 1181750.00 1235180.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5623 N/A 3140U9G93 2056-04-01 6 1639750.00 1687914.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3348 N/A 3140U6WJ9 2056-03-01 5.5 6417368.00 6520535.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3340 N/A 3140U6WA8 2056-03-01 5.5 3266057.00 3343721.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3329 N/A 3140U6VX9 2056-03-01 5 2304462.00 2298554.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3322 N/A 3140U6VQ4 2056-03-01 4.5 1066735.00 1037377.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU9867 N/A 3140MB6D9 2052-01-01 2 719.93 591.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9403 N/A 3140LLNV9 2028-09-01 4.88 24739008.00 25212430.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7568 N/A 3140BYMS0 2056-02-01 5 12730707.71 12577514.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL882305 N/A 31409YGN1 2036-07-01 6 9933.41 10213.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836527 N/A 31407PLG1 2035-10-01 6 10307.88 10639.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL821644 N/A 31406VZH2 2035-06-01 6 33731.79 34870.91 Agency Mortgage-Backed Securities GNMA GNII SP 785663 C N/A 3622ABFC1 2051-10-20 2.5 577781.24 494418.58 Agency Mortgage-Backed Securities GNMA GNII SP 785657 C N/A 3622ABE65 2051-10-20 2.5 1434558.51 1227570.84 Agency Mortgage-Backed Securities GNMA GNII SP 785565 C N/A 3622ABCA8 2051-06-20 2.5 474096.89 404965.19 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 1868224.00 1856261.14 Agency Mortgage-Backed Securities GNMA GNII SF MA5194 M N/A 36179TXX8 2048-05-20 5 70.92 71.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB0264 N/A 3142K1JJ2 2056-04-01 6 3275027.00 3371227.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9243 N/A 3142JYHV7 2056-03-01 5.5 2303190.00 2358241.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2896 N/A 31418CGE8 2047-02-01 3.5 70101.71 65472.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL984281 N/A 31415MM69 2038-05-01 6 38858.33 40902.27 Agency Mortgage-Backed Securities GNMA GNII SP 785667 C N/A 3622ABFG2 2051-10-20 2.5 608134.78 519066.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL922408 N/A 31412DYD4 2037-01-01 6 14514.91 15196.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL918511 N/A 31411YN41 2037-05-01 6 15524.41 16152.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL906869 N/A 31411FQW7 2036-12-01 6 24507.39 25185.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL899499 N/A 31410WKL1 2037-05-01 6 7183.45 7483.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL895096 N/A 31410RNM7 2036-08-01 6 5103.58 5357.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889427 N/A 31410KD84 2038-03-01 6 54305.62 57088.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL884148 N/A 31410BHZ0 2036-06-01 6 5435.77 5624.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5126 N/A 3140W5VU5 2056-02-01 5.5 37744945.00 38095381.64 Agency Mortgage-Backed Securities USTR 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 198400.00 194218.22 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 400.00 386.36 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 500.00 492.35 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 162500.00 141712.15 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 26900000.00 25447090.58 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 1400.00 1380.15 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 46800.00 43945.62 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 5169500.00 4855115.26 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 1918800.00 1667863.82 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 999700.00 947873.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 6555400.00 6533924.51 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 53718400.00 53353577.68 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 25087000.00 25214747.30 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 50167300.00 50632975.33 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 209300.00 100183.98 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 7192000.00 6316410.44 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 100.00 101.74 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 169164200.00 172291069.18 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 7690400.00 7626893.48 U.S. Treasuries (including strips) USTR BILL 05/19/26 N/A 912797TS6 2026-05-19 0 17999200.00 17912065.87 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 999900.00 989211.75 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 26000900.00 25088776.94 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 500.00 507.52 U.S. Treasuries (including strips) USTR BILL 06/18/26 N/A 912797TD9 2026-06-18 0 194200.00 192685.82 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 100.00 99.13 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 400.00 310.57 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 800.00 592.71 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 65100.00 64443.57 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 49000000.00 48395879.00 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 1000.00 900.29 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 6449000.00 4649052.53 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 829000.00 837551.12 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 22663900.00 21433615.23 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 200.00 187.99 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 329800.00 333116.90 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 4410000.00 4441388.46 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 19698000.00 19828558.34 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 1000.00 998.82 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 4430300.00 3572244.27 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 700.00 714.42 U.S. Treasuries (including strips) USTR BILL 04/16/26 N/A 912797QD2 2026-04-16 0 900.00 898.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 507000.00 518706.78 U.S. Treasuries (including strips) USTR 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 999000.00 1012746.86 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 100.00 99.54 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 420000.00 427991.97 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 10189100.00 4993466.70 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 1590100.00 1603709.99 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 46151900.00 46395893.62 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 1270000.00 1309572.62 U.S. Treasuries (including strips) USTR 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 2000.00 2004.26 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 2099000.00 2084478.39 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 400.00 301.40 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 26399000.00 26499503.46 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 900.00 885.67 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 300.00 306.85 U.S. Treasuries (including strips) USTR 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 999800.00 963858.28 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 12415800.00 7870247.14 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 700.00 523.66 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 998500.00 988242.22 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 85150100.00 86548363.68 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 9971500.00 9923028.54 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 1000.00 986.83 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 102194500.00 101291753.78 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 2864600.00 2837553.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 100.00 100.01 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 2000.00 2000.32 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 4240300.00 4245652.69 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 1589600.00 1604255.02 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 53000000.00 53430729.83 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 1200.00 1077.36 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 100.00 95.09 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 154500.00 146312.49 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 600.00 568.61 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 69750100.00 66338597.18 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 49235200.00 49334675.51 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 800.00 802.86 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 783200.00 779253.78 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 1300.00 950.64 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 400.00 341.36 U.S. Treasuries (including strips) USTR BILL 04/23/26 N/A 912797SM0 2026-04-23 0 947000.00 944900.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 22626100.00 22977443.46 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 115800.00 116638.88 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 17195700.00 17483516.52 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 95900.00 97409.87 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 100.00 94.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 44062000.00 44204981.19 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 300.00 301.91 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 4999500.00 2779548.01 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 1293900.00 1275693.46 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 100.00 95.11 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 20338200.00 20111510.42 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 999500.00 1016391.93 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 302100.00 316852.19 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 1000.00 916.84 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 100.00 101.11 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 1100.00 896.10 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 9999800.00 9191802.40 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 700.00 611.61 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 600.00 428.36 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 11000200.00 7740654.89 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 14296100.00 8648065.53 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 900.00 628.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 46200000.00 46788973.34 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 1982100.00 2008914.21 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 700.00 709.03 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 10928500.00 11068254.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 6712000.00 6813174.50 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 13319800.00 13524675.38 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 1000.00 1023.92 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 269200.00 273473.89 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 999700.00 1013837.06 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 11842600.00 12103909.64 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 28883400.00 29458388.71 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 288600.00 295029.57 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 8992000.00 9220886.79 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 65513000.00 64725926.82 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 5924600.00 5811641.58 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 47949000.00 47703951.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 400000000.00 391497177.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 72526500.00 73472830.58 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 300.00 167.10 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 1352700.00 877498.85 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 114900.00 60567.46 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 19999500.00 12670913.61 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 8300100.00 4848403.31 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 46200.00 29815.99 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 10200100.00 7477738.28 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 100.00 73.65 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 32497300.00 24805167.37 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 20000500.00 14799278.15 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 524800.00 375227.01 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 9569900.00 6796375.90 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 500.00 385.69 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 48610800.00 34196563.91 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 300.00 241.13 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 9030000.00 6954892.38 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 200.00 153.38 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 500.00 484.20 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 116000.00 100829.71 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 600.00 573.48 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 998900.00 959895.05 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 999200.00 983230.54 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 400.00 401.37 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 6055000.00 5877132.00 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 100.00 98.23 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 300.00 295.07 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 138257800.00 135649938.60 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 13552800.00 13279311.01 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 30253100.00 31199917.06 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 398500.00 393567.96 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 11500600.00 11320520.05 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 586200.00 557311.52 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 100.00 91.15 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 10999300.00 9903821.92 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 800900.00 790094.01 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 134100.00 132713.04 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 2459400.00 2421190.39 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 2400.00 2359.50 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 117300.00 113260.19 U.S. Treasuries (including strips) USTR BILL 08/27/26 N/A 912797TY3 2026-08-27 0 900.00 886.71 U.S. Treasuries (including strips) USTR BILL 08/20/26 N/A 912797TX5 2026-08-20 0 890000.00 877486.60 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 25484100.00 24677579.20 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 200.00 194.27 U.S. Treasuries (including strips) USTR BILL 04/14/26 N/A 912797TH0 2026-04-14 0 579000.00 578240.93 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 300.00 292.17 U.S. Treasuries (including strips) USTR BILL 05/28/26 N/A 912797SW8 2026-05-28 0 346800.00 344805.55 U.S. Treasuries (including strips) USTR BILL 05/21/26 N/A 912797SV0 2026-05-21 0 257000.00 255706.01 U.S. Treasuries (including strips) USTR BILL 05/07/26 N/A 912797SP3 2026-05-07 0 330700.00 329497.24 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 15700.00 15617.30 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 69300.00 67858.63 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 74000.00 72857.00 U.S. Treasuries (including strips) USTR BILL 07/09/26 N/A 912797RF6 2026-07-09 0 200.00 198.02 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 6899000.00 7056292.36 U.S. Treasuries (including strips) USTR 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 3814600.00 3882615.68 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 193300.00 197976.72 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 351456300.00 360852295.83 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 200.00 208.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 999200.00 1006133.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 5900.00 5988.74 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 1000.00 1008.06 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 459300.00 463154.60 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 7211400.00 7215663.41 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 501900.00 518234.47 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 28800700.00 29873067.49 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 1000000.00 1028285.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 999500.00 1005307.96 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 999800.00 1015931.24 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 400.00 402.94 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 212700.00 215579.33 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 300.00 304.24 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 900.00 907.23 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 100.00 94.85 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 3000300.00 2645117.92 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 500.00 477.27 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 200.00 202.67 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 995100.00 991484.80 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 400.00 402.64 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 300.00 289.79 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 2413700.00 2393524.90 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 969300.00 977991.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 5764800.00 5888215.67 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 21258500.00 21345936.21 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 9541300.00 9540727.52 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 2800000000.00 2800000000.00 .0148 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNP Fixed Income Clearing Corporation ("FICC") - BNP, REPO, 3.660%, 4/1/2026 3.660 69999A006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNP Y USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 1100.00 912.16 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 336300.00 329769.22 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 1300.00 1264.10 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 139000.00 139280.84 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 14053200.00 14493016.40 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 400.00 396.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 5633100.00 5544895.18 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 53135300.00 46337953.24 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 2919100.00 2183739.04 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 250287200.00 254397206.92 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 16393700.00 12563569.67 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 17374600.00 15970708.42 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 21021700.00 17582128.28 U.S. Treasuries (including strips) USTR TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 3.8034 1748715.00 1759702.56 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 1000.00 694.35 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 115034200.00 92459582.89 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 6932900.00 5339709.12 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 497000.00 492204.68 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 100.00 90.49 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 100.00 104.46 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 4137200.00 4151984.48 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 2011600.00 1933291.66 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 100.00 74.09 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 32476900.00 32149423.22 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 295700.00 292040.26 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 250000000.00 252578744.48 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 977800.00 634300.57 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 453305100.00 428697933.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 1049995000.00 1074239697.81 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 600.00 593.79 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 25000200.00 22004835.98 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 12586200.00 12212360.79 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 5901300.00 5312909.38 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 11827700.00 11219125.56 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 37672400.00 33212658.87 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 2508300.00 2238637.55 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 9599200.00 7740037.29 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 176274100.00 125846558.91 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 63039900.00 38134399.32 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 6952900.00 5121249.15 U.S. Treasuries (including strips) USTR TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 3.8434 1993000.00 2008230.06 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.8124 200.00 201.41 U.S. Treasuries (including strips) USTR TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.8134 100.00 100.72 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 3200.00 3299.71 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 3472100.00 3532357.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 3357200.00 3285835.81 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 9800.00 10062.00 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 507100.00 525981.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 655525000.00 646301071.51 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 76953200.00 71412611.27 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 224247900.00 199317140.96 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 50000000.00 43461116.85 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 300.00 269.34 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 11777500.00 11560379.51 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 3100000.00 1965057.92 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 100.00 55.70 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 84674800.00 49461763.18 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 4745100.00 3062334.05 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 1225100.00 898126.21 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 100.00 76.33 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 300.00 213.05 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 375800.00 283161.44 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 7851100.00 5131932.81 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 1105300.00 823723.14 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 100.00 77.64 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 3500000000.00 3500000000.00 .0185 N Y Y N Fixed Income Clearing Corporation ("FICC") - ING Fixed Income Clearing Corporation ("FICC") - ING, REPO, 3.660%, 4/1/2026 3.660 76599M009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y USTR BILL 08/06/26 N/A 912797RG4 2026-08-06 0 1000.00 987.34 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 35495000.00 35331320.79 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 199999000.00 201056344.99 U.S. Treasuries (including strips) USTR BILL 06/11/26 N/A 912797QX8 2026-06-11 0 100000000.00 99289300.00 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 127000000.00 127841756.00 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 149198000.00 149306002.04 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 50000000.00 49296447.24 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 115180000.00 110457389.64 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 2000.00 1893.22 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 12000000.00 10773575.67 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 124999000.00 119269556.89 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 52100000.00 49973619.10 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 23636400.00 21544574.16 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 50000000.00 45959931.22 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 1000.00 1003.58 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 1000000000.00 1000000000.00 .0053 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.670%, 4/1/2026 3.670 795991009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 505293000.00 449117053.52 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 100.00 94.60 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 32648600.00 32484097.23 U.S. Treasuries (including strips) USTR 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 100.00 99.74 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 100.00 97.74 U.S. Treasuries (including strips) USTR 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 75026000.00 75020718.34 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 9000.00 8735.62 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 1000.00 994.28 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 3000.00 2946.77 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 144985000.00 137525040.34 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 100.00 69.83 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 48681000.00 35856625.29 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 3999000.00 3013205.38 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 1581900.00 1183397.89 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 2204500.00 1700517.61 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 55000.00 55558.28 U.S. Treasuries (including strips) USTR 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 14800.00 15613.26 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 2000.00 2030.15 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 100.00 101.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 1350000.00 1371395.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 1482000.00 1492553.12 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 3823300.00 3897899.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 120228000.00 122314526.55 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 2012700.00 1974325.86 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 167409000.00 166553438.11 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 50000.00 50155.50 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 800.00 808.97 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 484495000.00 491781883.79 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 326020000.00 329596875.29 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 257616000.00 262520493.41 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 222969000.00 224391466.26 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 102500000.00 102127617.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 4608500.00 4707161.03 U.S. Treasuries (including strips) USTR 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 50000000.00 48946123.64 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 44842500.00 44410130.60 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 255245000.00 255491850.12 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 100.00 100.07 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 87585400.00 87918845.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 47022800.00 46443055.90 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 8395900.00 8285317.60 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 705700.00 699036.97 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 693644700.00 690346392.77 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 688200.00 664057.64 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 125223000.00 127715844.01 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 129873300.00 128265920.59 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 15372500.00 14852150.90 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 553200.00 552545.01 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 974700.00 997206.11 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 7367800.00 7333824.63 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 118800000.00 106937702.51 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 3024700.00 3074369.09 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 10666000.00 10751713.44 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 52509900.00 49930508.69 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 18962000.00 18658944.60 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 10485400.00 9941107.96 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 296592000.00 300406884.29 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 548800.00 556697.97 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 49995000.00 50552087.49 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 4375000000.00 4375000000.00 .0231 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.660%, 4/1/2026 3.660 795991009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 2000.00 2091.63 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 92520000.00 94892591.52 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 1400.00 1422.59 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 100.00 100.64 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 100.00 100.82 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 5000.00 4958.21 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 1000.00 928.00 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 500.00 473.74 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 35000000.00 33131324.23 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 200.00 189.20 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 110000.00 103310.32 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 59183000.00 51443185.57 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 900.00 855.53 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 100.00 96.10 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 5000.00 4391.28 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 2100.00 2052.55 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 100.00 96.62 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 500.00 491.13 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 200023000.00 196732629.39 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 100.00 95.92 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 1000.00 900.29 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 2289300.00 2104321.41 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 2000.00 1678.45 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 100.00 71.39 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 7000.00 3998.95 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 29348000.00 28984773.91 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 100.00 63.39 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 305000.00 160775.25 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 1000.00 633.56 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 1437600.00 704537.96 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 100.00 64.54 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 2400.00 1808.38 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 1000.00 807.21 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 20992600.00 17162276.40 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 100.00 92.02 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 2100.00 2067.37 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 60899200.00 55109582.70 U.S. Treasuries (including strips) USTR 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 1000.00 1068.74 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 800.00 786.00 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 2000.00 1931.12 U.S. Treasuries (including strips) USTR BILL 06/23/26 N/A 912797UB1 2026-06-23 0 5000.00 4958.70 U.S. Treasuries (including strips) USTR BILL 04/02/26 N/A 912797SD0 2026-04-02 0 122019000.00 122007042.14 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 100.00 99.47 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 3200.00 3136.63 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 279202000.00 277949539.93 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 200.00 197.98 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 1000.00 1000.07 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.8124 100.00 100.71 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 56142400.00 56542182.40 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 2000.00 2025.68 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 94833000.00 97477804.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 11292900.00 11052846.20 U.S. Treasuries (including strips) USTR 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 100.00 99.99 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 12398000.00 11834463.73 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 430534000.00 384248126.94 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 100.00 101.10 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 900.00 953.15 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 600.00 576.64 U.S. Treasuries (including strips) USTR 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 3251600.00 3309577.19 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 200.00 186.50 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 100.00 98.93 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 18813000.00 13234506.67 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 13589600.00 13396899.47 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 2000.00 2039.81 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 100.00 104.18 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 1900.00 1909.82 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 200.00 155.58 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 107227200.00 107990396.59 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 245672000.00 242720496.59 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 1000.00 557.01 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 100.00 100.28 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 100.00 98.43 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 4000.00 4302.02 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 9000.00 9034.26 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 1700.00 1775.75 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 16163700.00 16532529.88 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 55910100.00 46362642.97 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 99648900.00 94753946.73 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 86566100.00 58012710.96 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 2843600.00 1974456.52 U.S. Treasuries (including strips) USTR 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 400.00 401.69 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 2400.00 2200.41 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 2000000000.00 2000000000.00 .0106 N Y Y N Societe Generale SA Societe Generale SA, REPO, 3.670%, 4/2/2026 3.670 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 50.00 47.77 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 3583000.00 3442020.04 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 631.94 604.63 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 3013500.00 2994158.19 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 10473500.00 10297920.69 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 4061150.00 4147823.38 U.S. Treasuries (including strips) USTR 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 42500.00 45365.06 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 500.00 502.58 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 500.00 497.28 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 50.00 49.38 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 100.00 99.72 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 5025700.00 5026659.33 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 100.00 100.11 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 250.00 252.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 50.00 50.04 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 3392300.00 3374286.89 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 50.00 49.32 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 500.00 495.17 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 50.00 49.48 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 23844450.00 23829334.47 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 1000.00 999.72 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 635.62 618.31 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 50.00 48.48 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 659.14 654.59 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 15802300.00 15503507.06 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 50.17 46.71 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 7914500.00 7767317.85 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 9158500.00 8980675.73 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 33761500.00 32855195.85 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 27641000.00 27100991.07 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 9086250.00 8492759.65 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 19218000.00 18286235.98 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 3264500.00 2973736.90 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 12576000.00 12401642.45 U.S. Treasuries (including strips) USTR BILL 08/20/26 N/A 912797TX5 2026-08-20 0 11496050.00 11332346.25 U.S. Treasuries (including strips) USTR BILL 05/07/26 N/A 912797SP3 2026-05-07 0 5000000.00 4981300.00 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 11665550.00 11420923.42 U.S. Treasuries (including strips) USTR BILL 08/06/26 N/A 912797RG4 2026-08-06 0 11500000.00 11352800.00 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 3818500.00 4238812.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 50.00 50.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 33039500.00 33435456.63 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 350.00 354.06 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 500.00 506.93 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 500.00 507.59 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 50.00 50.28 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 150.00 154.48 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 1545.57 1575.48 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 500.00 511.22 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 1000.00 1018.38 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 100.00 100.65 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 50.00 50.77 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 500.00 513.37 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 50.00 50.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 16947500.00 17235475.74 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 50.00 50.50 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 500.00 507.73 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 50.00 51.20 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 150.00 157.11 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 50.00 51.41 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 50.00 50.71 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 100.00 101.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 50.00 49.96 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 9366500.00 9475180.12 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 500.00 517.93 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 100.00 104.50 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 350.00 356.39 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 50.00 50.42 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 100.00 100.74 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 5803450.00 5847616.85 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 5836500.00 5812441.95 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 6829500.00 6587832.30 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 1091.64 1052.87 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 529.77 468.79 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 33798300.00 30447798.34 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 27035450.00 26774809.44 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 36256650.00 34368464.57 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 32386000.00 28572283.33 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 35204900.00 28703673.94 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 40078950.00 24262506.06 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 250000.00 174427.21 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 21175950.00 14178104.73 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 17953500.00 12453624.91 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 42018400.00 22171889.99 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 11042000.00 6992308.07 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 14998000.00 9349039.35 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 62750.00 30067.74 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 14780500.00 9542226.54 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 24570000.00 17715906.24 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 64.61 45.87 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 5024000.00 3700092.65 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 11583500.00 8276636.53 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 23319500.00 17251519.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 500.00 503.92 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 100.00 101.14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 3578450.00 3653445.34 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 50.00 50.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 100.00 99.90 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 500.00 463.27 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 50.00 49.50 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 1000.00 1000.65 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 7552300.00 7469074.49 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 100.00 100.05 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 50.00 49.23 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 500.00 473.55 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 37375350.00 26532893.33 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 23932000.00 17717556.14 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 21176000.00 13833366.14 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 2579500.00 1792613.89 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 4380000.00 3355008.69 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 810000.00 603064.02 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 7887500.00 6118836.33 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 9040500.00 7109786.80 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 6315000.00 5384308.42 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 5366950.00 4721023.60 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 5701500.00 4887109.59 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 500.00 473.26 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 1270400.00 1200658.21 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 8217500.00 7709625.63 U.S. Treasuries (including strips) USTR 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 150.00 148.23 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 500.00 469.19 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 50.00 47.53 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 50.00 47.68 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 2695750.00 2561741.57 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 5147500.00 4134396.55 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 5422000.00 4153569.41 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 1688000.00 1378547.98 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 4431950.00 3671309.19 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 3795500.00 3395799.73 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 3110500.00 3041734.51 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 2605500.00 2629448.41 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 3278000.00 3171798.87 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 3196000.00 3150579.93 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 12648500.00 12664176.74 U.S. Treasuries (including strips) USTR TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 3.8434 300.00 302.27 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 2500000.00 2506076.37 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 5652450.00 5350260.84 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 50.00 52.89 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 15492000.00 11314299.32 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 6828900.00 6542386.67 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 2000.00 2028.00 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 131500.00 114984.34 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 3963500.00 3196541.82 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 500.00 503.18 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 50.00 50.78 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 7102500.00 7319833.17 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 148.49 144.01 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 5409500.00 4169408.47 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 12632500.00 12132121.79 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 50.00 49.56 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 14391000.00 15016725.19 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 28392950.00 17722476.40 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 475500.00 493922.53 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 10557000.00 7421514.78 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 50.00 50.65 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 500.00 443.66 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 150.00 149.95 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 50.00 50.76 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 11026350.00 10346329.53 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 1000.00 1004.17 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 425000.00 337900.31 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 50.00 49.48 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 31817000.00 24737879.93 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 100.00 100.98 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 16117950.00 15473256.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 50.00 50.42 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 500.00 498.06 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 32500.00 33225.97 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 559.59 528.15 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 450.00 427.23 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 50.00 47.51 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 50.00 49.89 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 1829500.00 1476053.55 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 100.00 101.95 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 510.75 519.43 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 50.00 50.19 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 7802000.00 5396289.77 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 678.29 688.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 50.00 49.67 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 50.00 50.15 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 300.00 297.10 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 12805500.00 9644471.52 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 1000.00 1040.84 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 62.45 33.21 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 50.00 51.13 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 157.70 163.41 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 2677500.00 2002096.37 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 100.00 101.51 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 1239.94 1241.50 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 6761500.00 6427134.60 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 50.00 50.12 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 11478000.00 10540530.04 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.8124 250.00 251.76 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 50.00 49.47 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 3668000.00 3371038.52 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 395.61 433.75 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 31833500.00 17716208.59 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 50.00 49.08 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 1000.00 1017.98 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 11122500.00 11179510.15 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 697.63 578.34 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 117.31 107.90 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 17863000.00 17344127.91 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 11427900.00 11234910.24 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 13821000.00 11545578.90 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 8553500.00 8134067.93 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 50.00 43.67 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 200.00 173.59 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-04-02 2026-04-02 2026-04-02 N N N .0372 1000000000.00 1000000000.00 .0053 N N Y N Societe Generale SA Societe Generale SA, REPO, 3.670%, 4/1/2026 3.670 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 1000.00 999.70 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 100.00 101.00 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 161914000.00 166009527.86 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 53234362.71 55162953.87 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 187151000.00 187272668.83 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 19633883.01 19813935.32 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 100.00 99.04 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 200.00 105.53 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 16281800.00 16444786.31 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 65575466.84 65657664.97 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 1100.00 1099.30 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 Y Societe Generale SA 1.0000 1 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0372 500000000.00 500000000.00 .0026 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.670%, 4/1/2026 3.670 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FNMA FNMS 02.500 CLCA6571 N/A 3140QEJR4 2050-08-01 2.5 209628506.83 178102126.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 511.73 436.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5464 N/A 3140QDCA0 2035-03-01 3 132390.90 127517.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQCA4693 N/A 3140QCGB6 2049-03-01 5 308.60 314.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2959 N/A 3140QAJD3 2049-01-01 4.5 74.79 73.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3503 N/A 3140QA3M0 2049-05-01 4 9910.85 9481.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0812 N/A 3140Q73W5 2047-12-01 3.5 38881292.36 36241239.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 397.08 367.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 821.53 857.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4499 N/A 3140NL7M5 2053-06-01 6 964.48 1001.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2175 N/A 3140NJMZ4 2053-07-01 6.5 789.29 839.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2663 N/A 3140NJ5Z3 2053-05-01 6.5 753.04 792.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 195088.08 200280.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9775 N/A 3140NE2H7 2053-04-01 6 678.93 709.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9137 N/A 3140BAEK8 2055-05-01 5.5 786.24 806.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD7791 N/A 3140B8UR0 2055-05-01 5 934.50 924.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6469 N/A 3140AUFK4 2054-12-01 5 980.66 971.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3207 N/A 3140AQR53 2054-10-01 5 5373.57 5309.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC0954 N/A 3140ANBY4 2054-07-01 7 984.61 1042.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBX8612 N/A 3140NDSA6 2038-03-01 4.5 100347.50 100087.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 477.01 492.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2228 N/A 3140N6PN6 2052-11-01 5 770.78 762.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW9363 N/A 3140N2MM0 2052-09-01 4 930.11 886.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW8786 N/A 3140N1XQ1 2052-09-01 4.5 773.10 748.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7752 N/A 3140N0TJ4 2052-10-01 5 9602.01 9518.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9939 N/A 3140MQBH1 2052-06-01 3.5 616.43 567.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9358 N/A 3133BKMF3 2052-09-01 5 696.43 693.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7129 N/A 3140QS4P3 2053-09-01 6 1598698.86 1646805.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2505 N/A 31426YYB6 2055-09-01 5.5 21039081.76 21504746.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4934 N/A 31426PPU3 2055-06-01 6.5 784.79 826.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 21216513.35 21007608.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8505 N/A 3132D6NW6 2035-10-01 2.5 41978.78 39849.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFS1689 N/A 3140XG2X6 2039-04-01 4.5 384.33 386.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 363608.74 365212.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7498 N/A 3140QTKL2 2053-11-01 6 754.11 786.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9072 N/A 3140QVCJ1 2054-08-01 4.5 14496.97 14040.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 32737681.69 26837292.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0631 N/A 3131Y6VY2 2042-07-01 3.5 136.72 128.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7329 N/A 3140QFEB1 2050-10-01 2 691.00 567.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4781 N/A 3140XLJ33 2051-10-01 4 750.95 718.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4299 N/A 3140XKX54 2053-04-01 5.5 32578580.29 32983380.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4238 N/A 3140XKV80 2053-03-01 5 556125.36 551819.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2198 N/A 3140W2NQ0 2055-07-01 5 932.28 936.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA1140 N/A 3140W1HS5 2054-06-01 6.5 733.17 764.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0552 N/A 3140W0TJ4 2055-01-01 5.5 932.83 942.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0199 N/A 3140W0GH2 2053-03-01 5.5 7316.81 7405.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3481 N/A 3140U62P8 2056-01-01 5.5 998.94 1014.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9733 N/A 3140U1Y74 2056-01-01 5.5 12920609.67 13128325.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9971 N/A 3140QWCH3 2055-02-01 5.5 116476379.27 119047983.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9486 N/A 3140QVRG1 2054-11-01 5.5 61600619.96 62906142.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9373 N/A 3140QVMX9 2054-10-01 5 6765.30 6718.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9365 N/A 3140QVMP6 2054-10-01 5.5 930.93 939.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9339 N/A 3140QVLV4 2054-10-01 6 8579157.81 8919089.78 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9230 N/A 3140QVHG2 2054-08-01 7 996.43 1052.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICB9254 N/A 3140QVH80 2039-09-01 6 795.20 831.66 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9037 N/A 3140QVBF0 2054-08-01 7 10464533.75 11305676.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9021 N/A 3140QVAX2 2054-08-01 6.5 1392336.96 1479592.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9011 N/A 3140QVAM6 2054-08-01 6 816.95 842.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8990 N/A 3140QU7C4 2054-08-01 5.5 124053005.46 126706788.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8977 N/A 3140QU6P6 2054-08-01 5 1845.91 1833.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 485.10 504.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7785 N/A 3140QTUK3 2054-01-01 6 2887422.72 3000982.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7643 N/A 3140QTP52 2053-12-01 6 706.17 735.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7601 N/A 3140QTNT2 2053-12-01 6 178358.89 184133.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 N/A 3140QUAS5 2054-03-01 4.5 13468947.87 13078402.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 22544731.76 18220802.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP885032 N/A 31410CHH8 2036-05-01 6.5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2175 N/A 3140Y8MZ6 2056-03-01 4.5 1023.02 994.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1878 N/A 3140Y8CQ7 2056-01-01 6 1004.77 1039.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1849 N/A 3140Y8BT2 2056-01-01 5.5 35296438.06 36027862.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1395 N/A 3140Y7RR1 2055-11-01 5.5 38995197.39 39512403.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 41518055.77 42341870.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1033 N/A 3140Y7EF1 2055-09-01 6 71573807.06 74420368.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1692 N/A 3140Y73A4 2055-12-01 5.5 177995.56 182328.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 167725823.30 166956073.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1672 N/A 3140Y72E7 2055-12-01 5 1004.00 1004.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0588 N/A 3140Y6UN8 2055-05-01 6 13155331.71 13557477.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0564 N/A 3140Y6TW0 2055-06-01 5.5 946.05 969.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0860 N/A 3140Y65W6 2055-08-01 5.5 986.69 998.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9776 N/A 3140QV2J2 2055-01-01 5 5957.19 5944.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6066 N/A 3140QRW41 2053-04-01 5 30544167.66 30579069.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6732 N/A 3140QSPS4 2053-06-01 5 869.68 863.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8361 N/A 3140QUJF4 2054-04-01 6.5 1235.73 1286.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8625 N/A 3140NDSP3 2053-04-01 5 14652186.75 14507198.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 686496.80 689816.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 355.11 333.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6469 N/A 3140QSFK2 2053-06-01 6.5 14708895.54 15395781.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7905 N/A 3140QTYB9 2053-10-01 5.5 21051896.42 21275727.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6318 N/A 3140AGAU8 2054-06-01 6.5 819.68 855.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5794 N/A 31418FNL7 2055-08-01 6.5 1622.37 1684.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 N/A 31426UNA8 2055-08-01 5.5 964.59 973.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1028 N/A 3140Y7EA2 2055-09-01 6 10167848.76 10599911.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 N/A 3140MMY28 2052-08-01 4.5 763116.08 740206.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBV5451 N/A 3140MKBV3 2041-03-01 4.5 1000.00 998.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV5067 N/A 3140MJTZ8 2052-07-01 5 1894.75 1898.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4620 N/A 3140M6D26 2054-05-01 5.5 7383.15 7457.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4358 N/A 3140M5ZY4 2053-12-01 5.5 568.01 573.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBT8059 N/A 3140LW5V5 2053-03-01 6 931413.88 959439.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0226 N/A 3140LNHC4 2051-09-01 2.5 24763365.28 21266018.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBT0101 N/A 3140LNDF1 2036-05-01 2 433.94 399.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8015 N/A 3140AH3Z3 2054-07-01 6.5 705.36 741.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB2845 N/A 3140ACET6 2054-10-01 4.5 924.31 895.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB1933 N/A 3140ABEF8 2054-09-01 5.5 957.29 966.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 782.67 833.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ4762 N/A 3138YWJG3 2045-10-01 3.5 134.29 125.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY7811 N/A 3138YMVD8 2045-04-01 3 257083.65 234855.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV5576 N/A 3138XHFS5 2044-02-01 4.5 90.46 89.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV1870 N/A 3138XDCG3 2043-12-01 4.5 109.33 107.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8420 N/A 3138WWLA5 2043-06-01 3.5 155.35 146.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT4141 N/A 3138WRS76 2043-05-01 3 7640396.96 6993744.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9808 N/A 3140AK3S2 2054-09-01 6.5 941.27 998.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2665 N/A 3138WP6B5 2043-04-01 3 259.21 237.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8453 N/A 3138WJMB1 2046-12-01 3 243.99 219.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5372 N/A 3138WE6J3 2045-07-01 3.5 18247042.95 17125153.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAS0725 N/A 3138W9YX2 2033-10-01 3.5 1923993.86 1879514.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CNMA5848 N/A 31418FQA8 2035-09-01 5.5 794.14 812.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5879 N/A 31418FQ91 2055-11-01 5.5 1045.32 1052.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CNMA5811 N/A 31418FN52 2035-07-01 5.5 670.62 686.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4580 N/A 31426PCS2 2055-06-01 5.5 9067684.56 9168973.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 40438.95 37160.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3377 N/A 3140XJXF5 2052-05-01 4 740.12 708.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2807 N/A 3140XJDM2 2052-09-01 5 782.66 782.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2041 N/A 3140XHHT7 2051-08-01 2 1532.54 1240.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM6264 N/A 3140X96A8 2036-02-01 3 449.48 433.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3643 N/A 3140X7BM0 2050-03-01 4 348367.22 331816.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1682 N/A 3140X42Q8 2029-03-01 2.5 29163.64 28812.90 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA4782 N/A 3140W5J47 2037-06-01 2 1024.00 940.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4139 N/A 3140W4S57 2052-04-01 2 19946551.14 16127817.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 N/A 3140W3NZ8 2053-12-01 5.5 107021798.94 108170606.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 5029392.71 5080558.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 47444201.73 48800631.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 16341236.38 16788463.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 110847129.77 113854412.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 727.91 735.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 818.00 793.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 14856438.52 14408888.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 4293888.98 4327515.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 124.64 117.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CJMA0964 N/A 31418ACA4 2027-01-01 3 4.65 4.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9659 N/A 31417GWV4 2043-06-01 3 217.69 199.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB8725 N/A 31417FVT2 2043-03-01 3.5 10187002.32 9646751.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB6496 N/A 31417DGE7 2042-10-01 3 194.55 178.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 5.45 5.56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CZ947554 N/A 31413KE31 2047-10-01 7 34395.68 34807.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 9.85 10.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL928913 N/A 31412MAN8 2037-11-01 6 56.59 59.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL928224 N/A 31412LG95 2037-04-01 6.5 11.62 12.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP922741 N/A 31412EEN2 2037-03-01 5.5 1.72 1.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 268.30 249.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP901421 N/A 31410YPE8 2036-10-01 6 37621.73 37793.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 9.53 10.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP891142 N/A 31410MBK5 2036-06-01 6 42.97 43.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 7.15 7.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 ZLFP0128 N/A 3140XTEA5 2054-06-01 6.5 682.89 709.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7909 N/A 3140XPYF0 2054-02-01 6 6898.73 7173.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7611 N/A 3140XPN54 2054-01-01 4.5 1258390.50 1225823.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 N/A 3140W3CG2 2055-07-01 6 908.42 931.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2520 N/A 3140W2YS4 2055-08-01 5.5 13999446.38 14244609.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9784 N/A 3140QV2S2 2055-01-01 5 32173641.95 32000472.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 858.70 878.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6310 N/A 3140XNAL8 2053-11-01 6 729.18 752.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAZ0857 N/A 3138YR5T1 2045-07-01 3 206.37 188.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI6785 N/A 3133WDRE4 2054-05-01 6.5 112779.10 117963.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5878 N/A 3140KDQ86 2050-06-01 2.5 46950.90 39872.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4976 N/A 3138WEQ69 2045-05-01 3 141.30 128.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 742.51 786.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5289 N/A 3140QQ2X2 2052-12-01 5.5 14478178.87 14853762.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL890587 N/A 31410LNC2 2042-05-01 4.5 157106.93 155564.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6113 N/A 3140NAYK3 2053-01-01 6 504.91 520.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5434 N/A 3140AFBC9 2054-07-01 5.5 1945949.13 1960990.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8817 N/A 3140QGYP6 2051-02-01 2 695.67 563.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4995 N/A 3132DSRQ7 2052-03-01 3.5 770.62 712.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6516 N/A 3140XNG24 2052-09-01 4.5 866.56 842.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9780 N/A 3140QV2N3 2055-01-01 5 944.93 938.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9890 N/A 3140XR7C3 2054-02-01 5.5 889.17 910.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3412 N/A 3140W3YJ2 2055-10-01 5.5 902.47 909.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 14625118.70 14447330.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 ZLFP0143 N/A 3140XTER8 2054-12-01 6.5 48420740.65 50307680.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 996.99 995.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 10911.37 10008.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1679 N/A 3140Y72M9 2055-12-01 5 35327754.79 35137573.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2475 N/A 31426LXD1 2055-05-01 6 966.89 998.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1423 N/A 3140W1SM6 2054-04-01 4.5 7853456.78 7617696.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8534 N/A 3132DWPT4 2055-05-01 6 49142002.12 50264405.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 1933.03 1909.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 9071.77 8961.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5587 N/A 31418FF51 2055-01-01 6 706.44 722.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 797.76 803.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5434 N/A 31418FBC0 2034-05-01 4 652.18 643.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5422 N/A 31418FAY3 2054-07-01 6.5 8234007.42 8549918.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7856 N/A 31426SWS4 2055-07-01 5.5 30081964.83 30324555.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 N/A 31426SMZ9 2055-07-01 6 1014.98 1055.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 12370337.36 12470095.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5209 N/A 31426PYF6 2055-06-01 6 847.79 867.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4504 N/A 31426PAE5 2055-06-01 5.5 9394563.34 9489291.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3445 N/A 31426MZK1 2055-05-01 5.5 959.56 966.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY3462 N/A 31426MZ47 2055-05-01 5 1230.25 1222.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2367 N/A 31426LTZ7 2055-05-01 6 855.55 877.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8544 N/A 31426FP68 2055-02-01 6.5 990.07 1049.75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8008 N/A 31426D3S9 2055-03-01 7 522.00 557.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 1905.83 1891.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 N/A 31425WGD7 2054-12-01 6 8234715.30 8446718.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX0557 N/A 31425UTP0 2054-12-01 6.5 574.77 596.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0553 N/A 31425UTK1 2054-12-01 6 1588.39 1625.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0628 N/A 31419AVW4 2040-11-01 4 8791435.00 8491676.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9974 N/A 3142K0CL6 2056-03-01 5.5 4789366.00 4876902.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9503 N/A 3142JYRZ7 2056-04-01 5.5 4973682.00 5035700.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8314 N/A 3142JXGY4 2056-03-01 5 4999500.00 4939339.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3781 N/A 3142JSFX8 2056-01-01 5 4919246.64 4904423.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0881 N/A 3142JN6T8 2055-12-01 5.5 825707.92 831767.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3305 N/A 31427AU70 2055-09-01 5 1984.25 1961.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9092 N/A 3140U1C60 2056-01-01 6 984.64 1013.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7765 N/A 3140BYTX2 2056-01-01 5 9255700.35 9177375.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7152 N/A 31427G5N0 2055-10-01 6.5 996.17 1043.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2623 N/A 31426Y4H6 2055-09-01 5.5 949.45 966.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1403 N/A 3140W1RZ8 2055-04-01 5 1719.81 1710.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1801 N/A 3140Y8AB2 2056-01-01 6 29736453.75 30706754.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3139 N/A 3140BTPZ2 2056-01-01 5 6975.70 6916.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1676 N/A 3140Y72J6 2055-12-01 5 16261479.92 16208982.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9859 N/A 3140U15V3 2056-01-01 5.5 998.82 1017.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0687 N/A 3140Y6XR6 2055-07-01 5 33185121.39 33098430.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 5112259.41 4938733.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3688 N/A 3142JSC29 2056-01-01 5 4767759.23 4711145.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4122 N/A 3140W4SL2 2053-12-01 2 16467129.33 13291635.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3055 N/A 3142JRMD6 2056-01-01 5.5 4275114.81 4364551.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3786 N/A 3142JSF42 2056-01-01 5 5008970.14 4988326.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1772 N/A 31427N6J3 2055-06-01 5.5 1697140.16 1714193.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ7563 N/A 31427HMM1 2055-10-01 6 996.92 1020.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6427 N/A 31427GD92 2055-11-01 5 12201914.86 12054523.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4920 N/A 31427CPE7 2055-10-01 5 11262430.13 11133617.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 9141898.44 9037193.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 17314046.01 17506635.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3230 N/A 31427ASU2 2055-09-01 6 9712898.49 9975020.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2366 N/A 31426YTY2 2055-09-01 5.5 956.66 975.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0995 N/A 3132DNC84 2049-06-01 3.5 670.00 625.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0837 N/A 3132DM4W2 2052-01-01 3 1831085.15 1638870.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0821 N/A 3132DM4E2 2052-01-01 3.5 635.81 587.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0712 N/A 3132CWYH1 2037-07-01 3 8786.58 8425.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1353 N/A 3132ADQE1 2048-02-01 3.5 161.32 149.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9778 N/A 3140QV2L7 2055-01-01 5 933.91 928.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9777 N/A 3140QV2K9 2055-01-01 5 33456338.18 33335148.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8842 N/A 3140QUZG4 2054-07-01 5.5 1069171.42 1084025.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8865 N/A 3140QUZ74 2054-07-01 6.5 1553.42 1650.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8864 N/A 3140QUZ66 2054-07-01 6.5 13506980.82 14365588.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8835 N/A 3140QUY91 2054-07-01 5.5 2576081.17 2628471.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8722 N/A 3140QUVQ6 2054-06-01 6.5 2393815.99 2528747.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 1802.63 1744.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 31167010.83 32235322.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 785526.55 805355.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW9268 N/A 3138XZJN2 2044-07-01 3.5 35039.46 33023.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8145 N/A 3140QUBP0 2054-03-01 5.5 806.27 814.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5765 N/A 3140QRMP5 2053-02-01 6.5 511.11 533.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 51259705.27 50870832.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 880.80 851.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7278 N/A 3140XPCQ0 2053-11-01 5 1025171.05 1016971.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6565 N/A 3140QEJK9 2050-08-01 2.5 226581.25 194079.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5854 N/A 3140QRQG1 2053-03-01 6 13609106.09 14199564.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6564 N/A 3133BUJH1 2053-02-01 5.5 6116.84 6229.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 5072.32 5133.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 26858.62 24877.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4553 N/A 3140QQBX2 2052-09-01 4.5 778.30 758.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2843 N/A 3140W3ER6 2055-03-01 6.5 819741.78 851807.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7619 N/A 3140AVPD7 2054-10-01 6 986.71 1023.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7357 N/A 3140QFE70 2050-10-01 2.5 600.59 515.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 707.98 718.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8600 N/A 3140MARW6 2052-01-01 3 785.02 697.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9020 N/A 3140QVAW4 2054-08-01 6.5 764.59 813.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8673 N/A 3140QUT71 2054-06-01 5 11291760.89 11292174.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5565 N/A 31427DFF3 2055-10-01 5.5 1963.06 1980.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 862.90 869.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5740 N/A 3140QDLW2 2050-05-01 3.5 389.49 361.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 917211.70 942871.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9300 N/A 3133KRKM5 2053-06-01 5.5 3920220.84 3976681.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6572 N/A 3140QEJS2 2050-08-01 2.5 192274642.88 163357946.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7205 N/A 3131Y2AE8 2048-07-01 4.5 681323.22 672726.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 755.49 721.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9329 N/A 3140QVLK8 2054-10-01 5.5 8216385.35 8317983.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 905.71 918.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 1926.46 1969.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4777 N/A 3132A5JW6 2048-07-01 3.5 77.66 72.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4768 N/A 3132A5JM8 2048-05-01 3.5 110877.00 103073.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN3962 N/A 3131YAMK3 2049-03-01 4.5 380.59 376.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0665 N/A 3131Y6W21 2043-03-01 3.5 606.98 570.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 8047.13 7409.61 Agency Mortgage-Backed Securities FMAC 06.000 FGPC H09187 G N/A 3128UNF49 2038-12-01 6 20778.68 21034.53 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 67878.94 68297.52 Agency Mortgage-Backed Securities FMAC 05.000 FGPC A54475 G N/A 3128KG6L7 2035-03-01 5 162.00 163.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7516 N/A 3140QTK65 2053-11-01 6.5 717.61 759.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7472 N/A 3140QTJS9 2053-11-01 5 13030700.75 12968605.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7423 N/A 3140QTG94 2053-11-01 5.5 48777716.79 49817088.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 23816458.41 24576370.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 839.10 857.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7301 N/A 3140QTDF3 2053-10-01 5.5 855.42 875.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7241 N/A 3140QTBK4 2053-10-01 6.5 17771051.76 18579024.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7982 N/A 3140QT2Q1 2054-02-01 5.5 824.74 837.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7054 N/A 3140QSZU8 2053-09-01 6 745.19 774.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6904 N/A 3140QSU66 2053-08-01 5 15649824.44 15618519.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6745 N/A 3140QSP70 2053-07-01 5.5 1580.90 1608.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6702 N/A 3140QSNU1 2053-07-01 6 676.58 708.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 717.99 749.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 23592115.23 24266527.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 784.00 802.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6612 N/A 3140QSK26 2053-06-01 5.5 1548.19 1565.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6549 N/A 3140QSH38 2053-06-01 6.5 670.28 705.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAO9551 N/A 3138M1TH1 2042-07-01 4 167845.41 162088.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL8219 N/A 3138ETDZ6 2046-02-01 4 74.72 71.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 56659.16 56206.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQAL6513 N/A 3138EPGX6 2044-07-01 5 18098.34 18368.79 Agency Mortgage-Backed Securities FNMA FNMS 06.640 ML109162 N/A 313637FB1 2028-03-01 6.64 51209.27 51333.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5131 N/A 31346YVY6 2049-12-01 3.5 245.75 227.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CNRD5108 N/A 3133LPU96 2032-08-01 3 471.82 456.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 9886674.23 9845413.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8534 N/A 3133KQPT7 2053-02-01 5 5877.78 5834.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 753.82 766.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 732.62 710.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4890 N/A 3133CVNF7 2054-10-01 5.5 962.24 986.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 622.95 629.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH1726 N/A 3133CD4K7 2053-10-01 6.5 5261857.84 5487263.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0202 N/A 3133CCGK6 2053-09-01 6.5 688.24 731.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3467 N/A 3140BFZ99 2055-07-01 6 961.70 986.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 21913250.55 17887932.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 729.16 691.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8714 N/A 3133KQVF0 2053-04-01 4.5 5924.18 5742.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 7573037.63 6181958.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY8301 N/A 3140NRGK6 2053-08-01 5 291697.80 291384.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4926 N/A 3140QQPL3 2052-10-01 6 708.82 742.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 776.43 782.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8408 N/A 3132DWKV4 2054-03-01 5.5 17297196.43 17433538.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8322 N/A 3132DWG72 2053-05-01 4.5 819.72 793.70 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8157 N/A 3132DWB28 2051-07-01 3 1057.13 934.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6812 N/A 3132DUR90 2054-10-01 5.5 844.55 855.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 87354.55 80122.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6577 N/A 3132DUJW8 2054-09-01 5.5 832.18 839.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5882 N/A 3132DTRB8 2054-07-01 6 18452765.65 19275777.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD5573 N/A 3132DTFN5 2052-08-01 3 833.29 740.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3046 N/A 3132DQL38 2053-03-01 6.5 2144277.77 2280734.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1853 N/A 3132DPBW7 2052-11-01 5.5 139017.87 143062.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 633.84 514.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8059 N/A 3140QF5V7 2050-12-01 2 20386839.64 16408789.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7016 N/A 3140QEYN6 2045-09-01 2 598.31 498.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6931 N/A 3140QEVZ2 2050-09-01 2.5 37304427.81 31686356.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 22855953.77 19413809.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6908 N/A 3140QEVA7 2050-09-01 2 609.47 495.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6720 N/A 3140QEPE6 2050-08-01 2.5 44523637.90 37818303.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6638 N/A 3140QELU4 2050-08-01 2.5 328171.16 279831.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6601 N/A 3140QEKP6 2050-08-01 2.5 471.86 402.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1608 N/A 3132DNYD9 2052-09-01 4.5 766.16 742.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5127 N/A 3133KYVU0 2041-09-01 3 1107992.73 1029355.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2291 N/A 3140QMRM8 2051-12-01 2.5 316536.30 267543.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 649.75 667.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1473 N/A 3140A1T72 2053-09-01 6.5 497.10 518.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 876.23 885.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3615 N/A 3140XKAR1 2051-07-01 2.5 1550.16 1322.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4516 N/A 31426PAS4 2055-06-01 6 850.80 871.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP915801 N/A 31411VNS4 2037-08-01 6.5 155978.77 157976.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-09-01 4 98.34 95.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS9562 N/A 3138WKTU9 2047-05-01 3 13622839.30 12255514.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2758 N/A 3140NKB42 2053-06-01 5.5 5958.62 6136.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3021 N/A 3140XJLB7 2052-10-01 4 9661167.03 9159871.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7618 N/A 3133C8PB5 2053-07-01 6 28306058.22 29100835.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6418 N/A 3140QSDY4 2053-05-01 5 867264.21 860592.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7144 N/A 3140QS5E7 2053-09-01 6.5 709.76 739.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 1355.64 1390.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2368 N/A 3133C2TZ1 2053-04-01 6 687.75 717.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 66.29 65.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAE0028 N/A 31419AA64 2039-10-01 6 29781.51 31344.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5916 N/A 31418FSE8 2040-12-01 5 12749049.57 12878511.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 820.21 831.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7102 N/A 3140QS3L3 2053-09-01 5.5 34534789.85 35295568.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7101 N/A 3140QS3K5 2053-09-01 5.5 11007748.01 11280204.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6008 N/A 3140QRVA8 2053-04-01 4.5 14703559.27 14254556.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 607.28 638.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5856 N/A 3140QRQJ5 2053-03-01 6 9859585.37 10239090.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5728 N/A 3140QRLJ0 2053-02-01 5.5 30919.03 31328.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5647 N/A 3140QRHZ9 2053-02-01 5.5 900.38 921.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 15171459.51 14726920.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6257 N/A 3140QR5T6 2053-05-01 5.5 803.70 820.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5135 N/A 3140QQV51 2052-11-01 5.5 28503277.06 29295791.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4813 N/A 3140QQK38 2052-10-01 5 755.35 750.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 1037558.98 1030752.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4786 N/A 3140QQJ89 2052-10-01 5 1541.14 1529.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4683 N/A 3140QQFZ3 2052-09-01 5 83782.19 83856.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4634 N/A 3140QQEG6 2052-09-01 5.5 11218.33 11560.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4611 N/A 3140QQDR3 2052-09-01 4 644.08 610.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4620 N/A 3140QQD28 2052-09-01 5 718.69 717.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4573 N/A 3140QQCK9 2052-09-01 5 769.76 763.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 648.59 676.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5303 N/A 3140QQ3M5 2052-12-01 6 1237.34 1291.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5288 N/A 3140QQ2W4 2052-12-01 5.5 770.34 791.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 307871.26 283554.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3610 N/A 3140QPAL1 2052-05-01 4 755.18 722.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3600 N/A 3140QPAA5 2052-05-01 3.5 8105.29 7467.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3308 N/A 3140QNVA7 2047-04-01 3 27158998.04 24364934.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2784 N/A 3140QNCW0 2052-01-01 2 770.34 622.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2398 N/A 3140QMUY8 2051-12-01 2.5 55223.58 47372.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 710602.66 575237.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1254 N/A 3140KLMC3 2050-09-01 2 15427691.19 12529069.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO1776 N/A 3140JV6N7 2049-07-01 4 9323434.31 8939330.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN6595 N/A 3140JPKH7 2049-05-01 3.5 118.83 110.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3544 N/A 3132A35D8 2042-04-01 3.5 155.92 147.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6188 N/A 3140QR2W2 2053-05-01 5.5 802.34 821.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2401 N/A 3140QMU36 2051-12-01 2.5 721.02 608.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6573 N/A 3140QEJT0 2050-08-01 2.5 254572797.86 216393581.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5049 N/A 3140QQTF2 2052-11-01 6 1497.10 1548.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4393 N/A 3140QP3B1 2052-08-01 4.5 46577717.64 45266974.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2060 N/A 3140NJJE5 2053-05-01 5.5 681.40 688.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 940.49 953.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0098 N/A 31426JDC0 2055-04-01 5 996.52 986.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 1929.25 1961.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 7.81 8.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 775.02 769.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8518 N/A 3133C9PB3 2053-08-01 6.5 880.71 931.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3623 N/A 3140QPAZ0 2052-05-01 4 19755650.23 18940993.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 12589040.37 13139055.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4783 N/A 3140QQJ55 2052-10-01 5 736.25 735.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3184 N/A 3140QNRE4 2052-03-01 4 553.71 526.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2815 N/A 3140EXDV2 2046-09-01 3 178.55 161.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 742.11 775.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7049 N/A 3140QSZP9 2053-09-01 5.5 28633848.58 29419599.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9816 N/A 3140QV4A9 2055-01-01 6 825.62 847.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7546 N/A 3133BVL37 2053-02-01 5.5 985977.04 1013928.84 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0731 N/A 3132CWY40 2037-06-01 2.5 592.93 560.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 57405391.05 57991978.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3988 N/A 31418DNE8 2040-04-01 3 228.84 213.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5658 N/A 3140QRJC8 2053-02-01 6.5 1381.54 1453.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA1839 N/A 31334YBG1 2049-08-01 4 329941.03 315837.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7595 N/A 3140XPNM7 2051-11-01 3 951.65 856.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4668 N/A 31426AFJ2 2055-02-01 5 961.14 956.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 N/A 3140Y65H9 2055-08-01 5.5 967.83 993.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL930672 N/A 31412N6H4 2039-03-01 4.5 1216143.71 1204213.34 Agency Mortgage-Backed Securities FMAC 05.500 FGPC L10154 G N/A 3128DHE34 2034-01-01 5.5 45.62 46.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB8579 N/A 31417FQ92 2043-02-01 3.5 176.85 166.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 12270.79 12140.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 8749176.68 9017723.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4273 N/A 3140XKXB1 2053-04-01 5 789.04 783.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6747 N/A 3140QSP96 2053-07-01 5.5 1690.50 1716.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 354078.14 324079.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBT9193 N/A 3140LYGB3 2051-11-01 2 136582.43 110217.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 474.17 465.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1642 N/A 3140JHZG1 2048-11-01 4.5 532.12 525.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 634.29 636.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4027 N/A 3140J8PM9 2048-05-01 3.5 308.63 288.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 5255577.05 5216039.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0170 N/A 3140FXFL1 2057-02-01 4.5 9026675.56 8798291.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD4377 N/A 3140FB2K5 2046-09-01 3.5 227.00 212.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF4944 N/A 3133BSP55 2052-12-01 5.5 686.16 694.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1101 N/A 3133BNGJ6 2052-10-01 5 643.49 638.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9582 N/A 3133BKUF4 2052-09-01 5 672.28 666.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9124 N/A 3133BKD55 2052-09-01 5 632.27 627.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE2335 N/A 3133BBSY6 2052-05-01 4 721.35 686.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA3079 N/A 31339SM44 2049-10-01 3.5 352.56 327.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G31029 G N/A 3132J4LK3 2036-11-01 4 184.11 182.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4363 N/A 3132E0Z47 2053-09-01 5.5 811.32 830.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 8004.02 8323.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8508 N/A 3132DWNZ2 2055-02-01 6.5 601.11 624.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 719.54 614.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB1155 N/A 3140QLH90 2051-07-01 3.5 8280777.35 7745612.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1027 N/A 3140QLD94 2051-07-01 2.5 715.54 604.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA9297 N/A 3140QHKK0 2051-02-01 3 8255298.02 7429025.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7739 N/A 3140QFS59 2050-11-01 2.5 10269306.02 8770904.73 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7281 N/A 3140QFCT4 2050-10-01 2 27772337.98 22767197.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAZ8665 N/A 3140E1TX1 2045-11-01 4.5 292.65 288.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5029 N/A 3140BVST8 2055-11-01 5.5 496449.16 500173.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5036 N/A 3140BVS27 2055-11-01 6.5 996.86 1041.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6669 N/A 3140BKMT8 2055-08-01 6 1001.03 1038.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE4787 N/A 3140BHJ93 2055-07-01 4.5 979479.80 953013.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5319 N/A 3140BH4D0 2055-09-01 6 993.78 1017.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3616 N/A 3140BGAS2 2055-07-01 6 989.28 1024.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1166 N/A 3140BDJL5 2055-06-01 6.5 1644.04 1710.15 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNMA4331 N/A 31418DY55 2031-05-01 1.5 367.16 347.75 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTMA4151 N/A 31418DTH5 2040-10-01 1.5 674.58 573.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3931 N/A 31418DLM2 2035-02-01 3 148.14 142.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3872 N/A 31418DJS2 2049-12-01 3.5 141.27 130.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5977 N/A 3140XMUB0 2053-10-01 6 32548180.28 33930794.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5698 N/A 3140XMKL9 2053-08-01 5.5 5679477.03 5838799.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5691 N/A 3140XMKD7 2052-06-01 3.5 803.75 742.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5150 N/A 3140XLWL8 2053-06-01 5 25884430.37 25771410.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4872 N/A 3140XLMW5 2053-06-01 5.5 13181204.52 13433338.99 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 3400000000.00 3400000000.00 .0180 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.670%, 4/1/2026 3.670 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y GNMA GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 39705194.00 38412591.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 11743592.16 11859657.99 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 11808338.40 11730576.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 85353140.45 86226587.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9775 N/A 3140NE2H7 2053-04-01 6 1636205.90 1710771.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8795 N/A 3140N1XZ1 2052-09-01 5 1050162.72 1053540.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW8786 N/A 3140N1XQ1 2052-09-01 4.5 170354.90 164884.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5900 N/A 3140MXRW6 2052-08-01 5 1438567.22 1431739.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3706 N/A 3140MVDL9 2052-07-01 5 639409.50 635494.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1846 N/A 3140MTBQ5 2053-03-01 4.5 910443.30 882360.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9939 N/A 3140MQBH1 2052-06-01 3.5 3325737.58 3060106.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 623785.09 575916.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV7331 N/A 3140MMED6 2052-07-01 5 523029.48 519409.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV5067 N/A 3140MJTZ8 2052-07-01 5 947.38 949.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8600 N/A 3140MARW6 2052-01-01 3 1179115.45 1048355.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7978 N/A 3140LJ2L9 2033-05-01 4.62 50000000.00 50586400.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 41715513.69 42134059.33 Agency Mortgage-Backed Securities GNMA GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 85140669.60 84606553.83 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 18173875.60 18061791.26 Agency Mortgage-Backed Securities GNMA GNII SF MB0091 M N/A 3618N5C56 2054-12-20 5 27480521.10 27311699.11 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 82158180.30 81655755.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0870 M N/A 3618N56G9 2056-01-20 4.5 39860029.20 38550627.24 Agency Mortgage-Backed Securities GNMA GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 26961118.32 26784163.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 835644.62 839047.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 1061201.77 1045082.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA3095 N/A 3140E7NM8 2046-01-01 3.5 2102450.79 1974175.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5596 N/A 3140AFGE0 2054-06-01 6.5 1891293.24 2009706.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL831395 N/A 31407HUU8 2036-04-01 6 16.05 16.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV1870 N/A 3138XDCG3 2043-12-01 4.5 293626.31 289647.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 488297.17 479724.62 Agency Mortgage-Backed Securities GNMA GNII SF DP6483 C N/A 3618MMFY4 2056-01-20 5.5 8024802.84 8182837.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0881 N/A 3142JN6T8 2055-12-01 5.5 2737973.90 2758066.07 Agency Mortgage-Backed Securities FMAC FMAR 8C1328 G N/A 3142BBPM6 2056-01-01 4.55 53209631.78 52930423.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ7563 N/A 31427HMM1 2055-10-01 6 1730161.22 1770311.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 662527.17 656969.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 845450.62 870844.01 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC8041 N/A 31417U5B7 2040-01-01 6.085 47519.56 49311.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC5428 N/A 31417SA67 2039-11-01 6.275 139309.11 144622.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 594192.15 619827.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 2529020.15 2440626.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAP9766 N/A 3138MDZ88 2042-10-01 4 120611.87 116992.59 Agency Mortgage-Backed Securities FMAC FMAR 420346 G N/A 31346AL37 2037-07-01 5.04 40873.29 40799.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 397441.78 401532.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0202 N/A 3133CCGK6 2053-09-01 6.5 765817.99 814405.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG2368 N/A 3133C2TZ1 2053-04-01 6 729979.15 761653.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0612 N/A 3133C0VD1 2053-04-01 6 956921.47 1004446.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995941 N/A 31416CLW4 2039-07-01 6.5 956536.53 1005976.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP995218 N/A 31416BSF6 2038-10-01 6.5 18024.68 17983.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 7.49 7.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL928224 N/A 31412LG95 2037-04-01 6.5 415379.01 434284.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP922741 N/A 31412EEN2 2037-03-01 5.5 131239.70 131754.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 239858.01 243340.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP897064 N/A 31410TTV7 2036-07-01 6 28.77 28.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP891142 N/A 31410MBK5 2036-06-01 6 107041.81 107810.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NP885032 N/A 31410CHH8 2036-05-01 6.5 .80 .81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1173 N/A 3140X4JT4 2049-06-01 4 2732282.87 2615773.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB7769 N/A 3140QTT33 2054-01-01 4.5 2997286.87 2932302.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6633 N/A 3140Q2LP1 2036-03-01 4.24 6676000.00 6488159.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0740 N/A 3133BMZD0 2052-09-01 5 991675.09 996917.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0237 N/A 3133BMHN8 2052-09-01 5 1136271.22 1126589.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9582 N/A 3133BKUF4 2052-09-01 5 1111663.06 1102670.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC9550 N/A 3133AUTF5 2051-10-01 3 3775736.84 3386545.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4289 N/A 31339UXS4 2049-11-01 3.5 2190188.03 2051887.88 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q50909 G N/A 3132XTAK4 2047-09-01 4 2436597.63 2345452.63 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q63561 G N/A 3132VP5X2 2049-05-01 3.5 2106404.27 1975105.07 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V81756 G N/A 3132L65R8 2045-05-01 4 3696713.82 3558908.95 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02402 G N/A 3132GFU39 2041-07-01 4.5 1933853.10 1917233.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1608 N/A 3132DNYD9 2052-09-01 4.5 2042638.81 1978369.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 827607.02 849149.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8027 N/A 3131Y24L9 2048-09-01 4.5 1473123.51 1430928.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM4959 N/A 3131XYQL6 2047-11-01 4.5 658759.89 651489.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5910 N/A 3140Q1R85 2032-12-01 4.23 1250000.00 1238291.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5426 N/A 3140Q1A42 2035-11-01 4.48 1963000.00 1949346.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4940 N/A 3140Q0P22 2035-09-01 4.82 2862000.00 2913821.28 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4830 N/A 3140Q0LL4 2035-09-01 4.76 18743000.00 18935784.26 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4804 N/A 3140Q0KS0 2035-09-01 4.85 14263000.00 14507562.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4047 N/A 3140NYP96 2035-06-01 4.89 20100000.00 20489578.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3625 N/A 3140NYA35 2035-05-01 4.68 617000.00 622620.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3450 N/A 3140NXZQ9 2032-07-01 4.41 1791000.00 1797816.55 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1826 N/A 3140NWA47 2034-09-01 4.57 13457000.00 13481227.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0709 N/A 3140NUYF0 2034-04-01 4.93 193000.00 197740.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0585 N/A 3140NUUK3 2034-04-01 4.57 10000000.00 10037483.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6210 N/A 3140NN3U7 2053-08-01 6.5 754405.59 802268.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 883632.52 922077.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2449 N/A 3140NJWK6 2053-07-01 6.5 1020703.37 1085135.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2175 N/A 3140NJMZ4 2053-07-01 6.5 789.29 839.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2663 N/A 3140NJ5Z3 2053-05-01 6.5 953866.62 1004250.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0758 N/A 3140NGZY9 2053-05-01 5.5 839062.43 867044.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0238 N/A 3131XTHP8 2045-10-01 4 2381813.06 2288210.98 Agency Mortgage-Backed Securities FMAC 05.500 FGPC L10154 G N/A 3128DHE34 2034-01-01 5.5 83741.79 84732.56 Agency Mortgage-Backed Securities FMAC 05.500 FGPC P51366 G N/A 3128C6QT9 2036-11-01 5.5 80.34 81.40 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31136 G N/A 31281BHM5 2034-09-01 5.5 111.29 115.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9760 N/A 3140NEZ24 2053-04-01 5.5 2160971.18 2226801.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1101 N/A 3133BNGJ6 2052-10-01 5 1009818.59 1001821.50 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q34969 G N/A 3132QRQX1 2045-07-01 4.5 1687732.25 1670085.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1138 N/A 3140N5HQ0 2052-11-01 5 2187193.50 2205687.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7205 N/A 3131Y2AE8 2048-07-01 4.5 789688.59 779725.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 535263.09 567215.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5065 N/A 3140Q0TX0 2032-09-01 4.48 11625000.00 11679013.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7360 N/A 3140NCFA2 2053-09-01 6.5 712584.44 758728.32 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q38492 G N/A 3132QVNJ6 2046-01-01 4 2128742.72 2054456.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3550 N/A 3140NX5L3 2035-05-01 4.48 15897000.00 15801019.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 352240.92 368778.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6282 N/A 31417C6U4 2042-09-01 3.5 1644574.86 1544590.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD5369 N/A 3140FC6F0 2047-06-01 4 540253.21 517121.37 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 53.52 56.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 79293.88 84424.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2228 N/A 3140N6PN6 2052-11-01 5 993197.55 983145.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8394 N/A 3140NDKG1 2053-04-01 5.5 887458.14 911811.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB4522 N/A 3133ABAX8 2050-10-01 3 2659049.16 2372571.18 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4298 N/A 3140NYX48 2035-07-01 4.96 10955000.00 11193428.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD4377 N/A 3140FB2K5 2046-09-01 3.5 2264927.52 2117740.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 934963.78 894473.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM4713 N/A 3131XYGW3 2047-11-01 4.5 299.65 291.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4707 N/A 3140Q0GR7 2035-09-01 4.84 19305000.00 19713924.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX9742 N/A 3140NEZG3 2053-04-01 4.5 3313006.40 3215918.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA7048 N/A 3133A1ZM7 2050-02-01 3.5 1185481.81 1112689.27 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 39265884.80 39649996.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG1222 N/A 3133C1LB4 2053-04-01 5.5 2571938.63 2644084.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 781639.79 809284.30 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 85651116.92 85102664.30 Agency Mortgage-Backed Securities GNMA GNII SF DP7829 C N/A 3618MNVW8 2056-01-20 5.5 35298200.04 36338096.76 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG3297 N/A 3140U6UX0 2056-04-01 4.781 21291830.00 21345510.26 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6651 N/A 3140Q2L97 2033-04-01 4.34 18265000.00 18171769.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6077 N/A 3140Q1XF2 2033-01-01 4.58 17662000.00 17814275.88 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5264 N/A 3140Q0Z62 2035-10-01 4.68 1600000.00 1613374.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0745 M N/A 3618N5ZK8 2055-11-20 5 29743854.90 29553573.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 22955728.22 22808735.05 Agency Mortgage-Backed Securities FMAC FKAR 03.950 WDWD0012 N/A 3142KDAN6 2035-12-01 4.1 1850000.00 1777753.18 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 600000000.00 600000000.00 .0032 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.670%, 4/1/2026 3.670 85748R009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB Y USTR BILL 05/14/26 N/A 912797QN0 2026-05-14 0 700.00 696.96 U.S. Treasuries (including strips) USTR BILL 06/23/26 N/A 912797UB1 2026-06-23 0 1321400.00 1310485.24 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 2000900.00 1931989.00 U.S. Treasuries (including strips) FNMA FNMS 05.500 CLDC5475 N/A 3140ATCM6 2054-11-01 5.5 491627.98 495235.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4808 N/A 3140W5KW3 2052-08-01 3 2901428.00 2602183.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4744 N/A 3140W5HW7 2052-06-01 3 1017.76 902.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4752 N/A 3140W5H64 2055-03-01 6.5 998.63 1037.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA5461 N/A 3140QDB78 2035-03-01 2.5 218094.62 206632.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 32435.41 31011.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 126187.84 116908.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3664 N/A 3140QBCA4 2049-06-01 4 7309.14 7018.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA4464 N/A 3140QB6A1 2034-11-01 3 254563.89 245239.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4435 N/A 3140QB4V7 2049-10-01 4.5 131.98 129.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 144.53 141.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2793 N/A 3140QAC73 2048-12-01 4.5 222.27 219.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2079 N/A 3140Q9JZ7 2038-07-01 4.5 2312887.90 2334184.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 41043.36 40388.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2039 N/A 3140Q9HR7 2048-07-01 4 76.61 73.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 16753.13 16827.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1588 N/A 3140Q8XS9 2038-04-01 4 2796613.99 2742721.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1390 N/A 3140Q8RL1 2048-03-01 4.5 2251414.24 2215360.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6116 N/A 3140NAYN7 2053-01-01 6 10720925.47 11082102.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1107 N/A 3140N5GR9 2052-10-01 5.5 610.56 625.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0445 N/A 3140N4P76 2052-11-01 5.5 85358.66 86575.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 1456463.73 1472098.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 N/A 3140N2LZ2 2052-10-01 5 6857468.12 6837058.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9861 N/A 3140N25X5 2052-09-01 5.5 156931.13 160254.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7801 N/A 3140N0U37 2052-11-01 5.5 1015891.24 1047177.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 N/A 3140MY4Z2 2052-07-01 5 645.35 640.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6197 N/A 3140MX3F9 2052-08-01 5 1929923.14 1948538.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5141 N/A 3140MWWB8 2052-10-01 4.5 94653.98 91644.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 N/A 3140MTRE5 2052-08-01 4.5 269329.88 260856.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 172954.55 179075.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7928 N/A 3138WHY22 2046-09-01 3 173.21 156.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAQ8711 N/A 3138MQVD2 2027-12-01 2.5 30734.35 30381.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0973 N/A 3138MGCK9 2042-12-01 3.5 161659.89 151843.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7444 N/A 3138MBHW9 2042-10-01 3.5 171.92 162.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP1083 N/A 3138M4FZ0 2042-08-01 3.5 644100.26 606527.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO6762 N/A 3138LXQQ5 2042-06-01 4 704928.16 683775.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 7184103.33 6750806.11 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 231225.79 244227.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW3585 N/A 3138XS6X0 2044-06-01 3.5 1997150.51 1876667.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA1960 N/A 31418BFA9 2034-07-01 4 195315.69 193108.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 1852070.65 1956476.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4264 N/A 31425YW29 2055-01-01 6 1063061.21 1094830.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4233 N/A 31425YV38 2055-01-01 6.5 1009253.74 1050704.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX2475 N/A 31425WXD8 2055-01-01 6.5 780.70 815.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 6712.31 6816.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0553 N/A 31425UTK1 2054-12-01 6 794.19 812.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX0535 N/A 31425USZ9 2054-12-01 4.5 971.77 952.47 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD0020 N/A 31418MAW2 2037-12-01 7 25.22 26.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6042 N/A 31418FWC7 2046-04-01 5 10376440.00 10348285.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6031 N/A 31418FVZ7 2056-04-01 6 1000.00 1023.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 20630261.31 20379947.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5956 N/A 31418FTN7 2046-01-01 5.5 7488.40 7583.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4066 N/A 31427RQU7 2056-02-01 5.5 7602736.62 7697142.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 7829479.17 7916796.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL0414 N/A 31427MN80 2052-03-01 2 90428.36 73997.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 1471734.34 1515135.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5855 N/A 31418FQH3 2055-10-01 6.5 129038449.50 133990127.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5854 N/A 31418FQG5 2055-10-01 6 895.88 916.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5881 N/A 31418FRB5 2055-11-01 6.5 39540178.28 41069855.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0795 N/A 31427M3D1 2055-03-01 6.5 17512772.99 18184784.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 763.57 704.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1206 N/A 3140XGKU2 2052-04-01 3.5 1216008.39 1122906.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 660.63 573.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0174 N/A 3140XFFQ9 2052-01-01 2.5 883969.58 745427.97 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS0003 N/A 3140XFAD3 2036-12-01 1.5 592.28 533.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 223985.80 191680.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM8695 N/A 3140XCUV8 2036-09-01 2 332001.96 304895.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7460 N/A 3140XBJE1 2051-03-01 4 167823.47 160112.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM6989 N/A 3140XAXT4 2040-09-01 3 2202786.96 2055462.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM7184 N/A 3140XA6W7 2034-01-01 4.5 470017.28 472151.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2108 N/A 3140MTKW2 2052-05-01 5 1035778.48 1034747.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 36818.75 35732.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1201 N/A 3140MSKP9 2052-09-01 5 274733.40 272649.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5768 N/A 3140X9MS1 2044-11-01 4 406.05 392.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 132586.05 126485.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5651 N/A 3140X9H57 2051-01-01 2.5 540.32 460.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5538 N/A 3140X9EL5 2036-02-01 2 502.64 462.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 41007.89 40871.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 N/A 3140X7FK0 2035-07-01 2.5 1584825.66 1501513.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 250490.03 263929.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8024 N/A 3140QF4J5 2050-12-01 2.5 682.35 585.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 2797176.68 2251387.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 92199158.61 75294873.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 562.84 482.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 397.08 367.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 1528808.57 1249528.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6638 N/A 3140QELU4 2050-08-01 2.5 35391.01 30177.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6407 N/A 3140QEDM1 2050-07-01 2.5 1237.48 1051.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 N/A 3140QE7H9 2050-09-01 2 570.41 465.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 787.92 767.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2972 N/A 3140XJJS3 2052-10-01 4.5 796.89 774.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2928 N/A 3140XJHE6 2037-09-01 4 591.82 578.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 15369.49 14481.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 212.35 198.29 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G67706 G N/A 3132XCR31 2047-12-01 3.5 249.13 233.80 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49036 G N/A 3132WPBE6 2047-07-01 4 2761285.93 2657178.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46715 G N/A 3132WLN93 2047-03-01 4 2592065.75 2499441.74 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q36002 G N/A 3132QSU48 2045-09-01 3.5 2341261.68 2195173.20 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60506 G N/A 31335AR34 2046-04-01 3.5 32565.13 30592.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 38080.60 38469.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 845.96 819.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 774448.60 767414.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 21549.99 22142.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 647.08 666.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 18654.79 17110.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 3212983.51 3117847.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 1397.12 1281.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 7010.43 6175.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 1290.34 1326.09 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 38831.25 31373.43 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 21081713.49 17038381.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8157 N/A 3132DWB28 2051-07-01 3 2263.67 2000.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 1647813.68 1712604.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 74825309.74 76772438.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 261.27 235.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 3518.58 3118.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 91.87 87.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1534 N/A 3140X4V45 2049-09-01 4.5 193113.63 189843.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL6036 N/A 3138ENV63 2034-09-01 4 130.52 128.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH7482 N/A 3133CLJ31 2054-01-01 6 1387.25 1449.97 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 927360.86 782704.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 80352.04 79065.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3713 N/A 3142GUDT7 2055-03-01 5 31244665.96 31105335.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0084 N/A 3142J6CW1 2056-01-01 5 553881.42 547148.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0822 N/A 3140W04G7 2055-02-01 6 26722897.80 27869764.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8507 N/A 3132DWNY5 2055-02-01 6 69510.43 71098.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT3976 N/A 3138WRM23 2043-05-01 3.5 9740989.19 9164640.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9349 N/A 31417GL79 2043-05-01 3 287.89 263.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5708 N/A 3140XMKW5 2053-06-01 5 729.69 729.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 62464453.79 64010532.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7274 N/A 3133BVCK9 2053-02-01 6 3072177.06 3206397.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4653 N/A 3140XLE38 2053-05-01 5.5 744.80 752.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 835697.18 806492.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 1474231.63 1455361.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5652 N/A 3140QRH63 2053-02-01 6 82817.04 85344.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0701 N/A 3133BMX67 2052-10-01 5 539789.96 538946.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 5422992.53 5117058.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5213 N/A 3140AEYK9 2054-07-01 5.5 39128.43 39462.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 N/A 3140QFB32 2050-10-01 2.5 177345.46 152326.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 832723.95 826234.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 81651383.09 77804160.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 729.86 733.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7555 N/A 3132DVMC6 2052-08-01 3 219800.37 196558.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7553 N/A 3132DVMA0 2052-03-01 3 1321519.91 1181200.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7528 N/A 3132DVLH6 2050-11-01 2 6541.65 5382.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1535.01 1320.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 9047530.46 9187987.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 20674.79 19160.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 7356.17 6747.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZT0657 N/A 3132ACWS5 2040-07-01 6 268250.04 284035.48 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J37648 G N/A 31307UP93 2032-09-01 3 110753.94 107870.46 Agency Mortgage-Backed Securities FMAC 03.000 FGPC E03033 G N/A 31294MLN9 2027-02-01 3 33744.00 33678.20 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G18631 G N/A 3128MMVZ3 2032-02-01 2.5 76856.43 74109.60 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 92.91 93.49 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 123.04 113.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK5521 N/A 3131X9D27 2028-05-01 2.5 50.03 49.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7874 N/A 3138WHXC1 2046-09-01 3 17260278.33 15554669.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7798 N/A 3138WHUY6 2046-08-01 3 339780.94 306769.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAS8073 N/A 3138WH6K3 2046-10-01 2.5 163267.58 140557.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7982 N/A 3138WH2Q4 2046-09-01 3 92270984.50 83249188.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0913 N/A 3138EHAP7 2041-07-01 6 626974.90 659971.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 4663984.51 4406409.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK9847 N/A 3138EE5H8 2042-05-01 4 53.83 51.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 83512.10 79873.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ4203 N/A 3138AVU52 2041-12-01 3.5 824669.74 780316.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH5542 N/A 3138A7EQ7 2041-01-01 3.5 58978.57 55654.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 829.71 835.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5649 N/A 31418FH34 2055-03-01 7 673.88 711.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 72832.29 68747.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 19282.67 19078.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 347043.64 343679.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5115 N/A 31418EVH0 2033-06-01 4 119790.22 119212.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA0930 N/A 3140A1A80 2053-10-01 6 553.15 568.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0249 N/A 3140A0H36 2053-10-01 6.5 672.51 703.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 117.27 118.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745140 N/A 31403CZD6 2035-11-01 5 10.85 10.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL740320 N/A 31402WPD4 2033-10-01 4.5 12.46 12.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY5616 N/A 3138YKG23 2045-06-01 3.5 30485596.60 28689588.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1332 N/A 3138X0PS1 2043-07-01 3.5 9843663.36 9264517.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT3174 N/A 3138WQQ47 2043-05-01 3 1837582.50 1684701.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 390006.71 375157.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8314 N/A 3138WJGY8 2046-11-01 3 30562189.31 27542278.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8300 N/A 3138WJGJ1 2046-11-01 3 14673213.03 13260534.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0502 N/A 3140A9RY8 2054-07-01 7 3595976.00 3880710.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 8850.85 8940.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 81260241.98 83464832.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4885 N/A 31418ENB2 2052-11-01 3 793.26 698.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 1731.96 1719.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 114035.19 108960.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 88290.87 81000.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4622 N/A 31418ED49 2052-06-01 2 1282635.25 1035633.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 627.84 643.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3753 N/A 3140QPE37 2052-06-01 4 712.57 675.01 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 1421565.29 1409348.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 16456.81 13879.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8508 N/A 3132DWNZ2 2055-02-01 6.5 1202.23 1248.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8504 N/A 3132DWNV1 2055-02-01 4.5 32969.27 31850.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 21893177.85 22645500.41 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8498 N/A 3132DWNP4 2054-12-01 7 543.77 573.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 9179.02 8867.46 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5057 N/A 3133LPTN7 2031-05-01 1.5 360.37 340.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9981 N/A 3133WHCS0 2054-07-01 6.5 994375.90 1046489.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5745 N/A 3140XML38 2053-08-01 6.5 29611078.24 30944840.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 398878.40 324266.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 38757.13 34092.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA7502 N/A 3140QFKQ1 2035-10-01 3 35731.92 34314.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6586 N/A 3132DUJ73 2054-11-01 5.5 800.60 806.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU8252 N/A 3140MAE26 2052-02-01 2 1850145.53 1514430.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 32691648.23 34514883.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6990 N/A 3140QEXU1 2050-09-01 2.5 380068.30 326870.65 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 N/A 3133AXT69 2051-11-01 2.5 2554470.92 2203919.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2053 N/A 31427PH72 2055-08-01 6 125295.00 128156.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 N/A 31426DMG4 2055-03-01 5 984.26 976.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 6807.46 6932.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ4522 N/A 3140KQAY7 2036-02-01 2 69861.62 64310.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 72617.45 73411.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA8645 N/A 3140QGTB3 2051-01-01 4 21748.62 20668.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3588 N/A 31418C7A6 2034-02-01 3.5 31187.48 30654.29 Agency Mortgage-Backed Securities FMAC FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 61017.34 63413.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 70636.33 62210.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0289 N/A 3140W0KB0 2055-01-01 5 944.56 933.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8808 N/A 3140BMYE4 2055-09-01 6 993.45 1030.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV6069 N/A 3140MKW73 2055-08-01 5 992.72 982.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0304 N/A 3140BQKS9 2055-09-01 6 975.02 998.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 71573.20 73207.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5702 N/A 31418FKQ9 2055-05-01 6.5 3993200.90 4146430.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1809 N/A 3140W2AK7 2054-09-01 6 812.79 833.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7882 N/A 3142JWXL5 2056-03-01 5.5 1166282.00 1174911.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4100 N/A 31427RRW2 2056-02-01 5.5 1019.87 1029.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2412 N/A 3142JQVE6 2056-01-01 5.5 839987.75 854313.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4115 N/A 3140W4SD0 2050-03-01 3.5 1000.49 935.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2039 N/A 3142JQHR3 2056-01-01 5.5 34041149.31 34291022.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9040 N/A 3142JYBJ0 2056-04-01 4.5 9157750.00 8863841.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9780 N/A 3142JY2N1 2056-04-01 5.5 1000.00 1017.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 38387656.00 38772428.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4516 N/A 31427SAS7 2052-04-01 2.5 1008.00 864.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4733 N/A 3140W5HK3 2037-05-01 2.5 989.69 940.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3292 N/A 31427QUS9 2055-11-01 5.5 36330375.39 37054778.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3841 N/A 3142JSHT5 2056-01-01 5 1155169.19 1145393.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3339 N/A 3142JRV95 2055-12-01 5 1442622.53 1441074.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1692 N/A 3142JP3A7 2055-11-01 5.5 3513271.67 3547843.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0638 N/A 3142JNV86 2055-12-01 5.5 997.02 1019.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0103 N/A 3142J6DH3 2056-03-01 5.5 9544801.43 9615913.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0065 N/A 3142J6CB7 2055-11-01 6 1175.74 1202.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0051 N/A 3142J6BV4 2055-09-01 6.5 786.78 816.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0050 N/A 3142J6BU6 2055-09-01 6 870.04 890.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0015 N/A 3142J6AR4 2055-06-01 6.5 683.03 709.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 5983.51 5784.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5811 N/A 3142GWN54 2056-01-01 6.5 12603038.14 13222813.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 20498302.71 20416343.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 109505.71 93373.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 745.60 751.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CNMA5288 N/A 31418E2W9 2034-02-01 4.5 561212.38 563547.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 793626.69 729268.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6786 N/A 3140NPRG7 2053-08-01 5.5 280276.09 282442.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2827 N/A 3140NKD99 2053-06-01 5.5 6789652.70 6870560.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1265 N/A 3140NHMP0 2053-05-01 5 81753.53 81057.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0408 N/A 3140NGN22 2053-07-01 6 966.11 993.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0191 N/A 3140NGF96 2053-05-01 5 2747.61 2720.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0879 N/A 3140NG6R6 2053-04-01 5 647282.48 641608.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9989 N/A 3140NFC34 2053-04-01 5 154253.49 153030.21 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4205 N/A 31418DU75 2035-12-01 1.5 1116110.88 1008783.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4124 N/A 31418DSN3 2035-09-01 2.5 330.07 312.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4047 N/A 31418DP97 2050-06-01 2 627487.94 510506.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 155.49 147.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 20358.09 18794.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 1567296.49 1328147.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2773 N/A 31418CCK8 2036-10-01 3 926639.73 879999.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA2749 N/A 31418CBT0 2036-09-01 2.5 125577.65 117096.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 46.63 46.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA2599 N/A 31418B3H7 2046-04-01 4 252196.85 237455.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1608 N/A 31418AYE2 2033-10-01 3.5 76888.14 75226.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0920 N/A 31418AAW8 2031-12-01 4 46.03 45.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 144772.04 145215.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4150 N/A 3140W4TG2 2055-12-01 6 1021.16 1045.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4127 N/A 3140W4SR9 2055-12-01 4.5 982.69 956.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 983.35 1020.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4438 N/A 3140W44Y0 2056-02-01 5 707287.46 700032.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3330 N/A 3140W3VY2 2054-10-01 6 944.39 983.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2924 N/A 3140W3HA0 2055-10-01 5 34091032.18 33980974.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-10-01 5.5 23860.43 24039.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 411426.35 414445.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 25523599.82 25720880.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8367 N/A 3132DWJL8 2053-10-01 5.5 25894408.92 26145929.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1816 N/A 3140QMAS3 2051-09-01 3 66819.21 58958.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 143187.55 122299.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1782 N/A 3140QL6U5 2051-10-01 2 1624520.62 1313452.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 586208.37 504028.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 744813.52 669170.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCB0470 N/A 3140QKQY7 2041-05-01 2.5 64420.22 58217.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0478 N/A 3140QKQ84 2036-05-01 2 94845.73 87152.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0262 N/A 3140QKJG4 2036-04-01 2 1151533.05 1058138.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0191 N/A 3140QKF94 2051-04-01 3 154351.25 136904.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9558 N/A 3140QHTQ8 2051-10-01 2.5 292169.99 246603.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 58489.32 52990.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 619.28 521.72 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 825.96 666.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 963.23 984.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0055 N/A 3142J6BZ5 2055-10-01 5 46530.69 45979.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 38264.89 37370.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3414 N/A 31418CYL2 2048-07-01 3.5 84510.33 78735.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0490 N/A 3132DMRK3 2045-01-01 4 1720699.08 1661641.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9687 N/A 3140NEXR1 2053-04-01 6 895194.01 934660.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ5541 N/A 3138YXEP6 2045-07-01 3.5 526721.05 494335.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6872 N/A 3140QET69 2035-08-01 2.5 378.19 358.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5220 N/A 31418EYS3 2038-12-01 6 10346.32 10726.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 649.75 667.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 138592.22 133888.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 35854620.69 37083681.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8526 N/A 3140BMPL8 2055-09-01 5.5 1434291.02 1458313.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9800 N/A 3140XR3J2 2054-11-01 5.5 897.16 910.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0550 N/A 31426JTG4 2055-03-01 6.5 990.56 1050.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5977 N/A 3140ATUB0 2054-11-01 5 980.68 968.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2547 N/A 31427PZM9 2055-09-01 5 42160465.45 41933501.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9067 N/A 3133D1CC1 2054-11-01 5.5 851037.75 873123.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1095 N/A 3140W1GD9 2052-08-01 3 900.73 797.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 160.86 160.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 3523697.47 3004689.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9151 N/A 3140QVEZ3 2054-09-01 6 340779.89 355567.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 28243379.81 29026286.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5713 N/A 3138WFK39 2045-09-01 3.5 4460283.10 4186027.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5637 N/A 3138WFHP4 2045-08-01 3.5 28175738.66 26586251.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4979 N/A 3138WEQ93 2045-05-01 3 27591159.19 25067202.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 4026782.37 3789567.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR8840 N/A 3138W6ZE9 2043-04-01 3.5 76464.03 71940.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 N/A 3140NAQT3 2053-01-01 6.5 24871.35 26750.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3447 N/A 3140X6ZM6 2049-11-01 4 258.43 247.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 120658.57 118750.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1194 N/A 31427NKG3 2055-05-01 6 321396.46 328778.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 2903.43 2932.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX3925 N/A 31425YLF2 2055-01-01 6.5 878585.38 931463.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0085 N/A 3142J6CX9 2056-01-01 5.5 14587.74 14697.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6536 N/A 3140B7HN6 2055-05-01 5.5 1655.08 1667.41 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0113 N/A 3140B0DT2 2055-01-01 7 510966.32 546347.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9750 N/A 31426UZQ0 2055-08-01 6 2263147.46 2316204.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 4863499.39 4470896.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1756 N/A 3140J55S4 2045-12-01 4.5 26225.27 25886.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0999 N/A 3140XGDD8 2052-03-01 2 795.33 651.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 367.19 326.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4967 N/A 3140X8QV2 2050-12-01 2.5 987097.88 846330.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8464 N/A 3132DWMM2 2054-09-01 6.5 541.29 562.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 87081.07 89252.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 693.74 669.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 1299529.61 1289947.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0889 N/A 3140NG7B0 2053-04-01 5 1019197.72 1011412.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4359 N/A 3140A4ZZ7 2054-02-01 6 572.55 586.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4667 N/A 31418EFH8 2037-07-01 3.5 30138.13 29048.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA5746 N/A 3133KML37 2051-08-01 3.5 640.40 593.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 879.05 877.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD3303 N/A 3140B3U59 2055-02-01 6 5919084.03 6092039.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5794 N/A 31418FNL7 2055-08-01 6.5 819.59 851.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 100376.96 100102.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS9836 N/A 3140XR4W2 2054-02-01 6.5 724.87 761.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 45655047.55 46447588.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB2339 N/A 3133A8S40 2050-08-01 3 33734.93 30549.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 37802051.58 36655515.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 3725226.82 3754400.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV5370 N/A 3140MJ6G5 2052-04-01 2.5 821.04 694.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7147 N/A 3140XA5H1 2050-08-01 3.5 416.68 387.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3863 N/A 3140QPJH1 2052-06-01 4.5 921697.81 900609.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 171576.47 144601.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 64726.96 52836.79 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR0965 N/A 3140KYCB8 2036-04-01 1.5 532071.99 479074.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ8482 N/A 3140KUM82 2050-12-01 2.5 77064.86 66207.45 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBQ8045 N/A 3140KT5F8 2035-11-01 1.5 264247.40 238834.73 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ5094 N/A 3140KQUU3 2050-10-01 2 376556.29 308706.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1575 N/A 3140KLXD9 2050-09-01 2 1513672.62 1249115.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO9587 N/A 3140K5UM7 2049-11-01 4 718979.89 687202.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 4305576.69 4136067.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRBM5836 N/A 3140JAPW2 2046-09-01 3 173885.52 159424.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5701 N/A 3140JAKP2 2048-12-01 4.5 2879636.36 2844124.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5509 N/A 3140JADP0 2049-02-01 5 34300.85 34496.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 257.72 254.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4787 N/A 3140J9J93 2033-10-01 4 157.40 156.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3764 N/A 3140J8FE8 2048-04-01 4 96251.60 92311.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 2903662.26 2711912.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9902 N/A 3140HQAC9 2048-09-01 4.5 213737.91 208700.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4524 N/A 3140J9A27 2048-07-01 4 14553736.56 13957998.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0428 N/A 3140Y6PN4 2055-05-01 5.5 898.43 907.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0392 N/A 3140Y6NJ5 2055-05-01 5.5 930.52 953.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 210.69 207.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE1585 N/A 3140FLXP8 2047-05-01 4 2092654.36 2004786.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 32156.87 31036.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 100955.59 91184.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC1493 N/A 3140EVUT2 2046-08-01 3 51087550.96 46124139.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7399 N/A 3140BYGH1 2055-12-01 5 2981.31 2958.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5890 N/A 3140BWRL4 2055-11-01 6.5 984.10 1033.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4064 N/A 3140BUQS4 2055-11-01 5.5 1987000.40 2002863.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 352155.73 347939.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 141566.35 146092.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 151029.87 159107.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7082 N/A 3140XN2Q6 2052-09-01 3.5 503300.44 461736.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6112 N/A 3140XMYJ9 2052-06-01 3 818.50 728.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 711.34 655.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6289 N/A 3133KM7A7 2051-11-01 2.5 749682.84 638301.21 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 707.20 572.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8795 N/A 3133D0XY2 2054-11-01 5.5 947.41 962.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ8451 N/A 3133D0L82 2054-11-01 4.5 848.76 826.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8023 N/A 3133CY4G0 2054-11-01 5.5 8023881.71 8248978.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5599 N/A 3133CWGG1 2054-10-01 5.5 6904.07 7055.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9540 N/A 3140XDS64 2051-11-01 2 751.19 612.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 93638.81 85886.70 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 332982.88 256939.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ9264 N/A 31427KJJ5 2055-11-01 6 1004.66 1036.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8125 N/A 31427JA32 2055-11-01 5.5 1878504.72 1906119.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7802 N/A 31427HU42 2055-10-01 5.5 989.68 1011.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5728 N/A 31427DLJ8 2055-09-01 6 590200.25 612351.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4234 N/A 31427BV44 2055-10-01 5.5 1874266.40 1892537.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4057 N/A 31427BQK4 2055-09-01 6 2677389.92 2740089.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3786 N/A 31427BF42 2055-09-01 6.5 1183588.70 1234218.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1359 N/A 31426XQM3 2055-08-01 6.5 391396.86 410221.35 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0346 N/A 31426WL40 2055-08-01 7 1979.90 2105.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 873.18 886.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9322 N/A 31426ULC6 2055-08-01 5.5 1227177.42 1253169.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8583 N/A 31426TRD1 2055-07-01 6 39796.30 41459.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7858 N/A 31426SWU9 2055-07-01 6 834.02 855.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 9516.36 9850.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9962 N/A 3142K0B86 2056-03-01 5.5 1014.00 1021.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3981 N/A 31427RM72 2056-01-01 5.5 1661556.37 1677702.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4497 N/A 31427R7K0 2056-03-01 5 3866190.00 3831091.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI8216 N/A 3133WFDV6 2054-06-01 5.5 745.53 754.05 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6522 N/A 3133WDG71 2054-05-01 7 735144.94 787386.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI6039 N/A 3133WCV84 2054-05-01 6.5 2281900.01 2407317.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5070 N/A 3133WBT30 2054-05-01 6 862.58 885.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW1139 N/A 3140MSHR9 2052-09-01 4 2912008.68 2781825.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 598451.30 569497.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 699.17 618.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV8126 N/A 3140MNA48 2052-04-01 2.5 708306.28 598896.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV6760 N/A 3140MLQN3 2052-03-01 3.5 1043140.36 956886.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6358 N/A 3140MLB41 2055-12-01 4.5 919.36 896.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6086 N/A 3140MKXQ0 2055-09-01 6 1002.09 1034.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV5405 N/A 3140MKAF9 2052-04-01 4 60862.35 58129.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV2788 N/A 3140MGC25 2052-02-01 2.5 784.75 671.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 41063.99 40223.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTBV1866 N/A 3140MFCC5 2045-04-01 5.5 973.07 987.03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBU4740 N/A 3140M6HS5 2054-06-01 7 1410737.13 1509757.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU3955 N/A 3140M5MD4 2053-03-01 6 1036598.17 1078439.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU3612 N/A 3140M5AN5 2051-11-01 4 1638015.50 1550469.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8038 N/A 3140LW4Y0 2053-01-01 5 76362.07 75774.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1345652.13 1151919.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 767.98 705.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7714 N/A 3133BVSB2 2053-02-01 5.5 4481413.26 4544145.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8026 N/A 3140QT4L0 2054-02-01 6.5 509.90 530.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 93822.80 94848.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 767.89 763.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8911 N/A 3140XC3V8 2051-02-01 3.5 465.18 430.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 299723.53 296843.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9853 N/A 3140XR5P6 2054-11-01 5.5 929.49 943.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD4601 N/A 3140B5DF1 2055-03-01 5.5 846503.63 856843.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBU5750 N/A 3140M7L82 2040-03-01 6 1061211.45 1105302.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3607 N/A 3140XKAH3 2037-02-01 2.5 678.49 640.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 1920465.58 1557644.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 4496921.30 4459437.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 858.71 850.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2559 N/A 3140XHZZ3 2051-12-01 3 676.51 600.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6539 N/A 3140AGHR8 2054-08-01 5.5 71412.65 71947.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH8458 N/A 3133CMMF8 2054-01-01 6.5 645.80 674.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4442 N/A 3133CG5B9 2053-11-01 6.5 1209779.32 1287588.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1855 N/A 3133CEBY7 2053-08-01 5.5 21575.86 22189.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6303 N/A 3133C7AC1 2053-06-01 6 781.90 805.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 35916.87 34800.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4323 N/A 3133C4YU2 2053-06-01 6 195810.42 200862.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3345 N/A 3140BTWF8 2055-11-01 6 3066213.81 3162180.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3463 N/A 31418CZ56 2033-09-01 4 76074.88 75838.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8031 N/A 3138WH4R0 2046-10-01 3 22331243.46 20222772.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK5468 N/A 3131X9CD4 2028-05-01 2 64204.18 62979.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 681.53 613.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 1456.04 1233.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6619 N/A 3140XAK92 2036-03-01 2 14125.32 12993.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 69179.04 72829.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 3319027.76 2923134.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 58789.40 52619.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6975 N/A 3132DUXC6 2054-11-01 4.5 10827.55 10468.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0731 N/A 3140Y6Y53 2055-07-01 6 874.50 898.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1097 N/A 3140BRGF0 2055-10-01 5.5 1365585.01 1395135.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0824 N/A 31427M4J7 2055-02-01 5 984748.31 973294.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 6474803.70 6059229.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4052 N/A 3140J8QE6 2048-06-01 4 4615384.73 4438884.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 726638.39 750468.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 12777121.29 12963709.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5457 N/A 3138WFB39 2045-07-01 3.5 24912725.08 23381157.19 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 11222.19 10603.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 1758673.27 1508191.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7130 N/A 3140XN4Q4 2054-01-01 5 834.53 830.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 841191.35 739959.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3983 N/A 3132A4M88 2041-06-01 5.5 332104.67 341321.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1420 N/A 3140X4SJ6 2047-12-01 3.5 51406.42 48380.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 2889168.79 2808925.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 48479.20 44465.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9587 N/A 3140AXUM7 2055-01-01 5.5 4247249.44 4304176.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 901.75 925.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 898.91 924.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6487 N/A 31426CF58 2055-01-01 6.5 988.29 1059.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7104 N/A 3140B73N1 2055-07-01 6.5 1639047.76 1702801.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 34785870.86 35389730.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0446 N/A 31427MP88 2054-05-01 6 1141.55 1169.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4694 N/A 3140L3GC9 2051-03-01 2 71922.79 58070.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 1424553.37 1418608.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 5616298.22 5742026.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9357 N/A 3133KRME1 2053-07-01 5.5 51770.27 52308.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9273 N/A 3133KRJS4 2053-06-01 5.5 799.34 821.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9065 N/A 3133KRCA0 2053-05-01 5.5 811.38 823.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 878.20 885.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 1360055.82 1165666.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 4197038.44 4024239.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ7199 N/A 3140H87M1 2048-09-01 3.5 670747.26 625892.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 N/A 3140GVMS1 2047-08-01 4 30084.81 28809.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 U6BF0498 N/A 3140FXRU8 2053-09-01 2.5 2032869.92 1725852.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 U3BF0448 N/A 3140FXQA3 2042-02-01 2.5 1362860.19 1225037.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 304.31 291.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 345908.34 334161.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1814 N/A 3140W2AQ4 2055-04-01 5 29540614.61 29620748.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1633 N/A 3140W1Y72 2054-12-01 5.5 35257.89 35534.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 11817753.84 12130711.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1418 N/A 3140W1SG9 2054-08-01 6 751.16 769.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1411 N/A 3140W1R96 2050-08-01 3 926.48 824.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1193 N/A 3140W1KF9 2055-03-01 6 918.32 956.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 943.17 871.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0605 N/A 3140W0U78 2047-12-01 3.5 1747321.79 1645272.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6540 N/A 3140UAHS7 2056-04-01 5 3532715.00 3500647.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5094 N/A 3140U8UU2 2056-03-01 5.5 10998432.00 11106660.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1860 N/A 3140W2B67 2049-07-01 6 864.46 901.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4176 N/A 3140U7UA8 2056-03-01 5 1619720.00 1607234.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3969 N/A 3140U7MT6 2056-03-01 5 2839144.00 2821935.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2312 N/A 3140U5SA5 2056-01-01 5.5 995.99 1012.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2066 N/A 3140U5JL1 2056-02-01 5 1010637.94 1003081.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 4979147.04 5065561.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8208 N/A 3133KQDM5 2053-01-01 5 26115.16 25919.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 517801.13 456103.06 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 737578.11 595341.09 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 790.34 638.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 46539.55 42693.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 36607447.41 38483725.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6509 N/A 3132DUGS0 2054-08-01 6 727.91 746.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5143 N/A 3132DSWC2 2054-04-01 6 73662.07 76304.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 8022361.72 8247897.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3990 N/A 3140U7NG3 2056-03-01 5 2000.00 1993.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 1024.00 1040.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5384 N/A 3133KY6V6 2046-01-01 5 353466.53 353521.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 1001.85 1014.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 1000.00 1013.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9633 N/A 3142JYV33 2056-04-01 5.5 4925758.00 5002236.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4617 N/A 3140W5DX9 2056-02-01 5 998.53 995.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9266 N/A 31427KJL0 2055-11-01 6.5 85020.07 88971.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5981 N/A 31418FUF2 2046-02-01 4.5 504145.88 493972.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5324 N/A 3140BV4J6 2055-12-01 6 997.49 1020.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6011 N/A 3142GWVD8 2056-03-01 5 15819614.00 15773019.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4353 N/A 3140BUZT2 2055-11-01 5.5 19418363.04 19719800.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1191 N/A 3140Y7KD9 2055-10-01 4.5 977.21 947.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5779 N/A 3140ATM52 2054-10-01 6.5 985.19 1037.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3893 N/A 3140BUKF8 2055-11-01 5.5 161132.38 162326.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9824 N/A 3142JY4J8 2056-03-01 5 1216049.00 1211150.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6030 N/A 31418FVY0 2056-04-01 5.5 1000.00 1007.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5437 N/A 3142GWBF5 2055-08-01 6 902.85 923.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 79317.65 78670.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 1054823.00 1073135.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5145 N/A 3142GVWF4 2055-10-01 4.5 825193.16 800240.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5138 N/A 3142GVV81 2055-10-01 5 32787348.43 32641040.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 35670878.98 36240840.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5085 N/A 3142GVUK5 2055-10-01 5.5 997.21 1017.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5063 N/A 3142GVTV3 2055-10-01 4.5 1006.52 974.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 992641.09 991575.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 77159152.11 78351132.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3897 N/A 3142GUKK8 2055-04-01 6 830150.13 857143.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 4024980.78 4078957.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3072 N/A 3142GTMW3 2054-12-01 5.5 84249275.38 85149675.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2301 N/A 3142GSRX8 2054-09-01 5.5 1364271.92 1379196.14 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 815.54 872.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 26589829.59 27769664.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 722.89 739.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 26480303.10 27072279.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1765 N/A 3142GR6B1 2054-06-01 5.5 209961.23 214991.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0662 N/A 3142GQWY4 2054-01-01 6.5 213922.82 222213.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0264 N/A 3142GQJJ2 2053-11-01 6 1506212.29 1563374.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAC1600 N/A 31417KX69 2029-08-01 4.5 34.65 34.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB9726 N/A 31417GYY6 2028-06-01 2.5 236334.46 233094.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5301 N/A 3132DS3J9 2054-04-01 6 421794.67 436017.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 702.34 745.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 93496.18 95103.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2473 N/A 3132DPXA1 2053-02-01 5 1952436.17 1938311.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 772.27 716.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 1886.67 1932.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6028 N/A 3140QDVW1 2050-06-01 2.5 83709.39 71887.39 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8511 N/A 3132D6N48 2036-05-01 2 20223.63 18608.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8217 N/A 3132D6DW7 2038-03-01 5 54343.42 54948.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8166 N/A 3132D6CB4 2037-06-01 3.5 72617.64 69992.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0952 N/A 3132CXBV3 2037-06-01 3 1254820.46 1207890.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 77578.78 74771.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 110530.11 108496.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 589893.89 565881.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA0525 N/A 3140Q7SP3 2047-10-01 3 3162629.13 2848472.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 368304.26 343434.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 1546547.82 1487815.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5318 N/A 3140QC4C7 2050-03-01 3.5 1621020.35 1504285.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 1132083.69 1162699.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6333 N/A 3140AGBB9 2054-06-01 6.5 1694110.17 1767749.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5928 N/A 3140X9SS5 2051-02-01 2.5 632.96 546.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 1379.73 1419.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2702 N/A 3140AQAC6 2054-11-01 5.5 814.78 820.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD1746 N/A 3140B15G7 2055-02-01 5.5 29080.53 29518.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9692 N/A 31426GXW0 2055-04-01 6 979184.59 1022353.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 6363623.12 5384658.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9555 N/A 3140JSTM1 2049-07-01 3.5 2254959.51 2099316.95 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 641.53 606.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6368 N/A 3133WDCD2 2054-06-01 6 1117698.99 1160724.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4831 N/A 3140QCLM6 2049-12-01 4.5 75589.49 73819.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8219 N/A 3132DWDY6 2052-06-01 2.5 16112.66 13628.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9495 N/A 3140NSRR7 2053-08-01 6 644596.08 664170.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7899 N/A 3132A8X46 2032-11-01 3 166296.15 161688.42 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 671.91 569.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8636 N/A 3140XQS24 2050-06-01 5 1083969.43 1089342.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6238 N/A 3140QR4Y6 2053-05-01 4.5 5175411.75 5062442.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1373 N/A 31427NQ36 2054-07-01 6.5 2401408.80 2535850.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 899.09 923.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE1614 N/A 3140BDYL8 2055-08-01 5.5 598197.69 602702.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAB7349 N/A 31417EEX5 2032-12-01 3.5 51894.34 50916.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4493 N/A 31427R7F1 2056-03-01 5 8215856.00 8143767.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4462 N/A 31427R5Y2 2053-10-01 5.5 17716992.00 18155511.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4461 N/A 31427R5X4 2053-04-01 4.5 13163941.00 12782292.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL4415 N/A 31427R3Z1 2054-01-01 2 1000.00 807.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4411 N/A 31427R3V0 2056-04-01 5 1024.00 1015.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4409 N/A 31427R3T5 2053-10-01 4.5 42760254.00 41827011.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3421 N/A 31427QYT3 2055-12-01 5.5 11877.30 12155.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 80468119.71 80257910.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9462 N/A 31417GQQ2 2043-05-01 3 88745.47 81304.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3369 N/A 3140BTW76 2055-09-01 6.5 883696.87 920260.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9672 N/A 3140BNXA1 2055-10-01 6.5 1047144.41 1094113.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9818 N/A 3140BN4C9 2055-09-01 6 783.36 802.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8676 N/A 3140BMUA6 2055-09-01 6.5 1519952.91 1604729.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8242 N/A 3140BMEQ9 2055-09-01 5.5 1239835.15 1273940.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE7459 N/A 3140BLJD5 2055-09-01 5 11157974.79 11039529.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8003 N/A 3140BL3M2 2055-09-01 6 2857548.70 2957894.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE6922 N/A 3140BKVQ4 2055-12-01 7 907.27 958.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4781 N/A 3140BHJ36 2055-08-01 6.5 1221994.57 1291876.37 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4523 N/A 3140BHAZ4 2055-07-01 7.5 993.73 1076.28 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4524 N/A 3140BHA27 2055-08-01 7.5 994.50 1075.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 N/A 3140BEM96 2055-06-01 7 939430.49 1005174.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0698 N/A 3140BCX49 2055-06-01 6.5 2290942.57 2408957.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 936948.99 949905.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9902 N/A 3140BBAC8 2055-07-01 5.5 407686.79 410744.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9294 N/A 3140BAKG0 2055-04-01 5.5 458158.04 461559.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9133 N/A 3140BAEF9 2055-05-01 5.5 913.40 937.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7364 N/A 3140B8FE6 2055-04-01 6.5 803.34 840.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CNFS1806 N/A 3140XHAG2 2032-05-01 2.5 240258.33 229751.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2614 N/A 3140XH3Y1 2052-08-01 5 706.43 709.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1585 N/A 3140XGXP9 2052-04-01 4 596.15 564.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1454 N/A 3140XGTL3 2052-04-01 3.5 75233.49 69473.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0213 N/A 3140Y6GX2 2055-04-01 5 1032231.14 1025504.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0090 N/A 3140Y6C40 2055-03-01 5 1000.89 990.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9538 N/A 3140XRS48 2054-11-01 5 32599200.05 32383610.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9894 N/A 3140XR7G4 2054-05-01 6 14741759.92 15114107.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 36648.11 36416.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8792 N/A 3140XQXW2 2054-08-01 6 747.64 768.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8777 N/A 3140XQXF9 2053-11-01 6 783.79 813.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8608 N/A 3140XQR66 2053-08-01 6 672.13 692.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8505 N/A 3140XQNX1 2053-09-01 5 939.81 931.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8394 N/A 3140XQKG1 2054-07-01 5.5 857.59 870.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8278 N/A 3140XQFU6 2054-06-01 6 835.13 877.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8970 N/A 3140XQ6G7 2054-09-01 5.5 28061.92 28507.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 835.03 852.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7397 N/A 3140XPGF0 2054-03-01 6 109074.29 113002.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6847 N/A 3140XNTD6 2053-11-01 6 727.30 748.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 53782.52 43258.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 736.73 783.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 72485.01 71745.43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 1705.07 1434.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 808.90 802.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 62914412.48 63656068.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7304 N/A 31417EDJ7 2042-12-01 3.5 1174425.81 1106645.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 520337.05 489876.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAB6965 N/A 31417DW33 2027-11-01 2.5 36134.16 35765.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 168.20 158.91 Agency Mortgage-Backed Securities FNMA FNMS 05.650 CA981378 N/A 31415AXF3 2037-12-01 5.65 41804.05 41995.44 Agency Mortgage-Backed Securities FNMA FNMS 05.620 CA912063 N/A 31411NJG3 2036-12-01 5.62 67495.40 67883.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889465 N/A 31410KFE9 2038-03-01 5.5 38507.58 39828.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9699 N/A 3140YXX55 2054-02-01 7 237.39 252.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2012 N/A 3140Y8GW0 2056-01-01 5 6042.46 5999.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1550 N/A 3140Y7WL8 2055-11-01 6.5 25019609.75 26249965.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1434 N/A 3140Y7SY5 2055-11-01 5 7998830.30 7966848.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1188 N/A 3140Y7KA5 2055-10-01 4.5 29234297.87 28350369.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1216 N/A 3140Y7K64 2055-10-01 5.5 4978002.25 5090412.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1008 N/A 3140Y7DN5 2055-09-01 5.5 987.04 1008.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1002 N/A 3140Y7DG0 2055-09-01 5 1013.87 1012.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 985.43 1018.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0728 N/A 3140Y6Y20 2055-07-01 6 8917532.79 9130108.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0684 N/A 3140Y6XN5 2055-07-01 5 315236.09 315528.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 18221.28 18699.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0437 N/A 3140Y6PX2 2055-05-01 6 887.01 911.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4801 N/A 3140ASKP2 2055-08-01 5.5 993.56 1001.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4052 N/A 3140ARQE3 2054-10-01 5.5 36543357.55 36811524.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 5502.65 5337.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2060 N/A 3140U5JE7 2056-02-01 6.5 999.21 1048.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 928.80 950.03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9531 N/A 3140QVSV7 2054-11-01 7 847.13 907.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9454 N/A 3140QVQG2 2054-11-01 4.5 975.13 947.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 915.19 940.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 1619873.14 1684284.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7336 N/A 3140QTEJ4 2053-10-01 5.5 100386.74 101405.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 819.44 837.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7289 N/A 3140QTC31 2053-10-01 5 737.43 738.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 2495412.52 2601422.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 14905603.12 15341383.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 7138743.85 7336817.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6310 N/A 3140QSAL5 2053-05-01 5 804.08 799.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 6178.96 6138.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9247 N/A 3142JYHZ8 2056-03-01 5 1163704.00 1152996.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8709 N/A 3142JXVB7 2056-03-01 5 1572050.00 1561650.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8534 N/A 3142JXPU2 2056-03-01 5 1100713.00 1092415.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8160 N/A 3142JXB60 2056-03-01 5 1001.00 1002.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7765 N/A 3142JWTX4 2056-03-01 5.5 5262550.91 5329776.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7469 N/A 3142JWJP2 2056-02-01 5.5 745864.24 759496.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9542 N/A 3142JYS86 2056-04-01 5 3937800.00 3902779.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2767 N/A 31427QCD2 2055-08-01 6.5 947.15 1003.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 734760.69 753602.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 21889869.06 22748783.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1882 N/A 31427PCU6 2055-05-01 6.5 3041696.55 3165711.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 917.18 911.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 75438049.94 78108028.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2900 N/A 31427QGJ5 2055-09-01 6 976.98 1009.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2435 N/A 3140W2V57 2055-08-01 5.5 6780.15 6903.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2407 N/A 3140W2U90 2055-07-01 5 953.12 948.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2126 N/A 3140W2LG4 2055-06-01 5 4029159.99 3980184.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3245 N/A 3140AQTB8 2054-09-01 5.5 3832503.45 3860627.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3185 N/A 3140AQRF1 2054-10-01 5.5 981125.75 988325.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2730 N/A 3140AQA85 2055-01-01 5.5 905651.01 912324.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1965 N/A 3140APFF6 2054-09-01 6.5 62793.35 65202.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5514 N/A 3140B6DU6 2055-05-01 6 262883.11 269456.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 1905.07 1920.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0719 N/A 3140Y6YR5 2055-07-01 6 1552918.26 1620311.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD3028 N/A 3140B3LJ9 2055-03-01 5.5 1093889.71 1119127.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0259 N/A 3140B0JD1 2055-01-01 5.5 2079005.40 2124885.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0281 N/A 3140B0J33 2055-01-01 5.5 446679.03 449956.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC9630 N/A 3140AXVY0 2055-01-01 6.5 899996.11 934530.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3405 N/A 3140X6YB1 2046-06-01 3 1849517.41 1659165.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 33029.21 30811.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM2908 N/A 3140X6GS4 2049-10-01 5 293.26 294.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 40657.08 37636.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFM2090 N/A 3140X5KC6 2049-05-01 6 38922.71 40716.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 29423.40 28175.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 88438.33 88960.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM0057 N/A 3140X3B31 2032-05-01 2.5 449087.17 433792.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6425 N/A 3140AUD75 2054-11-01 5 3641802.26 3597760.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5981 N/A 3140ATUF1 2054-11-01 5.5 70089.93 70606.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5626 N/A 3140ATHC3 2054-11-01 5.5 625769.92 630362.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7162 N/A 3140XN5Y6 2054-02-01 6.5 589.68 618.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC2680 N/A 3140AP6S8 2054-10-01 6.5 18209.41 18996.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0449 N/A 3140AMQB0 2054-10-01 5.5 598169.98 602640.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0410 N/A 3140AMN49 2054-09-01 5.5 110682.62 113601.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC0374 N/A 3140AMMY4 2054-08-01 6 422367.52 432233.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8086 N/A 3140AH6Y3 2054-09-01 5.5 810.87 831.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB4149 N/A 3140ADTF8 2054-09-01 5.5 880.28 886.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5834 N/A 31418FPU5 2045-09-01 5.5 892262.25 910411.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 29017147.51 29828931.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 11755314.39 11912933.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6518 N/A 3133BUG35 2053-01-01 5.5 416342.56 422168.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6055 N/A 3140QRWR0 2053-04-01 5 4862952.01 4883365.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 5807.90 5967.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5986 N/A 3140QRUL5 2053-03-01 5 358060.37 355509.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4920 N/A 3133BSPD8 2052-12-01 6.5 48641.83 51118.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5371 N/A 3133BS6G2 2053-01-01 5 7722415.41 7766608.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF2777 N/A 3133BQCN4 2052-11-01 6 685867.88 719245.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 6738688.91 6842244.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 1958386.79 1965945.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9306 N/A 3133BKKT5 2052-09-01 5 1910315.37 1912498.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9208 N/A 3133BKGR4 2052-09-01 4.5 776.41 753.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8087 N/A 3133BH6Y7 2052-06-01 4 4397747.64 4169884.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE4957 N/A 3133BEQJ5 2052-06-01 4.5 11445285.11 11102842.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD3216 N/A 3133B0SD6 2051-12-01 2.5 744.05 634.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC7086 N/A 3133AR2T1 2051-09-01 2.5 491326.09 417165.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 9054909.18 8144247.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4351 N/A 31339UZQ6 2049-11-01 3.5 932403.22 872050.32 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 135.37 142.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4299 N/A 3140QPX51 2052-08-01 4.5 756.57 737.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 758.80 700.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 16381898.38 15593000.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4088 N/A 3140QPRJ8 2052-07-01 4 771.12 734.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4027 N/A 3140QPPM3 2052-07-01 4.5 4295248.11 4187531.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5986 N/A 3140NNUL7 2053-07-01 5.5 1168435.37 1188447.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7042 N/A 3133BUZF7 2053-02-01 5 2477.26 2481.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBQ7468 N/A 3140KTJN6 2052-01-01 4 1047133.80 992230.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I5BF0494 N/A 3140FXRQ7 2049-04-01 3.5 281.92 264.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 513.60 436.25 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 2447110.24 2408653.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBT3901 N/A 3140LSKP0 2038-10-01 6 65688.87 68105.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6309 N/A 3140QSAK7 2053-05-01 5 747.66 741.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6085 N/A 3140QRXP3 2053-04-01 6 3447661.99 3603499.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 82454.56 79970.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 1784269.45 1876146.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5543 N/A 3140QRER0 2053-01-01 6 372025.46 383894.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 1775238.90 1814724.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 809.80 804.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 6392430.36 6535386.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 383870.10 373342.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5055 N/A 3140QQTM7 2052-11-01 6 74893.64 77282.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 124013.95 124414.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 306881.34 310800.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY9340 N/A 3140NSLW2 2053-08-01 5.5 755300.11 762659.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY7307 N/A 3140NQDM7 2053-09-01 6 63057.38 64827.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 5736.90 5372.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4693 N/A 3132A5GA7 2046-12-01 3 29840.89 26899.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4655 N/A 3132A5E43 2046-03-01 3.5 150232.02 140723.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS1516 N/A 3132A1VH4 2036-11-01 5 63033.10 63675.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1259 N/A 31329JMG9 2042-10-01 3.5 101174.53 95335.91 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 70.43 65.27 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65458 G N/A 31323AB35 2048-02-01 3.5 28779.37 26562.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9916 N/A 3131Y5AR2 2028-04-01 3 12.17 12.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 192.89 178.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 297.25 293.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 408.40 385.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5626 N/A 3140XMHC3 2053-08-01 5 6386.80 6338.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 32681.70 30020.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 878.59 900.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 812.78 791.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 774.02 804.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5230 N/A 3140XLY44 2053-06-01 5.5 667.16 675.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 490841.22 458802.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 808.34 749.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5037 N/A 3140XLS33 2052-02-01 2.5 830.09 702.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3994 N/A 3140XKNL0 2053-02-01 6 640.02 668.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 785.29 764.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4477 N/A 3140XK6P0 2037-05-01 2.5 831667.49 786824.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3411 N/A 3140XJYH0 2053-01-01 6 64450.72 66263.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 705.69 722.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 90732513.67 77777120.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 4825593.87 5010216.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8501 N/A 3140AWNT2 2054-12-01 5.5 144107.25 145211.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 2048818.97 2102764.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1630 N/A 3131XGY36 2041-07-01 4.5 89865.47 88760.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3363 N/A 31418CWZ3 2033-05-01 3 51989.32 50539.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP8110 N/A 3140KGAL7 2050-08-01 2 546.90 444.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5021 N/A 3140M6SK0 2054-09-01 4.5 2572680.67 2505389.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 683.52 709.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB9348 N/A 3133AGL56 2051-03-01 2.5 1498816.80 1265030.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 61759.27 59949.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 7013.70 6782.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0847 N/A 3140QK5H7 2051-06-01 3 20936781.81 18792206.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 83498959.24 85282274.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5656 N/A 3140GUJA6 2047-06-01 4 3268322.82 3135528.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3658 N/A 3140XKB41 2053-01-01 5 780.36 778.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 738865.32 705249.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1343 N/A 3140Q8P58 2038-03-01 4 517698.56 509210.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0199 N/A 3132ACGG9 2044-08-01 3.5 121132.24 114089.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9269 N/A 3140AXJP3 2054-12-01 4.5 1486493.06 1440985.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3536 N/A 3140W34W6 2055-11-01 5 141649.81 140582.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3970 N/A 31427RMU1 2055-12-01 5.5 1006.50 1021.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG0007 N/A 3140U3AH4 2056-01-01 5 997.68 985.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 278317.32 277040.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8525 N/A 31427JPK8 2055-11-01 6 267163.18 276029.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1718 N/A 31427N4C0 2055-05-01 6 24001156.97 24615250.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2614 N/A 31426Y3Y0 2055-09-01 5.5 3930.94 4020.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4642 N/A 3142GVEQ0 2055-08-01 6 90515.46 94443.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4433 N/A 3140W44T1 2056-01-01 4.5 997.33 964.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9268 N/A 3140U1JN6 2056-01-01 6 999.00 1023.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5934 N/A 3140BWSY5 2055-12-01 5.5 987.44 995.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-12-01 5 2928.56 2916.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3303 N/A 31427QU59 2055-11-01 6 975.07 1005.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1504 N/A 3140Y7U63 2055-11-01 5 98723638.56 97792839.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 321994.00 320930.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3510 N/A 3140BT3U7 2055-11-01 5.5 2956922.60 2978621.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 8609.92 8563.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0292 N/A 3138MTKE6 2054-12-01 5.5 5441174.96 5482110.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 29754254.43 29712023.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4139 N/A 31426NS50 2055-05-01 6 2248443.94 2350096.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0146 N/A 31426JEU9 2055-04-01 6.5 2799705.13 2925702.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB1921 N/A 3140QMD35 2051-10-01 3.5 5113457.12 4747183.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5386 N/A 3133C56X4 2053-06-01 6 515.73 529.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2359 N/A 31329KTQ7 2034-10-01 3.5 107347.49 104527.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB7737 N/A 3140AHS37 2054-06-01 6.5 789.89 822.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 772.58 733.46 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 431393.32 386558.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 835.12 861.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1724 N/A 3140X44J2 2049-10-01 3 128332.30 114109.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5810 N/A 3138WFN44 2045-09-01 3.5 18886023.87 17773328.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 16489.88 15488.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 9823.95 9490.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3183 N/A 31427ARD1 2055-09-01 5.5 896.07 902.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6508 N/A 3140BKGS7 2055-08-01 6 1100821.99 1139053.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 N/A 3138NY4J1 2043-02-01 3.5 7176337.64 6757646.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 105437226.28 86070059.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 241814229.14 243707956.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 11501114.72 11878305.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 297369.56 268140.81 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4178 N/A 31418DUC4 2035-11-01 1.5 341512.17 308033.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU8730 N/A 3140MAVY7 2052-06-01 2.5 58743.11 49688.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5536 N/A 3140QREJ8 2053-01-01 5 4080680.34 4055774.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 690.84 592.50 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8896 N/A 3140QU3E4 2054-07-01 7 12609101.38 13598050.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4641 N/A 3140QQEP6 2052-08-01 6 1041482.62 1104914.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCB4451 N/A 3140QP5M5 2042-08-01 4 783008.29 769023.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4404 N/A 3140QP3N5 2052-08-01 5 33938.77 33777.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 720.11 698.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB2966 N/A 3140QNJL7 2037-03-01 2 613.72 564.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 1169813.74 1008547.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 27583989.13 26221432.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3496 N/A 3140QN3E0 2052-05-01 3 418550.07 368788.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2211 N/A 3140QMN59 2051-11-01 2.5 459839.22 389530.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8893 N/A 3140QG3B1 2051-02-01 2 1302705.29 1057890.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 93853809.37 76939069.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7332 N/A 3140QFEE5 2050-10-01 2 23442556.14 19217730.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7273 N/A 3140QFCK3 2050-10-01 2 76850056.19 62459242.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7290 N/A 3140QFC49 2050-10-01 2 1661653.25 1356438.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7288 N/A 3140QFC23 2050-10-01 2 143865.88 117489.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 617.57 504.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8060 N/A 3140QF5W5 2050-12-01 2 653.49 531.12 Agency Mortgage-Backed Securities USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 100.00 100.69 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 382600.00 371235.90 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 100.00 101.29 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 1813600.00 1778380.76 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 915900.00 924401.79 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 100.00 101.28 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 200.00 203.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 1267800.00 1300071.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 100.00 97.87 U.S. Treasuries (including strips) USTR BILL 04/23/26 N/A 912797SM0 2026-04-23 0 100.00 99.78 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 100.00 55.70 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 400.00 409.68 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 100.00 102.84 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 100.00 102.31 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 100.00 101.25 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 94400.00 89397.40 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 160200.00 152284.30 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 1306500.00 1347388.92 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 347200.00 344185.02 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 286300.00 283338.89 U.S. Treasuries (including strips) USTR BILL 05/05/26 N/A 912797TL1 2026-05-05 0 4692900.00 4676826.82 U.S. Treasuries (including strips) USTR BILL 06/04/26 N/A 912797SX6 2026-06-04 0 1368700.00 1359912.95 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 4000000000.00 4000000000.00 .0211 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.660%, 4/1/2026 3.660 85748R009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB N UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 6743900.00 6794763.12 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49520634.57 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 47190000.00 46737574.90 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 50000000.00 49972258.87 U.S. Treasuries (including strips) UST - 3.6250 - 08/15/2028 N/A 91282CNU1 2028-08-15 3.625 28199000.00 28183354.56 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2054 N/A 912810UE6 2054-11-15 4.5 50000000.00 47614833.87 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2054 N/A 912810UE6 2054-11-15 4.5 50000000.00 47614833.87 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2054 N/A 912810UE6 2054-11-15 4.5 50000000.00 47614833.87 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 50000000.00 46922384.51 U.S. Treasuries (including strips) UST - 1.1250 - 08/31/2028 N/A 91282CCV1 2028-08-31 1.125 34739000.00 32600734.31 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 50914060.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 10200000.00 10386468.24 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 50000000.00 50774118.10 U.S. Treasuries (including strips) UST - 4.3750 - 08/31/2028 N/A 91282CHX2 2028-08-31 4.375 12000000.00 12185788.34 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49080973.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 50000000.00 49524723.76 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 30000000.00 29714834.25 U.S. Treasuries (including strips) UST - 1.2500 - 09/30/2028 N/A 91282CCY5 2028-09-30 1.25 50000000.00 47000000.00 U.S. Treasuries (including strips) UST - 1.2500 - 09/30/2028 N/A 91282CCY5 2028-09-30 1.25 50000000.00 47000000.00 U.S. Treasuries (including strips) UST - 1.2500 - 09/30/2028 N/A 91282CCY5 2028-09-30 1.25 50000000.00 47000000.00 U.S. Treasuries (including strips) UST - 1.2500 - 09/30/2028 N/A 91282CCY5 2028-09-30 1.25 50000000.00 47000000.00 U.S. Treasuries (including strips) UST - 1.2500 - 09/30/2028 N/A 91282CCY5 2028-09-30 1.25 13400000.00 12596000.00 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 6000000000.00 6000000000.00 .0317 N Y Y N United States Treasury United States Treasury Bills, 3.685%, 4/16/2026 3.685 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y 2026-04-16 2026-04-16 2026-04-16 N N N .0345 1821244246.08 1821244246.08 .0096 N Y Y N United States Treasury United States Treasury Bills, 3.960%, 5/14/2026 3.960 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N .0362 642195327.15 642195327.15 .0034 N Y Y N United States Treasury United States Treasury Bills, 3.955%, 5/14/2026 3.955 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N .0362 160299918.87 160299918.87 .0008 N Y Y N United States Treasury United States Treasury Bills, 3.930%, 5/14/2026 3.930 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N .0362 1661742637.23 1661742637.23 .0088 N Y Y N United States Treasury United States Treasury Bills, 3.690%, 5/14/2026 3.690 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N .0362 1790181702.66 1790181702.66 .0095 N Y Y N United States Treasury United States Treasury Bills, 3.940%, 6/11/2026 3.940 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N .0362 869785060.32 869785060.32 .0046 N Y Y N United States Treasury United States Treasury Bills, 3.605%, 6/11/2026 3.605 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N .0362 3542462778.06 3542462778.06 .0187 N Y Y N United States Treasury United States Treasury Bills, 3.925%, 7/9/2026 3.925 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N .0366 1688094703.35 1688094703.35 .0089 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0369 1862381324.51 1862381324.51 .0098 N Y Y N United States Treasury United States Treasury Bills, 3.695%, 4/9/2026 3.695 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y 2026-04-09 2026-04-09 2026-04-09 N N N .0326 901925776.83 901925776.83 .0048 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0364 811427731.23 811427731.23 .0043 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0364 1783969271.91 1783969271.91 .0094 N Y Y N United States Treasury United States Treasury Bills, 3.610%, 6/4/2026 3.610 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N N N .0363 2968803564.12 2968803564.12 .0157 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0363 647680986.05 647680986.05 .0034 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0362 1359836898.00 1359836898.00 .0072 N Y Y N United States Treasury United States Treasury Bills, 3.525%, 7/30/2026 3.525 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N .0367 2736679503.80 2736679503.80 .0145 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/13/2026 3.500 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N .0368 927384523.20 927384523.20 .0049 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/20/2026 3.500 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N .0368 222694222.36 222694222.36 .0012 N Y Y N United States Treasury United States Treasury Bills, 3.605%, 6/16/2026 3.605 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N .0363 68475144.60 68475144.60 .0004 N Y Y N United States Treasury United States Treasury Bills, 3.600%, 6/16/2026 3.600 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N .0363 248098350.00 248098350.00 .0013 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 6/16/2026 3.595 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N .0363 3243141631.20 3243141631.20 .0171 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 6/23/2026 3.595 912797UB1 254900HROIFWPRGM1V77 US912797UB14 U.S. Treasury Debt Y 2026-06-23 2026-06-23 2026-06-23 N N N .0361 2925681704.50 2925681704.50 .0155 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 6/30/2026 3.590 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N .0364 1960215307.50 1960215307.50 .0104 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0366 154498582.40 154498582.40 .0008 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0366 407007203.01 407007203.01 .0022 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 7/7/2026 3.590 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N .0366 2958939907.20 2958939907.20 .0156 N Y Y N United States Treasury United States Treasury Bills, 3.610%, 7/21/2026 3.610 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N .0366 1876932200.00 1876932200.00 .0099 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0373 511363816.24 511363816.24 .0027 N Y Y N United States Treasury United States Treasury Notes, 0.750%, 4/30/2026 0.750 91282CBW0 254900HROIFWPRGM1V77 US91282CBW01 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N N N .0360 180971250.22 180971250.22 .0010 N Y Y N United States Treasury United States Treasury Notes, 0.750%, 5/31/2026 0.750 91282CCF6 254900HROIFWPRGM1V77 US91282CCF68 U.S. Treasury Debt Y 2026-05-31 2026-05-31 2026-05-31 N N N .0377 107305483.68 107305483.68 .0006 N Y Y N United States Treasury United States Treasury Notes, 0.625%, 7/31/2026 0.625 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N .0372 345403663.19 345403663.19 .0018 N Y Y N United States Treasury United States Treasury Notes, 0.750%, 8/31/2026 0.750 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0376 617285156.25 617285156.25 .0033 N Y Y N United States Treasury United States Treasury Notes, 0.875%, 9/30/2026 0.875 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0374 25633765.56 25633765.56 .0001 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0379 208773625.00 208773625.00 .0011 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0375 268472301.47 268472301.47 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 9/15/2026 4.625 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0375 268037126.79 268037126.79 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 10/15/2026 4.625 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N .0377 150678280.50 150678280.50 .0008 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 2/15/2027 4.125 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N .0376 277861295.49 277861295.49 .0015 N Y Y N United States Treasury United States Treasury Notes, 4.875%, 4/30/2026 4.875 91282CKK6 254900HROIFWPRGM1V77 US91282CKK61 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N N N .0373 250220022.50 250220022.50 .0013 N Y Y N United States Treasury United States Treasury Notes, 3.803%, 4/30/2026 3.803 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2026-04-07 2026-04-30 2026-04-30 N N N .0385 769008320.58 769008320.58 .0041 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 6/30/2026 4.625 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N .0372 352759000.00 352759000.00 .0019 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 8/31/2026 3.750 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0378 210966702.09 210966702.09 .0011 N Y Y N United States Treasury United States Treasury Notes, 3.500%, 9/30/2026 3.500 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0378 362503710.03 362503710.03 .0019 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 10/31/2026 4.125 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0381 440773436.40 440773436.40 .0023 N Y Y N United States Treasury United States Treasury Notes, 3.858%, 10/31/2026 3.858 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-04-07 2026-10-31 2026-10-31 N N N .0370 720183640.12 720183640.12 .0038 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0373 823733995.68 823733995.68 .0044 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0374 639116206.67 639116206.67 .0034 N Y Y N United States Treasury United States Treasury Notes, 3.751%, 1/31/2027 3.751 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-04-07 2027-01-31 2027-01-31 N N N .0371 1755661617.45 1755661617.45 .0093 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0374 633835756.23 633835756.23 .0033 N Y Y N United States Treasury United States Treasury Notes, 3.813%, 4/30/2027 3.813 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-04-07 2027-04-30 2027-04-30 N N N .0371 2130382338.56 2130382338.56 .0113 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.670%, 4/1/2026 3.670 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.000 CLFA1291 N/A 3140W1NH2 2055-04-01 5 9054358.49 9025128.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9612 N/A 3140QVVE1 2054-12-01 5.5 20053472.35 20300397.43 Agency Mortgage-Backed Securities USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 21506100.60 11437499.09 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 68.12 74.69 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 81134106.63 80344644.88 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 15865178.60 14770619.94 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 2654138.88 2474783.73 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 5488466.14 4856696.67 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 8596984.85 4467450.75 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 44.50 31.59 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 220934.19 170322.95 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 12059677.57 11696125.28 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 21778678.31 12345877.32 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 3788222.64 3762057.05 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-01 2026-04-01 2026-04-01 N N N .0372 172190000.00 172190000.00 .0009 N Y Y N Fixed Income Clearing Corporation ("FICC") - NATIXIS Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO, 3.660%, 4/1/2026 3.660 922URB006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION NATIXIS N UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49664923.26 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 3.8750 - 10/15/2027 N/A 91282CLQ2 2027-10-15 3.875 50000000.00 50904532.97 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 1.2500 - 04/30/2028 N/A 91282CBZ3 2028-04-30 1.25 50000000.00 47678674.42 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 50321630.22 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 50279295.00 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 50738346.26 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49349610.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49349610.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49349610.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49349610.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 49349610.00 U.S. Treasuries (including strips) UST - 4.0000 - 02/29/2028 N/A 91282CGP0 2028-02-29 4 50000000.00 50309103.26 U.S. Treasuries (including strips) UST - 4.0000 - 02/29/2028 N/A 91282CGP0 2028-02-29 4 50000000.00 50309103.26 U.S. Treasuries (including strips) UST - 4.0000 - 02/29/2028 N/A 91282CGP0 2028-02-29 4 50000000.00 50309103.26 U.S. Treasuries (including strips) UST - 4.0000 - 02/29/2028 N/A 91282CGP0 2028-02-29 4 50000000.00 50309103.26 U.S. Treasuries (including strips) UST - 4.0000 - 02/29/2028 N/A 91282CGP0 2028-02-29 4 50000000.00 50309103.26 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 51090814.92 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 51090814.92 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 51090814.92 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 51090814.92 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 51090814.92 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 50377104.62 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2029 N/A 9128286T2 2029-05-15 2.375 50000000.00 48262537.60 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2029 N/A 9128286T2 2029-05-15 2.375 50000000.00 48262537.60 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2029 N/A 9128286T2 2029-05-15 2.375 50000000.00 48262537.60 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2029 N/A 9128286T2 2029-05-15 2.375 50000000.00 48262537.60 U.S. Treasuries (including strips) UST - 3.8750 - 06/30/2030 N/A 91282CNK3 2030-06-30 3.875 50000000.00 50344978.90 U.S. Treasuries (including strips) UST - 3.8750 - 06/30/2030 N/A 91282CNK3 2030-06-30 3.875 50000000.00 50344978.90 U.S. Treasuries (including strips) UST - 3.8750 - 06/30/2030 N/A 91282CNK3 2030-06-30 3.875 50000000.00 50344978.90 U.S. Treasuries (including strips) UST - 3.8750 - 06/30/2030 N/A 91282CNK3 2030-06-30 3.875 50000000.00 50344978.90 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2031 N/A 91282CLZ2 2031-11-30 4.125 50000000.00 51685611.26 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2031 N/A 91282CLZ2 2031-11-30 4.125 50000000.00 51685611.26 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2031 N/A 91282CLZ2 2031-11-30 4.125 50000000.00 51685611.26 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2031 N/A 91282CLZ2 2031-11-30 4.125 50000000.00 51685611.26 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 51280808.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 51280808.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 51280808.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 51280808.20 U.S. Treasuries (including strips) UST - 2.3750 - 10/15/2028 N/A 91282CJH5 2028-10-15 2.375 53082000.00 56314496.93 U.S. Treasuries (including strips) UST - 2.3750 - 10/15/2028 N/A 91282CJH5 2028-10-15 2.375 53082000.00 56314496.93 U.S. Treasuries (including strips) UST - 2.3750 - 10/15/2028 N/A 91282CJH5 2028-10-15 2.375 53082000.00 56314496.93 U.S. Treasuries (including strips) UST - 2.3750 - 10/15/2028 N/A 91282CJH5 2028-10-15 2.375 49584002.36 52603484.21 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 4000000000.00 4000000000.00 .0211 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC, REPO, 3.670%, 4/1/2026 3.670 930LFD005 5493004GRDTUI7EMIZ82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2025-140 MU N/A 38381QDM0 2055-08-20 5 1255512.22 1228966.51 Agency Collateralized Mortgage Obligation FHLB FHOR 22-27 I6 N/A 3130APJU0 2027-10-28 2 26897.78 26344.22 Agency Debentures and Agency Strips FHLB FHOR 22-26 ZW N/A 3130APGL3 2026-10-28 2.25 26897.78 26904.57 Agency Debentures and Agency Strips FHLB FHOR 22-27 T5 N/A 3130AQPR8 2027-02-18 2.6 116198.40 115315.59 Agency Debentures and Agency Strips USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 2151822.22 2172464.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 441015.96 438503.79 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 19639455.48 20060236.67 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 9119314.99 9247698.19 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 107.59 109.99 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 55662992.95 56428740.44 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 2689777.78 2748136.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 749286.02 732442.03 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 5536401.88 5564779.59 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0372 96832000.00 96832000.00 .0005 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, REPO, 3.670%, 4/1/2026 3.670 930NXW009 VYVVCKR63DVZZN70PB21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII JM MA7043 M N/A 36179VZG8 2050-12-20 2.5 33587.78 28419.40 Agency Mortgage-Backed Securities GNMA GNII ET DN9189 C N/A 3618MCF67 2065-04-20 7 17397.32 18258.30 Agency Mortgage-Backed Securities GNMA GNII ET DQ8928 C N/A 3618N24M5 2066-01-20 6.5 43842.06 45851.02 Agency Mortgage-Backed Securities GNMA GNII ET DO9800 C N/A 3618V63H9 2065-12-20 7 100919.91 105914.57 Agency Mortgage-Backed Securities GNMA GNII SF DN6143 C N/A 3618M8ZG2 2055-12-20 7.5 84225.55 90997.96 Agency Mortgage-Backed Securities GNMA GNII ET DP3884 C N/A 3618MJJ50 2065-11-20 6.5 57965.86 60831.96 Agency Mortgage-Backed Securities GNMA GNII ET DO5267 C N/A 3618V1Z85 2065-11-20 7 16734.63 17562.83 Agency Mortgage-Backed Securities GNMA GNII ET DL1738 C N/A 3618LC4X1 2065-09-20 6.5 29329.61 30726.68 Agency Mortgage-Backed Securities GNMA GNII ET DL0310 C N/A 3618LBKX5 2065-07-20 7 18022.38 18914.32 Agency Mortgage-Backed Securities GNMA GNII ET DK5493 C N/A 3618L5C66 2065-05-20 6 34340.70 35186.69 Agency Mortgage-Backed Securities GNMA GNII ET DN3741 C N/A 3618M6EN4 2065-11-20 6.5 1085489.76 1139162.53 Agency Mortgage-Backed Securities GNMA GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 1932227.13 1869178.56 Agency Mortgage-Backed Securities GNMA GNII ET DM7632 C N/A 3618LXPR5 2065-10-20 6.5 76091.04 79853.42 Agency Mortgage-Backed Securities GNMA GNII ET DQ3705 C N/A 3618MWDJ7 2066-01-20 7 38445.82 40348.55 Agency Mortgage-Backed Securities GNMA GNII ET DO5346 C N/A 3618V15F2 2065-12-20 6 1036783.93 1064213.09 Agency Mortgage-Backed Securities GNMA GNII SF DP4669 C N/A 3618MKFJ1 2056-02-20 6.5 50527.85 53360.47 Agency Mortgage-Backed Securities GNMA GNII ET DN6227 C N/A 3618M84L5 2065-12-20 6.5 45241.87 47478.89 Agency Mortgage-Backed Securities GNMA GNII ET DM7533 C N/A 3618LXLN8 2065-10-20 6.5 114708.51 120380.35 Agency Mortgage-Backed Securities GNMA GNII ET DO3953 C N/A 3618V0MA6 2065-10-20 6.5 47481.19 49828.88 Agency Mortgage-Backed Securities GNMA GNII ET DM7550 C N/A 3618LXL73 2065-10-20 6.5 111251.03 116751.91 Agency Mortgage-Backed Securities GNMA GNII ET DO9543 C N/A 3618V6S82 2065-11-20 6 22284.56 22833.54 Agency Mortgage-Backed Securities GNMA GNII ET DK3914 C N/A 3618L3K39 2065-05-20 6.5 49295.32 51732.71 Agency Mortgage-Backed Securities GNMA GNMI SF 723156 X N/A 3620A9MD0 2039-08-15 5 119700.24 122464.80 Agency Mortgage-Backed Securities GNMA GNMI SF 723616 X N/A 3620A93Z2 2040-01-15 5 8013.29 8130.42 Agency Mortgage-Backed Securities GNMA GNMI SF 752168 X N/A 36230LMR7 2045-09-15 3 35043.24 31523.11 Agency Mortgage-Backed Securities GNMA GNII JM MA4579 M N/A 36179TCQ6 2047-07-20 4 1425.20 1343.03 Agency Mortgage-Backed Securities GNMA GNII JM MA7528 M N/A 36179WLH9 2049-04-20 4.5 9731.20 9471.74 Agency Mortgage-Backed Securities GNMA GNMI SF AV7449 X N/A 36195JH26 2046-09-15 3.5 913.30 842.36 Agency Mortgage-Backed Securities GNMA GNII ET DK7735 C N/A 3618L7SY4 2065-06-20 6.5 54388.41 57077.69 Agency Mortgage-Backed Securities GNMA GNII ET DE6030 C N/A 3618JBVX6 2064-09-20 6.5 25914.63 27195.92 Agency Mortgage-Backed Securities GNMA GNII JM MB0351 M N/A 3618N5L98 2055-05-20 4.5 36049.87 34598.50 Agency Mortgage-Backed Securities GNMA GNII ET DF4393 C N/A 3618JM3A3 2064-11-20 6.5 21027.79 22181.70 Agency Mortgage-Backed Securities GNMA GNII SF DN5982 C N/A 3618M8UF9 2055-10-20 6.5 252451.48 266604.08 Agency Mortgage-Backed Securities GNMA GNMI SF 659721 X N/A 36294T4E2 2036-11-15 6.5 1735.93 1848.81 Agency Mortgage-Backed Securities GNMA GNMI SF 779063 X N/A 36176XJG5 2042-04-15 3.5 3399.29 3204.90 Agency Mortgage-Backed Securities GNMA GNMI SF 779084 X N/A 36176XJ59 2042-04-15 3 1265.84 1157.56 Agency Mortgage-Backed Securities GNMA GNMI SF 779219 X N/A 36176XPC7 2042-05-15 3.5 3212.31 3028.64 Agency Mortgage-Backed Securities GNMA GNMI SF 764036 X N/A 36176ESZ5 2027-06-15 3 261.92 260.59 Agency Mortgage-Backed Securities GNMA GNMI SF CL4956 X N/A 3617YCQH0 2052-03-15 3.5 4988.33 4589.71 Agency Mortgage-Backed Securities GNMA GNMI SF AL0786 X N/A 36183V2T0 2045-01-15 3 48415.93 43433.25 Agency Mortgage-Backed Securities GNMA GNII JM MA7578 M N/A 36179WM39 2051-09-20 2 8796.11 6998.20 Agency Mortgage-Backed Securities GNMA GNMI SF BN9288 X N/A 3617KDJ99 2049-07-15 4 533.64 504.09 Agency Mortgage-Backed Securities GNMA GNMI SF CJ8213 X N/A 3617XRDS8 2052-04-15 4 44327.92 41873.50 Agency Mortgage-Backed Securities GNMA GNMI SF BA2310 X N/A 3617AER73 2047-05-15 4.5 2727.91 2680.35 Agency Mortgage-Backed Securities GNMA GNII ET DG9183 C N/A 3618K6FY1 2065-02-20 6.5 136437.03 143182.84 Agency Mortgage-Backed Securities GNMA GNII SF DK3352 C N/A 3618L2WM6 2055-05-20 6 315495.30 323713.01 Agency Mortgage-Backed Securities GNMA GNII ET DK8072 C N/A 3618L76H5 2065-07-20 7 294531.94 309108.42 Agency Mortgage-Backed Securities GNMA GNMI SF 617567 X N/A 36290UCC8 2037-06-15 6 384.78 404.50 Agency Mortgage-Backed Securities GNMA GNMI SF 617852 X N/A 36290UL95 2037-12-15 6 27.72 28.96 Agency Mortgage-Backed Securities GNMA GNMI SF 675062 X N/A 36295M5X3 2038-01-15 6 13563.29 14142.71 Agency Mortgage-Backed Securities GNMA GNMI SF 722513 X N/A 3620A8VE0 2040-01-15 5 275.37 278.94 Agency Mortgage-Backed Securities GNMA GNMI SF 720259 X N/A 3620A6E86 2039-08-15 5 111888.15 113523.58 Agency Mortgage-Backed Securities GNMA GNMI SF 720181 X N/A 3620A6CS4 2039-07-15 4 634.71 606.26 Agency Mortgage-Backed Securities GNMA GNMI SF 485244 X N/A 36209YBM9 2031-02-15 8 722.44 738.97 Agency Mortgage-Backed Securities GNMA GNMI SF 479580 X N/A 36209RXH1 2030-09-15 8 68.14 70.15 Agency Mortgage-Backed Securities GNMA GNII JM 004850 M N/A 36202FL79 2040-11-20 4.5 149.96 150.57 Agency Mortgage-Backed Securities GNMA GNII JM 004797 M N/A 36202FKJ4 2040-09-20 5 27.13 27.31 Agency Mortgage-Backed Securities GNMA GNII JM 004796 M N/A 36202FKH8 2040-09-20 4.5 743.90 728.60 Agency Mortgage-Backed Securities GNMA GNII JM 004709 M N/A 36202FGS9 2040-06-20 4.5 1403.25 1374.40 Agency Mortgage-Backed Securities GNMA GNII JM 004513 M N/A 36202FAN6 2039-08-20 5 956.35 955.80 Agency Mortgage-Backed Securities GNMA GNMI SF 658182 X N/A 36294SFX0 2036-11-15 6 229.21 239.39 Agency Mortgage-Backed Securities GNMA GNMI SF 656454 X N/A 36294QH79 2036-06-15 6 45.02 46.40 Agency Mortgage-Backed Securities GNMA GNMI SF 650455 X N/A 36292JTL3 2035-12-15 5.5 953.70 977.95 Agency Mortgage-Backed Securities GNMA GNII ET DQ8096 C N/A 3618N17H5 2066-02-20 5.5 23687.17 23904.46 Agency Mortgage-Backed Securities GNMA GNII ET DP3868 C N/A 3618MJJM3 2066-02-20 6.5 36357.53 38155.25 Agency Mortgage-Backed Securities GNMA GNII ET DO0109 C N/A 3618NVDN9 2065-10-20 6.5 54545.43 57242.41 Agency Mortgage-Backed Securities GNMA GNII ET DP7521 C N/A 3618MNLA7 2065-07-20 7 6415.29 6671.24 Agency Mortgage-Backed Securities GNMA GNII ET DN9909 C N/A 3618MDAJ2 2065-09-20 6.5 108804.82 114184.75 Agency Mortgage-Backed Securities GNMA GNMI SF BD4824 X N/A 3617BLLD9 2047-11-15 3.5 1926.17 1793.25 Agency Mortgage-Backed Securities GNMA GNMI SF BD1520 X N/A 3617BGVM9 2047-11-15 4.5 4492.06 4402.18 Agency Mortgage-Backed Securities GNMA GNMI SF BC5503 X N/A 3617B9DG8 2047-11-15 3.5 382.91 359.33 Agency Mortgage-Backed Securities GNMA GNMI SF BC3692 X N/A 3617B7C57 2047-09-15 4.5 1737.93 1691.66 Agency Mortgage-Backed Securities GNMA GNMI SF BA9298 X N/A 3617ANKK1 2047-11-15 3.5 3117.24 2902.96 Agency Mortgage-Backed Securities GNMA GNMI SF BA8293 X N/A 3617AMGA0 2047-11-15 4.5 2338.47 2331.12 Agency Mortgage-Backed Securities GNMA GNMI SF BA2743 X N/A 3617AFBL6 2047-07-15 4.5 1942.08 1889.31 Agency Mortgage-Backed Securities GNMA GNMI SF AO7289 X N/A 3617A8C23 2045-08-15 3 5398.08 4842.53 Agency Mortgage-Backed Securities GNMA GNMI SF AO3542 X N/A 3617A35B2 2045-08-15 3 3266.22 2930.05 Agency Mortgage-Backed Securities GNMA GNII JM MA9768 M N/A 36179YZ98 2054-07-20 6.5 27550.84 28513.38 Agency Mortgage-Backed Securities GNMA GNII JM MA9476 M N/A 36179YQ56 2054-02-20 6 48839.50 49206.29 Agency Mortgage-Backed Securities GNMA GNII JM MA9294 M N/A 36179YKF0 2053-11-20 6.5 421.27 435.77 Agency Mortgage-Backed Securities GNMA GNII SF MA9849 M N/A 36179Y5J9 2054-08-20 4.5 295413.19 285903.84 Agency Mortgage-Backed Securities GNMA GNII SP 783976 M N/A 3622A2MZ2 2043-04-20 3.5 123.26 116.22 Agency Mortgage-Backed Securities GNMA GNII AP 784449 M N/A 3622A25J7 2044-09-20 4.5 2983.02 2925.56 Agency Mortgage-Backed Securities GNMA GNII SP 784407 M N/A 3622A23Q3 2047-11-20 3.5 1235.23 1154.12 Agency Mortgage-Backed Securities GNMA GNMI SF 525564 X N/A 36211WZ50 2030-01-15 8.5 133.52 136.79 Agency Mortgage-Backed Securities GNMA GNMI SF 523018 X N/A 36211UAT9 2030-07-15 8 20.13 20.50 Agency Mortgage-Backed Securities GNMA GNMI SF 523015 X N/A 36211UAQ5 2030-07-15 8.5 73.52 74.89 Agency Mortgage-Backed Securities GNMA GNMI SF 521125 X N/A 36211R4J5 2030-10-15 8 25.71 26.18 Agency Mortgage-Backed Securities GNMA GNMI SF 520100 X N/A 36211QX55 2030-03-15 8 124.62 128.11 Agency Mortgage-Backed Securities GNMA GNMI SF 515963 X N/A 36211LFC1 2041-11-15 3 1704.23 1558.54 Agency Mortgage-Backed Securities GNMA GNMI SF 515849 X N/A 36211LBS0 2030-07-15 8.5 364.31 370.83 Agency Mortgage-Backed Securities GNMA GNMI SF 508378 X N/A 36211BXF6 2030-09-15 8.5 26.10 26.76 Agency Mortgage-Backed Securities GNMA GNMI SF 508398 X N/A 36211BX33 2030-11-15 8.5 73.04 74.34 Agency Mortgage-Backed Securities GNMA GNII SF MA6865 M N/A 36179VTW0 2050-09-20 2.5 67204.15 57840.15 Agency Mortgage-Backed Securities GNMA GNII SF MA6864 M N/A 36179VTV2 2050-09-20 2 3425563.74 2827654.42 Agency Mortgage-Backed Securities GNMA GNII JM MA6700 M N/A 36179VNR7 2050-06-20 3 804.27 700.31 Agency Mortgage-Backed Securities GNMA GNII JM MA6588 M N/A 36179VJ92 2050-04-20 2.5 16212.60 13718.17 Agency Mortgage-Backed Securities GNMA GNII JM MA6534 M N/A 36179VHK9 2050-03-20 4.5 3411.39 3282.27 Agency Mortgage-Backed Securities GNMA GNII SP 785713 C N/A 3622ABGW6 2051-10-20 2.5 21026.14 18031.46 Agency Mortgage-Backed Securities GNMA GNII SP 786348 C N/A 3622AB5H1 2052-08-20 4.5 81203.89 78758.84 Agency Mortgage-Backed Securities GNMA GNII SP 786339 C N/A 3622AB4Y5 2052-09-20 5 1075042.46 1084864.77 Agency Mortgage-Backed Securities GNMA GNII SP 785327 C N/A 3622AAYY4 2049-10-20 3.5 850.35 782.46 Agency Mortgage-Backed Securities GNMA GNII SP 785307 C N/A 3622AAYC2 2050-09-20 4 3431.51 3259.39 Agency Mortgage-Backed Securities GNMA GNII SP 784793 C N/A 3622AAGA6 2047-12-20 3.5 136066.15 126034.35 Agency Mortgage-Backed Securities GNMA GNII EP 788332 C N/A 3622AEED4 2065-08-20 7 816808.20 849403.20 Agency Mortgage-Backed Securities GNMA GNII SP 788329 C N/A 3622AEEA0 2055-01-20 6 1082162.28 1117253.55 Agency Mortgage-Backed Securities GNMA GNII SP 788327 C N/A 3622AED86 2054-12-20 6.5 875175.90 925961.20 Agency Mortgage-Backed Securities GNMA GNII AP 787909 M N/A 3622ADVA3 2053-07-20 4 3178.96 2940.85 Agency Mortgage-Backed Securities GNMA GNII SP 788518 C N/A 3622AEK70 2054-04-20 6.5 1219477.37 1276216.81 Agency Mortgage-Backed Securities GNMA GNII ET DN9908 C N/A 3618MDAH6 2065-09-20 6 35488.94 36427.87 Agency Mortgage-Backed Securities GNMA GNII ET DN9358 C N/A 3618MCMF9 2065-12-20 6.5 114791.18 120467.11 Agency Mortgage-Backed Securities GNMA GNII ET DN7773 C N/A 3618MAT66 2065-11-20 7 114160.08 119810.01 Agency Mortgage-Backed Securities GNMA GNII SF DN6283 C N/A 3618M86U3 2056-01-20 5.5 173255.54 176721.05 Agency Mortgage-Backed Securities GNMA GNII ET DN5076 C N/A 3618M7T97 2065-10-20 6 34758.99 35607.35 Agency Mortgage-Backed Securities GNMA GNII ET DN5038 C N/A 3618M7S31 2065-10-20 6.5 132112.12 138843.72 Agency Mortgage-Backed Securities GNMA GNII ET DN4825 C N/A 3618M7LE4 2065-10-20 7 36569.43 38379.26 Agency Mortgage-Backed Securities GNMA GNII ET DN4687 C N/A 3618M7F43 2065-12-20 7 52203.76 54787.34 Agency Mortgage-Backed Securities GNMA GNMI SF 772827 X N/A 36176QLG7 2027-08-15 2.5 394.87 391.74 Agency Mortgage-Backed Securities GNMA GNII JM MA7869 M N/A 36179WW61 2052-02-20 1.5 29463.87 22690.27 Agency Mortgage-Backed Securities GNMA GNII SP 787356 C N/A 3622ADBZ0 2052-03-20 2.5 143426.15 123400.90 Agency Mortgage-Backed Securities GNMA GNII JM MA9351 M N/A 36179YL85 2053-12-20 6.5 1839.37 1903.63 Agency Mortgage-Backed Securities GNMA GNII RG CO7009 C N/A 3617FJYE4 2040-07-20 5 93021.07 92909.88 Agency Mortgage-Backed Securities GNMA GNII JM MA2295 M N/A 36179QRQ6 2044-10-20 4.5 1092.47 1072.13 Agency Mortgage-Backed Securities GNMA GNII JM MB0472 M N/A 3618N5Q28 2055-07-20 5.5 521751.89 523035.05 Agency Mortgage-Backed Securities GNMA GNII ET DI6898 C N/A 3618NQUX9 2065-03-20 6.5 133732.47 140102.64 Agency Mortgage-Backed Securities GNMA GNII SP 788081 M N/A 3622AD2N7 2047-01-20 3.5 4982640.00 4682384.45 Agency Mortgage-Backed Securities GNMA GNII SF DH7156 C N/A 3618KF5R7 2055-02-20 6 63821.19 66845.04 Agency Mortgage-Backed Securities GNMA GNMI SF 675477 X N/A 36295NM20 2038-06-15 5 620.31 632.00 Agency Mortgage-Backed Securities GNMA GNMI SF 696500 X N/A 36296NX50 2038-08-15 6.5 346.77 368.16 Agency Mortgage-Backed Securities GNMA GNMI SF 677224 X N/A 36295QLD0 2038-08-15 5.5 21.09 21.93 Agency Mortgage-Backed Securities GNMA GNII JM 004240 M N/A 36202EV97 2038-09-20 6.5 37.77 39.30 Agency Mortgage-Backed Securities GNMA GNMI SF AA8393 X N/A 36178GKE3 2027-09-15 2.5 4245.29 4209.25 Agency Mortgage-Backed Securities GNMA GNMI SF AB9082 X N/A 36178WCT4 2042-10-15 3 3952.24 3604.29 Agency Mortgage-Backed Securities GNMA GNMI SF AA8343 X N/A 36178GHU1 2027-11-15 3.5 19.11 19.08 Agency Mortgage-Backed Securities GNMA GNMI SF AB9169 X N/A 36178WFJ3 2042-11-15 3 9403.53 8616.06 Agency Mortgage-Backed Securities GNMA GNMI SF AL9314 X N/A 36184HK37 2045-03-15 3 229729.63 206090.22 Agency Mortgage-Backed Securities GNMA GNMI SF CM2182 X N/A 3617YMM74 2052-03-15 4 44527.61 41841.90 Agency Mortgage-Backed Securities GNMA GNII JM MA6081 M N/A 36179UXJ6 2049-08-20 3.5 2276.76 2073.23 Agency Mortgage-Backed Securities GNMA GNMI SF BD6045 X N/A 3617BMWE3 2047-11-15 3.5 246.50 228.41 Agency Mortgage-Backed Securities GNMA GNII SF MA5906 M N/A 36179UR38 2034-05-20 4 1113.26 1107.94 Agency Mortgage-Backed Securities GNMA GNMI SF BS8439 X N/A 3617MKLU1 2050-05-15 3.5 1032.06 949.64 Agency Mortgage-Backed Securities GNMA GNMI SF BD5948 X N/A 3617BMTD9 2047-11-15 5 3860.44 3861.63 Agency Mortgage-Backed Securities GNMA GNMI SF CL4420 X N/A 3617YB4D5 2052-04-15 4 26365.34 24788.70 Agency Mortgage-Backed Securities GNMA GNII ET DN4526 C N/A 3618M7A30 2065-12-20 6.5 59146.07 61963.41 Agency Mortgage-Backed Securities GNMA GNII ET DN4310 C N/A 3618M6YF9 2065-11-20 6.5 399882.49 418930.76 Agency Mortgage-Backed Securities GNMA GNII AP 784648 M N/A 3622AABR4 2048-11-20 3 2039.47 1823.24 Agency Mortgage-Backed Securities GNMA GNII SP 786082 C N/A 3622ABUF7 2051-11-20 3 6975.13 6148.15 Agency Mortgage-Backed Securities GNMA GNII ET DN4115 C N/A 3618M6SC3 2065-10-20 6.5 194605.21 203875.16 Agency Mortgage-Backed Securities GNMA GNII ET DN4088 C N/A 3618M6RH3 2065-09-20 6 35560.26 36501.07 Agency Mortgage-Backed Securities GNMA GNII ET DN3375 C N/A 3618M5XC9 2065-09-20 6.5 120994.78 126977.33 Agency Mortgage-Backed Securities GNMA GNII ET DN2124 C N/A 3618M4LD3 2065-11-20 6.5 23900.76 25082.52 Agency Mortgage-Backed Securities GNMA GNII ET DN1203 C N/A 3618M3KQ7 2065-08-20 6.5 41716.71 43703.87 Agency Mortgage-Backed Securities GNMA GNII ET DN1738 C N/A 3618M34X0 2065-12-20 6 30291.77 31093.20 Agency Mortgage-Backed Securities GNMA GNII ET DM8976 C N/A 3618LY6M5 2066-01-20 6.5 25319.36 26571.27 Agency Mortgage-Backed Securities GNMA GNII ET DM7669 C N/A 3618LXQW3 2065-10-20 6.5 189157.69 198510.72 Agency Mortgage-Backed Securities GNMA GNII ET DM7666 C N/A 3618LXQT0 2065-10-20 7 41731.74 43797.05 Agency Mortgage-Backed Securities GNMA GNII ET DN4120 C N/A 3618M6SH2 2065-10-20 6.5 73006.47 76484.10 Agency Mortgage-Backed Securities GNMA GNII ET DM7624 C N/A 3618LXPH7 2065-10-20 6.5 181206.38 190166.25 Agency Mortgage-Backed Securities GNMA GNII ET DM7597 C N/A 3618LXNN6 2065-10-20 6.5 70403.83 73884.99 Agency Mortgage-Backed Securities GNMA GNII ET DM7580 C N/A 3618LXM56 2065-10-20 6.5 214303.20 224899.56 Agency Mortgage-Backed Securities GNMA GNII ET DP2076 C N/A 3618MGJV9 2066-01-20 6.5 83535.91 87666.40 Agency Mortgage-Backed Securities GNMA GNII SP 788471 M N/A 3622AEJQ0 2048-03-20 3 3241151.03 2927770.61 Agency Mortgage-Backed Securities GNMA GNII SF MB0998 M N/A 3618N6DC8 2056-03-20 6 12500196.11 12819326.12 Agency Mortgage-Backed Securities GNMA GNII ET DP9921 C N/A 3618MRAW2 2066-01-20 7 16629.75 17452.77 Agency Mortgage-Backed Securities GNMA GNII ET DM8770 C N/A 3618LYW79 2065-11-20 6.5 41937.84 44011.49 Agency Mortgage-Backed Securities GNMA GNII ET DM6749 C N/A 3618LWQA3 2065-09-20 6 17569.86 18034.70 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 1824207.57 1842052.57 Agency Mortgage-Backed Securities GNMA GNMI SF 710859 X N/A 36297FWU2 2039-09-15 5 22596.73 23118.61 Agency Mortgage-Backed Securities GNMA GNMI SF 711068 X N/A 36297F6D9 2040-01-15 5 849.56 869.19 Agency Mortgage-Backed Securities GNMA GNMI SF 708520 X N/A 36297DDZ7 2039-04-15 5 4324.62 4405.35 Agency Mortgage-Backed Securities GNMA GNMI SF 707871 X N/A 36297CMU0 2039-02-15 4.5 305.89 307.49 Agency Mortgage-Backed Securities GNMA GNMI SF 706022 X N/A 36297ALB7 2039-01-15 5 70.42 71.75 Agency Mortgage-Backed Securities GNMA GNMI SF 705997 X N/A 36297AKJ1 2039-01-15 5 628.61 643.12 Agency Mortgage-Backed Securities GNMA GNMI SF 705468 X N/A 36296YW57 2039-02-15 5 21238.37 21728.70 Agency Mortgage-Backed Securities GNMA GNMI SF 704700 X N/A 36296X3H5 2039-08-15 5 1305.32 1329.28 Agency Mortgage-Backed Securities GNMA GNMI SF 701764 X N/A 36296UTV2 2042-02-15 3.5 12794.43 12045.56 Agency Mortgage-Backed Securities GNMA GNMI SF 699552 X N/A 36296SEZ4 2038-11-15 6.5 25.11 26.82 Agency Mortgage-Backed Securities GNMA GNMI SF 700261 X N/A 36296S5W1 2039-02-15 6 127.06 129.67 Agency Mortgage-Backed Securities GNMA GNMI SF 698036 X N/A 36296QPV5 2039-01-15 6 260.19 271.76 Agency Mortgage-Backed Securities GNMA GNMI SF 697959 X N/A 36296QMG1 2039-03-15 4.5 62.16 61.40 Agency Mortgage-Backed Securities GNMA GNAR AT 081350 M N/A 36225DQC1 2035-05-20 5.625 2088.54 2131.23 Agency Mortgage-Backed Securities GNMA GNAR AT 081377 M N/A 36225DQ72 2035-06-20 5.625 315.07 321.53 Agency Mortgage-Backed Securities GNMA GNAR AT 081314 M N/A 36225DN83 2035-04-20 5.625 717.70 732.30 Agency Mortgage-Backed Securities GNMA GNAR AT 081278 M N/A 36225DM43 2035-03-20 5.625 126.09 128.54 Agency Mortgage-Backed Securities GNMA GNAR AT 081214 M N/A 36225DK45 2035-01-20 5.625 315.47 321.56 Agency Mortgage-Backed Securities GNMA GNAR AT 081174 M N/A 36225DJU9 2034-12-20 5.125 294.94 300.24 Agency Mortgage-Backed Securities GNMA GNII ET DN4296 C N/A 3618M6XZ6 2065-11-20 6 247976.55 254706.63 Agency Mortgage-Backed Securities GNMA GNMI SF 766428 X N/A 36176HHD9 2046-11-15 2.5 6027.28 5238.28 Agency Mortgage-Backed Securities GNMA GNMI SF 764820 X N/A 36176FPD4 2041-04-15 4.5 310.66 305.56 Agency Mortgage-Backed Securities GNMA GNMI SF 764428 X N/A 36176FA57 2041-05-15 5 101.88 103.14 Agency Mortgage-Backed Securities GNMA GNMI SF 763526 X N/A 36176EA35 2041-05-15 4.625 26850.84 26584.59 Agency Mortgage-Backed Securities GNMA GNMI SF 762922 X N/A 36176DLB7 2041-04-15 4.625 10245.17 10114.37 Agency Mortgage-Backed Securities GNMA GNMI SF 762904 X N/A 36176DKR3 2041-04-15 4.5 295.44 291.93 Agency Mortgage-Backed Securities GNMA GNMI SF 763432 X N/A 36176D4R1 2041-06-15 4.625 23225.27 22933.96 Agency Mortgage-Backed Securities GNMA GNII ET DK7115 C N/A 3618L63Y3 2065-08-20 6.5 117751.07 123573.24 Agency Mortgage-Backed Securities GNMA GNII ET DK6124 C N/A 3618L5YV7 2065-06-20 6 112013.92 114773.38 Agency Mortgage-Backed Securities GNMA GNII ET DK5961 C N/A 3618L5TS0 2065-06-20 6 38921.72 39880.56 Agency Mortgage-Backed Securities GNMA GNII ET DK5975 C N/A 3618L5T84 2065-05-20 6 41132.77 42146.07 Agency Mortgage-Backed Securities GNMA GNII ET DK5909 C N/A 3618L5R60 2065-06-20 6.5 39729.38 41693.83 Agency Mortgage-Backed Securities GNMA GNII ET DK5792 C N/A 3618L5NH0 2065-08-20 7 213654.02 224227.82 Agency Mortgage-Backed Securities GNMA GNII ET DK5422 C N/A 3618L5AX9 2065-06-20 6.5 80665.11 84653.57 Agency Mortgage-Backed Securities GNMA GNII ET DK6172 C N/A 3618L52D2 2065-06-20 6 63205.03 64761.77 Agency Mortgage-Backed Securities GNMA GNII ET DK4289 C N/A 3618L3XS0 2065-03-20 6 36509.41 37408.82 Agency Mortgage-Backed Securities GNMA GNII ET DK4086 C N/A 3618L3RF5 2065-06-20 6 128065.63 131220.53 Agency Mortgage-Backed Securities GNMA GNII ET DK2992 C N/A 3618L2KD9 2065-05-20 6 80658.37 82645.39 Agency Mortgage-Backed Securities GNMA GNII ET DK7117 C N/A 3618L64A4 2065-08-20 6.5 36240.70 38032.60 Agency Mortgage-Backed Securities GNMA GNII ET DK1601 C N/A 3618L0X64 2065-05-20 4 7329.55 6906.79 Agency Mortgage-Backed Securities GNMA GNII ET DK1412 C N/A 3618L0R95 2065-06-20 6 17888.02 18415.54 Agency Mortgage-Backed Securities GNMA GNII ET DK0492 C N/A 3618KYRM3 2065-05-20 6 109738.71 112442.12 Agency Mortgage-Backed Securities GNMA GNII ET DK0491 C N/A 3618KYRL5 2065-05-20 6.5 29121.37 30561.30 Agency Mortgage-Backed Securities GNMA GNMI SF AQ1948 X N/A 36189REV5 2046-12-15 3 6743.79 6049.31 Agency Mortgage-Backed Securities GNMA GNII ET CP3919 C N/A 3617FTK80 2062-09-20 5.5 25565.74 25769.07 Agency Mortgage-Backed Securities GNMA GNII ET DJ5773 C N/A 3618KSMW9 2065-05-20 6.5 66997.09 70309.74 Agency Mortgage-Backed Securities GNMA GNII ET DM3465 C N/A 3618LSZ61 2065-09-20 6.5 31280.14 32770.16 Agency Mortgage-Backed Securities GNMA GNII SF DH3462 C N/A 3618KBZ36 2055-02-20 7 34336.98 35948.46 Agency Mortgage-Backed Securities GNMA GNII ET DN0753 C N/A 3618M2ZS9 2065-10-20 6.5 247435.46 260062.01 Agency Mortgage-Backed Securities GNMA GNII ET DJ2868 C N/A 3618KPFH6 2065-07-20 6.5 191082.93 200530.96 Agency Mortgage-Backed Securities GNMA GNII JM 004261 M N/A 36202EWW5 2038-10-20 6.5 18.22 18.43 Agency Mortgage-Backed Securities GNMA GNMI SF 688025 X N/A 36296DLE6 2038-10-15 6 116.71 123.50 Agency Mortgage-Backed Securities GNMA GNMI SF 697708 X N/A 36296QDM8 2038-12-15 6 351.29 369.94 Agency Mortgage-Backed Securities GNMA GNII JM 004337 M N/A 36202EZA0 2039-01-20 6 111.11 113.15 Agency Mortgage-Backed Securities GNMA GNMI SF 698060 X N/A 36296QQM4 2039-02-15 5.5 483.19 500.99 Agency Mortgage-Backed Securities GNMA GNMI SF 701689 X N/A 36296URJ1 2039-02-15 4.5 31.27 31.14 Agency Mortgage-Backed Securities GNMA GNII SF AA5878 C N/A 36178DQ79 2042-12-20 3 20111.12 18105.04 Agency Mortgage-Backed Securities GNMA GNMI SF AB8166 X N/A 36178VCB5 2043-01-15 4 5819.42 5574.30 Agency Mortgage-Backed Securities GNMA GNII RG CO5656 C N/A 3617FHH98 2040-06-20 5 64536.63 64459.42 Agency Mortgage-Backed Securities GNMA GNII SF MA6218 M N/A 36179U4B5 2049-10-20 3 196873.95 176540.81 Agency Mortgage-Backed Securities GNMA GNAR AT 081079 M N/A 36225DFV1 2034-09-20 5.375 145.09 146.71 Agency Mortgage-Backed Securities GNMA GNAR AT 080790 M N/A 36225C2Y1 2033-12-20 5.125 2115.74 2166.35 Agency Mortgage-Backed Securities GNMA GNII SP 780672 M N/A 36225AW97 2027-11-20 7 1118.31 1158.30 Agency Mortgage-Backed Securities GNMA GNAR AT 082977 M N/A 36225FJX8 2041-11-20 5.125 496.41 508.15 Agency Mortgage-Backed Securities GNMA GNMI SF 562484 X N/A 36213R2R7 2034-02-15 6 46.11 46.76 Agency Mortgage-Backed Securities GNMA GNMI SF 557338 X N/A 36213LEK2 2031-04-15 8.5 25.25 25.85 Agency Mortgage-Backed Securities GNMA GNMI SF 552765 X N/A 36213FCA9 2032-09-15 6.5 4203.85 4343.06 Agency Mortgage-Backed Securities GNMA GNII ET DM7547 C N/A 3618LXL40 2065-10-20 6.5 402067.87 421948.38 Agency Mortgage-Backed Securities GNMA GNII SF DM6698 C N/A 3618LWNP3 2055-10-20 6 92516.16 95818.99 Agency Mortgage-Backed Securities GNMA GNII ET DM6627 C N/A 3618LWLG5 2065-10-20 6.5 107589.22 112909.04 Agency Mortgage-Backed Securities GNMA GNII ET DM5819 C N/A 3618LVPC2 2065-09-20 6.5 478270.35 501919.22 Agency Mortgage-Backed Securities GNMA GNII ET DM5743 C N/A 3618LVLY8 2065-10-20 6.5 266797.68 279103.90 Agency Mortgage-Backed Securities GNMA GNII ET DJ8852 C N/A 3618KVZR9 2065-06-20 6 42557.61 43606.02 Agency Mortgage-Backed Securities GNMA GNII ET DJ8834 C N/A 3618KVY74 2065-06-20 6.5 71660.85 75204.16 Agency Mortgage-Backed Securities GNMA GNII ET DJ8609 C N/A 3618KVR64 2065-05-20 6.5 93019.45 97618.86 Agency Mortgage-Backed Securities GNMA GNII ET DJ7329 C N/A 3618KUEA1 2065-06-20 6.5 217352.32 227705.60 Agency Mortgage-Backed Securities GNMA GNII ET DJ7989 C N/A 3618KU2W6 2065-05-20 7 64064.94 67235.54 Agency Mortgage-Backed Securities GNMA GNII ET DJ6896 C N/A 3618KTUV0 2065-06-20 6 61415.11 62928.07 Agency Mortgage-Backed Securities GNMA GNII ET DJ6095 C N/A 3618KSXY3 2065-09-20 6.5 26406.94 27712.67 Agency Mortgage-Backed Securities GNMA GNII ET DJ5759 C N/A 3618KSMG4 2065-05-20 6.5 138493.79 145341.57 Agency Mortgage-Backed Securities GNMA GNII ET DJ4208 C N/A 3618KQU95 2065-05-20 6.5 43985.71 46160.53 Agency Mortgage-Backed Securities GNMA GNII ET DJ4084 C N/A 3618KQRD0 2065-03-20 6.5 17050.33 17893.38 Agency Mortgage-Backed Securities GNMA GNII ET DJ3060 C N/A 3618KPMH8 2065-08-20 7 247528.74 259779.02 Agency Mortgage-Backed Securities GNMA GNII ET DJ2867 C N/A 3618KPFG8 2065-07-20 7 307338.13 322548.39 Agency Mortgage-Backed Securities GNMA GNII ET DJ2865 C N/A 3618KPFE3 2065-07-20 6 1482709.23 1519235.77 Agency Mortgage-Backed Securities GNMA GNII ET DJ2040 C N/A 3618KNHR7 2065-05-20 6 52340.71 53630.13 Agency Mortgage-Backed Securities GNMA GNMI SF 530017 X N/A 36212CYN5 2030-06-15 8.5 97.39 100.76 Agency Mortgage-Backed Securities GNMA GNMI SF 529731 X N/A 36212CPQ8 2031-01-15 8 73.15 75.27 Agency Mortgage-Backed Securities GNMA GNMI SF 529497 X N/A 36212CGE5 2030-08-15 8 134.18 136.66 Agency Mortgage-Backed Securities GNMA GNMI SF 530178 X N/A 36212C6P1 2030-11-15 8 157.47 161.13 Agency Mortgage-Backed Securities GNMA GNMI SF 525972 X N/A 36211XJR8 2030-08-15 8.5 104.60 106.26 Agency Mortgage-Backed Securities GNMA GNMI SF AK4661 X N/A 36183NFA5 2045-12-15 3 11329.23 10163.11 Agency Mortgage-Backed Securities GNMA GNMI SF AJ9480 X N/A 36183FQ93 2044-11-15 3 416.56 373.49 Agency Mortgage-Backed Securities GNMA GNMI SF 552460 X N/A 36213EWV4 2032-03-15 6 170.13 173.02 Agency Mortgage-Backed Securities GNMA GNMI SF 551116 X N/A 36213DGZ5 2031-08-15 7 29.54 30.71 Agency Mortgage-Backed Securities GNMA GNMI SF 550851 X N/A 36213C5L0 2031-09-15 7 833.84 863.55 Agency Mortgage-Backed Securities GNMA GNII JM MB0673 M N/A 3618N5XB0 2055-10-20 5.5 720586.34 724117.46 Agency Mortgage-Backed Securities GNMA GNII JM MB0356 M N/A 3618N5ME6 2055-05-20 7 9979.17 10203.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0309 M N/A 3618N5KX6 2055-04-20 6 306630.11 313249.95 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 13742775.85 13299296.48 Agency Mortgage-Backed Securities GNMA GNII JM MB0801 M N/A 3618N53K3 2055-12-20 5.5 195638.63 196119.77 Agency Mortgage-Backed Securities GNMA GNII ET DE1933 C N/A 3618J7EE6 2064-09-20 6 63907.10 65481.45 Agency Mortgage-Backed Securities GNMA GNMI SF AX5857 X N/A 36196HQJ2 2047-01-15 4 144.25 136.89 Agency Mortgage-Backed Securities GNMA GNII JM MA7303 M N/A 36179WDG0 2051-04-20 2 30573.33 24666.07 Agency Mortgage-Backed Securities GNMA GNMI SF AY7069 X N/A 36196W2A4 2047-03-15 5 1737.99 1740.43 Agency Mortgage-Backed Securities GNMA GNII JM MA6884 M N/A 36179VUH1 2050-08-20 2 31501.30 25376.08 Agency Mortgage-Backed Securities GNMA GNII JM MA8783 M N/A 36179XXL5 2052-03-20 2.5 23846.45 19970.72 Agency Mortgage-Backed Securities GNMA GNII SP 785306 C N/A 3622AAYB4 2050-09-20 3.5 12804.12 11982.44 Agency Mortgage-Backed Securities GNMA GNII JM MA4502 M N/A 36179TAB1 2047-06-20 4 424.43 399.96 Agency Mortgage-Backed Securities GNMA GNII ET DL2984 C N/A 3618LEJ52 2065-04-20 7 18380.11 19289.75 Agency Mortgage-Backed Securities GNMA GNII ET DE0857 C N/A 3618J55S9 2064-11-20 6.5 17026.98 17961.35 Agency Mortgage-Backed Securities GNMA GNII ET DD8900 C N/A 3618J23H2 2065-05-20 6.5 29632.82 31098.04 Agency Mortgage-Backed Securities GNMA GNII ET DC5590 C N/A 3618HLF71 2064-06-20 7.5 15875.59 16572.48 Agency Mortgage-Backed Securities GNMA GNII ET CZ5349 C N/A 3618GG5J8 2063-12-20 8 37838.61 40041.56 Agency Mortgage-Backed Securities GNMA GNII ET CV8071 C N/A 3618F46G1 2063-07-20 5 42932.99 42784.95 Agency Mortgage-Backed Securities GNMA GNII SF CS7541 C N/A 3618B1LW9 2053-02-20 7 11444.38 11953.59 Agency Mortgage-Backed Securities GNMA GNMI SF CR3825 X N/A 3618AJHA4 2053-03-15 7 104722.37 110808.24 Agency Mortgage-Backed Securities GNMA GNMI SF CR2361 X N/A 3618AGTS8 2052-12-15 6 29293.64 31274.09 Agency Mortgage-Backed Securities GNMA GNII RG CQ6272 C N/A 3618A86H5 2051-09-20 2.5 106496.11 90544.30 Agency Mortgage-Backed Securities GNMA GNMI SF CQ4341 X N/A 3618A6ZE4 2052-09-15 4.5 67898.86 65942.15 Agency Mortgage-Backed Securities GNMA GNMI SF AQ5841 X N/A 36189WP26 2039-12-15 5 3656.83 3681.68 Agency Mortgage-Backed Securities GNMA GNMI SF AQ2299 X N/A 36189RRU3 2045-11-15 3.5 32198.26 30220.50 Agency Mortgage-Backed Securities GNMA GNMI SF AP5319 X N/A 36188S4C7 2046-01-15 5 10874.23 10871.12 Agency Mortgage-Backed Securities GNMA GNMI SF AP5315 X N/A 36188S3Y0 2046-01-15 5 3780.31 3788.66 Agency Mortgage-Backed Securities GNMA GNMI SF AP5284 X N/A 36188S2R6 2045-10-15 5 23183.69 23074.14 Agency Mortgage-Backed Securities GNMA GNMI SF AP2010 X N/A 36188NGT8 2045-12-15 4.5 1579.07 1553.12 Agency Mortgage-Backed Securities GNMA GNMI SF AM1088 X N/A 36184LF59 2041-10-15 4.5 292.10 289.59 Agency Mortgage-Backed Securities GNMA GNMI SF AL9337 X N/A 36184HLS1 2045-03-15 3 43631.23 39141.58 Agency Mortgage-Backed Securities GNMA GNMI SF BR6606 X N/A 3617M5KT8 2050-02-15 3 44330.61 39545.78 Agency Mortgage-Backed Securities GNMA GNMI SF BR4833 X N/A 3617M3LN5 2052-09-15 4.5 37098.62 36193.45 Agency Mortgage-Backed Securities GNMA GNMI SF BR4832 X N/A 3617M3LM7 2052-06-15 4 15616.42 14751.71 Agency Mortgage-Backed Securities GNMA GNMI SF BQ8591 X N/A 3617LTRL7 2049-11-15 3 923.76 824.07 Agency Mortgage-Backed Securities GNMA GNII SF BM7486 C N/A 3617JYJ79 2049-07-20 3.5 3603.35 3298.19 Agency Mortgage-Backed Securities GNMA GNMI SF BM2121 X N/A 3617JSLA2 2049-06-15 5 48484.21 49688.98 Agency Mortgage-Backed Securities GNMA GNMI SF BL5765 X N/A 3617JJMN3 2049-03-15 5 28056.57 29015.95 Agency Mortgage-Backed Securities GNMA GNMI SF BJ2882 X N/A 3617HQFX5 2048-12-15 5.5 3011.35 3065.06 Agency Mortgage-Backed Securities GNMA GNII ET DJ2320 C N/A 3618KNSH7 2065-06-20 6 2304888.95 2361669.89 Agency Mortgage-Backed Securities GNMA GNMI SF 697848 X N/A 36296QHZ5 2039-02-15 5 4374.33 4475.32 Agency Mortgage-Backed Securities GNMA GNII FS 004459 M N/A 36202E5U9 2039-06-20 5 175.10 178.57 Agency Mortgage-Backed Securities GNMA GNMI SF 710692 X N/A 36297FRM6 2039-07-15 5 106.21 106.35 Agency Mortgage-Backed Securities GNMA GNMI SF 698400 X N/A 36296Q3H0 2039-07-15 4.5 185.59 184.72 Agency Mortgage-Backed Securities GNMA GNAR AT MA0872 M N/A 36179M6H8 2043-03-20 5.625 263.26 269.21 Agency Mortgage-Backed Securities GNMA GNII SP 785359 C N/A 3622AAZY3 2051-03-20 2 874.71 717.65 Agency Mortgage-Backed Securities GNMA GNMI SF AX8692 X N/A 36196LUR0 2046-11-15 3.5 1723.69 1589.79 Agency Mortgage-Backed Securities GNMA GNMI SF BA0244 X N/A 3617ACHV5 2047-04-15 4 15040.41 14265.66 Agency Mortgage-Backed Securities GNMA GNMI SF AY3404 X N/A 36196SX92 2047-02-15 4.5 1370.48 1344.64 Agency Mortgage-Backed Securities GNMA GNII JM MA7184 M N/A 36179V6V7 2051-02-20 2 32190.26 25930.72 Agency Mortgage-Backed Securities GNMA GNMI SF AX6673 X N/A 36196JMW3 2047-07-15 5 11874.86 12031.77 Agency Mortgage-Backed Securities GNMA GNMI SF BC8961 X N/A 3617BC5W5 2047-10-15 4.5 727.91 723.28 Agency Mortgage-Backed Securities GNMA GNII ET DF5605 C N/A 3618JPGN4 2064-11-20 6 36202.78 37094.60 Agency Mortgage-Backed Securities GNMA GNII ET DJ7338 C N/A 3618KUEK9 2065-06-20 6.5 107352.59 112466.19 Agency Mortgage-Backed Securities GNMA GNII ET DG4144 C N/A 3618K0S95 2064-12-20 7 82690.69 86693.86 Agency Mortgage-Backed Securities GNMA GNMI SF 724275 X N/A 3620AAT81 2039-09-15 5 109564.98 111631.23 Agency Mortgage-Backed Securities GNMA GNII JM 004535 M N/A 36202FBC9 2039-09-20 6 144.80 144.44 Agency Mortgage-Backed Securities GNMA GNMI SF 724384 X N/A 3620AAXM5 2039-10-15 5 126.21 128.27 Agency Mortgage-Backed Securities GNMA GNMI SF 682444 X N/A 36295WER4 2039-11-15 4.5 196.82 195.29 Agency Mortgage-Backed Securities GNMA GNMI SF 723528 X N/A 3620A9YZ8 2039-12-15 5.5 29928.84 30802.00 Agency Mortgage-Backed Securities GNMA GNAR AT 082431 M N/A 36225EVZ2 2039-12-20 5.125 3038.23 3124.18 Agency Mortgage-Backed Securities GNMA GNMI SF AD8913 X N/A 36180M3W5 2028-04-15 2.5 8283.00 8175.53 Agency Mortgage-Backed Securities GNMA GNMI SF CL4375 X N/A 3617YB2G0 2052-02-15 4 52756.19 49820.43 Agency Mortgage-Backed Securities GNMA GNMI SF AT8177 X N/A 36194HCN0 2046-09-15 4.5 12405.20 12241.28 Agency Mortgage-Backed Securities GNMA GNMI SF BT3503 X N/A 3617MR3L6 2050-02-15 4 1999.43 1885.42 Agency Mortgage-Backed Securities USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.7524 9682304.71 9738506.99 U.S. Treasuries (including strips) GNMA GNII ET DQ9488 C N/A 3618N3RH9 2066-02-20 6.5 77809.35 81656.76 Agency Mortgage-Backed Securities GNMA GNII ET DQ8101 C N/A 3618N2AA4 2066-03-20 6 269875.35 277015.44 Agency Mortgage-Backed Securities GNMA GNII ET DQ2336 C N/A 3618MUSZ9 2066-02-20 6 202570.14 207929.54 Agency Mortgage-Backed Securities GNMA GNII ET DQ2337 C N/A 3618MUS22 2066-02-20 6.5 329008.62 345276.67 Agency Mortgage-Backed Securities GNMA GNII ET DQ1231 C N/A 3618MTLL0 2066-03-20 5.5 44894.04 45305.87 Agency Mortgage-Backed Securities GNMA GNII ET DQ0270 C N/A 3618MSJP6 2066-03-20 6.5 117099.38 122677.25 Agency Mortgage-Backed Securities GNMA GNII ET DQ0263 C N/A 3618MSJG6 2066-03-20 6.5 168839.65 176882.10 Agency Mortgage-Backed Securities GNMA GNII ET DQ0088 C N/A 3618MSCZ1 2066-02-20 6.5 30166.43 31603.40 Agency Mortgage-Backed Securities GNMA GNII ET DM2760 C N/A 3618LSB59 2065-07-20 7 15775.94 16556.69 Agency Mortgage-Backed Securities GNMA GNII ET DM3478 C N/A 3618LS2K6 2065-08-20 7 131478.57 137985.49 Agency Mortgage-Backed Securities GNMA GNII ET DM1148 C N/A 3618LQHZ1 2065-08-20 6.5 117721.07 123541.75 Agency Mortgage-Backed Securities GNMA GNII SF DM0398 C N/A 3618LPNP8 2055-09-20 6.5 38831.72 41167.94 Agency Mortgage-Backed Securities GNMA GNII ET DL8374 C N/A 3618LLJT4 2065-07-20 6.5 187506.25 196777.63 Agency Mortgage-Backed Securities GNMA GNII SF DL5438 C N/A 3618LHBF1 2055-12-20 5.5 91871.48 93849.32 Agency Mortgage-Backed Securities GNMA GNII ET DL4154 C N/A 3618LFTK5 2065-07-20 6.5 260272.33 273141.67 Agency Mortgage-Backed Securities GNMA GNII ET DL3453 C N/A 3618LEZS4 2065-08-20 7 147633.76 154940.20 Agency Mortgage-Backed Securities GNMA GNII ET DL3403 C N/A 3618LEX80 2065-08-20 6.5 293341.84 307846.32 Agency Mortgage-Backed Securities GNMA GNII ET DL3012 C N/A 3618LEKZ4 2065-08-20 7 34152.22 35842.39 Agency Mortgage-Backed Securities GNMA GNMI SF AJ3916 X N/A 36182YK57 2044-11-15 3 374.84 336.27 Agency Mortgage-Backed Securities GNMA GNMI SF AF1050 X N/A 36181GEX3 2043-07-15 3 7999.04 7334.80 Agency Mortgage-Backed Securities GNMA GNMI SF AF0490 X N/A 36181FRK9 2043-08-15 3 9008.68 8215.52 Agency Mortgage-Backed Securities GNMA GNMI SF AE8819 X N/A 36181CYQ5 2043-09-15 4.5 2750.09 2772.75 Agency Mortgage-Backed Securities GNMA GNMI SF AD8784 X N/A 36180MXM4 2043-03-15 3 1525.91 1391.59 Agency Mortgage-Backed Securities GNMA GNMI SF AD2414 X N/A 36180DVF1 2043-05-15 3.5 1589.28 1492.39 Agency Mortgage-Backed Securities GNMA GNMI SF AD1800 X N/A 36180C7M5 2028-03-15 3.5 886.22 882.48 Agency Mortgage-Backed Securities GNMA GNMI SF AD0721 X N/A 36180BYS4 2043-06-15 3 52.55 47.83 Agency Mortgage-Backed Securities GNMA GNII JM MA9955 M N/A 36180ABY8 2054-10-20 7 8678.92 8874.41 Agency Mortgage-Backed Securities GNMA GNII JM MA9952 M N/A 36180ABV4 2054-10-20 5.5 513.76 512.83 Agency Mortgage-Backed Securities GNMA GNII JM MA9951 M N/A 36180ABU6 2054-10-20 5 152.18 150.04 Agency Mortgage-Backed Securities GNMA GNII ET DO5342 C N/A 3618V15B1 2065-10-20 7 86988.27 91293.27 Agency Mortgage-Backed Securities GNMA GNII ET DO3636 C N/A 3618V0BD2 2065-11-20 6.5 182045.89 190717.59 Agency Mortgage-Backed Securities GNMA GNII ET DO3657 C N/A 3618V0B26 2065-11-20 7 27819.13 29195.90 Agency Mortgage-Backed Securities GNMA GNMI SF AX5831 X N/A 36196HPQ7 2047-01-15 4 158.48 150.39 Agency Mortgage-Backed Securities GNMA GNMI SF AX5830 X N/A 36196HPP9 2047-01-15 4 89194.18 85357.34 Agency Mortgage-Backed Securities GNMA GNMI SF AX1651 X N/A 36196CZQ7 2046-10-15 4.5 2388.83 2349.60 Agency Mortgage-Backed Securities GNMA GNMI SF AV9680 X N/A 36195LXH0 2046-11-15 2.5 55148.66 47928.17 Agency Mortgage-Backed Securities GNMA GNMI SF AV3923 X N/A 36195ELC0 2046-08-15 5 716.13 723.81 Agency Mortgage-Backed Securities GNMA GNMI SF AV1814 X N/A 36195CAP7 2046-08-15 3 3300.47 2960.58 Agency Mortgage-Backed Securities GNMA GNMI SF AU8271 X N/A 36194WFL8 2046-07-15 4.5 1163.08 1143.97 Agency Mortgage-Backed Securities GNMA GNMI SF AU2555 X N/A 36194PZU1 2046-07-15 5 2647.53 2687.17 Agency Mortgage-Backed Securities GNMA GNII ET DO0554 C N/A 3618NVTK8 2066-01-20 6.5 19324.40 20279.91 Agency Mortgage-Backed Securities GNMA GNII ET DO0117 C N/A 3618NVDW9 2065-10-20 6 89510.65 91878.74 Agency Mortgage-Backed Securities GNMA GNII ET DI8449 C N/A 3618NSL64 2065-03-20 7 39095.92 41030.79 Agency Mortgage-Backed Securities GNMA GNII ET DI6886 C N/A 3618NQUK7 2065-03-20 7 210749.66 221179.52 Agency Mortgage-Backed Securities GNMA GNII ET DL1977 C N/A 3618LDFS8 2065-08-20 7 78743.19 82640.21 Agency Mortgage-Backed Securities GNMA GNII ET DL1238 C N/A 3618LCLT1 2065-07-20 6.5 53100.25 55629.61 Agency Mortgage-Backed Securities GNMA GNII ET DH9775 C N/A 3618KJ2G6 2065-02-20 6.5 119467.90 125158.59 Agency Mortgage-Backed Securities GNMA GNII ET DH8906 C N/A 3618KH3P9 2065-01-20 7 83876.59 88027.59 Agency Mortgage-Backed Securities GNMA GNII SF DH7931 C N/A 3618KGY44 2055-02-20 6 45159.37 46456.21 Agency Mortgage-Backed Securities GNMA GNII ET DH2988 C N/A 3618KBJ91 2064-12-20 6 95104.99 97447.91 Agency Mortgage-Backed Securities GNMA GNII ET DG8301 C N/A 3618K5GJ5 2064-12-20 7 12526.01 13145.92 Agency Mortgage-Backed Securities GNMA GNII ET DG4303 C N/A 3618K0X81 2065-02-20 7 53674.63 56273.09 Agency Mortgage-Backed Securities GNMA GNII ET DG4224 C N/A 3618K0VR1 2065-02-20 6.5 126445.25 132651.52 Agency Mortgage-Backed Securities GNMA GNMI SF 491387 X N/A 36210F2U9 2028-09-15 6.5 17.33 17.66 Agency Mortgage-Backed Securities GNMA GNMI SF 487782 X N/A 36210B2P9 2039-03-15 4.5 310.53 309.26 Agency Mortgage-Backed Securities GNMA GNMI SF 486140 X N/A 36210ABH9 2030-10-15 8 57.45 59.82 Agency Mortgage-Backed Securities GNMA GNMI SF 748705 X N/A 3620C4YA2 2040-10-15 4.625 13778.12 13672.88 Agency Mortgage-Backed Securities GNMA GNMI SF 748578 X N/A 3620C4UB4 2040-09-15 4.625 18014.97 17864.50 Agency Mortgage-Backed Securities GNMA GNMI SF 745085 X N/A 3620C0XN3 2030-06-15 4.5 1195.93 1198.56 Agency Mortgage-Backed Securities GNMA GNMI SF 742507 X N/A 3620AW3Q1 2040-08-15 4.5 3954.65 3923.92 Agency Mortgage-Backed Securities GNMA GNMI SF 738727 X N/A 3620ASVU0 2041-09-15 4 6789.37 6562.44 Agency Mortgage-Backed Securities GNMA GNMI SF 738969 X N/A 3620AS6E4 2026-11-15 3 645.69 644.50 Agency Mortgage-Backed Securities GNMA GNMI SF 738941 X N/A 3620AS5A3 2041-11-15 3.5 3483.01 3270.70 Agency Mortgage-Backed Securities GNMA GNMI SF 738886 X N/A 3620AS2T5 2041-10-15 4 178.02 171.15 Agency Mortgage-Backed Securities GNMA GNMI SF CL7254 X N/A 3617YFBX4 2052-03-15 4 28849.15 27251.78 Agency Mortgage-Backed Securities GNMA GNMI SF 506248 X N/A 36210YL52 2030-07-15 8.5 170.37 173.52 Agency Mortgage-Backed Securities GNMA GNMI SF CL6189 X N/A 3617YD2W1 2052-03-15 4 36109.80 34050.22 Agency Mortgage-Backed Securities GNMA GNMI SF CL5027 X N/A 3617YCSQ8 2052-03-15 4 9754.18 9159.87 Agency Mortgage-Backed Securities GNMA GNMI SF CL5004 X N/A 3617YCRZ9 2052-02-15 3.5 12356.01 11277.37 Agency Mortgage-Backed Securities GNMA GNMI SF CL4957 X N/A 3617YCQJ6 2052-03-15 4 3094.07 2922.75 Agency Mortgage-Backed Securities GNMA GNII ET DI5972 C N/A 3618NPT54 2065-06-20 7 25237.46 26486.44 Agency Mortgage-Backed Securities GNMA GNII ET DI3385 C N/A 3618NLXN9 2065-01-20 6 31429.56 32203.67 Agency Mortgage-Backed Securities GNMA GNII ET DI3232 C N/A 3618NLSV7 2065-01-20 6.5 29603.06 31066.77 Agency Mortgage-Backed Securities GNMA GNII ET DI3211 C N/A 3618NLR89 2065-04-20 6 22273.93 22822.65 Agency Mortgage-Backed Securities GNMA GNII ET DI2112 C N/A 3618NKKZ8 2064-12-20 6 76528.45 78413.35 Agency Mortgage-Backed Securities GNMA GNII ET DI0718 C N/A 3618NHYP2 2065-02-20 6.5 37274.01 39117.01 Agency Mortgage-Backed Securities GNMA GNII ET DI0511 C N/A 3618NHR88 2064-12-20 6 43352.29 44420.23 Agency Mortgage-Backed Securities GNMA GNII ET DO2064 C N/A 3618NXJH2 2065-11-20 6.5 222473.36 233473.48 Agency Mortgage-Backed Securities GNMA GNII SF MB0940 M N/A 3618N6BJ5 2056-02-20 7 1664121.44 1741383.82 Agency Mortgage-Backed Securities GNMA GNII SF MB0937 M N/A 3618N6BF3 2056-02-20 5.5 2720232.93 2752313.54 Agency Mortgage-Backed Securities GNMA GNII SF MB0747 M N/A 3618N5ZM4 2055-11-20 6 15784158.30 16153744.37 Agency Mortgage-Backed Securities GNMA GNII JM MB0733 M N/A 3618N5Y78 2055-11-20 5.5 539144.04 540469.97 Agency Mortgage-Backed Securities GNMA GNMI SF AB9207 X N/A 36178WGQ6 2042-11-15 3 669.85 603.03 Agency Mortgage-Backed Securities GNMA GNMI SF AB9206 X N/A 36178WGP8 2042-11-15 3 2609.19 2379.53 Agency Mortgage-Backed Securities GNMA GNMI SF AS4936 X N/A 36193PPV1 2046-05-15 4.5 30880.37 30373.16 Agency Mortgage-Backed Securities GNMA GNII ET DO9496 C N/A 3618V6RR1 2064-10-20 6.5 7475.69 7845.33 Agency Mortgage-Backed Securities GNMA GNII ET DO8520 C N/A 3618V5PD6 2065-11-20 6.5 97414.42 102231.14 Agency Mortgage-Backed Securities GNMA GNII ET DO7523 C N/A 3618V4LC5 2065-12-20 7 38207.52 40098.42 Agency Mortgage-Backed Securities GNMA GNII ET DO7303 C N/A 3618V4DG5 2065-11-20 6.5 69819.99 73272.29 Agency Mortgage-Backed Securities GNMA GNII ET DO6610 C N/A 3618V3KX2 2065-10-20 6.5 27674.21 29042.57 Agency Mortgage-Backed Securities GNMA GNII ET DO5662 C N/A 3618V2JF5 2066-01-20 6.5 6335.16 6648.40 Agency Mortgage-Backed Securities GNMA GNII ET DO5345 C N/A 3618V15E5 2065-12-20 6 89974.89 92355.27 Agency Mortgage-Backed Securities GNMA GNMI SF AU0789 X N/A 36194M2W0 2046-08-15 3 458.58 411.36 Agency Mortgage-Backed Securities GNMA GNII JM MA5321 M N/A 36179T4E2 2048-07-20 4.5 1305.99 1271.03 Agency Mortgage-Backed Securities GNMA GNII JM MA5320 M N/A 36179T4D4 2048-07-20 4 8714.15 8060.88 Agency Mortgage-Backed Securities GNMA GNII JM MA4311 M N/A 36179SYG6 2047-03-20 4 1720.73 1621.53 Agency Mortgage-Backed Securities GNMA GNII ET DQ0081 C N/A 3618MSCS7 2066-02-20 6.5 82777.33 86720.40 Agency Mortgage-Backed Securities GNMA GNII ET DQ0029 C N/A 3618MSA67 2066-02-20 6 33259.70 34139.65 Agency Mortgage-Backed Securities GNMA GNII ET DP6548 C N/A 3618MMHZ9 2065-12-20 6 71552.49 73445.55 Agency Mortgage-Backed Securities GNMA GNII ET DP7195 C N/A 3618MM7G2 2066-01-20 7 38263.56 40157.23 Agency Mortgage-Backed Securities GNMA GNMI SF 779881 X N/A 36176YFW2 2041-10-15 3.5 2962.83 2782.24 Agency Mortgage-Backed Securities GNMA GNMI SF 779204 X N/A 36176XNV7 2042-05-15 3.5 2704.03 2552.06 Agency Mortgage-Backed Securities GNMA GNMI SF 779203 X N/A 36176XNU9 2042-05-15 3.5 3785.34 3554.56 Agency Mortgage-Backed Securities GNMA GNMI SF 779209 X N/A 36176XN21 2042-05-15 3.5 2155.30 2022.63 Agency Mortgage-Backed Securities GNMA GNMI SF 779080 X N/A 36176XJZ3 2027-04-15 2.5 526.08 523.02 Agency Mortgage-Backed Securities GNMA GNMI SF 779072 X N/A 36176XJR1 2042-04-15 3.5 26696.69 25110.96 Agency Mortgage-Backed Securities GNMA GNII ET DQ0083 C N/A 3618MSCU2 2066-01-20 7 34323.49 36022.17 Agency Mortgage-Backed Securities GNMA GNMI SF 779062 X N/A 36176XJF7 2042-04-15 3.5 13500.08 12713.97 Agency Mortgage-Backed Securities GNMA GNMI SF 778941 X N/A 36176XEN5 2042-03-15 3.5 26586.61 24982.65 Agency Mortgage-Backed Securities GNMA GNMI SF 778934 X N/A 36176XEF2 2042-02-15 3.5 5257.26 4936.80 Agency Mortgage-Backed Securities GNMA GNMI SF 778933 X N/A 36176XEE5 2042-02-15 3.5 12705.55 11923.52 Agency Mortgage-Backed Securities GNMA GNMI SF 775131 X N/A 36176S4Q0 2041-09-15 4 272.19 261.68 Agency Mortgage-Backed Securities GNMA GNMI SF 771561 X N/A 36176N5W7 2041-08-15 4 200.55 192.80 Agency Mortgage-Backed Securities GNMA GNMI SF 771528 X N/A 36176N4M0 2044-12-15 3.5 28449.73 26714.37 Agency Mortgage-Backed Securities GNMA GNII ET DL1153 C N/A 3618LCH66 2065-07-20 6.5 232312.51 243378.41 Agency Mortgage-Backed Securities GNMA GNII ET DL1151 C N/A 3618LCH41 2065-07-20 6 18853.90 19318.27 Agency Mortgage-Backed Securities GNMA GNII ET DL0669 C N/A 3618LBW61 2065-06-20 6.5 17265.35 18119.04 Agency Mortgage-Backed Securities GNMA GNII ET DL0584 C N/A 3618LBUH9 2065-09-20 6 70552.15 72418.75 Agency Mortgage-Backed Securities GNMA GNII ET DL0425 C N/A 3618LBPJ1 2065-03-20 7 31299.38 32848.36 Agency Mortgage-Backed Securities GNMA GNII ET DK9184 C N/A 3618L9FZ1 2065-10-20 6.5 559182.24 586628.40 Agency Mortgage-Backed Securities GNMA GNII ET DK9034 C N/A 3618L9BB8 2065-08-20 7 1103159.07 1157754.78 Agency Mortgage-Backed Securities GNMA GNII ET DK9031 C N/A 3618L9A86 2065-07-20 6.5 77420.88 81108.79 Agency Mortgage-Backed Securities GNMA GNII JM MA4253 M N/A 36179SWN3 2047-02-20 4.5 3601.34 3505.00 Agency Mortgage-Backed Securities GNMA GNMI SF BG9709 X N/A 3617GUYE8 2048-07-15 4 925.67 901.28 Agency Mortgage-Backed Securities GNMA GNMI SF BG5674 X N/A 3617GQJT1 2048-07-15 4 8642.12 8414.42 Agency Mortgage-Backed Securities GNMA GNMI SF BF9995 X N/A 3617GHC84 2048-04-15 4.5 1071.31 1047.09 Agency Mortgage-Backed Securities GNMA GNMI SF 479600 X N/A 36209RX57 2030-08-15 8 1268.72 1305.39 Agency Mortgage-Backed Securities GNMA GNII RG CO7005 C N/A 3617FJYA2 2042-03-20 4 75119.37 70799.66 Agency Mortgage-Backed Securities GNMA GNII RG CO7001 C N/A 3617FJX62 2043-12-20 3.5 56325.56 51815.89 Agency Mortgage-Backed Securities GNMA GNMI SF CO6356 X N/A 3617FJBZ2 2052-07-15 5 709.29 705.61 Agency Mortgage-Backed Securities GNMA GNII RG CN7408 C N/A 3617F7GR1 2050-12-20 2.5 38998.70 33157.22 Agency Mortgage-Backed Securities GNMA GNII RG CN6339 C N/A 3617F6BG2 2049-10-20 4 57893.78 54495.44 Agency Mortgage-Backed Securities GNMA GNII SF 005304 M N/A 36202F3M6 2042-02-20 3.5 1999010.58 1894147.81 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 33.03 33.29 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 103.02 103.90 Agency Mortgage-Backed Securities GNMA GNII JM 004285 M N/A 36202EXN4 2038-11-20 6 171.66 173.21 Agency Mortgage-Backed Securities GNMA GNII JM 004260 M N/A 36202EWV7 2038-10-20 6 20.40 20.76 Agency Mortgage-Backed Securities GNMA GNII JM 004239 M N/A 36202EV89 2038-09-20 6 258.15 262.36 Agency Mortgage-Backed Securities GNMA GNII SF 003711 M N/A 36202EDQ9 2035-05-20 5.5 310.16 320.88 Agency Mortgage-Backed Securities GNMA GNII JM 004462 M N/A 36202E5X3 2039-06-20 5 1116.42 1115.78 Agency Mortgage-Backed Securities GNMA GNII SF 003172 M N/A 36202DQZ7 2031-12-20 6 46.31 48.35 Agency Mortgage-Backed Securities GNMA GNII SF 003161 M N/A 36202DQN4 2031-11-20 6.5 28.84 30.14 Agency Mortgage-Backed Securities GNMA GNII SF 003108 M N/A 36202DNZ0 2031-07-20 7 888.29 936.81 Agency Mortgage-Backed Securities GNMA GNMI SF 581589 X N/A 36201FC21 2032-10-15 6 2651.02 2719.44 Agency Mortgage-Backed Securities GNMA GNMI SF 581070 X N/A 36201EQX1 2032-02-15 6 55.49 58.01 Agency Mortgage-Backed Securities GNMA GNMI SF 574355 X N/A 36200WBY6 2032-01-15 7 129.63 134.08 Agency Mortgage-Backed Securities GNMA GNMI SF 570503 X N/A 36200RX80 2031-12-15 6.5 20.61 21.12 Agency Mortgage-Backed Securities GNMA GNII JM MA4184 M N/A 36179SUH8 2047-01-20 3 57537.83 50903.61 Agency Mortgage-Backed Securities GNMA GNII JM MA4116 M N/A 36179SSD0 2046-12-20 3 79879.78 70668.84 Agency Mortgage-Backed Securities GNMA GNII JM MA4061 M N/A 36179SQN0 2046-11-20 4.5 4610.09 4486.86 Agency Mortgage-Backed Securities GNMA GNII JM MA3994 M N/A 36179SNK9 2046-10-20 3.5 1078.43 981.18 Agency Mortgage-Backed Securities GNMA GNII JM MA3929 M N/A 36179SLJ4 2046-09-20 4 1994.62 1879.66 Agency Mortgage-Backed Securities GNMA GNMI SF AB9109 X N/A 36178WDN6 2042-10-15 3 771.47 703.11 Agency Mortgage-Backed Securities GNMA GNMI SF AB9108 X N/A 36178WDM8 2042-10-15 3 3108.31 2834.72 Agency Mortgage-Backed Securities GNMA GNMI SF AB5980 X N/A 36178SUD8 2045-12-15 4.5 4376.74 4304.83 Agency Mortgage-Backed Securities GNMA GNMI SF AB2869 X N/A 36178NFJ3 2042-09-15 3 2356.26 2147.72 Agency Mortgage-Backed Securities GNMA GNMI SF AB2892 X N/A 36178NF95 2042-09-15 3 1466.14 1339.52 Agency Mortgage-Backed Securities GNMA GNMI SF AA8341 X N/A 36178GHS6 2028-02-15 2.5 1442.52 1426.51 Agency Mortgage-Backed Securities GNMA GNMI SF AA6408 X N/A 36178EDM8 2043-05-15 3 7433.01 6778.61 Agency Mortgage-Backed Securities GNMA GNMI SF AA5946 X N/A 36178DTB7 2042-10-15 3.5 634.52 595.45 Agency Mortgage-Backed Securities GNMA GNMI SF AB9205 X N/A 36178WGN3 2042-11-15 3 384.57 351.04 Agency Mortgage-Backed Securities GNMA GNMI SF AA5821 X N/A 36178DPE5 2042-11-15 3 1201.10 1095.38 Agency Mortgage-Backed Securities GNMA GNMI SF AA5819 X N/A 36178DPC9 2042-11-15 3 2029.77 1851.11 Agency Mortgage-Backed Securities GNMA GNMI SF AA5649 X N/A 36178DH20 2042-09-15 3 1374.12 1254.87 Agency Mortgage-Backed Securities GNMA GNMI SF AA5527 X N/A 36178DD81 2042-08-15 3.5 2382.04 2251.86 Agency Mortgage-Backed Securities GNMA GNMI SF AA6290 X N/A 36178D7B1 2043-04-15 3 31934.00 29122.41 Agency Mortgage-Backed Securities GNMA GNMI SF AA5330 X N/A 36178C4P5 2042-06-15 3.5 14032.33 13168.61 Agency Mortgage-Backed Securities GNMA GNMI SF AA5317 X N/A 36178C4A8 2042-05-15 3.5 3315.43 3113.31 Agency Mortgage-Backed Securities GNMA GNMI SF AA0267 X N/A 36177WJL5 2042-03-15 3.5 3316.90 3116.80 Agency Mortgage-Backed Securities GNMA GNMI SF 796174 X N/A 36177Q2G7 2042-03-15 3.5 2715.45 2560.07 Agency Mortgage-Backed Securities GNMA GNII SF MA2830 M N/A 36179REB1 2045-05-20 5.5 654.10 676.76 Agency Mortgage-Backed Securities GNMA GNII JM MA3513 M N/A 36179R3W7 2046-03-20 4 270.14 254.57 Agency Mortgage-Backed Securities GNMA GNII ET DL1179 C N/A 3618LCJY3 2065-07-20 6.5 160953.63 168620.44 Agency Mortgage-Backed Securities GNMA GNII ET DG4211 C N/A 3618K0VC4 2065-02-20 6.5 74661.19 78325.69 Agency Mortgage-Backed Securities GNMA GNII ET DG3939 C N/A 3618K0LU5 2065-10-20 6.5 20523.25 21538.01 Agency Mortgage-Backed Securities GNMA GNII SF DF8601 C N/A 3618JSRW6 2055-01-20 6 261565.79 269911.31 Agency Mortgage-Backed Securities GNMA GNII ET DF8220 C N/A 3618JSDZ4 2064-11-20 5.5 16508.13 16649.49 Agency Mortgage-Backed Securities GNMA GNII ET DF7159 C N/A 3618JQ5U8 2064-12-20 6.5 57210.78 60039.44 Agency Mortgage-Backed Securities GNMA GNII ET DF6298 C N/A 3618JP7K0 2064-11-20 6.5 14210.73 14913.35 Agency Mortgage-Backed Securities GNMA GNII ET DF3859 C N/A 3618JMJC2 2064-10-20 6 51230.79 52492.60 Agency Mortgage-Backed Securities GNMA GNII ET DF3640 C N/A 3618JMBH9 2064-10-20 6 31218.95 31988.03 Agency Mortgage-Backed Securities GNMA GNII ET DF3630 C N/A 3618JMA72 2064-10-20 6 32287.30 33082.69 Agency Mortgage-Backed Securities GNMA GNII ET DF4413 C N/A 3618JM3W5 2064-11-20 6.5 22175.09 23391.96 Agency Mortgage-Backed Securities GNMA GNII ET DF2227 C N/A 3618JKPL9 2064-08-20 7.5 11563.45 12071.05 Agency Mortgage-Backed Securities GNMA GNII ET DF2078 C N/A 3618JKJX0 2065-06-20 6.5 21384.51 22441.86 Agency Mortgage-Backed Securities GNMA GNII ET DF1078 C N/A 3618JJFT6 2064-10-20 6 41481.69 42503.59 Agency Mortgage-Backed Securities GNMA GNMI SF CL3185 X N/A 3617YARE0 2052-02-15 4 32977.77 31151.80 Agency Mortgage-Backed Securities GNMA GNMI SF CL3174 X N/A 3617YAQ35 2052-02-15 4 24362.35 23013.41 Agency Mortgage-Backed Securities GNMA GNII JM MA8632 M N/A 36179XSV9 2052-01-20 2.5 60254.12 50461.70 Agency Mortgage-Backed Securities GNMA GNII JM MA8414 M N/A 36179XK39 2052-11-20 2.5 53406.13 44858.34 Agency Mortgage-Backed Securities GNMA GNII SP 786916 C N/A 3622ACSD3 2053-08-20 5.5 10658.06 10876.05 Agency Mortgage-Backed Securities GNMA GNMI SF CJ2157 X N/A 3617XJME7 2052-03-15 3 243884.20 219352.13 Agency Mortgage-Backed Securities GNMA GNII SP 785170 C N/A 3622AAT38 2050-05-20 5 4964.21 4943.04 Agency Mortgage-Backed Securities GNMA GNII ET DK3261 C N/A 3618L2TS7 2065-06-20 6.5 218289.43 229082.90 Agency Mortgage-Backed Securities GNMA GNII JM MB0353 M N/A 3618N5MB2 2055-05-20 5.5 799449.42 801415.53 Agency Mortgage-Backed Securities GNMA GNII ET DI3387 C N/A 3618NLXQ2 2065-02-20 7 67300.92 70631.60 Agency Mortgage-Backed Securities GNMA GNII ET DH9306 C N/A 3618KJKT8 2065-01-20 6.5 87421.65 91744.18 Agency Mortgage-Backed Securities GNMA GNII ET DL0057 C N/A 3618LBB23 2065-06-20 6.5 93356.98 97973.08 Agency Mortgage-Backed Securities GNMA GNII ET DM1750 C N/A 3618LQ5K7 2065-09-20 6.5 34757.55 36413.22 Agency Mortgage-Backed Securities GNMA GNII ET DK2982 C N/A 3618L2J33 2065-05-20 6 183612.37 188135.67 Agency Mortgage-Backed Securities GNMA GNII ET DK9030 C N/A 3618L9A78 2065-07-20 2 38713.98 30070.26 Agency Mortgage-Backed Securities GNMA GNMI SF 711067 X N/A 36297F6C1 2040-01-15 5 771.32 789.14 Agency Mortgage-Backed Securities GNMA GNMI SF 732937 X N/A 3620ALHN7 2040-01-15 5 418.72 425.61 Agency Mortgage-Backed Securities GNMA GNII JM 004710 M N/A 36202FGT7 2040-06-20 5 398.38 398.15 Agency Mortgage-Backed Securities GNMA GNMI SF AA6403 X N/A 36178EDG1 2043-05-15 3 1454.62 1326.55 Agency Mortgage-Backed Securities GNMA GNMI SF AE1919 X N/A 36180UDY2 2043-06-15 3 510.53 465.59 Agency Mortgage-Backed Securities GNMA GNMI SF AC4274 X N/A 36179DXB1 2045-08-15 3.5 1165.33 1094.24 Agency Mortgage-Backed Securities GNMA GNMI SF AT7556 X N/A 36194GMD3 2046-07-15 4.5 4418.88 4349.06 Agency Mortgage-Backed Securities GNMA GNMI SF BB4155 X N/A 3617AUTL4 2048-02-15 5 18095.53 18183.19 Agency Mortgage-Backed Securities GNMA GNMI SF AP5298 X N/A 36188S3F1 2045-11-15 5 18068.65 18090.52 Agency Mortgage-Backed Securities GNMA GNMI SF BU8660 X N/A 3617NATR1 2050-07-15 2.5 2202.19 1897.35 Agency Mortgage-Backed Securities GNMA GNII ET DE3864 C N/A 3618J9JH0 2064-07-20 7 23226.27 24375.70 Agency Mortgage-Backed Securities GNMA GNII ET DJ6225 C N/A 3618KS4J8 2065-03-20 7 31394.32 32948.03 Agency Mortgage-Backed Securities GNMA GNII ET DJ5774 C N/A 3618KSMX7 2065-06-20 6.5 115132.64 120825.33 Agency Mortgage-Backed Securities GNMA GNMI SF 748518 X N/A 3620C4SF8 2040-09-15 4 269.10 258.41 Agency Mortgage-Backed Securities GNMA GNII JM 004849 M N/A 36202FL61 2040-11-20 4 11230.88 10584.35 Agency Mortgage-Backed Securities GNMA GNII JM MA8189 M N/A 36179XC20 2052-08-20 2.5 31981.72 26942.24 Agency Mortgage-Backed Securities GNMA GNMI SF 763406 X N/A 36176D3P6 2041-05-15 4.625 9744.36 9609.04 Agency Mortgage-Backed Securities GNMA GNMI SF 763431 X N/A 36176D4Q3 2041-06-15 4.625 1263.27 1256.35 Agency Mortgage-Backed Securities GNMA GNMI SF BD7115 X N/A 3617BN3Y9 2047-11-15 4.5 3159.91 3138.66 Agency Mortgage-Backed Securities GNMA GNMI SF CN3293 X N/A 3617F2US4 2052-05-15 4 42879.28 40504.98 Agency Mortgage-Backed Securities GNMA GNMI SF 605561 X N/A 36200NWW7 2034-11-15 5.5 7517.97 7550.52 Agency Mortgage-Backed Securities GNMA GNMI SF 604975 X N/A 36200NCL3 2034-02-15 5.5 22.58 23.03 Agency Mortgage-Backed Securities GNMA GNMI SF 604125 X N/A 36200MD67 2033-03-15 6.5 70.53 72.10 Agency Mortgage-Backed Securities GNMA GNMI SF 603681 X N/A 36200KUE5 2033-05-15 5.5 64.85 65.48 Agency Mortgage-Backed Securities GNMA GNMI SF 603333 X N/A 36200KHJ9 2032-12-15 5.5 623.08 628.84 Agency Mortgage-Backed Securities GNMA GNMI SF 603349 X N/A 36200KH26 2033-01-15 6 24.74 25.08 Agency Mortgage-Backed Securities GNMA GNMI SF 603915 X N/A 36200K3Y1 2033-01-15 5.5 26011.10 26664.50 Agency Mortgage-Backed Securities GNMA GNMI SF 599898 X N/A 36200FNP9 2033-03-15 6 662.35 675.71 Agency Mortgage-Backed Securities GNMA GNMI SF CK8233 X N/A 3617Y4EE8 2052-03-15 4 111563.51 105355.26 Agency Mortgage-Backed Securities GNMA GNMI SF CK8182 X N/A 3617Y4CT7 2052-02-15 4 78629.88 73853.61 Agency Mortgage-Backed Securities GNMA GNMI SF CK3278 X N/A 3617XXUB3 2052-02-15 4 34204.20 32300.82 Agency Mortgage-Backed Securities GNMA GNMI SF CK1816 X N/A 3617XWAR2 2052-03-15 3.5 22573.07 20665.30 Agency Mortgage-Backed Securities GNMA GNMI SF CK1815 X N/A 3617XWAQ4 2052-02-15 4 14679.09 13881.45 Agency Mortgage-Backed Securities GNMA GNMI SF CJ9811 X N/A 3617XS3U2 2052-02-15 4 20194.76 19073.23 Agency Mortgage-Backed Securities GNMA GNMI SF CJ2165 X N/A 3617XJMN7 2052-04-15 3.5 3175.99 2979.21 Agency Mortgage-Backed Securities GNMA GNMI SF CH0109 X N/A 3617WRDN0 2051-12-15 3.5 14744.29 13566.52 Agency Mortgage-Backed Securities GNMA GNMI SF CF8251 X N/A 3617WAEY2 2051-09-15 3.5 25771.04 23546.38 Agency Mortgage-Backed Securities GNMA GNII SF CC3160 C N/A 3617V1QM6 2051-03-20 2.5 107268.34 92672.69 Agency Mortgage-Backed Securities GNMA GNII JM MA2294 M N/A 36179QRP8 2044-10-20 4 131.66 124.08 Agency Mortgage-Backed Securities GNMA GNII JM MA2217 M N/A 36179QPA3 2044-09-20 4.5 759.13 738.83 Agency Mortgage-Backed Securities GNMA GNII JM MA2141 M N/A 36179QLW9 2044-08-20 4.5 466.47 456.87 Agency Mortgage-Backed Securities GNMA GNII JM MA2066 M N/A 36179QJK8 2044-07-20 4.5 31.67 31.08 Agency Mortgage-Backed Securities GNMA GNII JM MA1831 M N/A 36179QA84 2044-04-20 4.5 890.42 872.10 Agency Mortgage-Backed Securities GNMA GNII SF MA1013 M N/A 36179NDS4 2043-05-20 4 17821.51 17135.26 Agency Mortgage-Backed Securities GNMA GNII JM MA1751 M N/A 36179N5L8 2044-03-20 3.5 323.75 294.56 Agency Mortgage-Backed Securities GNMA GNII JM MA0148 M N/A 36179MEV8 2042-06-20 3.5 2682.24 2440.59 Agency Mortgage-Backed Securities GNMA GNII JM MA4443 M N/A 36179S5C7 2047-05-20 4 757.90 714.20 Agency Mortgage-Backed Securities GNMA GNMI SF 793154 X N/A 36177MQG0 2041-09-15 4.5 2709.22 2649.77 Agency Mortgage-Backed Securities GNMA GNMI SF 565693 X N/A 36213VNJ3 2032-04-15 6.5 36.93 38.32 Agency Mortgage-Backed Securities GNMA GNMI SF 531030 X N/A 36212D4P1 2032-05-15 7 350.29 358.09 Agency Mortgage-Backed Securities GNMA GNMI SF 587278 X N/A 36201MM33 2032-09-15 6.5 4580.30 4742.27 Agency Mortgage-Backed Securities GNMA GNMI SF 604083 X N/A 36200MCU5 2033-03-15 5.5 22289.78 22601.35 Agency Mortgage-Backed Securities GNMA GNMI SF 582759 X N/A 36201GMG7 2033-08-15 5.5 79.12 79.65 Agency Mortgage-Backed Securities GNMA GNII JM MA1830 M N/A 36179QA76 2044-04-20 4 185.59 174.89 Agency Mortgage-Backed Securities GNMA GNII JM MA1961 M N/A 36179QFA4 2029-06-20 3.5 698.94 690.70 Agency Mortgage-Backed Securities GNMA GNII JM MA2215 M N/A 36179QN80 2044-09-20 3.5 510.04 464.05 Agency Mortgage-Backed Securities GNMA GNII JM MA8257 M N/A 36179XE69 2052-09-20 2.5 182939.57 153659.24 Agency Mortgage-Backed Securities GNMA GNMI SF 626979 X N/A 36291FQ84 2045-03-15 3.5 3847.61 3612.89 Agency Mortgage-Backed Securities GNMA GNII JM MA8476 M N/A 36179XMZ6 2052-12-20 2.5 24992.55 20992.55 Agency Mortgage-Backed Securities GNMA GNMI SF BA6976 X N/A 3617AKXD9 2047-07-15 5 5603.06 5607.96 Agency Mortgage-Backed Securities GNMA GNII ET DG3728 C N/A 3618K0D91 2065-01-20 6.5 48922.13 51555.11 Agency Mortgage-Backed Securities GNMA GNII ET DL3759 C N/A 3618LFE88 2065-09-20 6 135746.66 139338.11 Agency Mortgage-Backed Securities GNMA GNII SF MB0624 M N/A 3618N5VS5 2055-09-20 6 17064537.73 17432961.10 Agency Mortgage-Backed Securities GNMA GNII ET DK2316 C N/A 3618L1SD3 2065-05-20 6.5 69887.19 73342.81 Agency Mortgage-Backed Securities GNMA GNII SF BW1756 C N/A 3617NS5R8 2050-09-20 3 14149.43 12616.04 Agency Mortgage-Backed Securities GNMA GNMI SF 770442 X N/A 36176MWB5 2041-06-15 4.625 6593.24 6522.41 Agency Mortgage-Backed Securities GNMA GNMI SF 770052 X N/A 36176MH55 2029-04-15 4 5667.52 5659.99 Agency Mortgage-Backed Securities GNMA GNMI SF 770609 X N/A 36176M3S0 2041-08-15 4 2268.87 2173.78 Agency Mortgage-Backed Securities GNMA GNMI SF 770608 X N/A 36176M3R2 2041-07-15 4.5 4957.24 4873.91 Agency Mortgage-Backed Securities GNMA GNMI SF 595624 X N/A 36200AVR7 2033-02-15 5.5 18.47 19.02 Agency Mortgage-Backed Securities GNMA GNMI SF 595070 X N/A 36200ACF4 2032-10-15 6 12712.80 13205.53 Agency Mortgage-Backed Securities GNMA GNMI SF AI9884 X N/A 36198W6V2 2044-08-15 4 1450.10 1380.84 Agency Mortgage-Backed Securities GNMA GNII JM MA8139 M N/A 36179XBG0 2052-07-20 2.5 51212.08 43015.10 Agency Mortgage-Backed Securities GNMA GNMI SF AZ5424 X N/A 36197JAZ8 2047-04-15 5 6516.57 6528.54 Agency Mortgage-Backed Securities GNMA GNMI SF AZ1638 X N/A 36197DZB7 2047-02-15 4 10155.77 9632.66 Agency Mortgage-Backed Securities GNMA GNMI SF AY3765 X N/A 36196TFE9 2047-03-15 4.5 934.01 916.28 Agency Mortgage-Backed Securities GNMA GNMI SF AX8720 X N/A 36196LVM0 2046-11-15 3.5 3735.23 3485.31 Agency Mortgage-Backed Securities GNMA GNMI SF AX8719 X N/A 36196LVL2 2046-11-15 3.5 19624.42 18352.73 Agency Mortgage-Backed Securities GNMA GNII JM MA4892 M N/A 36179TNH4 2047-12-20 4.5 1894.45 1843.76 Agency Mortgage-Backed Securities GNMA GNII JM MA4830 M N/A 36179TLK9 2047-11-20 4.5 7520.62 7319.41 Agency Mortgage-Backed Securities GNMA GNII JM MA4770 M N/A 36179TJP1 2047-10-20 4 1177.57 1089.32 Agency Mortgage-Backed Securities GNMA GNII JM MA4712 M N/A 36179TGV1 2047-09-20 4.5 2076.49 2020.94 Agency Mortgage-Backed Securities GNMA GNII JM 004880 M N/A 36202FM52 2040-12-20 4.5 777.24 761.25 Agency Mortgage-Backed Securities GNMA GNMI SF BC7373 X N/A 3617BBFN6 2047-11-15 3.5 821.16 760.90 Agency Mortgage-Backed Securities GNMA GNMI SF AX6247 X N/A 36196H5G1 2047-05-15 5 15795.91 15872.50 Agency Mortgage-Backed Securities GNMA GNII AP 784710 M N/A 3622AADP6 2048-11-20 3.5 100530.85 92319.15 Agency Mortgage-Backed Securities GNMA GNII JM MA9954 M N/A 36180ABX0 2054-10-20 6.5 35569.42 36794.31 Agency Mortgage-Backed Securities GNMA GNII SP 785043 M N/A 3622AAP40 2049-04-20 3 91977.64 83248.69 Agency Mortgage-Backed Securities GNMA GNII JM MA6030 M N/A 36179UVX7 2049-07-20 3.5 3670.34 3324.09 Agency Mortgage-Backed Securities GNMA GNII ET DE5852 C N/A 3618JBQD6 2064-09-20 7 93822.25 98465.45 Agency Mortgage-Backed Securities GNMA GNII ET DL2806 C N/A 3618LEDK5 2065-06-20 6 26040.45 26681.96 Agency Mortgage-Backed Securities GNMA GNII ET DE5763 C N/A 3618JBML2 2064-12-20 6.5 9119.51 9570.42 Agency Mortgage-Backed Securities GNMA GNII ET DH9311 C N/A 3618KJKY7 2065-02-20 6 61713.60 63233.91 Agency Mortgage-Backed Securities GNMA GNII JM 004948 M N/A 36202FP91 2041-02-20 4.5 56.20 55.04 Agency Mortgage-Backed Securities GNMA GNII SF 734270 C N/A 3620AMW73 2041-03-20 4.5 27441.06 26927.28 Agency Mortgage-Backed Securities GNMA GNMI SF 738112 X N/A 3620ASAM1 2041-03-15 4.5 45.51 45.12 Agency Mortgage-Backed Securities GNMA GNMI SF AF5074 X N/A 36181LT73 2043-08-15 3 6920.17 6310.92 Agency Mortgage-Backed Securities GNMA GNII JM MA6400 M N/A 36179VDD9 2050-01-20 3.5 316.47 286.63 Agency Mortgage-Backed Securities GNMA GNMI SF AY8218 X N/A 36196YDX8 2047-01-15 4 2040.11 1935.03 Agency Mortgage-Backed Securities GNMA GNMI SF AX6248 X N/A 36196H5H9 2047-05-15 5 17988.08 18030.15 Agency Mortgage-Backed Securities GNMA GNII SF CY5647 C N/A 3618G5HY6 2054-01-20 7 75808.93 79513.52 Agency Mortgage-Backed Securities GNMA GNII SF CZ1887 C N/A 3618GDCY4 2054-01-20 7 7439.40 7738.01 Agency Mortgage-Backed Securities GNMA GNII RG CN8579 C N/A 3617F8Q80 2049-07-20 4.5 176191.66 170649.55 Agency Mortgage-Backed Securities GNMA GNII RG CM4717 C N/A 3617YQG23 2049-10-20 4.5 38085.37 36890.63 Agency Mortgage-Backed Securities GNMA GNII ET DK8087 C N/A 3618L76Y8 2065-07-20 7 169025.20 177390.32 Agency Mortgage-Backed Securities GNMA GNMI SF 479289 X N/A 36209RNE9 2030-04-15 8 34.04 34.66 Agency Mortgage-Backed Securities GNMA GNMI SF 479343 X N/A 36209RP49 2030-05-15 8 68.76 70.37 Agency Mortgage-Backed Securities GNMA GNMI SF 394750 X N/A 36205MQB7 2030-07-15 8.5 96.13 97.79 Agency Mortgage-Backed Securities GNMA GNII JM MA4711 M N/A 36179TGU3 2047-09-20 4 1850.14 1743.47 Agency Mortgage-Backed Securities GNMA GNII JM MA4710 M N/A 36179TGT6 2047-09-20 3.5 20769.32 18895.52 Agency Mortgage-Backed Securities GNMA GNMI SF 770607 X N/A 36176M3Q4 2041-08-15 4 19738.32 18809.90 Agency Mortgage-Backed Securities GNMA GNMI SF 770605 X N/A 36176M3N1 2041-08-15 4 2279.54 2185.33 Agency Mortgage-Backed Securities GNMA GNMI SF 766495 X N/A 36176HKG8 2041-10-15 4 53.31 50.85 Agency Mortgage-Backed Securities GNMA GNMI SF 770563 X N/A 36176MZ48 2041-08-15 4.625 3707.40 3658.23 Agency Mortgage-Backed Securities GNMA GNMI SF 738885 X N/A 3620AS2S7 2041-10-15 4 721.29 693.42 Agency Mortgage-Backed Securities GNMA GNMI SF 736749 X N/A 3620AQQA4 2042-08-15 3 14011.68 12801.57 Agency Mortgage-Backed Securities GNMA GNMI SF AX6572 X N/A 36196JJR8 2047-06-15 5 18087.30 18371.74 Agency Mortgage-Backed Securities GNMA GNMI SF AX6548 X N/A 36196JHZ2 2047-06-15 5 10985.70 11038.97 Agency Mortgage-Backed Securities GNMA GNII JM MA6531 M N/A 36179VHG8 2050-03-20 3 2659.28 2342.68 Agency Mortgage-Backed Securities GNMA GNII JM MA6463 M N/A 36179VFC9 2050-02-20 2.5 2207.04 1875.65 Agency Mortgage-Backed Securities GNMA GNII JM MA6402 M N/A 36179VDF4 2050-01-20 4.5 674.67 641.14 Agency Mortgage-Backed Securities GNMA GNII JM MA6398 M N/A 36179VDB3 2050-01-20 2.5 265730.02 225831.54 Agency Mortgage-Backed Securities GNMA GNII JM MA7188 M N/A 36179V6Z8 2051-02-20 4 332.14 307.28 Agency Mortgage-Backed Securities GNMA GNII SF MA7134 M N/A 36179V4T4 2051-01-20 1.5 1592813.17 1261269.11 Agency Mortgage-Backed Securities GNMA GNII JM MA6144 M N/A 36179UZH8 2049-09-20 3 4285.21 3731.30 Agency Mortgage-Backed Securities GNMA GNMI SF AX7977 X N/A 36196K2J1 2047-02-15 4.5 4294.14 4193.75 Agency Mortgage-Backed Securities GNMA GNII JM MA5976 M N/A 36179UT93 2049-06-20 3.5 1131.06 1029.95 Agency Mortgage-Backed Securities GNMA GNII JM MA5755 M N/A 36179UMC3 2049-02-20 5 618.36 610.76 Agency Mortgage-Backed Securities GNMA GNII JM MA5699 M N/A 36179UKL5 2049-01-20 3.5 8957.96 8150.24 Agency Mortgage-Backed Securities GNMA GNII JM MA5518 M N/A 36179UDX7 2048-10-20 4 8290.79 7669.27 Agency Mortgage-Backed Securities GNMA GNII JM MA6274 M N/A 36179U6K3 2049-11-20 3 3844.79 3386.99 Agency Mortgage-Backed Securities GNMA GNMI SF 562288 X N/A 36213RUM7 2033-12-15 6 402.60 411.67 Agency Mortgage-Backed Securities GNMA GNMI SF 604946 X N/A 36200NBP5 2034-01-15 5.5 1475.31 1514.49 Agency Mortgage-Backed Securities GNMA GNMI SF 605618 X N/A 36200NYP0 2034-07-15 5.5 116.05 119.60 Agency Mortgage-Backed Securities GNMA GNMI SF 729331 X N/A 3620AGHG3 2041-07-15 4.625 1415.07 1412.48 Agency Mortgage-Backed Securities GNMA GNMI SF 709558 X N/A 36297EJB2 2041-08-15 4 83.66 80.43 Agency Mortgage-Backed Securities GNMA GNMI SF 744371 X N/A 3620AY6G6 2041-09-15 4 1016.47 968.67 Agency Mortgage-Backed Securities GNMA GNMI SF 770600 X N/A 36176M3H4 2041-09-15 4 1498.08 1427.60 Agency Mortgage-Backed Securities GNMA GNMI SF 727565 X N/A 3620AEJJ0 2041-10-15 4 89.16 85.62 Agency Mortgage-Backed Securities GNMA GNMI SF 615779 X N/A 36290SCQ2 2028-09-15 5 53.22 53.33 Agency Mortgage-Backed Securities GNMA GNII SP 787489 C N/A 3622ADF60 2054-07-20 5.5 2863.23 2912.20 Agency Mortgage-Backed Securities GNMA GNII JM MA7307 M N/A 36179WDL9 2051-04-20 4 304.56 281.76 Agency Mortgage-Backed Securities GNMA GNII JM MA4578 M N/A 36179TCP8 2047-07-20 3.5 38892.91 35384.22 Agency Mortgage-Backed Securities GNMA GNII RG CO7000 C N/A 3617FJX54 2047-01-20 3.5 75952.71 69865.23 Agency Mortgage-Backed Securities GNMA GNII SF MA3521 M N/A 36179R4E6 2046-03-20 3.5 84670.21 79298.36 Agency Mortgage-Backed Securities GNMA GNII SP 786231 C N/A 3622ABY48 2052-06-20 4 9570.59 8993.95 Agency Mortgage-Backed Securities GNMA GNII JM MA7359 M N/A 36179WE87 2051-05-20 2.5 3480.38 2931.98 Agency Mortgage-Backed Securities GNMA GNII ET DK0160 C N/A 3618KYE96 2065-06-20 6 119622.11 122569.00 Agency Mortgage-Backed Securities GNMA GNII ET DI6885 C N/A 3618NQUJ0 2065-03-20 6.5 72192.81 75631.62 Agency Mortgage-Backed Securities GNMA GNII ET DK1600 C N/A 3618L0X56 2065-05-20 4.5 4130.88 3974.64 Agency Mortgage-Backed Securities GNMA GNII ET DG8310 C N/A 3618K5GT3 2064-12-20 7 19252.04 20204.81 Agency Mortgage-Backed Securities GNMA GNII JM MA5069 M N/A 36179TT21 2048-03-20 4.5 1945.30 1893.22 Agency Mortgage-Backed Securities GNMA GNII EP 787846 C N/A 3622ADTB4 2065-01-20 6 660346.38 676613.36 Agency Mortgage-Backed Securities GNMA GNII SP 788161 M N/A 3622AD5W4 2051-06-20 5 1358367.49 1380606.23 Agency Mortgage-Backed Securities GNMA GNII SP 788082 M N/A 3622AD2P2 2049-01-20 3.5 8441622.05 7897100.85 Agency Mortgage-Backed Securities GNMA GNII SP 786835 C N/A 3622ACPU8 2053-08-20 5.5 5413.76 5519.23 Agency Mortgage-Backed Securities GNMA GNII SP 786843 C N/A 3622ACP46 2052-03-20 3 6269.57 5585.00 Agency Mortgage-Backed Securities GNMA GNII SP 786737 C N/A 3622ACLS7 2052-03-20 3 1951799.23 1713431.85 Agency Mortgage-Backed Securities GNMA GNII SP 786646 C N/A 3622ACHX1 2050-07-20 3.5 573057.49 532347.29 Agency Mortgage-Backed Securities GNMA GNII SP 786535 C N/A 3622ACEG1 2053-02-20 5.5 2391.53 2420.76 Agency Mortgage-Backed Securities GNMA GNII SP 787227 C N/A 3622AC4L1 2052-03-20 3 3140.48 2790.87 Agency Mortgage-Backed Securities GNMA GNII ET DN4299 C N/A 3618M6X45 2065-11-20 7 186999.67 196254.35 Agency Mortgage-Backed Securities GNMA GNII SF 544328 C N/A 36212UVV0 2041-08-20 4.5 4204.61 4137.66 Agency Mortgage-Backed Securities GNMA GNMI SF 542756 X N/A 36212S5R3 2031-04-15 7 2895.20 2980.46 Agency Mortgage-Backed Securities GNMA GNMI SF 538089 X N/A 36212MXS3 2030-10-15 8 112.14 115.34 Agency Mortgage-Backed Securities GNMA GNMI SF 537955 X N/A 36212MTL3 2030-07-15 8 20.01 20.44 Agency Mortgage-Backed Securities GNMA GNMI SF 538299 X N/A 36212M7L7 2032-01-15 6 622.29 634.27 Agency Mortgage-Backed Securities GNMA GNMI SF 536622 X N/A 36212LD32 2030-11-15 8 107.55 109.50 Agency Mortgage-Backed Securities GNMA GNMI SF 533924 X N/A 36212HD56 2030-07-15 8.5 154.98 157.89 Agency Mortgage-Backed Securities GNMA GNMI SF 533891 X N/A 36212HC40 2030-06-15 8.5 90.12 91.68 Agency Mortgage-Backed Securities GNMA GNMI SF 532746 X N/A 36212FZK3 2030-07-15 8.5 46.10 47.66 Agency Mortgage-Backed Securities GNMA GNMI SF 532737 X N/A 36212FZA5 2030-07-15 8 187.05 192.87 Agency Mortgage-Backed Securities GNMA GNMI SF 531306 X N/A 36212EGP6 2030-08-15 8.5 166.48 172.23 Agency Mortgage-Backed Securities GNMA GNMI SF 531257 X N/A 36212EE60 2030-07-15 8.5 196.74 200.42 Agency Mortgage-Backed Securities GNMA GNMI SF 531197 X N/A 36212EDA2 2030-06-15 8.5 56.29 57.33 Agency Mortgage-Backed Securities GNMA GNMI SF 532706 X N/A 36212FYB4 2030-07-15 8.5 59.52 62.05 Agency Mortgage-Backed Securities GNMA GNMI SF 537957 X N/A 36212MTN9 2030-07-15 8 41.28 42.02 Agency Mortgage-Backed Securities GNMA GNMI SF 511581 X N/A 36211FJ22 2030-07-15 8.5 90.25 93.26 Agency Mortgage-Backed Securities GNMA GNMI SF 536958 X N/A 36212LQK0 2030-08-15 8 80.17 82.07 Agency Mortgage-Backed Securities GNMA GNMI SF 511731 X N/A 36211FPQ2 2030-10-15 8.5 268.64 276.55 Agency Mortgage-Backed Securities GNMA GNMI SF 543698 X N/A 36212T7K4 2030-11-15 8 462.64 476.74 Agency Mortgage-Backed Securities GNMA GNMI SF 543872 X N/A 36212UFM8 2031-01-15 8.5 21.35 22.08 Agency Mortgage-Backed Securities GNMA GNMI SF 526525 X N/A 36211X4J2 2031-02-15 8.5 103.80 105.77 Agency Mortgage-Backed Securities GNMA GNMI SF 454999 X N/A 36208MNQ4 2031-08-15 5.5 18.63 18.72 Agency Mortgage-Backed Securities GNMA GNMI SF 547957 X N/A 36212YWS8 2031-11-15 6 419.79 437.16 Agency Mortgage-Backed Securities GNMA GNMI SF 565069 X N/A 36213UW63 2032-01-15 6 19.19 19.68 Agency Mortgage-Backed Securities GNMA GNII ET DG3937 C N/A 3618K0LS0 2065-09-20 6.5 17616.68 18487.75 Agency Mortgage-Backed Securities GNMA GNII ET DO7614 C N/A 3618V4N74 2065-12-20 6.5 62562.03 65655.45 Agency Mortgage-Backed Securities GNMA GNII ET DQ0077 C N/A 3618MSCN8 2066-02-20 6.5 16860.27 17663.41 Agency Mortgage-Backed Securities GNMA GNII ET DM7637 C N/A 3618LXPW4 2065-10-20 6.5 99714.47 104645.01 Agency Mortgage-Backed Securities GNMA GNII ET DO5340 C N/A 3618V14Z9 2065-11-20 6 46734.11 47885.41 Agency Mortgage-Backed Securities GNMA GNII ET DN7513 C N/A 3618MAK24 2065-12-20 6.5 291874.85 306200.55 Agency Mortgage-Backed Securities GNMA GNII ET DJ7654 C N/A 3618KUQF7 2065-03-20 6 31581.70 32359.72 Agency Mortgage-Backed Securities GNMA GNAR AT 081145 M N/A 36225DHX5 2034-11-20 5.125 192.14 194.36 Agency Mortgage-Backed Securities GNMA GNAR AT 081179 M N/A 36225DJZ8 2034-12-20 5.125 342.10 350.61 Agency Mortgage-Backed Securities GNMA GNMI SF 636179 X N/A 36291RXG2 2035-02-15 6 84.56 86.51 Agency Mortgage-Backed Securities GNMA GNAR AT 081282 M N/A 36225DM84 2035-03-20 5.625 665.16 678.09 Agency Mortgage-Backed Securities GNMA GNAR AT 081318 M N/A 36225DPC2 2035-04-20 5.625 1310.91 1337.59 Agency Mortgage-Backed Securities GNMA GNII JM MA6210 M N/A 36179U3T7 2049-10-20 3.5 289.19 261.90 Agency Mortgage-Backed Securities GNMA GNII JM MA5254 M N/A 36179TZT5 2048-06-20 4 14637.06 13539.82 Agency Mortgage-Backed Securities GNMA GNII SF MA5112 M N/A 36179TVD4 2033-04-20 4 1058.00 1056.74 Agency Mortgage-Backed Securities GNMA GNMI SF 697709 X N/A 36296QDN6 2038-12-15 6 472.56 500.09 Agency Mortgage-Backed Securities GNMA GNMI SF 698462 X N/A 36296Q5X3 2039-08-15 5 155787.44 159384.06 Agency Mortgage-Backed Securities GNMA GNMI SF 694458 X N/A 36296LQK9 2038-10-15 6 59.33 61.85 Agency Mortgage-Backed Securities GNMA GNMI SF 692606 X N/A 36296JNX9 2039-06-15 4.5 10812.02 10715.54 Agency Mortgage-Backed Securities GNMA GNMI SF 691315 X N/A 36296HAQ2 2038-08-15 6 21.59 22.37 Agency Mortgage-Backed Securities GNMA GNMI SF 688143 X N/A 36296DP44 2038-12-15 6 18.66 20.07 Agency Mortgage-Backed Securities GNMA GNMI SF 682229 X N/A 36295V4N6 2049-07-15 4 87988.73 83071.33 Agency Mortgage-Backed Securities GNMA GNMI SF 678161 X N/A 36295RMJ4 2038-06-15 5 3056.32 3157.11 Agency Mortgage-Backed Securities GNMA GNMI SF 677595 X N/A 36295QXY1 2037-12-15 6 84.76 87.68 Agency Mortgage-Backed Securities GNMA GNMI SF 677227 X N/A 36295QLG3 2038-08-15 6 61.71 65.31 Agency Mortgage-Backed Securities GNMA GNMI SF 676723 X N/A 36295PYU0 2038-02-15 6 18179.32 18978.79 Agency Mortgage-Backed Securities GNMA GNMI SF 674945 X N/A 36295MZJ1 2037-11-15 6 214.63 226.39 Agency Mortgage-Backed Securities GNMA GNMI SF 672590 X N/A 36295KF73 2038-02-15 6 5594.23 5839.94 Agency Mortgage-Backed Securities GNMA GNMI SF 673207 X N/A 36295K3Q4 2038-10-15 6 114.74 121.02 Agency Mortgage-Backed Securities GNMA GNMI SF 670008 X N/A 36295GKV3 2045-05-15 3 23004.27 20636.88 Agency Mortgage-Backed Securities GNMA GNMI SF 668905 X N/A 36295FDJ0 2037-08-15 7.5 221.44 224.09 Agency Mortgage-Backed Securities GNMA GNMI SF 647603 X N/A 36292FNU7 2036-09-15 6.5 858.89 886.05 Agency Mortgage-Backed Securities GNMA GNMI SF 647609 X N/A 36292FN29 2036-09-15 6.5 2539.43 2728.32 Agency Mortgage-Backed Securities GNMA GNMI SF 645935 X N/A 36292DSY9 2037-07-15 6 242.02 251.89 Agency Mortgage-Backed Securities GNMA GNMI SF 635903 X N/A 36291RNU2 2034-11-15 6 352.12 364.74 Agency Mortgage-Backed Securities GNMA GNMI SF 635437 X N/A 36291Q4W1 2035-12-15 6 479.17 496.45 Agency Mortgage-Backed Securities GNMA GNMI SF 626938 X N/A 36291FPX0 2045-04-15 4 14695.35 14308.61 Agency Mortgage-Backed Securities GNMA GNMI SF 622094 X N/A 36291AC72 2033-09-15 4.5 85.32 84.72 Agency Mortgage-Backed Securities GNMA GNMI SF 538717 X N/A 36212NPA9 2035-05-15 5.5 62.62 64.81 Agency Mortgage-Backed Securities GNMA GNMI SF 738945 X N/A 3620AS5E5 2041-11-15 3.5 9887.08 9314.42 Agency Mortgage-Backed Securities GNMA GNII JM 005247 M N/A 36202FZL3 2026-11-20 3.5 77.97 77.97 Agency Mortgage-Backed Securities GNMA GNII JM 005321 M N/A 36202F4E3 2027-02-20 3 560.87 558.52 Agency Mortgage-Backed Securities GNMA GNII SP 785401 C N/A 3622AA3J1 2050-10-20 2.5 774.98 661.97 Agency Mortgage-Backed Securities GNMA GNII JM MA5128 M N/A 36179TVV4 2048-04-20 4.5 668.77 650.87 Agency Mortgage-Backed Securities GNMA GNMI SF CL4396 X N/A 3617YB3D6 2052-03-15 4 33041.61 31202.92 Agency Mortgage-Backed Securities GNMA GNII ET DD8675 C N/A 3618J2T84 2064-09-20 6.5 49158.76 51692.97 Agency Mortgage-Backed Securities GNMA GNMI SF AK0488 X N/A 36183HRH0 2044-10-15 3 5125.35 4597.85 Agency Mortgage-Backed Securities GNMA GNII ET DN4308 C N/A 3618M6YD4 2065-11-20 6 90231.64 92680.53 Agency Mortgage-Backed Securities GNMA GNII ET DP1824 C N/A 3618MGAZ9 2065-12-20 7 60090.74 63064.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0992 M N/A 3618N6C62 2056-03-20 3 477206.41 425772.15 Agency Mortgage-Backed Securities GNMA GNII ET DQ0261 C N/A 3618MSJE1 2066-03-20 6 261018.91 267924.68 Agency Mortgage-Backed Securities GNMA GNII EP 788331 C N/A 3622AEEC6 2065-09-20 7 2223470.31 2312203.08 Agency Mortgage-Backed Securities GNMA GNII ET DQ0264 C N/A 3618MSJH4 2066-02-20 7 38184.93 40074.75 Agency Mortgage-Backed Securities GNMA GNII ET DN3733 C N/A 3618M6EE4 2065-10-20 7 50239.40 52725.76 Agency Mortgage-Backed Securities GNMA GNII ET DP3931 C N/A 3618MJLL2 2065-10-20 6.5 66769.50 70070.96 Agency Mortgage-Backed Securities GNMA GNII ET DN4298 C N/A 3618M6X37 2065-11-20 6.5 788172.82 825716.38 Agency Mortgage-Backed Securities GNMA GNII ET DM5647 C N/A 3618LVHY3 2065-09-20 6.5 167356.74 175631.64 Agency Mortgage-Backed Securities GNMA GNII ET DJ0836 C N/A 3618KL4V6 2065-04-20 7 13742.86 14423.00 Agency Mortgage-Backed Securities GNMA GNII ET DH9421 C N/A 3618KJPE6 2065-08-20 6.5 53285.21 55919.99 Agency Mortgage-Backed Securities GNMA GNII ET DH9412 C N/A 3618KJN57 2065-06-20 6.5 66102.29 69370.76 Agency Mortgage-Backed Securities GNMA GNII ET DH9312 C N/A 3618KJKZ4 2065-02-20 6 122535.12 125553.77 Agency Mortgage-Backed Securities GNMA GNII ET DH9309 C N/A 3618KJKW1 2065-02-20 6 67673.01 69340.06 Agency Mortgage-Backed Securities GNMA GNMI SF CM8256 X N/A 3617YUE59 2052-04-15 4.5 11292.34 11105.73 Agency Mortgage-Backed Securities GNMA GNII RG CM5230 C N/A 3617YQY31 2051-02-20 2 43593.95 35057.76 Agency Mortgage-Backed Securities GNMA GNMI SF CM2189 X N/A 3617YMNE8 2052-03-15 4 13165.67 12379.45 Agency Mortgage-Backed Securities GNMA GNMI SF CM2120 X N/A 3617YMK92 2052-02-15 4 61772.13 59049.48 Agency Mortgage-Backed Securities GNMA GNII RG CM1038 C N/A 3617YLEK6 2050-11-20 2.5 27726.74 23642.02 Agency Mortgage-Backed Securities GNMA GNMI SF CL8514 X N/A 3617YGN76 2052-03-15 4 38576.89 36440.90 Agency Mortgage-Backed Securities GNMA GNMI SF 394688 X N/A 36205MND6 2030-02-15 8.5 71.99 73.17 Agency Mortgage-Backed Securities GNMA GNMI SF 610448 X N/A 36202VEV9 2033-08-15 5.5 583.73 587.58 Agency Mortgage-Backed Securities GNMA GNMI SF 610315 X N/A 36202VAQ4 2033-09-15 5.5 42.46 42.74 Agency Mortgage-Backed Securities GNMA GNMI SF 608850 X N/A 36202TL79 2032-11-15 7 1169.93 1185.06 Agency Mortgage-Backed Securities GNMA GNII JM 005201 M N/A 36202FX68 2041-10-20 4 28.30 26.67 Agency Mortgage-Backed Securities GNMA GNII JM 004949 M N/A 36202FQA7 2041-02-20 4 23.21 21.87 Agency Mortgage-Backed Securities GNMA GNII JM 004918 M N/A 36202FPB6 2041-01-20 4 29.98 28.25 Agency Mortgage-Backed Securities GNMA GNII JM 004879 M N/A 36202FM45 2040-12-20 4 6204.52 5847.20 Agency Mortgage-Backed Securities GNMA GNII JM 004827 M N/A 36202FLG9 2040-10-20 4 3621.53 3413.01 Agency Mortgage-Backed Securities GNMA GNMI SF BD6021 X N/A 3617BMVN4 2047-11-15 5 4955.59 4950.35 Agency Mortgage-Backed Securities GNMA GNMI SF BD6018 X N/A 3617BMVK0 2047-11-15 3.5 4411.60 4071.51 Agency Mortgage-Backed Securities GNMA GNMI SF BD5949 X N/A 3617BMTE7 2047-11-15 5 4593.35 4588.45 Agency Mortgage-Backed Securities GNMA GNMI SF BD5918 X N/A 3617BMSF5 2047-11-15 3.5 5081.64 4718.17 Agency Mortgage-Backed Securities GNMA GNMI SF BD5898 X N/A 3617BMRT6 2047-10-15 3.5 5308.89 4899.62 Agency Mortgage-Backed Securities GNMA GNMI SF 531194 X N/A 36212EC70 2030-06-15 8 104.11 106.37 Agency Mortgage-Backed Securities GNMA GNMI SF 530954 X N/A 36212DZT9 2031-01-15 7.5 429.11 442.21 Agency Mortgage-Backed Securities GNMA GNMI SF 479448 X N/A 36209RTD5 2030-07-15 8.5 18.26 18.59 Agency Mortgage-Backed Securities GNMA GNMI SF 479430 X N/A 36209RST1 2041-10-15 4 801.23 770.27 Agency Mortgage-Backed Securities GNMA GNMI SF 479388 X N/A 36209RRH8 2030-06-15 8.5 148.43 152.56 Agency Mortgage-Backed Securities GNMA GNMI SF 479386 X N/A 36209RRF2 2030-06-15 8.5 264.11 269.00 Agency Mortgage-Backed Securities GNMA GNMI SF CL6996 X N/A 3617YEXZ8 2052-04-15 4 160180.87 151267.18 Agency Mortgage-Backed Securities GNMA GNMI SF AP0301 X N/A 36188KKN2 2045-10-15 3.5 75649.05 73042.38 Agency Mortgage-Backed Securities GNMA GNMI SF CH9027 X N/A 3617X2A49 2051-10-15 3.5 26201.30 24516.86 Agency Mortgage-Backed Securities GNMA GNMI SF AX6549 X N/A 36196JH25 2047-06-15 5 3908.10 3913.45 Agency Mortgage-Backed Securities GNMA GNII ET DJ2152 C N/A 3618KNL92 2065-04-20 7 241282.46 253223.37 Agency Mortgage-Backed Securities GNMA GNII ET DK2115 C N/A 3618L1K41 2065-08-20 7 71990.41 75553.24 Agency Mortgage-Backed Securities GNMA GNMI SF 650731 X N/A 36292J4Q9 2036-01-15 5.5 54.20 55.77 Agency Mortgage-Backed Securities GNMA GNMI SF 617831 X N/A 36290ULL8 2042-03-15 3.5 11629.03 10913.36 Agency Mortgage-Backed Securities GNMA GNMI SF 778935 X N/A 36176XEG0 2042-03-15 3.5 9147.79 8584.72 Agency Mortgage-Backed Securities GNMA GNMI SF 734606 X N/A 3620ANDK3 2042-04-15 3.5 2649.68 2498.14 Agency Mortgage-Backed Securities GNMA GNMI SF 766571 X N/A 36176HMU5 2042-04-15 3.5 6760.77 6348.67 Agency Mortgage-Backed Securities GNMA GNII JM MA0016 M N/A 36179MAR1 2042-04-20 3.5 2927.88 2664.14 Agency Mortgage-Backed Securities GNMA GNMI SF BC3808 X N/A 3617B7GR5 2047-10-15 3.5 1258.76 1160.84 Agency Mortgage-Backed Securities GNMA GNMI SF AW6591 X N/A 36195VKC3 2046-12-15 4.5 743.46 726.15 Agency Mortgage-Backed Securities GNMA GNII JM MA6856 M N/A 36179VTM2 2050-09-20 3 2457.77 2140.07 Agency Mortgage-Backed Securities GNMA GNMI SF CK2682 X N/A 3617XW6T3 2052-02-15 4 9171.34 8653.55 Agency Mortgage-Backed Securities GNMA GNII SP 784559 C N/A 3622A3B41 2047-09-20 3.5 104693.68 97054.56 Agency Mortgage-Backed Securities GNMA GNMI SF 617757 X N/A 36290UJA5 2042-02-15 3.5 18393.74 17300.52 Agency Mortgage-Backed Securities GNMA GNMI SF 758861 X N/A 36230TZ21 2028-03-15 2.5 293.25 289.21 Agency Mortgage-Backed Securities GNMA GNMI SF 756900 X N/A 36230RUZ7 2041-03-15 5 333.37 338.57 Agency Mortgage-Backed Securities GNMA GNMI SF 753180 X N/A 36230MQ91 2028-01-15 3 439.25 436.03 Agency Mortgage-Backed Securities GNMA GNMI SF 752188 X N/A 36230LND7 2046-02-15 3 58365.54 52501.03 Agency Mortgage-Backed Securities GNMA GNMI SF 752171 X N/A 36230LMU0 2030-10-15 2.5 10328.33 9908.49 Agency Mortgage-Backed Securities GNMA GNII ET DP5873 C N/A 3618MLQ24 2065-12-20 6 16927.99 17375.86 Agency Mortgage-Backed Securities GNMA GNII ET DP6203 C N/A 3618ML3L7 2066-03-20 6 65260.35 66986.95 Agency Mortgage-Backed Securities GNMA GNII SF DP4259 C N/A 3618MJWU0 2056-01-20 6 84177.83 87578.78 Agency Mortgage-Backed Securities GNMA GNII ET DP3782 C N/A 3618MJFX3 2065-12-20 6.5 41754.29 43818.86 Agency Mortgage-Backed Securities GNMA GNII ET DP1589 C N/A 3618MFXS2 2066-02-20 6.5 12748.72 13379.09 Agency Mortgage-Backed Securities GNMA GNII ET DK8366 C N/A 3618L8JK2 2065-07-20 7 48600.49 51005.74 Agency Mortgage-Backed Securities GNMA GNII ET DK8338 C N/A 3618L8HP3 2065-06-20 7 18269.89 19174.07 Agency Mortgage-Backed Securities GNMA GNII ET DK6495 C N/A 3618L6GC7 2065-07-20 6 65069.28 66672.26 Agency Mortgage-Backed Securities GNMA GNMI SF 734271 X N/A 3620AMW81 2041-03-15 4 8510.60 8172.39 Agency Mortgage-Backed Securities GNMA GNMI SF 733750 X N/A 3620AMEX6 2042-03-15 3.5 27372.13 25729.30 Agency Mortgage-Backed Securities GNMA GNMI SF 734428 X N/A 3620AM4M1 2041-05-15 4.5 148212.72 145918.83 Agency Mortgage-Backed Securities GNMA GNMI SF 732228 X N/A 3620AKPM2 2040-03-15 4.5 241.06 239.88 Agency Mortgage-Backed Securities GNMA GNMI SF 729376 X N/A 3620AGJV8 2041-07-15 4.625 9375.44 9318.59 Agency Mortgage-Backed Securities GNMA GNMI SF 727528 X N/A 3620AEHD5 2041-09-15 4 21.74 20.86 Agency Mortgage-Backed Securities GNMA GNMI SF 723424 X N/A 3620A9VR9 2039-11-15 5.5 26433.01 27204.07 Agency Mortgage-Backed Securities GNMA GNMI SF 723340 X N/A 3620A9S51 2039-09-15 5.5 64270.81 65512.80 Agency Mortgage-Backed Securities GNMA GNMI SF 723237 X N/A 3620A9PW5 2039-10-15 5 2309.84 2363.19 Agency Mortgage-Backed Securities GNMA GNMI SF 723157 X N/A 3620A9ME8 2039-08-15 5 144085.35 146191.25 Agency Mortgage-Backed Securities GNMA GNMI SF 479290 X N/A 36209RNF6 2030-04-15 8 19.49 19.84 Agency Mortgage-Backed Securities GNMA GNMI SF 479287 X N/A 36209RNC3 2030-04-15 8 123.39 126.46 Agency Mortgage-Backed Securities GNMA GNMI SF 479237 X N/A 36209RLS0 2030-03-15 8.5 44.64 46.04 Agency Mortgage-Backed Securities GNMA GNMI SF 472979 X N/A 36209JM40 2029-06-15 7 87.94 89.04 Agency Mortgage-Backed Securities GNMA GNMI SF 469475 X N/A 36209EQ47 2030-08-15 8.5 99.71 102.73 Agency Mortgage-Backed Securities GNMA GNMI SF 458041 X N/A 36208QZE9 2029-02-15 7 205.09 208.10 Agency Mortgage-Backed Securities GNMA GNMI SF 449514 X N/A 36208FK33 2028-02-15 7 27.38 27.99 Agency Mortgage-Backed Securities GNMA GNMI SF 436190 X N/A 36207MRK4 2041-09-15 4 20511.35 19684.55 Agency Mortgage-Backed Securities GNMA GNMI SF 434343 X N/A 36207KP46 2029-05-15 6 252.41 255.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 13317403.30 10981726.09 Agency Mortgage-Backed Securities GNMA GNII JM MA7756 M N/A 36179WTM0 2051-12-20 2.5 25103.81 21147.79 Agency Mortgage-Backed Securities GNMA GNII JM MA7527 M N/A 36179WLG1 2051-08-20 4 8317.51 7694.72 Agency Mortgage-Backed Securities GNMA GNII JM MA7523 M N/A 36179WLC0 2051-08-20 2 4110.37 3299.18 Agency Mortgage-Backed Securities GNMA GNII JM MA7362 M N/A 36179WFB9 2051-05-20 4 860.77 796.33 Agency Mortgage-Backed Securities GNMA GNII SF MA7254 M N/A 36179WBX5 2051-03-20 2 894725.73 737803.96 Agency Mortgage-Backed Securities GNMA GNII JM MA8088 M N/A 36179W6Z6 2052-06-20 2.5 97508.12 81901.20 Agency Mortgage-Backed Securities GNMA GNII JM MA8087 M N/A 36179W6Y9 2052-06-20 2 17912.25 14406.14 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 8557031.77 7356731.22 Agency Mortgage-Backed Securities GNMA GNII SF MA8878 M N/A 36179X2K1 2053-05-20 5 1370291.82 1367831.69 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0372 170000000.00 170000000.00 .0009 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.670%, 4/7/2026 3.670 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.500 CLBK5290 N/A 3140HJ2Y6 2048-06-01 4.5 265987.55 262158.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 466762.57 471567.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6038 N/A 31418FV87 2041-04-01 5 197200.00 199218.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6720 N/A 3133C7PD3 2053-07-01 5.5 563415.98 570764.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7148 N/A 3133BG5H7 2052-08-01 5 13231.22 13261.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4355 N/A 31339UZU7 2049-11-01 3.5 409194.13 384076.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 79233568.69 64048032.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 69187712.05 63473960.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1747 N/A 3132CX5G3 2041-01-01 5.5 492353.72 503896.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6399 N/A 3133BGDC9 2052-07-01 5 3397615.28 3389993.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK5313 N/A 3140HJ3X7 2048-06-01 4.5 320742.33 315437.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0017 N/A 3142JCAT7 2040-08-01 5 43198.98 43637.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5508 N/A 3133BFDM9 2052-07-01 5 236097.62 237180.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9780 N/A 3140N22N0 2053-06-01 5.5 130680.84 134346.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5070 N/A 31418ET42 2053-07-01 4.5 7268714.27 7028737.67 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0060 N/A 3142JCB66 2041-02-01 4 118486.65 115912.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9633 N/A 31427KV36 2055-12-01 5 4015232.83 3972657.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CNMA5848 N/A 31418FQA8 2035-09-01 5.5 832820.00 852344.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5510 N/A 3142GWDQ9 2055-12-01 5 58569464.71 58182008.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6596 N/A 3140Q2KJ6 2033-03-01 4.03 83200000.00 81215374.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6005 N/A 3142GWU72 2056-03-01 5 57036152.80 56553493.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5810 N/A 3142GWN47 2056-01-01 6 53582984.58 55260453.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5511 N/A 3142GWDR7 2055-12-01 5 62858040.15 62287142.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4813 N/A 3142GVK34 2055-09-01 6.5 58828080.27 62868079.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4682 N/A 31427SFY9 2056-03-01 5 62473405.60 62040943.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2660 N/A 31427P5W0 2055-02-01 6 62308126.59 64181856.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1093 N/A 31427NGB9 2055-01-01 4.5 5108922.23 4958086.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA6026 N/A 31418FVU8 2056-03-01 3.5 423748.80 388667.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6013 N/A 31418FVF1 2041-02-01 3 256842.26 245412.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5792 N/A 31418FNJ2 2055-08-01 5.5 14014.98 14117.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 55455273.27 56774942.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 6628.58 6080.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 320820.82 259456.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0092 N/A 3140Y6C65 2055-02-01 5 10916743.76 10834460.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5098 N/A 3140W5UY8 2052-05-01 3 70172051.20 62370533.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4686 N/A 3140QQF42 2052-09-01 5 1164853.15 1164039.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6620 N/A 3140Q2LA4 2033-03-01 3.83 33436858.40 32227737.03 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-07 2026-04-07 2026-04-07 Y BMO Capital Markets Corp. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0372 800000000.00 800000000.00 .0042 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.670%, 4/1/2026 3.670 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2025-192 NL N/A 38385JP80 2055-11-20 5 2354678.57 2234706.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-171 AL N/A 38385HVJ3 2055-10-20 4.75 157257.14 142534.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-089 PY N/A 38385GGL7 2055-05-20 5.25 29647.43 28429.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-069 JL N/A 38385FFQ9 2055-04-20 4.5 46142.86 42507.54 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-001 MW N/A 38385CQP6 2053-03-20 5 520.10 521.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-065 FJ N/A 38384NLQ6 2054-04-20 4.9729 774911.58 780169.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 NF N/A 38384MWF0 2054-04-20 4.8729 1246965.87 1253902.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-195 BL N/A 38384HQK7 2053-12-20 5.5 285714.29 291033.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-136 PA N/A 38384E4Z5 2053-06-20 7 974.59 994.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-115 E N/A 38384CB65 2057-11-20 5.5 445437.51 450274.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-055 FB N/A 38383X4J0 2053-04-20 4.5229 2302832.82 2300092.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-20O FG N/A 38376RYS9 2066-08-20 4.4833 23636.35 23682.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-8O FA N/A 38376RXY7 2066-08-20 4.5333 1941.91 1949.57 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-8O FT N/A 38376RTW6 2066-02-20 4.5033 15212.70 15246.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-4O DA N/A 38376RT63 2066-12-20 4.4292 82.15 81.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-6O FC N/A 38376RN28 2066-12-20 4.7833 1661.36 1674.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-19O FK N/A 38376RGB6 2065-08-20 4.3833 7689.48 7702.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-20O FB N/A 38376RFJ0 2065-08-20 4.3833 3922.41 3929.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-14O FB N/A 38376RCF1 2065-05-20 4.2133 2802.09 2802.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-3O F N/A 38376RB70 2066-10-20 4.5333 9831.99 9871.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-4O FL N/A 38376R5N2 2067-06-20 4.5274 244257.59 245296.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-5O FC N/A 38375UUV0 2065-02-20 4.2633 3588.17 3591.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-H28 FA N/A 38375BYE6 2062-09-20 4.3633 21.40 21.46 Agency Collateralized Mortgage Obligation FMAC FGRM 4272DC 04/15/43 N/A 3137B6AY7 2043-04-15 2.5 474.47 465.17 Agency Collateralized Mortgage Obligation FMAC FGRM 4231PY 07/15/43 N/A 3137B3JF6 2043-07-15 3.5 35655.65 33720.10 Agency Collateralized Mortgage Obligation FMAC FGRM 4158TY 01/15/43 N/A 3137AXVZ3 2043-01-15 3 52571.43 44982.32 Agency Collateralized Mortgage Obligation FMAC FGRM 4139JC 12/15/42 N/A 3137AWXS9 2042-12-15 2.5 21428.57 16136.39 Agency Collateralized Mortgage Obligation FMAC FGRM 4097DC 06/15/41 N/A 3137ATHY1 2041-06-15 1.5 900.91 874.22 Agency Collateralized Mortgage Obligation FMAC FGRM 4075KB 07/15/42 N/A 3137ARSY3 2042-07-15 2.5 39756.43 31576.28 Agency Collateralized Mortgage Obligation FMAC FGRA 3856BF 03/15/40 N/A 3137AAV34 2040-03-15 4.2367 3760.70 3765.85 Agency Collateralized Mortgage Obligation FNMA FNRM RC055AE R25F055 N/A 3136BWSZ0 2053-04-25 5 3103512.40 3118867.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL098A R24F098 N/A 3136BUCW8 2052-09-25 5.5 2001961.72 2024558.53 Agency Collateralized Mortgage Obligation FNMA FNRA CL016MA R25F016 N/A 3136BU5N6 2055-01-25 7.6119 204661.36 204352.87 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-189 PT N/A 38383LDU1 2051-10-20 2.5 89649.72 74520.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-20O FD N/A 38383K2C5 2074-11-20 4.4729 110643.68 111342.26 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-063 LM N/A 38383REY9 2050-10-20 3.5 4285.71 3604.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2010-H10 FC N/A 38375BCN0 2060-05-20 4.7859 7620.88 7675.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H18 BA N/A 38375B7M8 2063-07-20 4.3833 5671.74 5685.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H20 FA N/A 38375B6D9 2063-08-20 4.3833 474.42 475.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-70 F N/A 38374JBD7 2034-07-20 4.2395 727.44 727.64 Agency Collateralized Mortgage Obligation FMAC FRED MAC SEA CR RISK N/A 35563PK81 2062-10-25 3 2847866.70 2569057.70 Agency Mortgage-Backed Securities FNMA FNRM CL035DA R24F035 N/A 3136BSBV6 2054-04-25 5.5 162347.85 165780.59 Agency Collateralized Mortgage Obligation FNMA FNRM CL086T R21F086 N/A 3136BKYQ9 2048-09-25 2.5 42579.85 38054.95 Agency Collateralized Mortgage Obligation FNMA FNRM CL094CA R20F094 N/A 3136BDLU0 2044-11-25 1.5 42838.59 37451.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-156 HL N/A 38383BMN9 2052-05-20 4.75 160749.25 160547.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-156 BY N/A 38383BKM3 2055-09-20 5 2497379.71 2408132.52 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-04O FC N/A 38382YS46 2073-01-20 4.5229 44868.44 45176.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-098 HM N/A 38382GTQ5 2050-04-20 2.6 14908.08 12870.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-119 JE N/A 38381YZE7 2049-09-20 3 226.84 200.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-70 KY N/A 38381VZ29 2043-08-20 3 265439.51 245310.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-134 EF N/A 38381UFC1 2055-08-20 4.7729 734247.96 738747.72 Agency Collateralized Mortgage Obligation FNMA FNRM RC062CE R10F062 N/A 31398RWN1 2040-03-25 4.5 1418.33 1421.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL024NA R08F024 N/A 31397LDB2 2037-06-25 6.75 117.54 123.42 Agency Collateralized Mortgage Obligation FNMA FNRA CL064FA R07F064 N/A 31396WVQ6 2037-07-25 4.2464 1012.41 997.19 Agency Collateralized Mortgage Obligation FMAC FGRM 2716DS 05/15/33 N/A 31394MM98 2033-05-15 5.5 24150.26 24815.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL025B R03F025 N/A 31393AQQ3 2033-04-25 5.5 7117.95 7263.40 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2020 N/A 3136BCFU9 2049-11-25 0.8128 21368.96 15780.98 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2020 N/A 3136BCFT2 2049-11-25 0.8128 159603.60 117867.31 Agency Collateralized Mortgage Obligation FNMA FNRM RC062HG R20F062 N/A 3136BBXN7 2050-09-25 1.375 3078387.81 2327925.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-139 PN N/A 38381QZW4 2055-08-20 5 59876.57 55998.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-127 KA N/A 38381PU43 2055-06-20 0.01 186267.38 175074.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-15 A N/A 38381RMH9 2048-07-20 0.5328 37714.29 22465.98 Agency Collateralized Mortgage Obligation FMAC FERM 5650CA 04/25/50 N/A 3137HR2K4 2050-04-25 4.5 5575987.71 5475792.79 Agency Collateralized Mortgage Obligation FMAC FERA 5650BF 04/25/56 N/A 3137HR2G3 2056-04-25 4.4216 11020408.14 11057887.82 Agency Collateralized Mortgage Obligation FMAC FERM 5565QA 08/25/55 N/A 3137HMP20 2055-08-25 4.5 1166909.15 1154974.01 Agency Collateralized Mortgage Obligation FMAC FERA 5499FH 02/25/55 N/A 3137HJWY9 2055-02-25 4.8619 16890.06 16847.87 Agency Collateralized Mortgage Obligation FMAC FERM 5504DA 07/25/51 N/A 3137HJDX2 2051-07-25 5.5 2126169.19 2161474.94 Agency Collateralized Mortgage Obligation FMAC FERA 5500AF 02/25/55 N/A 3137HJ7M3 2055-02-25 4.6619 20898.50 20862.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL086JA R18F086 N/A 3136B3SX9 2047-05-25 4 5496.48 5487.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL064A R18F064 N/A 3136B22V3 2048-09-25 3 22816.37 20383.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL110PB R17F110 N/A 3136B0NX0 2057-02-25 3 5571.43 4199.73 Agency Collateralized Mortgage Obligation FNMA FNRM RC056PA R17F056 N/A 3136AXBX2 2045-12-25 3 64611.35 60872.03 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2017 N/A 3136AV6R5 2027-06-25 2.898 6225693.13 6138601.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC059LM R15F059 N/A 3136APWA6 2045-07-25 3 16209.28 15218.54 Agency Collateralized Mortgage Obligation FNMA FNRM RC036LB R15F036 N/A 3136ANL47 2045-06-25 2 108565.02 91257.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL065VD R14F065 N/A 3136AK6H1 2033-04-25 3.5 2183.17 2180.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL086LG R13F086 N/A 3136AF2S2 2043-08-25 3.5 17000.00 14595.82 Agency Collateralized Mortgage Obligation FNMA FNRM RC019KC R13F019 N/A 3136ACPY1 2041-10-25 2 522564.84 501626.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL009MB R12F009 N/A 3136A3H79 2027-02-25 3 1964.74 1951.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-006 LA N/A 38381BK78 2048-12-20 3.5 27685.45 25521.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-050 FM N/A 38385NK52 2056-03-20 4.4722 1428571.43 1416082.16 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 DY N/A 38385MY42 2056-02-20 4.5 343428.57 298269.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 HT N/A 38385MW85 2056-02-20 5 313736.55 310803.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 NL N/A 38385MJ80 2056-02-20 4.5 1955142.86 1765879.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 DF N/A 38385MH74 2066-02-20 4.3729 1699365.67 1696307.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 PL N/A 38385MA55 2056-02-20 4.5 7196.29 5916.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 LB N/A 38385M4K9 2056-02-20 4 200971.68 191025.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-003 HB N/A 38385LN87 2056-01-20 4.5 244333.43 220160.30 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 JP N/A 38385LJN9 2056-01-20 4.5 284059.59 276463.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-211 GT N/A 38385KUH1 2055-12-20 4.75 773212.81 757902.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-192 PN N/A 38385JXU2 2055-06-20 4.5 15259.71 13923.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-06O JF N/A 38380QN73 2071-04-20 5.1729 593204.94 604271.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-17O EF N/A 38380QMM1 2070-10-20 5.0033 478667.87 485523.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-13O FM N/A 38380QGX4 2070-08-20 4.1833 12582.89 12576.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-09O NF N/A 38380QBN1 2070-04-20 5.0333 47056.15 47762.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O FB N/A 38380LWN9 2069-07-20 4.4833 1099234.65 1105133.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-0O FD N/A 38380LVR1 2069-06-20 4.7833 645444.96 651265.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-5O FT N/A 38380LSX2 2069-04-20 3.93 349.66 350.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-1O FT N/A 38380LNQ2 2068-10-20 4.1833 213.06 213.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-9O FC N/A 38380LMB6 2068-10-20 4.1333 55407.72 55344.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-7O FG N/A 38380LLH4 2068-10-20 4.7317 348567.85 350975.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-20O FA N/A 38380QSX1 2070-04-20 4.1333 1107655.83 1101836.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-6O AF N/A 38380LF40 2069-10-20 4.4833 298377.66 299852.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O BF N/A 38380LDD2 2068-06-20 4.5574 264604.86 265521.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-6O PF N/A 38380LBS1 2068-02-20 4.0833 23377.36 23331.74 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-140 JD N/A 38378GGR3 2041-01-20 1.75 7568.68 7331.52 Agency Collateralized Mortgage Obligation FMAC FERA 5399FB 04/25/54 N/A 3137HCHB1 2054-04-25 4.5619 216027.48 216328.04 Agency Collateralized Mortgage Obligation FMAC FGRM 3726PA 08/15/40 N/A 3137GAB55 2040-08-15 3 89.83 89.90 Agency Collateralized Mortgage Obligation FMAC FGRM 5092XA 01/15/41 N/A 3137FYEX0 2041-01-15 1 33534.18 29127.74 Agency Collateralized Mortgage Obligation FMAC FERM 5042LK 11/25/50 N/A 3137FXQM3 2050-11-25 2 62879.85 44863.99 Agency Collateralized Mortgage Obligation FMAC FGRM 4898PL 07/15/49 N/A 3137FMPE6 2049-07-15 4 23285.71 18480.27 Agency Collateralized Mortgage Obligation FMAC FERM 5422CY 06/25/54 N/A 3137HDDP2 2054-06-25 5.5 71428.57 72272.52 Agency Collateralized Mortgage Obligation FMAC FGRM 4793CD 06/15/48 N/A 3137FEXM7 2048-06-15 3 25979.36 22879.19 Agency Collateralized Mortgage Obligation FMAC FGRM 4753BD 01/15/48 N/A 3137FDV82 2048-01-15 3 17818.72 15966.28 Agency Collateralized Mortgage Obligation FMAC FGRM 4751PL 12/15/47 N/A 3137FDB35 2047-12-15 3 137420.71 106155.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4717BY 09/15/47 N/A 3137FAZY7 2047-09-15 3 12428.57 9398.97 Agency Collateralized Mortgage Obligation FMAC FERM 5057NA 10/25/50 N/A 3137F7VK8 2050-10-25 2 31903.23 25664.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4648ND 09/15/46 N/A 3137BULA4 2046-09-15 3 235533.14 215022.21 Agency Collateralized Mortgage Obligation FMAC FTRA 4638FA 07/15/40 N/A 3137BTH38 2040-07-15 4.2357 4034.25 4003.95 Agency Collateralized Mortgage Obligation FNMA FNRM CL047YA R13F047 N/A 3136AEBJ5 2040-05-25 2 67721.01 61160.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-8O FB N/A 38375UUZ1 2065-03-20 4.4133 985.31 987.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-07O FG N/A 38382YQH9 2072-03-20 4.4229 10487.46 10522.58 Agency Collateralized Mortgage Obligation FMAC FERA 5580FC 09/25/55 N/A 3137HMXP0 2055-09-25 4.7619 11691396.57 11706275.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-9O FC N/A 38380LET6 2068-06-20 4.6274 2770461.69 2784970.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL006BY R25F006 N/A 3136BUTL4 2055-02-25 5.5 300708.86 302213.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-26O DF N/A 38382YJ20 2072-12-20 4.6929 98772.65 100260.46 Agency Collateralized Mortgage Obligation FMAC FGRM 3872BA 06/15/41 N/A 3137ACJ34 2041-06-15 4 1174.75 1151.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-050 FD N/A 38385ND92 2056-03-20 4.6212 2142857.14 2139248.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-5O FC N/A 38380LJM6 2068-09-20 4.9266 297255.08 299348.75 Agency Collateralized Mortgage Obligation FMAC FERM 5650DA 06/25/53 N/A 3137HR2Y4 2053-06-25 5 3571428.43 3571805.81 Agency Collateralized Mortgage Obligation FNMA FNRM RC068PG R05F068 N/A 31394E7B8 2035-08-25 5.5 1999.46 2040.35 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 JD N/A 38385MX84 2055-09-20 4.5 2919325.28 2872519.74 Agency Collateralized Mortgage Obligation FNMA FNRA CL081FL R22F081 N/A 3136BPJF9 2052-11-25 4.9119 67909.96 67905.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-099 JW N/A 38383R7N1 2052-01-20 2.5 14285.71 12012.26 Agency Collateralized Mortgage Obligation FNMA FNRM CL016HL R10F016 N/A 31398MRX6 2040-03-25 4.5 14120.31 14102.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-3O FA N/A 38376RP91 2066-12-20 4.5508 17453.68 17566.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-11O FG N/A 38380Q6M9 2071-06-20 5.0729 631043.95 642938.20 Agency Collateralized Mortgage Obligation FNMA FNRM CL084GT R24F084 N/A 3136BTTZ6 2054-11-25 0.125 4716665.43 3773163.33 Agency Collateralized Mortgage Obligation FMAC FERM 5435AT 07/25/54 N/A 3137HDT75 2054-07-25 0.125 70177.08 58541.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-192 PL N/A 38385JXT5 2055-11-20 4.5 87555.86 75036.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 PN N/A 38385MA63 2056-02-20 4.5 1018543.00 907808.02 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-192 CH N/A 38385JB77 2052-10-20 4.75 636710.61 633324.80 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-187 DA N/A 38384Y2J9 2052-10-20 5 547.27 548.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-4O FK N/A 38376R5E2 2067-05-20 3.7 307.62 306.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-003 HY N/A 38385LQ50 2056-01-20 4.5 238258.00 209870.99 Agency Collateralized Mortgage Obligation FMAC FERA 5549DF 06/25/55 N/A 3137HLSP8 2055-06-25 5.0619 54098.10 54220.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-H21 CF N/A 38375BWA6 2061-05-20 4.4833 28.72 28.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H08 BF N/A 38375BN99 2063-03-20 4.1833 11744.70 11718.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-131 DM N/A 38379E2L5 2044-02-20 3 520.43 513.35 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-01O FA N/A 38382YKM4 2072-01-20 4.0229 1125635.83 1113910.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-3O FA N/A 38375UEJ5 2064-01-20 4.3833 596.97 598.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-34 PT N/A 38380GE91 2047-09-20 2.5 21072.94 18385.47 Agency Collateralized Mortgage Obligation FMAC FERM 4902BG 01/25/49 N/A 3137FMZV7 2049-01-25 2 54625.36 47443.59 Agency Collateralized Mortgage Obligation FNMA FNRM CL009EA R19F009 N/A 3136B32X7 2047-07-25 3 181574.08 176345.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-4O FG N/A 38380VPC9 2068-02-20 4.0633 9960.32 9939.06 Agency Collateralized Mortgage Obligation FNMA FNRA CL047FJ R25F047 N/A 3136BWNH5 2055-06-25 4.6919 126796.70 128355.79 Agency Collateralized Mortgage Obligation FMAC FGRM 4272DG 04/15/43 N/A 3137B6B34 2043-04-15 3 1005.87 990.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-13O FA N/A 38380QGQ9 2070-07-20 4.2333 104799.11 104239.13 Agency Collateralized Mortgage Obligation FMAC FERM 5481AT 12/25/54 N/A 3137HHNW7 2054-12-25 0.125 5332470.57 4264201.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-6O FC N/A 38376RSJ6 2066-02-20 4.7033 81576.59 82076.75 Agency Collateralized Mortgage Obligation FNMA FNRM CL025PL R18F025 N/A 3136B1VF8 2048-04-25 3.5 8313.71 6879.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-3O FS N/A 38375UEN6 2064-02-20 4.4333 17612.45 17682.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-H08 FA N/A 38375BLH3 2061-02-20 4.3833 20108.85 20160.76 Agency Collateralized Mortgage Obligation FNMA FNRM CL098PK R25F098 N/A 3136BX2G8 2054-08-25 4.5 1838602.40 1831770.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-H25 FA N/A 38375BXY3 2061-12-20 4.4833 3620.19 3581.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-159 FN N/A 38384YDU2 2054-10-20 4.7429 1060280.61 1065816.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-17O DF N/A 38380QMH2 2070-10-20 5.0033 1120353.31 1137829.45 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-08O KF N/A 38383KYE6 2074-05-20 4.5229 20468.33 20663.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-051 CK N/A 38379A7B0 2026-07-16 2.5 3.83 3.82 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 FN N/A 38385MJ64 2056-02-20 4.4129 854312.92 844935.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 GL N/A 38385MM86 2054-10-20 4.5 121086.29 110179.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-H08 FC N/A 38375BQS4 2062-04-20 4.3533 1214.25 1216.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL036DB R11F036 N/A 31397SC51 2026-05-25 3 6.21 6.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-056 V N/A 38384TRQ7 2039-05-16 4.25 2857142.86 2600801.90 Agency Mortgage-Backed Securities GNMA GNRA 2026-056 C N/A 38384TRN4 2067-09-16 4.5 855486.71 750690.45 Agency Mortgage-Backed Securities GNMA GNRM 2026-056 AN N/A 38384TRK0 2063-01-16 4.5 724867.71 682100.52 Agency Mortgage-Backed Securities GNMA GNRM 2025-183 BC N/A 38384TAD4 2065-02-16 4.5 25327.29 21687.20 Agency Mortgage-Backed Securities GNMA GNRA 2023-197 B N/A 38384GTN0 2065-09-16 4.25 160000.00 138717.23 Agency Mortgage-Backed Securities GNMA GNRA 2023-119 BA N/A 38384CES4 2064-03-16 4 158571.43 138318.42 Agency Mortgage-Backed Securities FNMA MNRA CL0051A2C R24M0 N/A 3136BTHF3 2034-08-25 4.45 132714.29 131052.48 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 35802YAF8 2037-06-25 4.4834 221543.09 221557.30 Agency Mortgage-Backed Securities FNMA MNRA RC0011AR23M001 N/A 3136BPRV5 2032-04-25 3.4345 209936.22 203667.45 Agency Mortgage-Backed Securities FNMA MNRA CL005A3 R22M005 N/A 3136BLN89 2034-01-25 2.3353 213571.43 183731.83 Agency Mortgage-Backed Securities FNMA MNRM CL03GA1 R21M03G N/A 3136BG3B5 2031-01-25 1.181 492.37 491.14 Agency Mortgage-Backed Securities GNMA GNRA 2026-023 D N/A 38381SRE9 2067-04-16 4.5 375533.57 329238.92 Agency Mortgage-Backed Securities GNMA GNRM 2026-023 CB N/A 38381SRD1 2066-07-16 4.5 165025.57 153866.38 Agency Mortgage-Backed Securities FNMA MNRM CL0213A1 R19M02 N/A 3136B6XB4 2034-06-25 2.1 41814.08 41615.88 Agency Mortgage-Backed Securities GNMA GNRM 2025-144 VL N/A 38381MU32 2039-12-16 5 242988.94 245296.53 Agency Mortgage-Backed Securities GNMA GNRA 2024-082 LD N/A 38381LHR6 2066-02-16 5.25 33571.43 33076.65 Agency Mortgage-Backed Securities GNMA GNRA 2024-070 LA N/A 38381LDK5 2060-02-16 4.5 342857.14 302898.17 Agency Mortgage-Backed Securities GNMA GNRA 2024-017 BH N/A 38381JW52 2065-06-16 4.5 212857.14 194397.32 Agency Mortgage-Backed Securities GNMA GNRM 2022-003 B N/A 38381ETU2 2061-02-16 1.85 100000.00 50479.27 Agency Mortgage-Backed Securities GNMA GNRM 2022-007 AT N/A 38381EPK8 2064-02-16 4 919506.92 889765.78 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HPEX7 2030-11-25 4.092 6714285.71 6678760.43 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137HPER0 2054-06-25 2.776 1424201.74 1362807.69 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES N/A 3137HJZS9 2032-01-25 4.8 2142857.14 2193833.57 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HJ5Y9 2029-11-25 4.7 6285714.29 6400112.19 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHUN9 2029-10-25 4.63 5717857.14 5807955.32 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHUF6 2033-12-25 4.674 1626676.26 1644459.09 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHHY0 2034-09-25 4.489 1517857.14 1513977.25 Agency Mortgage-Backed Securities FNMA FNRA CL012A2 R16M012 N/A 3136AUKX8 2026-09-25 2.4356 24394.11 24269.60 Agency Mortgage-Backed Securities FNMA FNRA RC0061A R13M006 N/A 3136AC7M7 2043-02-25 3.3839 12720.23 12388.29 Agency Mortgage-Backed Securities GNMA GNRM 2021-021 AH N/A 38380RTP5 2063-06-16 1.4 11747.79 8892.25 Agency Mortgage-Backed Securities GNMA GNRM 2020-010 AG N/A 38380NQ77 2060-05-16 2.25 4427.42 3769.25 Agency Mortgage-Backed Securities GNMA GNRM 2016-11 AD N/A 38379RCR2 2043-11-16 2.25 833.42 819.63 Agency Mortgage-Backed Securities GNMA GNRA 2013-107 AD N/A 38378KYP8 2047-11-16 2.775 49516.06 45202.34 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HBLV4 2028-12-25 4.572 137285.71 138904.04 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HAST4 2028-09-25 4.85 767344.57 781438.90 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES N/A 3137HASK3 2033-08-25 4.5 461695.29 462620.06 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES N/A 3137HAMN3 2028-08-25 5.272 3840.15 3889.52 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FBU79 2027-09-25 3.187 37313.43 36925.84 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FBAB2 2027-08-25 3.038 46337.86 46077.84 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137BXQY1 2027-03-25 3.224 160714.29 159937.82 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2021-SB8 N/A 30320MAG6 2041-03-25 1.75 427192.92 377134.17 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB8 N/A 30317QAE7 2030-10-25 1.11 611511.34 534645.59 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 N/A 30315EAC0 2040-03-25 1.19 712935.22 691916.94 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB4 N/A 30306NAE7 2037-12-25 4.4834 271679.46 271266.55 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 N/A 30297PAK9 2038-07-25 3.75 1156827.71 1132463.76 Agency Mortgage-Backed Securities FNMA MNRA CL007A1 R21M007 N/A 3136BFQY2 2031-03-25 1.7085 57637.11 55506.17 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2021-SB9 N/A 30325WAC8 2031-10-25 1.81 100145.66 89100.53 Agency Mortgage-Backed Securities GNMA GNRA 2023-191 E N/A 38381JL70 2065-05-16 4 112142.86 89572.24 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SEREIES K N/A 3137FQKB8 2029-05-25 2.184 36603.87 35590.78 Agency Mortgage-Backed Securities FNMA MNRA CL0491A1 R20M04 N/A 3136BCC73 2030-11-25 1.2554 133220.71 126439.89 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FGZT5 2028-06-25 3.926 1237285.71 1234359.12 Agency Mortgage-Backed Securities GNMA GNRM 2024-090 AC N/A 38381LGD8 2066-07-16 2 56660.41 43391.31 Agency Mortgage-Backed Securities FNMA MNRA CL020A1 R21M020 N/A 3136BJSE6 2031-10-25 1.8401 1333711.11 1259141.10 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 30303HAL7 2037-02-25 3.08 37820.41 37256.04 Agency Mortgage-Backed Securities GNMA GNRA 2026-023 C N/A 38381SRC3 2066-12-16 4.5 169177.71 155580.73 Agency Mortgage-Backed Securities GNMA GNRA 2026-023 E N/A 38381SRF6 2067-11-16 4.5 104314.86 84442.15 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HMCK4 2030-07-25 4.29 2352285.71 2361643.11 Agency Mortgage-Backed Securities FNMA MNRM CL02GA1 R21M02G N/A 3136BHB65 2031-03-25 1.198 128231.47 119355.71 Agency Mortgage-Backed Securities FMAC FRESB MORTGAGE TRUST N/A 30322KAG8 2031-06-25 1.41 454375.68 395123.73 Agency Mortgage-Backed Securities GNMA GNRM 2025-144 VE N/A 38381MU24 2039-07-16 5 459530.58 466628.34 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137FARL4 2046-08-25 5.9688 56031.40 56092.53 Agency Mortgage-Backed Securities FMAC FRESB MORTGAGE TRUST N/A 30323PAH4 2031-07-25 1.6 126053.57 110635.12 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2021-SB8 N/A 30321CAT9 2041-05-25 1.59 158842.32 139809.36 Agency Mortgage-Backed Securities GNMA GNRA 2026-016 G N/A 38384TNB4 2068-02-16 4.5 84438.43 71390.07 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F2LK0 2027-06-25 3.2 12142.86 12036.31 Agency Mortgage-Backed Securities GNMA GNRA 2026-056 AM N/A 38384TRJ3 2067-01-16 4.5 513205.86 465702.50 Agency Mortgage-Backed Securities GNMA GNRA 2026-056 D N/A 38384TRP9 2068-11-16 4.5 206183.00 171129.83 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2021-SB8 N/A 30320WAQ2 2041-01-25 1.66 276928.39 244368.35 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FLYK4 2034-03-25 3.542 24285.71 22726.81 Agency Mortgage-Backed Securities FNMA MNRM CL023AB R21M023 N/A 3136BKAW2 2031-11-25 0.5 596018.90 500728.99 Agency Mortgage-Backed Securities GNMA GNRA 2025-217 BH N/A 38384REQ5 2068-02-16 4.5 1344946.43 1218950.50 Agency Mortgage-Backed Securities GNMA GNRM 2022-037 B N/A 38381EXY9 2062-01-16 1.9 125714.29 66926.05 Agency Mortgage-Backed Securities FNMA MNRA CL005A1 R21M005 N/A 3136BD5K0 2033-01-25 1.4624 816277.98 779292.69 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HA4B9 2030-03-25 4.412 527142.86 531683.49 Agency Mortgage-Backed Securities GNMA GNRA 2024-067 LD N/A 38381KCV4 2065-10-16 4.25 1035714.29 917234.44 Agency Mortgage-Backed Securities FNMA MNRA RC008ADP R19M00 N/A 3136B4TV0 2029-04-25 4.0044 7392.63 7304.47 Agency Mortgage-Backed Securities GNMA GNRM 2023-091 AC N/A 38381JJR9 2055-02-16 4 3979.36 3880.52 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2021-SB8 N/A 30318NAE3 2041-01-25 1.32 903418.81 792584.68 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FQJZ7 2034-10-25 2.859 717857.14 631864.68 Agency Mortgage-Backed Securities FNMA MNRM CL020A1 R20M020 N/A 3136B9PH4 2029-10-25 1.086 21982.72 21613.63 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 150000000.00 150000000.00 .0008 N Y Y N BMO Bank, N.A. BMO Bank, N.A., REPO, 3.670%, 4/1/2026 3.670 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2020-032 MA N/A 38382DQB8 2048-11-16 2 3798599.52 3295420.57 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-42 AC N/A 38376MSP3 2041-08-20 3 17554740.72 16233974.69 Agency Collateralized Mortgage Obligation FNMA FNRM CL099KC R20F099 N/A 3136BDFA1 2035-11-25 1 26592571.06 23642080.97 Agency Collateralized Mortgage Obligation FNMA FNRM RC081AB R20F081 N/A 3136BCKX7 2035-11-25 1 41725443.56 37002679.71 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-117 MD N/A 38382WEV5 2042-05-20 1.25 1113136.31 947976.56 Agency Collateralized Mortgage Obligation GNMA GNII JP 786156 M N/A 3622ABWR9 2037-03-20 1.5 22466958.36 20334799.08 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M N/A 36179NVP0 2043-12-20 4 14682930.45 14114397.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4453 N/A 31418D5P3 2051-09-01 2 29032184.05 22772080.66 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL9630 N/A 3140J2VY9 2028-01-01 1.08 86214.60 81923.61 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL8467 N/A 3140J1MR6 2027-10-01 0.93 308212.89 294070.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 16399934.96 14632317.17 Agency Mortgage-Backed Securities FNMA MNRM CL013PT R20M013 N/A 3136B9NR4 2031-06-25 2.24 55881355.57 52920239.81 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 N N N .0372 200000000.00 200000000.00 .0011 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 4/30/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 03.000 CIMA3695 N/A 31418DC91 2034-07-01 3 295201.11 284966.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3694 N/A 31418DC83 2049-07-01 4.5 401.88 393.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 10928.46 9262.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3385 N/A 31418CXP4 2048-06-01 4.5 70.50 69.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3345 N/A 31418CWF7 2028-04-01 3.5 34610.43 34504.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3366 N/A 31418CW42 2028-05-01 3.5 660.04 653.78 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7997 N/A 3140B83F6 2055-05-01 7 560025.31 596334.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7144 N/A 3140B75E9 2055-10-01 6 894607.44 917815.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CNQS0347 N/A 3133HML49 2036-02-01 5.5 953939.78 978836.97 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN6384 N/A 3133GDCV0 2036-05-01 1.5 477590.70 428842.07 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN4142 N/A 3133GAS72 2035-11-01 1.5 12656.92 11439.67 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN3917 N/A 3133GAK62 2035-10-01 2 516261.14 474406.13 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN3131 N/A 3133G9PQ6 2035-08-01 1.5 945119.28 854246.06 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ8290 N/A 3133D0F71 2054-10-01 7.5 810771.06 866745.89 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ4194 N/A 3133CUUT1 2054-09-01 7.5 1462124.55 1579202.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3300 N/A 3133CTUZ0 2054-08-01 5 955347.24 949710.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8893 N/A 3140B93B3 2055-09-01 6.5 1557090.80 1668347.54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2966 N/A 3133CTJK6 2054-07-01 7 1942422.48 2078755.93 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH9563 N/A 3133CNTU6 2054-01-01 7.5 555973.08 598825.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0619 N/A 3133CCVL7 2053-09-01 6.5 769131.95 818599.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH0481 N/A 3133CCRA6 2053-09-01 5.5 16492.61 16791.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG9472 N/A 3133CAQZ6 2053-08-01 6.5 50478.62 52792.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7977 N/A 3133C82J3 2053-07-01 5.5 1122331.46 1139982.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190445 N/A 31368HP64 2055-03-01 6.5 1106027.41 1148461.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190363 N/A 31368HML4 2035-11-01 5.5 19885.66 20566.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310104 N/A 31374CNV4 2037-08-01 5.5 306.40 313.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO4181 N/A 3133WNUE8 2040-09-01 6.5 459532.18 480306.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4009 N/A 3133WNN22 2040-08-01 3.5 310593.93 299333.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2341 N/A 3133WLS62 2039-07-01 5 353902.73 359480.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO2681 N/A 3133WL6S8 2039-11-01 3.5 83978.36 80935.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO1222 N/A 3133WKLB0 2038-03-01 4 13110.79 12827.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9074 N/A 3133WGCK9 2054-06-01 6 36092.95 37135.31 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI7729 N/A 3133WESS0 2054-06-01 7.5 1076171.63 1155825.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6911 N/A 3133WDVC3 2054-06-01 6 205787.07 210767.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PRE6145 N/A 3133N3ZJ6 2054-05-01 7 307398.02 319948.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6168 N/A 3133N3Z98 2055-12-01 6 835940.94 846445.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5251 N/A 3133LPZQ3 2035-07-01 5 63965.27 64831.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 649839.01 665073.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9371 N/A 3142JYMV1 2056-02-01 5.5 1309140.00 1329826.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5225 N/A 3133WPYW9 2041-03-01 5.5 943004.22 975839.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5490 N/A 3142JUC40 2056-01-01 6.5 424515.38 445345.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5288 N/A 3133LP2V8 2036-03-01 4.5 95431.29 95697.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7155 N/A 3142JV5R5 2056-02-01 5.5 969758.21 993138.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1110 N/A 3140W1GU1 2054-09-01 4.5 347984.42 338260.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4529 N/A 3142GVA76 2055-05-01 6 285107.92 291764.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 2352398.48 2070557.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2282 N/A 3132DPRB6 2052-01-01 3.5 508771.12 470807.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2198 N/A 3132DPNP9 2053-01-01 6 4202.19 4381.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1605 N/A 3132DNYA5 2051-12-01 2.5 3910.36 3290.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1015 N/A 3132DNDU4 2048-05-01 4.5 69494.87 68741.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 N/A 3132DNB44 2052-04-01 3.5 1052.63 980.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 650072.80 649271.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 86154.00 83911.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1708 N/A 3132DN3R2 2050-08-01 2.5 399893.65 342385.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0498 N/A 3132DMRT4 2044-06-01 3 221030.04 202580.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD0294 N/A 3132DMKF1 2050-03-01 4.5 148430.08 145565.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTSC0484 N/A 3132D9RD8 2044-02-01 5 1069226.93 1075066.69 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0447 N/A 3132D9P81 2042-05-01 2 63923.30 55426.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0111 N/A 3132D9DQ4 2038-06-01 3 422388.29 397415.85 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8503 N/A 3132D6NU0 2035-08-01 2 159770.49 147513.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8500 N/A 3132D6NR7 2035-07-01 2.5 131249.68 124776.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8374 N/A 3132D6JT8 2040-03-01 3.5 777778.33 749449.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8347 N/A 3132D6HY9 2040-01-01 4 32924.47 32212.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU1350 N/A 3140M2QC9 2052-02-01 3 473703.45 417091.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR7647 N/A 3140L6P99 2051-04-01 2 420220.34 343171.55 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR4700 N/A 3140L3GJ4 2036-03-01 1.5 10627.80 9572.74 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR1069 N/A 3140KYFK5 2036-05-01 1.5 11262.65 10140.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO4672 N/A 3140K0FN3 2049-11-01 2.5 772719.49 661707.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO4671 N/A 3140K0FM5 2049-11-01 3 249642.54 226192.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBM5461 N/A 3140JAB72 2039-01-01 4 40622.32 39797.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 2098981.92 1848342.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 162522.74 149253.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 1991421.42 1681971.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 3623.26 3533.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5213 N/A 31329NYJ1 2047-12-01 3.5 319615.78 298687.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3960 N/A 3132E0MH2 2053-10-01 6 580327.37 594829.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0463 N/A 3132CWQQ0 2036-01-01 2.5 389221.80 368181.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 196287.35 190494.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6203 N/A 3132DT3L2 2052-06-01 3 11252.24 9898.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3042 N/A 31427ALY1 2055-09-01 6.5 605180.55 641834.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8850 N/A 3140BMZQ6 2055-09-01 6.5 974858.46 1022183.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1713 N/A 3140BR3X5 2055-10-01 6.5 464332.22 486372.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9375 N/A 31426UMZ4 2055-08-01 6.5 832356.92 875684.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9812 N/A 3140QV3W2 2055-01-01 6 506755.89 526822.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5277 N/A 31427C2K8 2055-09-01 6.5 327520.09 344546.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS6233 N/A 3138WF4T0 2045-11-01 4.5 444.13 437.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA2915 N/A 31418CGZ1 2027-02-01 3 10903.66 10866.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 1149773.15 980391.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PQU7401 N/A 3133JLGJ2 2050-02-01 4 368569.38 342435.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 14135.82 12965.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3522 N/A 3140X64G3 2035-02-01 3 1025270.64 1001345.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD9124 N/A 3133B7D54 2052-02-01 2 18433.72 14826.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PQU7331 N/A 3133JLEC9 2049-12-01 4.5 646311.30 622393.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 772624.36 748591.88 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLRQ0031 N/A 3142J6A94 2055-07-01 7.5 42368.79 45272.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA3278 N/A 3140W3UC1 2038-03-01 2 198185.84 182004.89 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFA2861 N/A 3140W3FB0 2052-04-01 1.5 387089.64 299030.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA2482 N/A 3140W2XL0 2036-09-01 2.5 637313.22 601806.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 558928.81 553397.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFA2392 N/A 3140W2US8 2035-03-01 4 556315.50 551778.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1591 N/A 3140W1XV0 2051-10-01 2 90240.51 72582.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA1546 N/A 3140W1WG4 2037-03-01 2.5 70603.75 66691.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1354 N/A 3140W1QG1 2052-06-01 3 715413.32 634879.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 219382.59 212700.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 3962.99 4125.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9834 N/A 3140U14U6 2055-11-01 5.5 991647.20 1003769.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9031 N/A 3138ERA91 2046-08-01 3 750.40 684.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL5861 N/A 3138ENQP7 2031-01-01 4.5 7944.87 7957.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5213 N/A 3138EMYK1 2044-04-01 4.5 233.24 230.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL4707 N/A 3138EMGR6 2032-05-01 4.5 16885.30 16930.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL4010 N/A 3138ELN41 2043-07-01 3.5 13800.95 12993.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL2482 N/A 3138EJXL7 2042-09-01 4.5 6714.57 6648.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL1472 N/A 3138EHT69 2039-05-01 4.5 8952.01 8864.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAL0300 N/A 3138EGKN3 2026-06-01 4.5 594.51 595.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0174 N/A 3140FXFQ0 2057-02-01 3 1145.90 979.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAJ7679 N/A 3138E0Q93 2041-12-01 3.5 1270.12 1201.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAJ3120 N/A 3138AUPE1 2041-10-01 4.5 2030.02 2010.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI2614 N/A 3138AF3Y4 2041-05-01 4.5 166808.60 165171.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI1191 N/A 3138AEKD4 2041-04-01 4.5 8001.59 7923.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI0127 N/A 3138ADD93 2041-04-01 4.5 68915.01 68488.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAH5943 N/A 3138A7S90 2041-02-01 4.5 47042.61 46581.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAH5195 N/A 3138A6XZ8 2026-04-01 4.5 138.18 138.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 N/A 31374CQC3 2034-11-01 5.5 67.49 69.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2839 N/A 3140BTEM3 2055-10-01 5.5 408661.13 411735.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDF2746 N/A 3140BTBQ7 2041-02-01 4.5 387249.35 385963.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2322 N/A 3140BSSL2 2055-10-01 6.5 795263.14 845299.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2129 N/A 3140BSLK1 2055-10-01 6.5 913977.34 965505.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2098 N/A 3140BSKL0 2055-11-01 6.5 1528938.11 1634396.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2097 N/A 3140BSKK2 2055-11-01 6.5 1544643.84 1653503.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 358553.42 288393.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS7514 N/A 3140XPK40 2037-06-01 2 106119.22 97515.78 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4359 N/A 31418DZZ8 2036-06-01 1.5 213950.62 192241.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7676 N/A 3133C8Q57 2053-06-01 5.5 2108042.05 2144159.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 111309.75 107971.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4128 N/A 3140QPSS7 2052-07-01 4.5 123009.09 119598.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 672330.92 542676.38 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8155 N/A 3140YWBZ5 2054-02-01 7.5 470845.60 509693.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7999 N/A 3138WH3H3 2046-09-01 3 8586.05 7807.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 55581.87 48183.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1484 N/A 3140BRUJ6 2055-10-01 6.5 1151165.29 1211921.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 3059.18 3021.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0367 N/A 31426WMR8 2055-07-01 6.5 504913.42 529742.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5165 N/A 31427CW33 2055-09-01 6.5 714160.69 759084.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE8517 N/A 3133BJPA4 2052-08-01 4.5 265157.27 258650.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7533 N/A 3133BHLN4 2052-08-01 4.5 123058.33 119587.47 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9443 N/A 3140YXP54 2054-01-01 7.5 384035.87 413464.54 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9241 N/A 3140YXHT1 2054-01-01 7.5 594292.44 639812.86 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9221 N/A 3140YXG70 2054-01-01 7.5 785813.73 846224.73 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8156 N/A 3140YWB28 2054-02-01 7.5 399511.19 428429.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICC1893 N/A 3140Y8C79 2040-11-01 4.5 206114.86 205044.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 N/A 3140Y7DU9 2055-09-01 5.5 1249758.54 1272981.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0500 N/A 3140Y6RW2 2055-03-01 6.5 2036554.27 2114700.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9456 N/A 3140XRQJ7 2054-11-01 5.5 282344.96 284973.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS8236 N/A 3140XQEJ2 2031-03-01 2.5 833947.20 819714.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8962 N/A 3140XQ5Y9 2054-09-01 5.5 183588.52 185016.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 82423.14 72518.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7645 N/A 3140XPP78 2054-01-01 4.5 507257.29 491293.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8016 N/A 3140XP4A4 2054-05-01 5.5 49492.73 50540.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4603 N/A 3142JTDH3 2056-01-01 6.5 402216.71 421953.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4343 N/A 3142JSZH1 2055-11-01 6.5 1040058.24 1108329.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4493 N/A 3142JS7F6 2056-01-01 6.5 734738.77 771246.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4484 N/A 3142JS6W0 2056-01-01 6 780847.14 802726.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3427 N/A 3142JRYZ4 2056-01-01 5.5 1142358.38 1169899.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2964 N/A 3142JRJJ7 2056-01-01 6.5 484360.00 509923.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1884 N/A 3142JQCW7 2055-12-01 6.5 682667.49 720335.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2577 N/A 3142JQ2K4 2056-01-01 6 883939.47 922848.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1217 N/A 3142JPK75 2055-11-01 6.5 425375.95 448591.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 21314.37 18749.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4776 N/A 3140XLJW9 2053-03-01 5.5 47932.65 48630.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4760 N/A 3140XLJE9 2036-04-01 2.5 111678.37 106686.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 619555.51 612038.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4699 N/A 3140BVGH7 2055-11-01 6.5 1914340.18 2008481.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6172 N/A 3133N32D5 2056-03-01 6 730296.78 739473.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4171 N/A 3140U7T51 2056-03-01 6 1073193.33 1109390.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG1155 N/A 3140U4H93 2056-03-01 6.5 789391.08 833752.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0063 N/A 3142JCB90 2041-02-01 5.5 2092508.61 2141563.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4868 N/A 3133WPMR3 2041-01-01 4 827666.43 809766.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2894 N/A 3140U6GC2 2056-01-01 6 1055195.59 1095249.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0410 N/A 3140U3N49 2056-03-01 5.5 836836.78 850059.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2813 N/A 3140U6DT8 2056-03-01 5.5 1004658.67 1023451.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3854 N/A 3140BUH88 2055-10-01 6.5 794480.78 834407.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 50385.28 46670.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7652 N/A 3142JWQE9 2056-03-01 5 1667289.82 1657749.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZT2115 N/A 3132AEK47 2029-01-01 6 188918.41 193232.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0523 N/A 3132ACSL5 2048-09-01 4.5 37885.54 37282.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZT0488 N/A 3132ACRH5 2041-06-01 5.5 370.62 383.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0076 N/A 3132ACCM0 2047-07-01 4.5 14870.76 14654.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 592787.81 583415.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 10621.29 10406.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZS9032 N/A 3132AAA95 2033-12-01 4.5 13581.12 13660.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8606 N/A 3132A9R33 2031-04-01 3 948532.43 927958.76 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CNRD5290 N/A 3133LP2X4 2036-04-01 4 271649.78 268838.56 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2071 N/A 3133L8JQ9 2036-06-01 2 196048.98 180936.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5157 N/A 3133KYWS4 2042-05-01 2.5 859498.32 772090.20 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5145 N/A 3133KYWE5 2042-02-01 2 446432.80 387388.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5095 N/A 3133KYUU1 2041-01-01 2 36297.36 32010.38 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5090 N/A 3133KYUP2 2040-12-01 2 60193.40 53126.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5106 N/A 3133KYU72 2041-03-01 2.5 130147.31 117677.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5017 N/A 3133KYSE0 2039-11-01 3 229300.83 214286.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9304 N/A 3133KRKR4 2053-06-01 5.5 1047301.51 1065523.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9036 N/A 3133KRBD5 2053-04-01 5.5 1190210.47 1211268.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8754 N/A 3133KQWP7 2053-03-01 5.5 427773.65 433759.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8327 N/A 3133KQHC3 2052-12-01 4.5 163822.23 158901.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8285 N/A 3133KQF27 2047-10-01 4.5 415580.80 405764.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7506 N/A 3133KPKT4 2052-07-01 4.5 246125.31 238660.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6605 N/A 3133KNKS1 2052-01-01 3 555.75 488.87 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6503 N/A 3133KNGL1 2051-12-01 2 572939.49 465250.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6436 N/A 3133KNEH2 2051-12-01 2.5 270258.18 231763.51 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6188 N/A 3133KM2V6 2051-11-01 2 430687.61 350642.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5287 N/A 3133KL2U0 2051-05-01 2 1621174.98 1320863.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA2977 N/A 3133KJJW3 2050-07-01 2.5 902975.17 775067.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8367 N/A 3133JMJL2 2056-01-01 6 824853.14 833595.76 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8200 N/A 3133JMDD6 2054-08-01 7 1476272.36 1539860.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PQU7915 N/A 3133JLYL7 2051-06-01 4 585165.98 545137.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PQU7425 N/A 3133JLHA0 2050-02-01 3.5 830514.78 743471.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PQU7407 N/A 3133JLGQ6 2050-03-01 4.5 1236618.38 1190864.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PQU7372 N/A 3133JLFM6 2050-02-01 3.5 1257219.63 1129363.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4665 N/A 3132A5FE0 2046-05-01 4.5 167.37 165.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3729 N/A 3132A4EA2 2040-08-01 5.5 192.75 198.75 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0328 N/A 3132CWLH5 2034-06-01 3 150453.97 146548.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PZA3243 N/A 31329LS86 2047-08-01 4.5 969123.87 933249.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2415 N/A 31329KVG6 2036-06-01 3 87334.95 83099.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN2876 N/A 3131Y9FR9 2049-01-01 4.5 18260.39 17922.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0740 N/A 3140W0ZE8 2055-03-01 4.5 732488.00 707626.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0369 N/A 3140W0MT9 2055-01-01 5.5 77481.67 78826.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5333 N/A 31427C4T7 2055-10-01 6.5 344176.81 362588.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5331 N/A 31427C4R1 2055-10-01 6.5 423587.24 446476.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4354 N/A 31427BZU2 2055-08-01 6 1983595.02 2049410.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4296 N/A 31427BX26 2055-09-01 6 990318.39 1027728.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4234 N/A 31427BV44 2055-10-01 5.5 387009.84 390782.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3708 N/A 31427BDN2 2055-09-01 6.5 1001751.62 1051061.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3678 N/A 31427BCQ6 2055-09-01 6.5 475550.12 500847.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3633 N/A 31427BBB0 2055-08-01 5.5 1032052.32 1039625.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6413 N/A 3140UADT9 2056-04-01 5.5 1669488.33 1695077.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5760 N/A 3140U9MJ4 2056-04-01 6 1176276.89 1233229.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5734 N/A 3140U9LQ9 2056-03-01 6 1763827.33 1823315.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5334 N/A 31427C4U4 2055-09-01 6.5 418746.07 440694.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5535 N/A 3140U9EH7 2056-03-01 6.5 1234967.22 1293587.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5527 N/A 3140U9D96 2056-03-01 6.5 844385.11 880968.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5525 N/A 3140U9D70 2056-03-01 6.5 824908.78 860772.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG5415 N/A 3140U9AR9 2041-03-01 4 2174889.89 2127845.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM4864 N/A 3140J9MN8 2033-05-01 3.5 358098.35 353957.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWBM3809 N/A 3140J8GT4 2032-03-01 3 112240.86 109776.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3053 N/A 3140J7MB8 2046-07-01 4.5 19832.81 19637.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3052 N/A 3140J7MA0 2047-10-01 4.5 9376.35 9194.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1920 N/A 3140J6D20 2046-07-01 4.5 17298.44 17099.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1879 N/A 3140J6CR6 2044-01-01 3.5 19438.26 18300.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM1099 N/A 3140J5GH6 2032-03-01 3 1638135.49 1596523.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK9890 N/A 3140HP7C5 2048-08-01 5 3189.63 3265.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH7067 N/A 3140GVZ99 2047-12-01 4.5 10640.81 10476.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH1172 N/A 3140GPJS8 2047-05-01 4.5 296.59 291.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 717727.27 693366.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5554 N/A 31418FE45 2054-12-01 6 8542.43 8738.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 1445087.15 1428041.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5499 N/A 31418FDD6 2054-10-01 6.5 1648687.81 1712939.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 424156.79 427392.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5419 N/A 31418FAV9 2054-07-01 5 702.66 694.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5188 N/A 31418EXS4 2053-11-01 4.5 677.48 655.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBC0853 N/A 3140EU5P0 2031-04-01 3 67676.95 66136.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF7443 N/A 3140BYHV9 2040-12-01 5 705238.61 712400.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7207 N/A 3140BYAH7 2055-12-01 5.5 775592.50 802604.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6824 N/A 3140BXSN7 2055-12-01 6.5 804896.72 847472.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6569 N/A 3140BXJP2 2055-12-01 6.5 962335.63 1003640.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAB3000 N/A 31416YKN7 2031-05-01 4.5 3019.67 3037.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAL3912 N/A 3138ELK28 2027-01-01 4.5 44.30 44.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKCB2597 N/A 3140QM3F9 2051-11-01 4 1217849.92 1121721.77 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18575 G N/A 3128MMT94 2030-11-01 3 303399.09 297360.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8291 N/A 3132D6F88 2039-02-01 4.5 50074.56 49931.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 148982.71 144203.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7859 N/A 3140QTWV7 2054-01-01 5.5 812778.40 821793.19 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM4368 N/A 3140X72A6 2035-11-01 1.5 8895.87 8040.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4233 N/A 31418DV33 2041-01-01 2.5 155426.50 140855.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7748 N/A 3133CYTD0 2054-11-01 6 1807795.87 1865484.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8253 N/A 3133KQE28 2052-12-01 5.5 1121704.15 1139453.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CL890738 N/A 31410LS37 2043-09-01 3.5 11308.48 10669.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2261 N/A 31329KQN7 2032-05-01 3 9172.26 8881.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0382 N/A 3140W0M85 2055-01-01 5 18033.90 17936.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKDG4912 N/A 3140U8N63 2056-01-01 6 883800.56 894905.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6260 N/A 31426Q5W9 2055-06-01 6 1647300.09 1685660.77 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY2167 N/A 31426LMR2 2055-04-01 7 11330.81 12104.59 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY1948 N/A 31426LEW0 2055-04-01 7 286984.92 304681.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9296 N/A 31426GKJ3 2055-03-01 6.5 98055.20 101823.53 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQX9795 N/A 31426G3D5 2055-03-01 7.5 21053.54 22903.22 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6977 N/A 31426CXF6 2055-02-01 7 429461.21 456577.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6654 N/A 31426CMC5 2055-02-01 7 796018.87 851303.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6050 N/A 31426BWL6 2055-02-01 6 1165161.77 1211182.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8725 N/A 3140QUVT0 2054-06-01 6.5 1144520.80 1196672.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 272655.98 269677.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7725 N/A 3140QTSP5 2053-10-01 6 317147.50 326056.18 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7513 N/A 3140QTK32 2053-11-01 7 172527.32 183279.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6872 N/A 3140QST68 2053-08-01 6 150063.12 154338.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5542 N/A 3140QREQ2 2053-01-01 5.5 185319.84 187680.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5156 N/A 3140QQWS0 2052-11-01 6.5 630734.88 666281.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 599.31 585.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4971 N/A 3140QQQZ1 2052-10-01 4.5 557451.79 540314.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTCA5593 N/A 3140QDGB4 2040-04-01 3 35252.04 33260.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 101206.56 101952.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 48667.72 48094.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3090 N/A 31418CNG5 2032-08-01 3 15304.06 14886.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CNMA3079 N/A 31418CM50 2027-07-01 2.5 34327.18 34035.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5759 N/A 3140BJMH7 2055-07-01 5.5 1443593.67 1462002.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1962 N/A 3140BSFC6 2055-10-01 6.5 944947.23 994477.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1990 N/A 3140BSF85 2055-10-01 6.5 840748.71 885488.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2121 N/A 3142JQLB3 2055-12-01 6.5 439285.58 464658.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7464 N/A 3142JWJJ6 2056-02-01 5.5 2090063.72 2144364.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5899 N/A 31418FRV1 2055-10-01 6.5 738614.46 758092.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0274 N/A 3140BQJU6 2055-09-01 5 1255646.55 1242110.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1597 N/A 31426XX37 2055-08-01 6.5 639749.41 673972.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0517 N/A 31426WSF8 2055-08-01 6.5 962226.30 1012892.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3692 N/A 3140B4C65 2055-03-01 6.5 585136.93 615988.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9790 N/A 31426U2Y9 2055-07-01 6.5 609394.38 642849.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2575 N/A 3140W22H3 2055-02-01 4.5 381752.57 369738.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 1539463.49 1550760.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1146 N/A 31426XHY7 2055-08-01 6.5 786916.34 827879.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 288374.90 290491.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE5296 N/A 3133BE3D3 2052-05-01 3 68756.47 60529.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC9779 N/A 3133AU2L1 2051-09-01 2 95668.55 76948.57 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLQC7455 N/A 3133ASH89 2051-09-01 1.5 305621.47 235948.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQG1227 N/A 3133C1LG3 2053-04-01 3 783701.44 689915.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA2931 N/A 31418CHH0 2032-03-01 3 70610.74 68737.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3537 N/A 31418C4X9 2048-12-01 4.5 2879.27 2823.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0634 N/A 31417YV46 2031-01-01 4.5 10993.78 11043.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0232 N/A 31417YHJ9 2029-11-01 4.5 15439.22 15501.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 1688.27 1693.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAC2861 N/A 31417MFB4 2039-08-01 4.5 56928.60 56370.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB8550 N/A 31417FQC5 2028-03-01 2.5 137242.56 135587.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB3314 N/A 31416YVG0 2041-07-01 4.5 1068.27 1057.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB1226 N/A 31416WLG5 2040-07-01 4.5 1325.67 1312.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAB0532 N/A 31416VSW5 2038-12-01 5.5 1779.78 1840.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAA9356 N/A 31416TME6 2039-08-01 4 17418.48 16885.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA5224 N/A 31416NYW6 2039-03-01 4.5 1749.95 1732.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA4666 N/A 31416NFG2 2039-05-01 4.5 70029.43 69342.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CL971031 N/A 31414NHG2 2039-01-01 4 337055.84 326958.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL943986 N/A 31413FF31 2037-08-01 6.5 20251.40 21485.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL932511 N/A 31412RAL1 2040-02-01 5.5 3618.33 3706.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL932474 N/A 31412Q6K0 2040-02-01 4.5 140.94 139.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL892551 N/A 31410NTG3 2036-07-01 6.5 118.86 123.41 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9668 N/A 3140YXW64 2054-02-01 7.5 663372.81 712612.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD2765 N/A 3140B3CB6 2055-05-01 6 663621.73 678983.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD1033 N/A 3140B1EF9 2055-02-01 5 859532.99 851069.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0600 N/A 3140B0U22 2055-07-01 7 1039940.64 1113050.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 1535.25 1587.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 1064694.45 984317.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN1256 N/A 3131Y7MD6 2048-11-01 4.5 109.84 107.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7548 N/A 3131Y2L55 2048-08-01 4.5 60801.65 59865.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2712 N/A 3131XWAM5 2047-02-01 3.5 71878.39 67110.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2278 N/A 3131XVQ73 2046-12-01 3 2732.43 2492.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 5816.83 5289.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8134 N/A 3131XQBB1 2044-05-01 3.5 86807.51 81692.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL2026 N/A 3131XHHB5 2041-09-01 4.5 24039.04 23802.90 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1354 N/A 3131XGQF8 2041-05-01 4.5 3993.97 3954.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZJ9328 N/A 3131X1LH2 2030-12-01 4.5 13018.86 13070.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA0883 N/A 31329H6U0 2033-03-01 6 12590.96 13018.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI5160 N/A 3131WHWV5 2036-08-01 6.5 101053.56 106085.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI3982 N/A 3131WGM71 2035-12-01 5.5 4566.36 4722.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J38722 G N/A 31307VVP8 2033-03-01 3 627612.26 610482.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J36318 G N/A 31307TAT8 2032-02-01 3 899086.70 876467.48 Agency Mortgage-Backed Securities FMAC 02.500 FGPC J32364 G N/A 31307NTV6 2028-11-01 2.5 314377.72 310410.69 Agency Mortgage-Backed Securities FMAC 02.500 FGPC J21208 G N/A 31306YKV2 2027-11-01 2.5 58017.42 57475.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6918 N/A 3140UAVL6 2056-04-01 6 898977.33 928319.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6801 N/A 3140UARX5 2056-04-01 5.5 1626477.22 1647353.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6717 N/A 3140UAPB5 2056-04-01 5.5 1724236.11 1749451.92 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A97016 G 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4.5 941.99 918.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS4096 N/A 3138WDRS2 2044-12-01 4.5 112063.16 110753.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 160350.33 165110.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 341287.94 349185.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 N/A 3142J6AP8 2055-06-01 5.5 6630.90 6679.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3151 N/A 31427AQD2 2055-08-01 6.5 426673.08 449857.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO3709 N/A 3133WNDN7 2040-06-01 3.5 259430.17 250027.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5797 N/A 31418FNP8 2040-08-01 3.5 247394.45 238428.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1659 N/A 31426XZZ4 2055-08-01 6.5 354526.89 375149.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7011 N/A 31426RYH8 2055-06-01 6.5 1504174.62 1579045.91 Agency 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4580.33 4526.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7091 N/A 31426C2Z6 2055-02-01 6 1307066.01 1359753.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2504 N/A 31426YYA8 2055-09-01 6.5 745120.92 786077.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE7304 N/A 3140BLDJ8 2055-07-01 7 412363.50 442889.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CKDG5402 N/A 3140U9AC2 2056-03-01 5.5 971444.44 965442.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5104 N/A 3140U8U65 2056-03-01 6 1318441.44 1360278.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2792 N/A 31427AC62 2055-08-01 6.5 208242.16 221167.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3575 N/A 31427A6M4 2055-09-01 6.5 261335.08 274513.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2068 N/A 31426YJN7 2055-08-01 6.5 402668.72 424427.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1897 N/A 31426YDB9 2055-08-01 6.5 1064337.82 1134206.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1871 N/A 31426YCH7 2055-08-01 6.5 125860.85 131774.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2639 N/A 31426Y4Z6 2055-08-01 6.5 780472.68 821099.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1593 N/A 31426XXX1 2055-08-01 5.5 887185.48 900227.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1238 N/A 31426XLU0 2055-08-01 6.5 486064.03 511920.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1147 N/A 31426XHZ4 2055-08-01 6.5 519872.45 546933.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1987 N/A 3140BSF51 2055-10-01 6.5 1323395.60 1412046.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5239 N/A 3133WPZC2 2041-03-01 5 1598663.11 1616978.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5134 N/A 3133WPV36 2041-03-01 4 389044.44 380617.09 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5094 N/A 3133WPUT0 2041-03-01 4 1382726.33 1352772.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5017 N/A 3133WPSE6 2041-03-01 5 899287.74 908439.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4764 N/A 3133WPJH9 2041-01-01 4 723039.07 707331.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4733 N/A 3133WPHJ7 2041-01-01 5.5 83588.24 85556.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4511 N/A 3133WPAL9 2040-11-01 4 26187.17 25618.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4340 N/A 3133WNZD5 2040-10-01 3.5 70639.75 68078.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0183 N/A 3140BQFZ9 2055-08-01 6 1843525.54 1891989.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0182 N/A 3140BQFY2 2055-08-01 6 987500.78 1021969.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0175 N/A 3140BQFR7 2055-09-01 6.5 1418759.12 1498359.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0173 N/A 3140BQFP1 2055-08-01 6.5 820690.38 867622.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0170 N/A 3140BQFL0 2055-09-01 6.5 1149366.06 1219351.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0186 N/A 3140BQF48 2055-08-01 6 1461603.05 1495741.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF0139 N/A 3140BQEM9 2055-09-01 7 984259.11 1053347.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9070 N/A 3140BNCG1 2055-08-01 6 2032407.50 2100767.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9069 N/A 3140BNCF3 2055-09-01 6 2032557.01 2079600.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9802 N/A 3140BN3L0 2055-08-01 6.5 410094.74 435549.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8849 N/A 3140BMZP8 2055-09-01 6.5 973674.08 1026226.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8652 N/A 3140BMTJ9 2055-09-01 6 895647.16 931809.81 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI2253 N/A 3133W8QE6 2054-03-01 7.5 899094.53 961846.83 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI1742 N/A 3133W75B7 2054-03-01 7.5 1656746.87 1772077.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3362 N/A 3140J7WY7 2044-01-01 4.5 21048.75 20842.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4764 N/A 3131XLJH1 2043-01-01 3 15422.54 14139.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 470.39 483.26 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ0285 N/A 3133CQJ63 2054-07-01 7.5 1195198.12 1283743.18 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8165 N/A 3132DWCA9 2051-09-01 1.5 179471.23 138314.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7232 N/A 3140BLBA9 2055-08-01 6.5 1809989.51 1904207.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0049 N/A 3142J6BT9 2055-09-01 5.5 140255.24 141284.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8130 N/A 31426TA80 2055-07-01 5 291677.95 288671.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5760 N/A 3140BJMJ3 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06.000 CLTA7217 N/A 3142JWAT3 2056-02-01 6 1590601.11 1651169.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9203 N/A 3140U1GM1 2056-02-01 6 1215185.62 1263515.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1324 N/A 3140U4PJ2 2056-03-01 5.5 1154024.88 1170037.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9912 N/A 3142K0AN4 2056-04-01 6 851852.56 875561.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 393555.56 390102.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1084 N/A 3140U4F20 2056-02-01 6 887686.72 918248.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5536 N/A 3142GWEJ4 2055-12-01 6 94819.90 98361.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1212 N/A 3140U4K24 2056-02-01 6 885282.51 914177.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8742 N/A 3142JXWC4 2056-03-01 6 1187873.56 1228583.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5931 N/A 31418FSV0 2055-11-01 6 604379.97 611974.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4436 N/A 3142JS4W2 2056-01-01 6.5 1127747.74 1185374.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6030 N/A 3142JUVY3 2056-01-01 6.5 574478.93 605500.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI4333 N/A 3138AHY75 2041-06-01 4.5 56392.45 55822.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0968 N/A 3132DNCD3 2052-04-01 3.5 11011.67 10171.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 2789.27 2823.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3988 N/A 3133KKND7 2050-11-01 2.5 465908.54 397276.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 29568.47 28957.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 592.01 587.48 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6585 N/A 3140A7J70 2054-02-01 7.5 889896.80 953091.04 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6451 N/A 3140A7EZ3 2054-02-01 7.5 145022.33 156107.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL843901 N/A 31407XRW3 2035-09-01 4.5 6956.54 6883.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL838936 N/A 31407SBD3 2035-09-01 4.5 8238.53 8105.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL835804 N/A 31407NRZ8 2035-10-01 4.5 1365.20 1356.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL797662 N/A 31405SFB5 2035-09-01 4.5 912.27 896.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL689662 N/A 31400KFB7 2033-04-01 5.5 924.18 957.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL688612 N/A 31400JAM1 2033-03-01 5.5 16981.56 17286.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2667 N/A 3138YT6D1 2045-10-01 3.5 6016.65 5649.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX0884 N/A 3138Y16W0 2044-10-01 4.5 256871.76 253552.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT7856 N/A 3138WVWS6 2028-06-01 2.5 24587.04 24249.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8792 N/A 3138WJXW3 2047-02-01 3 27503.19 25008.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8348 N/A 3138WJH27 2036-11-01 3 32277.82 30565.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7365 N/A 3138WHFF4 2046-06-01 3 651.23 590.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS0910 N/A 3138WAAL1 2043-11-01 4.5 14649.19 14467.83 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 654682.39 504359.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6601 N/A 3140XNKP8 2053-12-01 3.5 16981.17 15575.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFS7180 N/A 3140XN6S8 2042-05-01 2 193436.58 167699.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7152 N/A 3140XN5N0 2054-02-01 5.5 192919.57 196757.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 11690.77 11392.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 706285.11 713498.64 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91335 G N/A 3128P7PU1 2030-09-01 4 9700.89 9666.74 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G18618 G N/A 3128MMVL4 2031-11-01 2 728250.78 695739.24 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18527 G N/A 3128MMSR5 2029-10-01 3 255098.69 251532.41 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G16589 G N/A 3128MFRJ9 2032-09-01 3.5 47206.46 46844.09 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G16153 G N/A 3128MFBW7 2031-10-01 3.5 1141220.37 1129530.47 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G07445 G N/A 3128M9TA0 2043-07-01 2.5 80459.75 71434.84 Agency Mortgage-Backed Securities FMAC 02.500 FGPC T40118 G N/A 31286RDX5 2027-11-01 2.5 3451.10 3414.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 8152.55 8326.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5383 N/A 3140U86V7 2056-03-01 6 987486.11 1024373.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5375 N/A 3140U86M7 2056-03-01 6 1126255.67 1172407.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4208 N/A 3140U7VA7 2056-03-01 6 844666.67 872235.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4160 N/A 3140U7TS1 2056-03-01 5.5 821432.89 833711.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4168 N/A 3140U7T28 2056-03-01 5.5 802277.78 814270.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3044 N/A 31427AL21 2055-09-01 6.5 1082272.79 1138612.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1145 N/A 31426XHX9 2055-08-01 6.5 292749.09 308338.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1123 N/A 31426XG93 2055-08-01 6.5 554400.37 584520.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1674 N/A 31426X2G2 2055-08-01 6.5 838449.76 883705.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0650 N/A 31426WWL0 2055-07-01 6.5 437687.95 461467.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4484 N/A 3140U76W7 2056-03-01 6.5 779372.22 813139.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4469 N/A 3140U76F4 2056-03-01 6 1112109.04 1143059.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2903 N/A 3140U6GM0 2056-03-01 6.5 893998.00 953731.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0493 N/A 31426WRP7 2055-08-01 6.5 1250833.62 1324340.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0376 N/A 31426WM23 2055-08-01 6.5 520226.76 547306.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0249 N/A 31426WH37 2055-08-01 6.5 553753.80 583376.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0004 N/A 31426WAE0 2055-08-01 5.5 1491864.94 1503907.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9708 N/A 31426UYE8 2055-07-01 6.5 507864.08 536169.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9707 N/A 31426UYD0 2055-07-01 6.5 262104.35 275389.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3986 N/A 3140BUNC2 2055-11-01 6.5 821252.40 859663.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 92986.29 94022.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 1511.95 1560.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 18786.55 19043.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 305876.90 296568.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4789 N/A 31418EKB5 2037-09-01 4.5 806.10 803.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4768 N/A 31418EJN1 2052-09-01 2.5 1230334.39 1040682.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 93100.02 94146.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 315701.32 313419.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 573565.67 556052.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA4637 N/A 31418EEK2 2032-06-01 3 1805016.95 1745514.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 206937.47 200447.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1192 N/A 3140BRKE8 2055-08-01 6 958395.79 991847.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1004 N/A 3140BRDJ5 2055-10-01 6.5 781746.64 815510.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0640 N/A 3140BQWA5 2055-09-01 6 805240.52 833346.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0582 N/A 3140BQUG4 2055-09-01 6.5 633533.60 666753.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0471 N/A 3140BQQZ7 2055-10-01 6.5 1069365.19 1128358.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0470 N/A 3140BQQY0 2055-09-01 6.5 840948.17 883209.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 26363.69 24185.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 2522748.06 2134654.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4586 N/A 31418ECY4 2042-04-01 2 172638.63 149709.92 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4581 N/A 31418ECT5 2037-04-01 1.5 213339.13 191613.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 4470.28 4101.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4568 N/A 31418ECE8 2037-03-01 2.5 11750.14 11095.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 42006.12 37006.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9420 N/A 31426UPE8 2055-07-01 6.5 459923.21 484912.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3685 N/A 3140U7CX8 2056-03-01 6.5 828891.89 864580.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1104 N/A 3140U4GN3 2056-02-01 6 855860.88 883794.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7847 N/A 3142JWWH5 2056-02-01 6 870212.02 897762.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5983 N/A 3142JUUH1 2056-02-01 6.5 409617.16 433693.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2883 N/A 3140U6FZ2 2056-01-01 6.5 700275.17 742990.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0146 N/A 3142JNEU6 2055-12-01 6.5 1534596.21 1613885.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7607 N/A 3142JWNZ5 2056-03-01 6 1329583.63 1382865.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTQK1825 N/A 3133D5A26 2046-01-01 5 1079942.04 1079450.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE5340 N/A 3140BH5A5 2055-10-01 6.5 794731.42 841430.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4206 N/A 3140BGU84 2055-08-01 6.5 693930.03 730301.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4133 N/A 3140BGSX2 2055-08-01 6.5 974851.72 1027469.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4103 N/A 3140BGRZ8 2055-08-01 6.5 852389.16 899420.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDE3879 N/A 3140BGJZ7 2040-11-01 5 1628095.36 1644660.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE3519 N/A 3140BF4D4 2055-07-01 6.5 943182.46 992619.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2364 N/A 3140BETW8 2055-06-01 6.5 1019635.46 1087098.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1790 N/A 3140BD7C8 2055-06-01 6.5 476924.59 501587.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 579698.08 575180.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1783 N/A 3140BD6V7 2055-07-01 6.5 1147997.73 1211027.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9681 N/A 3140BAXK7 2055-07-01 5.5 1327303.21 1338066.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9528 N/A 3140BASS6 2055-08-01 6 814215.50 846596.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8951 N/A 3140B95M7 2055-09-01 5.5 915329.56 923909.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8932 N/A 3140B94S5 2055-09-01 6.5 774984.57 816900.13 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4302 N/A 31418DX80 2036-04-01 1.5 81498.72 73406.71 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4236 N/A 31418DV66 2051-01-01 1.5 222324.89 171830.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4232 N/A 31418DV25 2041-01-01 2 228202.83 200424.31 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4205 N/A 31418DU75 2035-12-01 1.5 379236.59 342768.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4095 N/A 31418DRR5 2035-08-01 2 501657.15 461939.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4054 N/A 31418DQG0 2040-06-01 2.5 38935.92 35407.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3970 N/A 31418DMU3 2035-03-01 2 1854886.35 1708084.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 143349.16 132002.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3828 N/A 31418DHE5 2034-11-01 3 687407.18 662919.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 732695.77 694170.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3768 N/A 31418DFJ6 2034-09-01 3 161396.73 155694.58 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI0880 N/A 3133W66R3 2054-01-01 7.5 535457.56 581060.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLSI2134 N/A 3133USLP4 2055-01-01 6.5 1398.58 1452.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PRE6153 N/A 3133N3ZS6 2054-10-01 7 690601.63 718797.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8341 N/A 3140BMHT0 2055-08-01 6.5 1081172.69 1144070.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8227 N/A 3140BMD98 2055-08-01 6.5 610183.77 642199.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7525 N/A 3140BLLF7 2055-08-01 6.5 1024168.21 1083749.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7515 N/A 3140BLK50 2055-08-01 6.5 878014.19 929620.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5033 N/A 3133WPSW6 2041-01-01 4 1034022.49 1011657.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0057 N/A 3142JCB33 2040-11-01 6.5 746046.50 779064.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF9016 N/A 3140U1AS4 2041-01-01 5 114749.94 115915.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8103 N/A 3140U0AD9 2055-12-01 5.5 2071677.25 2125500.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2731 N/A 3140U6A95 2056-01-01 6 483252.81 503492.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3354 N/A 3140W3WQ8 2042-01-01 6 411306.99 431351.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9091 N/A 3142JYC59 2056-03-01 6 1495958.33 1568391.14 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6010 N/A 31426BVC7 2055-02-01 7 679980.34 724796.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7027 N/A 3140B7YZ0 2055-04-01 6 696809.20 728778.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4995 N/A 3140ASRR1 2054-10-01 5 591062.30 585238.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC4369 N/A 3140AR2B5 2054-09-01 6 663927.74 687762.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3492 N/A 3140AQ3A8 2054-10-01 6 711680.49 731912.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC2002 N/A 3140APGL2 2054-09-01 6.5 421523.16 437753.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDC0813 N/A 3140AM3X7 2040-01-01 3.5 368172.00 354819.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB9370 N/A 3140AKMU6 2054-09-01 6 1160596.01 1198326.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9872 N/A 3140AK6J9 2054-10-01 6.5 169728.84 176458.02 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB9768 N/A 3140AK2A2 2054-08-01 7.5 462055.92 494098.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8290 N/A 3140AJF86 2054-12-01 5 65125.98 64359.23 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB8899 N/A 3140AJ3H9 2054-07-01 7.5 215341.31 231304.56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5112 N/A 3140AEVE6 2054-07-01 7 638166.37 681812.69 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB1945 N/A 3140ABET8 2054-08-01 7.5 682275.42 735681.21 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0354 N/A 3140A9MC1 2054-03-01 7.5 1395135.44 1491876.92 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0003 N/A 3140A9AD2 2054-03-01 7.5 1044116.86 1117999.61 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8028 N/A 3140A84N9 2054-02-01 7.5 132216.29 141208.98 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC0306 N/A 3133AJKT9 2051-04-01 2 444253.63 358943.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB5443 N/A 3133ACBL1 2050-11-01 2.5 168373.64 143277.27 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G61671 G N/A 31335B2C9 2047-03-01 3 470705.71 432585.14 Agency Mortgage-Backed Securities FMAC FKAR 02.460 WNWN0046 N/A 3132XEBQ3 2036-10-01 2.46 59351468.56 49636642.13 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 158660.86 145541.14 Agency Mortgage-Backed Securities FMAC 03.000 FGPC V61755 G N/A 3132KF5Q1 2032-09-01 3 311031.65 302885.73 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Z40117 G N/A 3132FCDW2 2045-04-01 3 469977.29 430217.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8535 N/A 3132DWPU1 2055-05-01 6.5 240965.17 250211.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 199112.83 196753.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8526 N/A 3132DWPK3 2055-04-01 6.5 412358.19 428181.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8506 N/A 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475400.73 496433.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8082 N/A 31426S6U8 2055-06-01 6.5 448516.13 472886.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 72900.29 72027.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6917 N/A 3140UAVK8 2056-04-01 6 1640604.78 1697920.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 N/A 31418FTB3 2056-01-01 5.5 128478.80 129445.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7544 N/A 3140BYL28 2056-01-01 6 890818.17 917384.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5510 N/A 3140U9DQ8 2056-03-01 6 858902.33 882804.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6088 N/A 3142GWXS3 2056-02-01 6.5 1962182.73 2065814.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5966 N/A 3142GWTY5 2055-09-01 6 27833.13 28468.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4816 N/A 3142GVK67 2055-09-01 6 730.16 748.32 Agency 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31418FUD7 2041-02-01 5.5 309339.61 316591.57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 408845.51 360129.93 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8139 N/A 3132DWBG7 2051-04-01 1.5 339798.27 262493.82 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 2284957.94 1767049.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5778 N/A 3132DTM31 2054-07-01 6 951261.55 975823.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5691 N/A 3132DTKC3 2054-06-01 6 553468.16 567060.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD5196 N/A 3132DSXZ0 2052-06-01 3.5 104392.60 96563.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4812 N/A 3132DSKZ4 2054-02-01 5.5 938728.54 949616.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3394 N/A 3132DQXX9 2053-07-01 5.5 4876.93 4955.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3019 N/A 3132DQK88 2052-07-01 3 1637975.03 1440854.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3000 N/A 3140XJKN2 2035-02-01 2.5 312641.91 302237.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2930 N/A 3140XJHG1 2037-09-01 4 44118.13 43206.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2463 N/A 3140XHWZ6 2052-02-01 3 1549154.93 1374782.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2232 N/A 3140XHPS0 2052-04-01 3.5 11508.64 10644.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2126 N/A 3140XHLG0 2052-06-01 3.5 8463.88 7832.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2058 N/A 3140XHJC2 2052-06-01 4 389315.84 368861.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2045 N/A 3140XHHX8 2043-12-01 4.5 10292.76 10182.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1372 N/A 3140XGQ28 2052-03-01 3 41468.23 36478.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1169 N/A 3140XGJP5 2052-03-01 3 8211.90 7223.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 305117.74 261840.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1069 N/A 3140XGFK0 2051-12-01 2 219716.58 176723.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1782 N/A 3140XG6U8 2052-05-01 3 1940062.02 1738508.98 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8097 N/A 3132D57J5 2036-04-01 1.5 100442.88 90469.91 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8088 N/A 3132D56Z0 2036-02-01 1.5 10522.99 9478.37 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8074 N/A 3132D56K3 2035-11-01 2 321837.79 296347.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1345 N/A 3140U4P78 2056-03-01 5.5 1032538.89 1050148.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1297 N/A 3140U4NP0 2056-02-01 6 793555.72 820319.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1310 N/A 3140U4N47 2056-02-01 6 793064.62 825086.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1211 N/A 3140U4KZ1 2056-02-01 6 780267.00 812243.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9185 N/A 31426UF33 2055-07-01 6.5 445484.37 469315.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9836 N/A 31426U4W1 2055-08-01 6.5 525922.39 551701.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9835 N/A 31426U4V3 2055-08-01 6.5 1449362.30 1521286.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1145 N/A 3140U4HX0 2056-02-01 6 952110.43 995773.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1153 N/A 3140U4H77 2056-02-01 6 899144.57 927609.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1098 N/A 3140U4GG8 2056-02-01 6 589038.71 609579.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1072 N/A 3140U4FN4 2056-02-01 6 866478.02 894758.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1091 N/A 3140U4F95 2056-02-01 5.5 1563371.29 1603988.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1086 N/A 3140U4F46 2056-02-01 6 783561.84 809518.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1722 N/A 3140U44G1 2055-12-01 5.5 1745762.42 1768063.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0638 N/A 3140U3V81 2055-12-01 6 224731.51 233212.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0205 N/A 3140U3GP0 2056-02-01 6 778897.30 804319.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8076 N/A 31426S6N4 2055-06-01 6.5 313638.33 330340.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8070 N/A 31426S6G9 2055-06-01 6.5 453750.71 478922.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8017 N/A 31426S4B2 2055-07-01 6 714609.06 750850.46 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4462 N/A 31425Y5Y9 2055-01-01 7 1120656.36 1186052.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE0826 N/A 31419A4L8 2041-01-01 4.5 102.08 101.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD7992 N/A 31418V3A8 2040-07-01 4.5 4868.77 4820.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD6939 N/A 31418UV92 2040-07-01 4.5 115242.30 114110.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD1655 N/A 31418NZV5 2040-03-01 4.5 13373.86 13242.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA6072 N/A 31418FXA0 2056-02-01 6.5 912568.22 933624.52 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 686741.23 554668.99 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4546 N/A 31418EBQ2 2052-02-01 1.5 128582.42 99115.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 59395.07 59863.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5295 N/A 31418E3D0 2054-03-01 6 31083.88 31793.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 299353.66 301850.37 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4343 N/A 31418DZH8 2051-05-01 1.5 2255147.54 1742144.33 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 554555.97 524745.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4309 N/A 31418DYF3 2031-04-01 2 64855.66 62181.83 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4278 N/A 31418DXG2 2036-03-01 1.5 10953.95 9866.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4303 N/A 31418DX98 2036-04-01 2 228507.43 209978.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8624 N/A 3140BMSN1 2055-09-01 6.5 834376.95 882917.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 2389.00 2376.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 1892.51 1735.84 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8262 N/A 3132DWFB4 2052-09-01 2.5 290287.99 245359.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 1722662.99 1517166.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9390 N/A 3142JYNG3 2056-02-01 6 2022534.11 2120459.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9389 N/A 3142JYNF5 2056-03-01 5.5 823454.33 844847.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9296 N/A 3142JYKJ0 2056-03-01 6 941948.78 979412.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9087 N/A 3142JYCZ3 2056-04-01 6 1220411.11 1270427.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9038 N/A 3142JYBG6 2056-03-01 5.5 1472327.11 1512109.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8763 N/A 3142JXWZ3 2056-03-01 6 969927.78 997785.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8495 N/A 3142JXNM2 2056-03-01 6.5 1319938.67 1389444.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8268 N/A 3132DWFH1 2052-11-01 5.5 19431.00 19669.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8395 N/A 3142JXKH6 2056-03-01 6.5 1155001.56 1221054.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8355 N/A 3142JXH98 2056-02-01 6 1481189.11 1552905.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8260 N/A 3142JXFA7 2056-02-01 5.5 889192.89 902998.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4327 N/A 3133WNYY0 2040-07-01 3.5 63123.25 60824.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7595 N/A 31426DNM0 2055-03-01 6 883447.21 918731.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8507 N/A 3132DWNY5 2055-02-01 6 1673466.71 1711688.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO3878 N/A 3133WNJX9 2040-07-01 6.5 939151.39 981608.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5153 N/A 3142GVWP2 2055-08-01 6 388888.77 397770.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1381 N/A 3140U4RB7 2056-03-01 5.5 862244.44 874919.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9169 N/A 3140U1FK6 2056-01-01 6 1075185.63 1102803.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6036 N/A 31418FV61 2041-04-01 4 661946.44 647564.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA3342 N/A 3142JRWC7 2056-01-01 6 755002.64 776900.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDE6935 N/A 3140BKV50 2040-12-01 3.5 910744.54 877696.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1335 N/A 3140U4PV5 2056-03-01 5.5 1899021.95 1926765.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0067 N/A 3142JCCD0 2041-03-01 5 774430.09 782357.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6170 N/A 3140BW2C1 2056-02-01 5.5 1217394.89 1231458.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5097 N/A 3140W5UX0 2052-01-01 3 1835032.89 1627580.59 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8501 N/A 3132DWNS8 2055-01-01 7 18350.61 19369.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8493 N/A 3132DWNJ8 2054-12-01 5.5 1356467.92 1366469.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8489 N/A 3132DWNE9 2054-12-01 4.5 6539.11 6317.15 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8509 N/A 3132DWN25 2055-02-01 7 6770.57 7144.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 22912.04 23083.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8467 N/A 3132DWMQ3 2054-10-01 4.5 72568.88 70105.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 778977.61 809024.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8439 N/A 3132DWLU5 2054-06-01 6 494919.45 506678.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB0261 N/A 3142K1JF0 2056-03-01 6.5 896777.78 939910.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8310 N/A 3138ETGU4 2044-03-01 3.5 5453.95 5136.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 20675.13 20837.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 3865.16 3954.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 383330.39 386332.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 334681.36 337268.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 46910.17 47279.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8365 N/A 3132DWJJ3 2053-10-01 4.5 146222.15 141485.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8344 N/A 3132DWHV8 2053-07-01 6.5 863.58 897.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 707817.83 685981.65 Agency Mortgage-Backed Securities FNMA FNMS 03.490 MIAN7724 N/A 3138LLSN6 2032-12-01 3.49 321598.96 314849.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 52824.49 53349.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 138532.86 140005.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 57628.00 58252.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 557293.20 552977.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 18607.55 18805.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 133180.91 137076.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3041 N/A 31427ALX3 2055-09-01 6.5 429868.54 455133.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3051 N/A 31427AL96 2055-09-01 6.5 818782.87 864451.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3048 N/A 31427AL62 2055-09-01 6.5 394347.33 414591.80 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6012 N/A 31426BVE3 2055-02-01 7 840777.19 897715.75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5664 N/A 31426BJJ6 2055-02-01 7 1710586.67 1826551.33 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5446 N/A 31426BBQ8 2055-02-01 7 1420704.01 1517873.54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4785 N/A 31426AJ74 2055-02-01 7 414627.17 438430.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT257125 N/A 31371NSN6 2028-03-01 5.5 136871.15 138501.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT257373 N/A 31371N2E4 2028-09-01 6.5 3639.61 3778.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL256078 N/A 31371MM38 2035-12-01 4.5 759.65 755.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0182 N/A 3140U3FY2 2056-01-01 5.5 1036328.34 1059383.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0083 N/A 3140U3CV1 2056-01-01 5.5 1038246.85 1051623.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF9576 N/A 3140U1UA1 2041-01-01 4 314803.64 307970.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9269 N/A 3140U1JP1 2056-02-01 6 324611.12 338205.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9208 N/A 3140U1GS8 2056-02-01 6.5 684880.01 727395.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 64674.21 63163.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4211 N/A 3140QPVD6 2052-07-01 4.5 1750996.40 1699690.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4160 N/A 3140QPTS6 2052-07-01 4.5 206098.46 199889.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4030 N/A 3140QPPQ4 2052-06-01 4.5 44181.82 43041.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9053 N/A 3140AKBX2 2054-08-01 7 570024.96 602452.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 6610.88 6417.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8819 N/A 3140XQYR2 2052-06-01 3 256047.93 227257.90 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G15814 G N/A 3128MEVF5 2031-03-01 3.5 1084552.81 1075411.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2725 N/A 3140X6A35 2050-02-01 3 43135.95 38008.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5683 N/A 31418FJ57 2040-04-01 5 95466.50 96435.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDE0633 N/A 3140BCV33 2040-05-01 6.5 144364.79 151417.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6150 N/A 3140B6ZQ1 2055-04-01 6.5 561679.63 587297.64 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB1582 N/A 3132CXXK3 2037-06-01 1.5 848375.69 761998.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8933 N/A 3140B94T3 2055-09-01 6.5 679128.68 715438.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI5174 N/A 3131WHXB8 2036-08-01 6.5 142118.51 151307.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3737 N/A 31418DEK4 2034-08-01 2.5 684807.08 649418.53 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLBU1429 N/A 3140M2ST0 2052-01-01 1.5 121061.50 93322.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4311 N/A 31418DYH9 2041-04-01 2 29848.36 26227.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 558929.99 540824.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4183 N/A 31418DUH3 2050-11-01 2.5 504001.94 428257.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9822 N/A 3132AA4F8 2046-09-01 3 10595.62 9575.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3496 N/A 31418C3E2 2048-10-01 4.5 186.68 183.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAL9227 N/A 3138ERHD5 2036-10-01 3 4151.61 3905.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 6362.03 6409.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM4427 N/A 3140X74M8 2034-07-01 3 22249.06 21737.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2355 N/A 3132DPTL2 2052-12-01 4.5 102567.62 99562.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTBE1896 N/A 3140FMDA1 2036-12-01 3 31746.87 30137.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9706 N/A 31426UYC2 2055-08-01 6.5 396550.06 418156.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA1144 N/A 31418AHW1 2027-08-01 2.5 27727.70 27485.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7062 N/A 3140XNZ49 2052-06-01 3 15545.28 13674.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1313 N/A 3132CXN65 2039-09-01 4.5 48334.19 48196.24 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1691 N/A 3132CX2Y7 2038-07-01 2 346129.91 318040.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7293 N/A 3140XBC73 2051-05-01 2.5 402290.70 345017.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM6733 N/A 3140XAPT3 2035-02-01 2.5 1220038.83 1177303.72 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM6482 N/A 3140XAFY3 2036-02-01 1.5 181120.57 163929.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8792 N/A 3140BMXW5 2055-09-01 6.5 2024313.39 2130906.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6518 N/A 3140BKG40 2055-09-01 6.5 1100144.99 1162162.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5514 N/A 3132DTDT4 2053-07-01 4.5 313249.84 306413.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM6177 N/A 3140X92K0 2034-07-01 3.5 36164.31 35877.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1395 N/A 3131XGRQ3 2041-05-01 4.5 4084.21 4024.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5049 N/A 3133KYTE9 2040-05-01 3 394925.16 367875.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6308 N/A 3133C7AH0 2053-07-01 6 609521.39 632622.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 1218083.97 1072944.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIFM3464 N/A 3140X6Z61 2027-03-01 5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 600477.78 606034.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 229017.15 231521.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8251 N/A 3132DWEY5 2052-08-01 5.5 72693.57 73499.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 184350.22 182913.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ3868 N/A 3133CUJM9 2054-09-01 6.5 50984.36 52940.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 269766.46 272634.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5793 N/A 31418FNK9 2055-08-01 6 962279.44 984257.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3657 N/A 3138ELB36 2043-06-01 3.5 3451.98 3250.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1756 N/A 3140J55S4 2045-12-01 4.5 13731.60 13554.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 302623.69 300295.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4994 N/A 31418ERQ5 2038-04-01 4 4183.24 4096.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5998 N/A 31418FUY1 2056-03-01 5.5 593009.78 597427.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 2280.79 2309.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5978 N/A 31418FUC9 2041-02-01 5 92785.80 93728.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5977 N/A 31418FUB1 2041-02-01 4.5 274867.91 273441.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 1502475.43 1494676.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5951 N/A 31418FTH0 2041-01-01 5 172649.15 174402.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5950 N/A 31418FTG2 2041-01-01 4.5 1597007.40 1588717.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5917 N/A 31418FSF5 2040-12-01 5.5 56299.27 57619.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2436 N/A 3140QMV68 2051-12-01 3 172107.26 151800.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 597772.72 513344.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8460 N/A 3140QGMJ3 2051-01-01 2.5 1702786.42 1451949.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5895 N/A 31418FRR0 2040-09-01 6.5 298149.71 311614.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5883 N/A 31418FRD1 2040-11-01 3.5 204772.70 197314.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5880 N/A 31418FRA7 2055-11-01 6 170644.67 174641.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKMA5905 N/A 31418FR33 2055-10-01 7 1492529.61 1539159.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 N/A 31418FQK6 2040-10-01 3.5 763490.97 735817.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5873 N/A 31418FQ34 2055-09-01 6.5 1162284.07 1193286.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5826 N/A 31418FPL5 2040-09-01 3.5 530383.92 511065.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5818 N/A 31418FPC5 2055-09-01 3.5 18371.45 16850.52 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CTMA5841 N/A 31418FP35 2045-07-01 7 656703.77 693164.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFM6161 N/A 3140X9Z32 2041-03-01 2 723619.19 634828.70 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM6100 N/A 3140X9X67 2036-04-01 1.5 10775.60 9689.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM5779 N/A 3140X9M51 2036-02-01 2.5 225228.16 213422.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5704 N/A 3140X9KS3 2036-01-01 2 895211.12 828317.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5537 N/A 3140X9EK7 2036-01-01 2 95408.77 87850.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM5506 N/A 3140X9DL6 2038-06-01 4.5 26660.38 26797.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5413 N/A 3140X9AP0 2036-01-01 2 578498.49 535093.56 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM5367 N/A 3140X86D4 2036-02-01 1.5 9762.53 8781.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM3796 N/A 3140X7GE3 2048-10-01 4.5 11117.17 10985.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7646 N/A 3140XBP87 2048-05-01 4.5 10301.67 10172.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM3333 N/A 3140X6V32 2035-06-01 2 340650.28 313681.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM1488 N/A 3140X4UN4 2033-04-01 3 352480.63 344232.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM1507 N/A 3140X4U95 2028-12-01 4.5 2.38 2.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2327 N/A 31329KSQ8 2033-12-01 4.5 28965.27 29133.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4113 N/A 31427RSB7 2047-01-01 3.5 1531734.97 1435671.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 420777.78 426596.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2027 N/A 31427PHD9 2055-08-01 5.5 594446.05 602853.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFA5103 N/A 3140W5U51 2038-03-01 4 1068770.89 1049022.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4183 N/A 3140W4UH8 2053-03-01 3 2226498.40 1962384.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4472 N/A 3140W46J1 2051-02-01 4.5 1407949.79 1377880.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4466 N/A 3140W46C6 2048-03-01 3 1539239.89 1391094.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3874 N/A 3140QPJU2 2047-06-01 3 32271.80 28682.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3669 N/A 3140QPCF2 2052-05-01 3 47571.04 41846.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4421 N/A 3140QP4F1 2052-08-01 5.5 358573.96 364620.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3110 N/A 3140QNN40 2047-03-01 2.5 260441.93 221855.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 17634.07 15537.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2545 N/A 3140QMZK3 2052-01-01 3 117876.19 103690.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKCA4120 N/A 3140QBSJ8 2048-07-01 3.5 386307.65 351816.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICA3163 N/A 3140QAQR4 2034-02-01 4.5 702.22 705.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2480 N/A 3140Q9XJ7 2048-10-01 4.5 1871418.41 1842598.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2208 N/A 3140Q9N25 2048-08-01 4.5 14097.49 13787.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 60670.22 59701.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1711 N/A 3140Q83V5 2048-05-01 4.5 28496.44 27957.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1704 N/A 3140Q83N3 2048-05-01 4.5 11251.98 11082.98 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY8101 N/A 3140NRAB2 2054-03-01 7.5 606939.65 650491.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY7959 N/A 3140NQZZ4 2054-08-01 4.5 396654.26 384134.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2609 N/A 3140MT3T8 2056-01-01 5.5 2095593.11 2131332.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1626 N/A 3140MSYY5 2052-05-01 4.5 1051652.09 1019618.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKBV9502 N/A 3140MPRY9 2052-04-01 4 1189396.48 1095433.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBV5446 N/A 3140MKBQ4 2041-01-01 4.5 20007.06 19904.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5803 N/A 31418FNV5 2040-08-01 6.5 242069.69 252780.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 1123265.57 1109957.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5784 N/A 31418FNA1 2040-07-01 6.5 683600.84 713851.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5772 N/A 31418FMW4 2040-07-01 5.5 9317.85 9536.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5761 N/A 31418FMK0 2055-07-01 6 1702819.83 1741712.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8986 N/A 3142JX6Y5 2056-03-01 6 1020143.44 1055783.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8879 N/A 3142JX2M5 2056-03-01 6 1300841.11 1334097.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7654 N/A 3142JWQG4 2056-03-01 5 792749.33 787810.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8355 N/A 3132D6H86 2039-12-01 3.5 76226.44 73450.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8350 N/A 3132D6H37 2039-12-01 5 251879.63 254458.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8349 N/A 3132D6H29 2040-01-01 4.5 93890.03 93621.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8264 N/A 3132D6FD7 2038-11-01 4.5 797196.63 794923.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8216 N/A 3132D6DV9 2038-03-01 4.5 4343.47 4331.09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8177 N/A 3132D6CN8 2037-09-01 3.5 125672.34 121128.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8173 N/A 3132D6CJ7 2037-08-01 4 6493.07 6358.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8115 N/A 3132D6AQ3 2036-08-01 2 43358.83 39818.78 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8106 N/A 3132D6AF7 2036-06-01 1.5 11520.75 10363.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7203 N/A 3142JWAD8 2056-02-01 6 960459.33 994942.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7034 N/A 3142JVY85 2056-02-01 6.5 786969.98 830178.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8337 N/A 3132D6HN3 2039-11-01 4 28552.25 27935.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6838 N/A 3142JVS41 2056-02-01 6.5 870553.79 913835.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6587 N/A 3142JVJ90 2056-02-01 6.5 1499566.90 1580600.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5646 N/A 3142JUHY9 2056-02-01 5.5 957783.11 969491.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5586 N/A 3142JUF47 2056-02-01 5.5 992952.70 1019516.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5483 N/A 3142JUCV0 2056-02-01 6.5 400842.49 422286.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0996 N/A 3142JPDA6 2055-12-01 6.5 353132.91 371642.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0947 N/A 3142JPBR1 2055-12-01 5.5 840727.05 862569.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0577 N/A 3142JNUB0 2055-11-01 5.5 1071044.03 1099982.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0148 N/A 3142JNEW2 2055-12-01 6.5 1162991.00 1227895.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8282 N/A 3140U0FY8 2056-01-01 5.5 1987217.54 2015033.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 1119.23 955.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 6778.58 6598.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 121978.61 103215.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3846 N/A 3132E0HX3 2053-09-01 6 965316.26 993098.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4894 N/A 31418ENL0 2053-01-01 6 352208.79 361954.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 19777.52 17397.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU2630 N/A 3140M34Q0 2052-02-01 2 18114.78 14570.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5189 N/A 3133KYXS3 2042-10-01 4.5 1449723.64 1446686.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8692 N/A 3140BMUS7 2055-09-01 6 1226019.70 1266301.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0375 N/A 31426WMZ0 2055-07-01 6.5 893301.13 939798.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6753 N/A 3140BKQF4 2055-06-01 6.5 1437387.07 1513849.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 52206.82 52589.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0534 N/A 31417YSY4 2030-10-01 4 10927.19 10876.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAU1292 N/A 3138X0NJ3 2043-07-01 3 600650.56 549907.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD5055 N/A 3140FCTM0 2047-02-01 3 8120.69 7406.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL9501 N/A 3138ERRX0 2045-11-01 4.5 3976.14 3929.69 Agency Mortgage-Backed Securities FNMA FNMS 03.990 MLAN1154 N/A 3138LDH89 2046-03-01 3.99 276070.23 255059.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8349 N/A 3138WJH35 2036-11-01 3 12682.71 12002.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI5611 N/A 3131WJGU1 2037-01-01 5.5 6204.94 6354.19 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB8454 N/A 3140AJMC9 2054-07-01 7.5 529005.47 565521.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM7391 N/A 3140XBF96 2036-05-01 2.5 297997.79 284055.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 1020214.97 937550.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKBO2889 N/A 3140JXF78 2049-08-01 4 380214.19 360077.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7365 N/A 3131Y2FE3 2048-07-01 4.5 126.49 122.83 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 1976438.62 1865578.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5722 N/A 31418FLC9 2040-04-01 3.5 313575.53 302213.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5710 N/A 31418FKY2 2040-05-01 4.5 23430.45 23354.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5701 N/A 31418FKP1 2055-05-01 6 314003.97 321175.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5675 N/A 31418FJV0 2055-04-01 6.5 26948.58 27982.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5641 N/A 31418FHT7 2040-01-01 4 30245.35 29591.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5624 N/A 31418FHA8 2040-01-01 3.5 1125371.58 1084381.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 190030.58 191425.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 34556.49 33383.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 220703.91 208324.49 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLMA5599 N/A 31418FGH4 2054-12-01 7.5 98228.68 105069.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5571 N/A 31418FFM4 2054-11-01 6 1169117.74 1181159.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5589 N/A 31418FF77 2040-01-01 4.5 49656.08 49514.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 2178.28 2104.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 30046.56 30338.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 99125.48 100133.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5041 N/A 31418ES76 2038-06-01 4 152060.48 148777.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 1283535.86 1273468.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 137668.42 139132.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 45882.40 46374.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 438676.40 402451.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4606 N/A 31418EDL1 2042-05-01 2 58232.90 50491.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNQS0342 N/A 3133HMLX5 2036-01-01 4.5 838470.23 841516.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAP2109 N/A 3138M5KX6 2032-08-01 4 6824.76 6734.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2954 N/A 3132DQH74 2053-04-01 4.5 1679208.88 1636741.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 106872.95 102637.58 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-04-30 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 700000000.00 700000000.00 .0037 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 4/28/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.500 CKMA5817 N/A 31418FPB7 2055-07-01 6.5 6669513.43 6815393.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5847 N/A 31418FP92 2055-09-01 6.5 8465844.08 8620537.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5106 N/A 31418EU81 2053-08-01 5 6942244.50 6879185.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 6734079.86 5931687.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4622 N/A 31418ED49 2052-06-01 2 8601174.49 6944817.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 10002408.42 8094415.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA9197 N/A 3140YXGF2 2054-07-01 6 6939180.30 7182578.98 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS6235 N/A 3140XM4V5 2053-11-01 7 6185897.84 6568194.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS5012 N/A 3140XLSA7 2053-03-01 4 7801378.58 7391520.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM9038 N/A 3140XDBG0 2035-02-01 2.5 6767429.30 6536059.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8422 N/A 3140XCLC0 2051-08-01 2.5 8980318.07 7568965.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5100 N/A 3140W5U28 2054-11-01 3.5 8612137.71 7903295.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA2883 N/A 3140W3FZ7 2053-08-01 3.5 8754613.88 8074526.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA0879 N/A 3140W06R1 2051-11-01 2.5 9103612.48 7721896.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6924 N/A 3140UAVS1 2056-04-01 5.5 8227310.57 8449607.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3042 N/A 3140U6LY8 2056-02-01 6 6131843.01 6294441.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2725 N/A 3140U6A38 2056-02-01 5.5 6190107.70 6313540.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2261 N/A 3140U5QP4 2056-03-01 5 5850360.00 5826763.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2080 N/A 3140U5J23 2056-02-01 5.5 7040411.55 7230645.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1693 N/A 3140U43B3 2056-02-01 5.5 7661516.34 7860572.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5525 N/A 3140QRD75 2053-01-01 6 5594429.24 5763655.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA4511 N/A 3140QCAM8 2034-11-01 2.5 9309381.59 8816015.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM3504 N/A 3140J73N3 2031-03-01 2.5 7353928.27 7202682.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2099 N/A 3140BSKM8 2055-11-01 6.5 6290155.29 6637206.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1708 N/A 3140BR3S6 2055-10-01 6.5 8361401.07 8716306.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1691 N/A 3140BR2Z1 2055-10-01 6 5592896.96 5749397.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9859 N/A 3142JY5V0 2056-04-01 5 7262056.29 7198038.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8932 N/A 3142JX4S0 2056-03-01 5.5 8651177.14 8875937.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7886 N/A 3142JWXQ4 2056-03-01 5 7419539.14 7389873.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7658 N/A 3142JWQL3 2056-03-01 5 7384035.68 7317237.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7055 N/A 3142JVZV3 2056-02-01 5.5 7530863.82 7742174.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5621 N/A 3142JUG79 2056-02-01 5.5 8178303.77 8374283.19 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0060 N/A 3142JCB66 2041-02-01 4 6354963.05 6216890.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 6102327.89 6052512.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4684 N/A 31427SF29 2055-02-01 5 8062653.43 8049290.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1663 N/A 31427NZ51 2055-06-01 6 8527853.76 8815412.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0456 N/A 31427MQJ3 2055-02-01 5.5 7581620.74 7701640.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2723 N/A 31427AAZ0 2055-09-01 6.5 5860130.26 6138806.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6335 N/A 31426RBD2 2055-06-01 6 6878712.88 7102477.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 7463225.43 6846939.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 7561479.00 7499827.74 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8177 N/A 3132DWCN1 2051-11-01 2 8673026.78 7011853.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9489 N/A 3140QVRK2 2054-11-01 5.5 6574442.27 6660392.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8948 N/A 3140BM5J5 2055-09-01 6 7140422.32 7397855.97 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G18628 G N/A 3128MMVW0 2031-12-01 2 6119972.42 5842778.48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 7279252.44 5873604.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5114 N/A 3133KYVF3 2041-06-01 2 7410909.38 6477406.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1278 N/A 3140W1M42 2052-08-01 3 7030479.32 6301643.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2835 N/A 3140B3EH1 2055-06-01 6.5 7003128.82 7328603.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 8562065.35 7255608.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4646 N/A 3140BHEU1 2055-07-01 6 6897654.69 7058018.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 5863747.97 5833309.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3550 N/A 3140U65L4 2056-02-01 5.5 6259774.41 6435419.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9004 N/A 3142JYAE2 2056-03-01 5.5 6430778.57 6538882.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2663 N/A 3140BS5Z6 2055-11-01 5.5 8477848.06 8569097.97 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1695 N/A 3132CX3C4 2037-06-01 2 6329175.53 5828086.26 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTFA2708 N/A 3140W3AJ8 2042-03-01 1.5 9307336.99 7872787.83 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4681 N/A 31427SFX1 2052-07-01 4 8576879.14 8172207.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKBM7872 N/A 3140JCXA7 2055-10-01 6.5 7174381.10 7339913.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9858 N/A 3142JY5U2 2056-04-01 5 8133702.86 8060244.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6546 N/A 3140BXHY5 2055-12-01 6 6506424.00 6688480.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6031 N/A 31418FVZ7 2056-04-01 6 7910118.86 8095595.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4140 N/A 3140U7S60 2056-03-01 5 6918744.00 6847381.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4088 N/A 3140W4RJ8 2051-01-01 2 9034119.80 7346154.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7657 N/A 3142JWQK5 2056-03-01 5 5949780.61 5896046.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3385 N/A 3142JRXP7 2056-01-01 5.5 5693719.13 5841643.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5764 N/A 3140U9MN5 2056-03-01 5.5 6711869.14 6800689.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6170 N/A 3140BJ2C0 2055-09-01 6.5 6995028.67 7267237.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2956 N/A 3140BFJA4 2055-07-01 6 8090253.97 8354279.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8515 N/A 3140B9N96 2055-05-01 6.5 6717524.60 7070004.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8894 N/A 3140B93C1 2055-09-01 6 7595540.99 7858263.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7156 N/A 3140B75S8 2055-10-01 6 6892182.99 7053790.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7781 N/A 3140AVUF6 2054-12-01 6.5 6982135.00 7253821.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3868 N/A 3140ADJN2 2054-05-01 6 8674982.18 8890624.89 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE5913 N/A 3140BJSB4 2055-08-01 7 6426224.91 6809634.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8421 N/A 3133KQLA2 2053-01-01 6 5982814.15 6202616.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3089 N/A 3133KJNE8 2050-07-01 2.5 8920044.58 7638531.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3828 N/A 3132E0HD7 2053-05-01 6.5 6579998.14 6837267.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 8283315.93 7295240.59 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G18629 G N/A 3128MMVX8 2032-01-01 2 7004088.42 6677184.27 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G16087 G N/A 3128ME6Y2 2032-02-01 2.5 7690646.82 7418577.37 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8146 N/A 3132DWBP7 2051-05-01 2 1775332.72 1439819.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB0246 N/A 3142K1HY1 2056-04-01 6 6034435.71 6326592.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9909 N/A 3142K0AK0 2056-04-01 6 8469142.29 8693337.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6001 N/A 31418FU39 2041-03-01 3.5 7468129.83 7196115.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5833 N/A 31418FPT8 2045-09-01 5 8908795.90 8866502.87 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-04-28 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 600000000.00 600000000.00 .0032 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 4/10/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLQZ3402 N/A 31427AX85 2055-09-01 5 5071764.50 5013432.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3401 N/A 31427AX77 2055-09-01 5 3577843.09 3536553.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3184 N/A 31427ARE9 2055-09-01 6 3174565.59 3248555.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3474 N/A 31427A2G1 2055-08-01 6 2635827.40 2697563.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2667 N/A 31426Y6D3 2055-09-01 6 4198756.66 4297204.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 5052731.73 5089810.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 2872655.82 2850124.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 4254698.69 3902680.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 2973424.56 2618754.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5526 N/A 3140U9D88 2056-03-01 6.5 4395616.85 4586710.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5524 N/A 3140U9D62 2056-03-01 6.5 5099018.42 5322986.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5522 N/A 3140U9D47 2056-03-01 6.5 2646563.19 2764199.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5485 N/A 3140U9CX4 2056-03-01 5.5 4971099.62 5105415.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6223 N/A 3140U94H8 2056-04-01 6 3867699.27 4002813.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3812 N/A 3140U7GW6 2056-03-01 5.5 3211482.13 3253977.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3820 N/A 3140U7G63 2056-03-01 5 3767152.97 3731563.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3763 N/A 3140U7FD9 2056-03-01 5.5 4998004.94 5066134.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3230 N/A 3140U6SU9 2056-03-01 5.5 5309375.93 5394731.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1853 N/A 3140U5BX3 2056-02-01 5.5 2369124.32 2433136.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5528 N/A 3140U9EA2 2056-03-01 6.5 3183543.83 3321476.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1584 N/A 3140U4XN4 2056-02-01 6 2515512.71 2585524.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1756 N/A 3140U45S4 2056-02-01 6 2564485.86 2677507.88 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB8906 N/A 3140QU3Q7 2054-07-01 7.5 4730653.97 5081819.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6781 N/A 3140QSRB9 2053-07-01 5.5 2736170.14 2768326.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7752 N/A 3140QFTJ8 2050-11-01 3 5993905.00 5403205.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY8354 N/A 3140NRH82 2053-08-01 6 2385901.57 2450344.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBW2577 N/A 3140MT2K8 2041-02-01 4 2518457.88 2463984.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 4292611.46 3781704.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV6290 N/A 3140MK7C0 2055-09-01 5 3453980.05 3435386.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBV6189 N/A 3140MK2X9 2040-09-01 3.5 2832153.25 2728999.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTBR1092 N/A 3140KYGA6 2041-06-01 2 6201228.48 5418612.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM1010 N/A 3140J5DQ9 2032-03-01 2.5 5617342.56 5409946.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6568 N/A 3140BXJN7 2055-12-01 6.5 3335005.56 3483992.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6566 N/A 3140BXJL1 2055-12-01 6.5 4098573.32 4280142.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6556 N/A 3140BXJA5 2055-12-01 6 4998488.59 5138731.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6547 N/A 3140BXHZ2 2055-12-01 6 4167491.73 4283477.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6361 N/A 3140BXB70 2055-12-01 6 2783479.69 2867429.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7168 N/A 3140BX6E1 2055-12-01 5.5 3188053.23 3305365.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5908 N/A 3140BWR67 2055-12-01 6.5 2601652.53 2747237.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1878 N/A 3140BSCQ8 2055-10-01 6.5 3761026.35 3937857.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 2818937.62 2788074.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0795 N/A 31427M3D1 2055-03-01 6.5 2468578.31 2563304.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9545 N/A 31427KTB1 2055-11-01 5.5 2317053.92 2357489.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4707 N/A 3142GVGR6 2055-08-01 6.5 3885041.47 4090065.47 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS2766 N/A 3140XJCC5 2051-09-01 1.5 4213461.37 3254498.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD4115 N/A 3140B4SD3 2055-03-01 6 3591921.05 3694434.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8212 N/A 3140AWDS5 2055-06-01 5.5 5118561.16 5158789.64 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC0832 N/A 3140AM4S7 2055-02-01 7 2750517.11 2936821.55 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8202 N/A 3133JMDF1 2054-09-01 7 2442505.55 2539305.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7300 N/A 3140BLDE9 2055-08-01 6.5 3046878.74 3214992.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 2493577.60 2519519.13 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4354 N/A 31418DZU9 2051-06-01 1.5 6814748.34 5263370.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4217 N/A 3140M5VK8 2053-09-01 6.5 3771925.30 3926456.06 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8120 N/A 3132DWAV5 2051-01-01 1.5 4360035.06 3370424.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 5688064.29 4597131.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5683 N/A 31427DJ51 2055-10-01 6.5 5087055.41 5337458.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8895 N/A 3140B93D9 2055-09-01 6.5 3833035.27 4082660.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1711 N/A 3140BR3V9 2055-10-01 6.5 2946620.85 3076109.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4648 N/A 3140BHEW7 2055-07-01 6 3753793.70 3850754.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 3478229.42 2946384.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8323 N/A 3133JMG84 2055-08-01 7 2461993.75 2541856.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1713 N/A 3140BR3X5 2055-10-01 6.5 1690211.07 1770438.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5997 N/A 31427DUX7 2055-10-01 6 3390898.53 3491730.29 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5333 N/A 31426A4T2 2055-02-01 7 2739647.51 2914698.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE5208 N/A 3140BHYE5 2055-07-01 6.5 2446878.18 2575519.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5915 N/A 31418FSD0 2040-12-01 4.5 3927552.42 3907164.49 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB7851 N/A 3140AHWM0 2054-07-01 7.5 2486470.21 2668285.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0995 N/A 3140BRC98 2055-10-01 6 3473558.13 3565683.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7107 N/A 31426R3R0 2055-07-01 6.5 2807585.22 2953735.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6149 N/A 3140BJZP5 2055-08-01 6.5 3062924.72 3224569.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0988 N/A 3140BRC23 2055-10-01 6 4511440.29 4636998.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS9762 N/A 3140XRZ40 2050-07-01 3 5926454.60 5303086.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9454 N/A 3140QVQG2 2054-11-01 4.5 2380131.62 2311821.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5937 N/A 3140BWS33 2055-12-01 6 2571221.02 2657282.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7489 N/A 3142JWKB1 2056-03-01 5 5170500.48 5136295.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6035 N/A 31418FV53 2041-04-01 3.5 4041427.09 3894224.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7619 N/A 3140BYPD0 2055-12-01 5 4968008.37 4939276.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6236 N/A 3140U94W5 2056-04-01 6 3322332.86 3444013.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5824 N/A 31418FPJ0 2055-09-01 6.5 3291436.54 3417741.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1712 N/A 3140BR3W7 2055-10-01 6.5 3384970.38 3531941.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1707 N/A 3140BR3R8 2055-10-01 6.5 2232061.12 2328478.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1703 N/A 3140BR3M9 2055-10-01 6 5094441.05 5227003.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1690 N/A 3140BR2Y4 2055-10-01 6 2404534.58 2467833.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0254 N/A 3140BQH87 2055-10-01 6.5 2984055.56 3142791.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0166 N/A 3140BQFG1 2055-09-01 6 4931715.33 5112344.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9760 N/A 3140BNZ27 2055-09-01 6.5 2795109.44 2953185.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE9413 N/A 3140BNN79 2055-09-01 5 3869963.01 3825604.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8791 N/A 3140BMXV7 2055-09-01 6.5 2342722.85 2469032.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9737 N/A 3140BAZB5 2055-06-01 6 4020666.30 4120217.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8353 N/A 3140B9H77 2055-05-01 5.5 5366480.82 5406597.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1912 N/A 3140B2DS0 2055-01-01 7 2142081.32 2297736.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA0820 N/A 3140A04E6 2053-10-01 6 4552005.71 4688975.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9601 N/A 3142JYU34 2056-04-01 6 2923262.35 3020264.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9053 N/A 3142JYBX9 2056-03-01 5.5 2382208.97 2420980.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8866 N/A 3142JXZ80 2056-03-01 6 4668504.97 4799143.75 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N/A 3142JQ3S6 2056-01-01 5 3467885.11 3444038.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA6024 N/A 31418FVS3 2056-02-01 6.5 3353597.32 3430977.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF5697 N/A 3140BWKK3 2040-12-01 5 5143829.78 5196063.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9539 N/A 31427KS55 2055-12-01 5 2615229.33 2599372.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5295 N/A 3142JT3D3 2056-02-01 5.5 3059330.14 3097477.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1752 N/A 3142JP5N7 2055-12-01 5.5 4695346.87 4822216.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6363 N/A 3140MLB90 2055-12-01 5.5 4569148.27 4633099.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0026 N/A 3142J6A45 2055-07-01 5 4703513.51 4647789.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8959 N/A 3140BM5V8 2055-09-01 6.5 5111877.78 5455143.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6061 N/A 3140U9WX2 2056-04-01 5.5 4785774.91 4859128.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5763 N/A 3140U9MM7 2056-04-01 5.5 4156138.50 4225177.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5749 N/A 3140U9L71 2056-04-01 5.5 4805941.08 4884966.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5748 N/A 3140U9L63 2056-04-01 5.5 5336326.67 5425706.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5607 N/A 3140U9GR3 2056-04-01 6 2369979.24 2449904.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7667 N/A 31427HQV7 2055-11-01 6.5 4405262.18 4599951.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5146 N/A 31427CWG4 2055-10-01 6.5 4996149.94 5242078.76 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0482 N/A 3132D9RB2 2042-04-01 2 6245636.23 5409006.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8303 N/A 3132D6GL8 2039-05-01 5 5100764.20 5152968.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 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2052-03-01 2.5 3081032.56 2627138.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6071 N/A 3140BWW95 2056-01-01 5.5 2078015.20 2132002.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 N/A 3142JWT71 2056-03-01 5 2694975.53 2662629.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0059 N/A 3142JCB58 2041-02-01 3.5 2310517.17 2226362.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5165 N/A 3142JTW33 2056-02-01 6.5 2255416.21 2350041.45 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-01 2026-04-01 2026-04-01 N N N .0372 100000000.00 100000000.00 .0005 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.660%, 5/5/2026 3.660 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNAR XX.XXX HYAM8507 N/A 3138L9NZ1 2027-04-01 2.96 166163.39 164740.48 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 N/A 31376JEV7 2036-06-01 4.48 2355.70 2320.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 N/A 31373UED5 2029-03-01 4.405 79.67 79.37 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 N/A 31373KHS1 2032-10-01 4.599 31204.28 31065.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 N/A 31373CSE8 2034-04-01 4.083 39137.63 38446.09 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 N/A 3136195D6 2027-09-01 4.24 144.31 143.64 Agency Mortgage-Backed Securities FMAC FMAR 840357 G N/A 31347AME1 2046-07-01 6.333 26517.76 27596.97 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WNWN5090 N/A 3132XKUQ8 2029-09-01 4 9672668.92 9611618.25 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 N/A 3132XKSV0 2029-07-01 3.81 154054.05 152431.71 Agency Mortgage-Backed Securities FMAC FKAR 04.350 WNWN4122 N/A 3132XJSL5 2035-07-01 4.35 3855202.70 3768930.98 Agency Mortgage-Backed Securities FMAC FKAR 04.430 WNWN4109 N/A 3132XJR77 2035-04-01 4.43 10335486.49 10168761.31 Agency Mortgage-Backed Securities FMAC FKAR 04.050 WNWN1667 N/A 3132XFZ92 2032-07-01 4.05 7194324.32 7040941.33 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4488 N/A 3132XDC27 2030-07-01 4 5009664.38 4978966.82 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 N/A 3132WWX31 2037-07-01 3.9 152231.18 143248.02 Agency Mortgage-Backed Securities FMAC FKAR 03.700 WAWA2225 N/A 3132WVVT8 2037-05-01 3.7 123178.53 114468.99 Agency Mortgage-Backed Securities FMAC FMAR 841649 G N/A 31288QZN3 2049-01-01 6.252 29636.83 30829.35 Agency Mortgage-Backed Securities FMAC FMAR 841485 G N/A 31288QUJ7 2052-09-01 4.169 799345.17 794160.76 Agency Mortgage-Backed Securities FMAC FMAR 841375 G N/A 31288QQ45 2046-01-01 6.209 26779.07 27866.68 Agency Mortgage-Backed Securities FMAC FMAR 841337 G N/A 31288QPW4 2051-08-01 1.852 1299411.37 1249257.12 Agency Mortgage-Backed Securities FMAC FMAR 841319 G N/A 31288QPC8 2046-05-01 6.248 33821.88 35207.11 Agency Mortgage-Backed Securities FMAC FMAR 841318 G N/A 31288QPB0 2046-05-01 6.248 27103.99 28214.29 Agency Mortgage-Backed Securities FMAC FMAR 841315 G N/A 31288QN89 2046-05-01 6.248 32524.78 33857.15 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 N/A 3132WWXY3 2037-07-01 3.9 151280.74 142279.53 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG5248 N/A 3140U8ZN3 2056-03-01 4.982 6999255.69 7071933.63 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2315 N/A 3140U5SD9 2056-02-01 4.29 2365844.31 2334059.19 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2313 N/A 3140U5SB3 2056-02-01 4.756 6496139.45 6543942.38 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG1479 N/A 3140U4UD9 2056-02-01 4.531 5469988.40 5441882.69 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8846 N/A 3140U0ZL4 2056-01-01 4.281 1025735.05 1020642.79 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8901 N/A 3140U03K1 2056-01-01 4.794 5918860.20 5969087.64 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6653 N/A 3140Q2MB1 2033-03-01 4.48 6158310.81 6159624.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6453 N/A 3140Q2E38 2036-02-01 4.6 2070486.49 2067143.34 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4759 N/A 3140Q0JD5 2030-08-01 4.27 61621.62 61847.55 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2750 N/A 3140U6BU7 2056-02-01 4.491 867337.42 868237.13 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ2413 N/A 3140NWVF9 2034-06-01 4.575 385135.14 387812.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ2043 N/A 3140NWHV0 2029-11-01 3.81 9852439.99 9755038.76 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1398 N/A 3140NVRU3 2029-07-01 4.79 8091689.19 8254564.11 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0932 N/A 3140NVBA4 2029-06-01 4.64 9532864.86 9686884.19 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0693 N/A 3140NUXX2 2029-04-01 4.75 10352432.43 10529917.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0677 N/A 3140NUXF1 2029-03-01 5.04 7524357.64 7710284.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0615 N/A 3140NUVH9 2029-03-01 4.89 7364554.05 7527428.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0593 N/A 3140NUUT4 2029-03-01 4.39 9301783.78 9380591.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0538 N/A 3140NUS42 2029-02-01 4.71 3966891.89 4035523.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 N/A 3140NUFE4 2041-06-01 2.8 18836.17 15238.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0147 N/A 3140NUEV7 2029-01-01 4.815 7887567.57 8040124.96 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0140 N/A 3140NUEN5 2028-12-01 4.87 8226486.49 8392861.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0082 N/A 3140NUCU1 2029-01-01 5.28 500675.68 515964.81 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9592 N/A 3140LLUS8 2028-09-01 4.815 5647621.62 5742877.23 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9065 N/A 3140LLCB5 2028-07-01 4.62 385135.14 387190.60 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9818 N/A 3140LL4C2 2028-10-01 5.31 770270.27 790067.76 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS8451 N/A 3140LKL92 2028-05-01 4.45 55801.76 55899.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7273 N/A 3140LJCK0 2032-12-01 5.29 1553635.14 1631531.81 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 N/A 3140LHQV5 2032-10-01 4.27 146008.41 145429.38 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HLBS5685 N/A 3140LGJ78 2052-05-01 4.2 5077482.37 4629668.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 N/A 3140JCGA6 2049-04-01 6.146 31526.57 32896.06 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 N/A 3140JCDL5 2050-04-01 6.215 35747.59 37202.72 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 N/A 3140J96M8 2036-08-01 6.195 1090421.92 1128574.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL3871 N/A 3140HVJR6 2029-09-01 2.71 7323729.73 7020830.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL2631 N/A 3140HT4R7 2029-06-01 3.14 71980.87 70127.12 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 N/A 3140HRYU1 2039-01-01 4.69 1123351.50 1116435.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 N/A 3140HR5A7 2039-02-01 4.7 1075218.88 1064702.88 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF6742 N/A 3140BXP42 2056-01-01 4.992 5960964.40 6040096.21 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF5354 N/A 3140BV5Q9 2055-12-01 4.067 783489.75 769404.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 N/A 31385HJE3 2036-12-01 4.714 1530.54 1555.62 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 N/A 31381JN24 2036-04-01 5.692 59838.81 59899.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9235 N/A 3140LLHM6 2028-08-01 4.76 7664189.19 7770090.41 Agency Mortgage-Backed Securities FMAC FKAR 03.450 WAWA2224 N/A 3132WVVS0 2037-05-01 3.45 367185.34 332792.19 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6168 N/A 3138LJ2A7 2032-07-01 3.13 1136297.05 1060885.94 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1519 N/A 3140LBVM2 2051-03-01 2.39 1925675.68 1257844.94 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 N/A 3140NYEQ0 2035-05-01 4.32 10414054.05 10236910.99 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9125 N/A 3140LLD73 2030-07-01 4.775 4989810.81 5078006.55 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4456 N/A 3132XDB28 2029-12-01 4.5 7616239.56 7674077.28 Agency Mortgage-Backed Securities FMAC FKAR 04.250 WNWN1577 N/A 3132XFXF0 2032-06-01 4.25 8969027.03 8881558.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS7085 N/A 3140LH2T6 2029-11-01 4.57 154054.05 155916.93 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAM8349 N/A 3138L9H39 2027-04-01 2.98 339332.62 336653.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS5591 N/A 3140LGF98 2037-09-01 3.85 550743.24 511430.27 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0146 N/A 3140NUEU9 2028-12-01 5 8842247.26 9038480.31 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WAWA2535 N/A 3132WWBD3 2054-05-01 4.4 2640261.95 2392554.34 Agency Mortgage-Backed Securities FMAC FMAR 841475 G N/A 31288QT83 2052-08-01 3.405 1501700.54 1464717.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0380 N/A 3140NUM63 2034-01-01 4.26 154054.05 152320.95 Agency Mortgage-Backed Securities FMAC FMAR 841386 G N/A 31288QRF9 2049-05-01 6.288 32202.45 33498.59 Agency Mortgage-Backed Securities GNMA GNRM 2014-099 EB N/A 38379DDU5 2029-07-20 1.75 708474.49 691326.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-3O FC N/A 38376RUY0 2066-06-20 4.8274 2065788.80 2084779.68 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-8O FA N/A 38376RUB0 2065-08-20 4.6833 2035659.56 2048691.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-1O FA N/A 38376RPB6 2066-01-20 4.6833 8327359.33 8376290.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-1O FD N/A 38376RP42 2066-12-20 4.6833 2663011.50 2680371.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-26O FD N/A 38376RJX5 2065-10-20 4.4433 4541291.15 4553700.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-3O F N/A 38376RB70 2066-10-20 4.5333 1581090.06 1587466.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-7O FB N/A 38375UVQ0 2065-03-20 4.3833 4554135.54 4562880.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-5O FB N/A 38375UUU2 2065-02-20 4.4233 3177040.23 3184606.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-3O FD N/A 38375UTT7 2065-01-20 4.4233 3142612.62 3149584.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-4O FQ N/A 38375U3B4 2067-11-20 4.5271 1228102.89 1234739.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 KF N/A 38385MY91 2056-02-20 4.5229 19235561.61 19096469.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 HT N/A 38385MW85 2056-02-20 5 61513947.08 60938894.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 FS N/A 38385MN51 2056-02-20 4.4729 14217677.58 14164513.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 DF N/A 38385MH74 2066-02-20 4.3729 254521.09 254063.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-003 EY N/A 38385LH68 2056-01-20 4.75 2090230.82 1896642.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-211 HT N/A 38385KRY8 2055-09-20 5 10368930.21 10404098.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 FC N/A 38385FBK6 2055-04-20 4.7229 22698410.13 22761945.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-066 FD N/A 38385EV43 2055-04-20 4.8729 13655119.50 13743344.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 MF N/A 38385MZ25 2066-02-20 4.4729 53449646.21 53320978.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-197 FQ N/A 38385BBP4 2054-12-20 4.7729 27047852.83 27141368.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-197 DF N/A 38385BBM1 2054-12-20 4.8729 29605910.53 29767675.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-184 BF N/A 38384XZB2 2054-11-20 4.7229 15430429.64 15483357.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-097 FB N/A 38384PPR5 2054-06-20 4.9229 16801738.26 16905946.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-094 FA N/A 38384PH94 2054-06-20 4.7729 16801738.26 16849529.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 GF N/A 38384PAK6 2054-05-20 4.8729 18435547.74 18536297.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-104 FD N/A 38384N7H2 2054-06-20 4.8729 16671063.45 16756235.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-136 FA N/A 38384EV69 2053-09-20 5.0729 10485731.94 10598632.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-140 FA N/A 38384ETA3 2053-09-20 4.9229 10300242.77 10377610.28 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-066 A N/A 38384AVK6 2052-07-20 4.5 59775354.26 59628964.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-068 GF N/A 38384AKC6 2053-05-20 4.6729 13608703.78 13633551.14 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-112 YA N/A 38383TRN5 2052-06-20 2 9243243.06 6314915.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-128 BA N/A 38383T7Z0 2049-10-20 3.75 5466774.28 5385958.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-078 HY N/A 38383RWB9 2052-01-20 2.5 15677310.81 12498208.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-075 G N/A 38383RKQ9 2047-11-20 4 17603081.92 17271128.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-078 VL N/A 38383P8D6 2052-04-20 1.5 4912783.78 3268381.71 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-156 HA N/A 38383BCE0 2052-05-20 5.25 2864018.99 2901572.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-26O FH N/A 38382YH48 2072-11-20 4.8729 20495141.46 20813430.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-116 KF N/A 38382WRW9 2051-07-20 3.5 31706177.31 28215848.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 UF N/A 38382UZD6 2051-06-20 3.5 31774739.47 28439168.52 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 FM N/A 38382UXP1 2051-06-20 3.5 1345314.04 1184119.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-114 FB N/A 38382UQW4 2051-06-20 3 22874971.56 19585474.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-17O FL N/A 38382AK53 2069-11-20 4.2833 3566338.42 3570617.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-43 F N/A 38381TS89 2049-04-20 4.1895 16849002.14 16532411.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-023 FH N/A 38381RSJ9 2049-02-20 4.2395 23325226.63 22889847.48 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-006 FH N/A 38381BW67 2049-01-20 4.2395 11693810.39 11507778.35 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-03O FA N/A 38380QYC0 2070-04-20 4.0529 16285868.23 16259833.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-09O NF N/A 38380QBN1 2070-04-20 5.0333 3586165.12 3640025.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O EF N/A 38380LWT6 2069-07-20 5.1307 5846649.41 5906768.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-02O FD N/A 38380LU27 2070-01-20 4.6108 4071134.72 4099139.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O FE N/A 38380LQG1 2069-01-20 4.3333 6452445.95 6458789.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-7O FG N/A 38380LLH4 2068-10-20 4.7317 817457.56 823103.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-5O FA N/A 38380LJU8 2068-09-20 4.9166 5332570.79 5369457.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-5O KF N/A 38380LE25 2069-09-20 5.1266 5187967.92 5240301.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-001 AE N/A 38379HQ73 2030-01-20 1.75 1393032.09 1349032.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-100 JA N/A 38379DJT2 2029-07-16 1.75 1490001.57 1458272.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-020 CA N/A 38379JJE2 2030-02-20 1.75 2603452.12 2515284.48 Agency Collateralized Mortgage Obligation FMAC FERM 5650PL 04/25/56 N/A 3137HR4V8 2056-04-25 4.75 107046.00 96550.71 Agency Collateralized Mortgage Obligation FMAC FERM 5650PK 04/25/56 N/A 3137HR4U0 2056-04-25 4.5 44453.07 38486.05 Agency Collateralized Mortgage Obligation FMAC FERM 5650HA 05/25/54 N/A 3137HR3X5 2055-06-25 5 17797094.59 17805631.27 Agency Collateralized Mortgage Obligation FMAC FERA 5650FH 04/25/56 N/A 3137HR3S6 2056-04-25 5.4686 38513513.51 40437434.19 Agency Collateralized Mortgage Obligation FMAC FERA 5650FE 04/25/56 N/A 3137HR3Q0 2056-04-25 5.1686 57770270.27 60054936.08 Agency Collateralized Mortgage Obligation FMAC FERM 5650DL 04/25/56 N/A 3137HR3E7 2056-04-25 5 4367465.55 4168194.12 Agency Collateralized Mortgage Obligation FMAC FERM 5650AT 04/25/56 N/A 3137HR2F5 2056-04-25 4.5 23570013.00 22719441.94 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.1 97812744.35 96335641.43 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GA 01/15/31 N/A 3137HPZH9 2031-01-15 4.25 48309807.39 47879689.03 Agency Collateralized Mortgage Obligation FMAC FERM 5623DA 06/25/50 N/A 3137HPZ55 2050-06-25 4.5 37034294.42 36723984.07 Agency Collateralized Mortgage Obligation FMAC FERM 5623AH 08/25/48 N/A 3137HPYJ6 2048-08-25 4.25 145331.29 143974.87 Agency Collateralized Mortgage Obligation FMAC FERM 5616PT 01/25/56 N/A 3137HPMP5 2056-01-25 4.5 22550623.91 21884478.48 Agency Collateralized Mortgage Obligation FMAC FERA 5650CF 04/25/56 N/A 3137HRKB4 2056-04-25 4.9106 38513513.51 39477523.26 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.5 793989.20 662471.25 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 N/A 3137HPKW2 2033-01-15 4.05 135059411.54 131402002.68 Agency Collateralized Mortgage Obligation FMAC FERM 5607CB 12/25/55 N/A 3137HPCH4 2055-12-25 4.5 1803338.27 1627123.27 Agency Collateralized Mortgage Obligation FMAC FTRM 5607KT 11/15/32 N/A 3137HP2L6 2032-11-15 4.25 19368873.75 19170162.03 Agency Collateralized Mortgage Obligation FMAC FTRM 5607GH 04/15/31 N/A 3137HNZJ0 2031-04-15 4.25 24453228.53 23979292.36 Agency Collateralized Mortgage Obligation FMAC FTRM 5607GC 06/15/31 N/A 3137HNZF8 2031-06-15 4.25 77909757.90 77514807.38 Agency Collateralized Mortgage Obligation FMAC FERA 5397FA 04/25/54 N/A 3137HCFN7 2054-04-25 4.6119 33289076.84 33488866.23 Agency Collateralized Mortgage Obligation FMAC FERM 5250AY 01/25/55 N/A 3137H8N23 2055-01-25 2 3504604.82 2130374.51 Agency Collateralized Mortgage Obligation FMAC FERM 5200KP 11/25/49 N/A 3137H6H73 2049-11-25 3 488823.02 453535.37 Agency Collateralized Mortgage Obligation FMAC FERM 5200KD 03/25/52 N/A 3137H6GW9 2052-03-25 3 1538908.79 1401248.79 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 N/A 3137FGT39 2048-08-15 3.5 1577155.80 1486976.66 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.25 27033.50 26289.67 Agency Collateralized Mortgage Obligation FNMA FNRA RC027PF R26F027 N/A 3136G5PT1 2056-04-25 4.9722 73450989.53 73396687.58 Agency Collateralized Mortgage Obligation FNMA FNRM RC027ED R26F027 N/A 3136G5PL8 2056-04-25 4.5 23108108.11 22284280.95 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5 1110384.65 1042267.73 Agency Collateralized Mortgage Obligation FNMA FNRM CL027DL R26F027 N/A 3136G5LP3 2056-04-25 5 20480.72 19081.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL027GA R26F027 N/A 3136G5LB4 2031-04-25 4 77409634.14 78474429.45 Agency Collateralized Mortgage Obligation FNMA FNRM RC113AE R25F113 N/A 3136BYFY3 2052-11-25 4.25 831594.57 815315.00 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5 1274852.76 1184299.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL091PL R25F091 N/A 3136BXLQ5 2055-08-25 5 92826.81 85312.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL106PL R25F106 N/A 3136BX6X7 2055-12-25 5 2142273.36 1920510.94 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 N/A 3136BSS48 2054-09-25 4.9119 36765497.95 36874531.55 Agency Collateralized Mortgage Obligation FNMA FNRA CL065FC R24F065 N/A 3136BSH99 2054-09-25 4.8619 26134680.24 26185154.57 Agency Collateralized Mortgage Obligation FNMA FNRM RC024A R23F024 N/A 3136BP5H0 2054-07-25 4.5 20461926.78 20241797.37 Agency Collateralized Mortgage Obligation FNMA FNRM RC043QJ R22F043 N/A 3136BNWQ5 2047-03-25 4 3284138.44 3184781.21 Agency Collateralized Mortgage Obligation FNMA FNRM CL043CW R22F043 N/A 3136BNSZ0 2052-07-25 2 5322377.31 3884412.88 Agency Collateralized Mortgage Obligation FNMA FNRM RC022B R22F022 N/A 3136BMH27 2054-07-25 2 4621621.62 2757941.92 Agency Collateralized Mortgage Obligation FNMA FNRM RC029AY R22F029 N/A 3136BM2D9 2054-07-25 2 3620270.27 2185132.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL054TA R20F054 N/A 3136BBFZ0 2043-05-25 2 356310.96 341350.42 Agency Collateralized Mortgage Obligation FMAC FERA 5534FD 05/25/55 N/A 3137HLEG3 2055-05-25 4.9119 328147.52 329121.67 Agency Collateralized Mortgage Obligation FMAC FERM 5051CB 12/25/35 N/A 3137F7XL4 2035-12-25 1.25 5315977.52 4914045.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O FC N/A 38380LMV2 2065-08-20 4.1333 216826.40 216554.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 HF N/A 38382UXT3 2051-06-20 3.5 8673067.60 7738348.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 VF N/A 38382UZF1 2051-06-20 3.5 23181222.48 20586442.66 Agency Collateralized Mortgage Obligation FMAC FERA 5650FD 04/25/56 N/A 3137HR3P2 2056-04-25 4.6722 35718033.24 35520966.32 Agency Collateralized Mortgage Obligation FMAC FERM 5607CL 12/25/55 N/A 3137HPCQ4 2055-12-25 4.5 1805221.58 1531262.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-3O FA N/A 38376RP91 2066-12-20 4.5508 588758.25 592575.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-7O FD N/A 38376RRF5 2066-03-20 4.7333 5588952.45 5624209.07 Agency Collateralized Mortgage Obligation FNMA FNRA CL007FC R26F007 N/A 3136BYUS9 2056-02-25 4.4619 41375626.81 41326995.96 Agency Collateralized Mortgage Obligation FNMA FNRM CL014EL R23F014 N/A 3136BPF30 2053-04-25 6 5391891.89 5593187.39 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DT R26F027 N/A 3136G5PD6 2056-03-25 4.5 77027.80 74598.65 Agency Collateralized Mortgage Obligation FNMA FNRM RC027P R26F027 N/A 3136G5PS3 2056-04-25 5 5699024.84 5643554.33 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GB 02/15/31 N/A 3137HPZJ5 2031-02-15 4.25 35984900.37 35655842.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-156 F N/A 38383BTM4 2065-09-20 4.7729 35625347.78 35752259.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-200 DA N/A 38383LNZ9 2034-12-20 4 8063745.13 8023308.14 Agency Collateralized Mortgage Obligation FMAC FERM 05315A 01/25/55 N/A 3137HA6E1 2055-01-25 4.5 16036554.06 15948369.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-196 YF N/A 38385BNE6 2054-12-20 4.8729 18845522.17 18945440.26 Agency Collateralized Mortgage Obligation FMAC FERM 5623DY 02/25/56 N/A 3137HPZC0 2056-02-25 4.5 1761608.11 1477039.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-025 QY N/A 38385MP67 2056-02-20 4.5 3852121.62 3246013.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-099 FA N/A 38384MR25 2054-06-20 4.9729 15202841.27 15305954.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-7O FH N/A 38376RRW8 2066-02-20 4.7833 2093590.66 2109685.24 Agency Collateralized Mortgage Obligation FNMA FNRM RC074AY R25F074 N/A 3136BXGM0 2055-09-25 5 1064333.27 1008832.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O FJ N/A 38380LFQ1 2068-06-20 4.8607 8274457.46 8324081.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.5 225103.44 197216.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-18O FE N/A 38380LL76 2069-11-20 4.6742 5465935.08 5510521.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-178 GA N/A 38383UT26 2046-02-20 3 8218526.21 7879002.45 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 N/A 3136BXRR7 2055-10-25 4.5 2726559.36 2668437.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-6O FC N/A 38376RSJ6 2066-02-20 4.7033 2906329.19 2924148.19 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.25 15280.11 14985.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-026 FA N/A 38385CE53 2055-02-20 4.9229 16323588.12 16427344.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-006 DA N/A 38383HTQ2 2043-09-20 3 8597669.81 8301583.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-4O FD N/A 38376RQR0 2066-01-20 4.6933 2333453.68 2347582.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-16O FH N/A 38380QKK7 2070-09-20 4.7833 8820184.26 8893696.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 VF N/A 38384PAU4 2054-05-20 4.8729 17247254.49 17341578.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-5O HF N/A 38380LB93 2069-09-20 5.1266 4649433.45 4702267.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-6O FM N/A 38376RRZ1 2066-02-20 4.7333 5786658.75 5836182.54 Agency Collateralized Mortgage Obligation FMAC FTRM 5616NG 01/15/31 N/A 3137HPM75 2031-01-15 4.25 29477354.66 29113270.01 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 N/A 3137HPMM2 2056-01-25 4.5 733812.61 626000.13 Agency Collateralized Mortgage Obligation FMAC FERM 5650PM 04/25/56 N/A 3137HR4W6 2056-04-25 4.5 42326661.77 41666069.56 Agency Collateralized Mortgage Obligation FNMA FNRM RC091AB R25F091 N/A 3136BXLZ5 2055-05-25 4.75 490738.90 485696.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 LF N/A 38385MN28 2054-10-20 4.3229 21234268.39 21181944.99 Agency Collateralized Mortgage Obligation FMAC FTRM 5607GL 12/15/32 N/A 3137HNZN1 2032-12-15 4 10184759.08 9684405.64 Agency Collateralized Mortgage Obligation FNMA FNRM CL029AL R22F029 N/A 3136BMV96 2054-07-25 2 7702702.70 5506636.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL007PA R26F007 N/A 3136BYUG5 2051-08-25 4.5 26169667.96 25977033.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET N/A 38385EJT2 2055-03-20 4.5 29894730.20 29163744.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-24O FC N/A 38382YC50 2072-11-20 4.6729 61236162.78 61801485.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K N/A 38381PDR1 2055-07-20 4.5 6687466.34 6439421.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-011 AG N/A 38379HT88 2030-01-20 1.75 2624316.97 2536017.46 Agency Collateralized Mortgage Obligation FMAC FKAR 04.850 WSWS4021 N/A 3142GGPF5 2041-05-01 4.85 661047.96 647291.33 Agency Mortgage-Backed Securities FMAC FMAR 8B0575 G N/A 3142AWT88 2056-02-01 4.55 5778599.88 5778233.91 Agency Mortgage-Backed Securities FMAC FMAR 8B0574 G N/A 3142AWT70 2056-03-01 4.635 5088603.31 5096879.93 Agency Mortgage-Backed Securities FMAC FMAR 8B0573 G N/A 3142AWT62 2056-02-01 4.965 2616236.03 2648270.53 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 N/A 3142ACFV6 2040-12-01 4.5 3534636.24 3380215.06 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 N/A 3142ACEM7 2054-01-01 4 3016107.98 2538058.89 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 N/A 3142ACDU0 2039-06-01 3.1 480487.38 408142.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6188 N/A 3140LG2W1 2032-07-01 4.34 152926.86 153115.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6177 N/A 3140LG2K7 2034-07-01 4.465 3451702.01 3442927.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS4959 N/A 3140LFQM9 2029-03-01 2.3 38513.51 36664.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BS4290 N/A 3140LEXU6 2029-10-01 1.95 308108.11 284869.05 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3121 N/A 3140LDPF0 2031-09-01 1.71 3926837.84 3433972.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1977 N/A 3140LCFT3 2031-05-01 1.85 41690.31 37366.26 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 N/A 3140LG3F7 2038-07-01 4.24 299572.01 287427.76 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3897 N/A 3140BUKK7 2055-11-01 4.691 5725786.73 5724482.21 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3606 N/A 3140BUAG7 2055-12-01 4.938 1685793.45 1706014.54 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3125 N/A 3140BTPK5 2056-01-01 4.872 6624570.78 6678679.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN7630 N/A 3138LLPQ2 2032-12-01 3.16 34662.16 32269.79 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HIAN7185 N/A 3138LK6X0 2032-11-01 3.35 207342.84 201781.83 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN5517 N/A 3138LJDX5 2027-05-01 2.86 142500.00 140961.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 N/A 3138LEXZ9 2028-09-01 2.55 144788.32 140300.32 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1835 N/A 3138LEBD2 2028-07-01 2.535 50190.50 48679.09 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1243 N/A 3138LDLZ4 2026-06-01 2.64 200270.27 199754.97 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 N/A 3138LCA47 2035-11-01 3.48 162110.95 150482.25 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7091 N/A 3140JB2Z8 2052-10-01 3.935 848877.19 840461.27 Agency Mortgage-Backed Securities FMAC FMAR 841680 G N/A 31288Q2M1 2049-12-01 5.957 31421.90 32701.49 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 N/A 3138LMRK1 2028-04-01 3.49 17401.47 17230.52 Agency Mortgage-Backed Securities FMAC FKAR 04.150 WNWN2732 N/A 3132XHBA1 2032-07-01 4.15 8691729.73 8546380.83 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS8635 N/A 3140LKSZ7 2028-05-01 4.422 763789.19 764531.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 N/A 3140J9TY7 2036-11-01 6.533 1151808.23 1204691.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1258 N/A 3140NVMG9 2029-07-01 4.72 8383621.62 8505346.22 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 N/A 3138ERC32 2028-09-01 2.791 582088.14 568989.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6512 N/A 3140LHGW4 2032-09-01 3.75 308108.11 295421.76 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG3116 N/A 3140U6PA6 2056-03-01 4.534 6320196.69 6325040.06 Agency Mortgage-Backed Securities FMAC FMAR 8C1267 G N/A 3142BBMQ0 2055-12-01 4.97 8028921.89 8084029.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3251 N/A 3140BTTH8 2055-11-01 4.936 2839896.66 2865206.77 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3948 N/A 3140BUL67 2055-12-01 4.719 6721253.66 6723528.81 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF3949 N/A 3140BUL75 2055-12-01 4.909 5850529.29 5916563.24 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 N/A 3140U0AB3 2055-12-01 3.02 781537.90 726695.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF9006 N/A 3140U1AG0 2056-01-01 4.667 4095584.75 4108752.74 Agency Mortgage-Backed Securities FMAC FMAR 8B0541 G N/A 3142AWS63 2055-12-01 4.805 6912330.18 6955574.87 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF9007 N/A 3140U1AH8 2055-12-01 4.321 4952475.14 4933783.67 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 N/A 3140U05M5 2056-02-01 4.454 7867953.19 7866795.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0997 M N/A 3618N6DB0 2056-03-20 5.5 7513556.68 7600701.41 Agency Mortgage-Backed Securities FMAC FKAR 05.000 WNWN0196 N/A 3132XEGE5 2040-06-01 5 5191621.62 5223268.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6452 N/A 3140Q2E20 2036-02-01 4.82 5757770.27 5868225.42 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF9894 N/A 3140U17G4 2056-01-01 4.749 6042811.00 6038745.20 Agency Mortgage-Backed Securities FMAC FMAR 8C1222 G N/A 3142BBLB4 2055-11-01 4.92 7763693.98 7805245.26 Agency Mortgage-Backed Securities GNMA GNRA 2022-007 FA N/A 38381EPB8 2064-02-16 4 65235288.36 59290961.93 Agency Mortgage-Backed Securities FNMA MNRM CL002A1 R26M002 N/A 3136BYQQ8 2033-01-25 3.95 38460337.91 37971071.10 Agency Mortgage-Backed Securities FNMA MNRM CL0052A2 R26M00 N/A 3136BYH88 2036-01-25 4.3 46216216.22 45707067.60 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 N/A 3136BYH70 2036-01-25 4.3 83240954.43 80994308.88 Agency Mortgage-Backed Securities FNMA MNRA CL01SA1 R22M01S N/A 3136BNES1 2032-04-25 2.0835 10199266.54 9748783.63 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7073 3233182.58 3018277.78 Agency Mortgage-Backed Securities FNMA MNRA RC010A1 R21M010 N/A 3136BF4Q3 2033-04-25 1.517 6364393.12 6114025.32 Agency Mortgage-Backed Securities GNMA GNRA 2021-178 FA N/A 38381D4W7 2061-10-16 4 3513599.85 3191457.79 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4 22983662.16 22600233.39 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-01 2026-04-07 2026-05-05 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0371 2850000000.00 2850000000.00 .0151 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, REPO, 3.680%, 4/13/2026 3.680 933CXT007 2IGI19DL77OX0HC3ZE78 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.000 CLDC3001 N/A 3140AQKP6 2054-09-01 6 848278.57 887195.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8859 N/A 3140AJZZ4 2054-07-01 6.5 1007216.49 1051978.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA2972 N/A 3140A3JS3 2053-11-01 7 446732.89 478622.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9587 N/A 3138WKUM5 2047-05-01 4 2584863.46 2477396.04 Agency Mortgage-Backed Securities FNMA FNMS 03.400 MYAM1508 N/A 3138L1VA4 2030-12-01 3.4 378910.48 364799.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8375 N/A 3133WFJU2 2054-06-01 6 1037386.25 1076221.84 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5855 N/A 3133KMQG3 2051-09-01 2.5 31138925.65 26319657.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ8448 N/A 3133D0L58 2054-11-01 4.5 1131742.12 1104072.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1587 N/A 3133CRXQ1 2054-08-01 6 1085867.19 1136923.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1586 N/A 3133CRXP3 2054-08-01 6 914620.70 952828.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1725 N/A 3133CR4J9 2054-08-01 5.5 926904.00 952081.80 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5889 N/A 3133CJRJ2 2053-11-01 7 1173895.81 1255655.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE2847 N/A 3133BCEU7 2052-05-01 4.5 706210.90 686514.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8410 N/A 3132DWKX0 2054-03-01 6.5 404.43 419.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6605 N/A 3132DUKS5 2053-09-01 5.5 2794875.52 2829988.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1569 N/A 3132DNW66 2052-09-01 4.5 17568272.14 17133281.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0704 N/A 3132DMX91 2051-10-01 2.5 22495747.03 19502470.42 Agency Mortgage-Backed Securities GNMA GNII SF MA6410 M N/A 36179VDP2 2050-01-20 3.5 7298987.88 6809770.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6584 N/A 3142JVJ66 2056-02-01 5 1251134.64 1247638.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 26462464.58 27803732.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4156 N/A 31427RTN0 2055-10-01 5.5 1272.72 1300.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1842 N/A 31427PBL7 2055-07-01 6 49414162.39 51439055.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX8570 N/A 31426FQY6 2055-02-01 6 1172875.93 1232992.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0131 N/A 31425UED3 2054-12-01 6 1394693.42 1451845.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 37098573.18 38159221.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CL890769 N/A 31410LT28 2046-11-01 3.5 19750293.98 18478427.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS6959 N/A 3140XNWV2 2054-01-01 7 17032870.48 18267146.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5741 N/A 3140XMLX2 2053-07-01 6.5 30698981.52 32245125.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4824 N/A 3140XLLE6 2053-06-01 5 11083882.13 11065423.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4805 N/A 3140W5KT0 2056-03-01 5.5 20305657.65 20614574.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3881 N/A 3140W4J32 2055-10-01 6 2765299.70 2828464.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA2192 N/A 3140W2NJ6 2052-04-01 2 39632032.29 32601613.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9900 N/A 3140U2AA1 2056-01-01 5.5 2202533.79 2250723.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9452 N/A 3140QVQE7 2054-11-01 4.5 1366913.23 1330968.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8326 N/A 3140QUHC3 2054-04-01 5.5 18817223.38 19219748.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7658 N/A 3140QTQL6 2053-12-01 7 23276150.31 25021310.70 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7635 N/A 3140QTPV5 2053-12-01 7 25415140.29 27457788.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7511 N/A 3140QTKZ1 2053-11-01 6.5 12826310.48 13399219.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB4205 N/A 3140QPU70 2052-04-01 2 353605.87 285060.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3273 N/A 3140QNT77 2052-04-01 4 6837757.61 6483003.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2837 N/A 3140NKEK3 2053-06-01 5.5 1216266.47 1254293.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY1814 N/A 3140NJAQ7 2053-05-01 5.5 604915.23 613854.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9551 N/A 3140NETH8 2053-03-01 6.5 797035.90 849704.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9507 N/A 3140NER56 2053-03-01 5.5 989022.42 1003891.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9310 N/A 3140NEKY0 2053-03-01 5.5 1229710.46 1262214.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6880 N/A 3140NBUE9 2053-02-01 5.5 676735.60 696784.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9574 N/A 3140N2T84 2052-11-01 4.5 662858.82 642298.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBV5323 N/A 3140MJ4H5 2052-03-01 2 15316481.42 12331968.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBU4773 N/A 3140M6JT1 2054-06-01 7 1621949.74 1743418.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ1844 N/A 3140KMBN9 2050-09-01 2.5 17778926.08 15004157.23 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF3886 N/A 3140BUJ86 2055-11-01 7 1499205.13 1606421.28 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0180 N/A 3140B0FW3 2055-04-01 7 880809.41 942730.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9228 N/A 3140AXHE0 2054-12-01 5.5 746.16 764.52 Agency Mortgage-Backed Securities GNMA GNII RG CJ9358 C N/A 3617XSMF4 2041-06-20 5 163153.23 162958.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 12463071.57 11119776.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4688 N/A 3132DSF56 2054-02-01 6.5 15183554.80 16025341.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3615 N/A 3140ARAR1 2054-10-01 5.5 876661.67 901744.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3906 N/A 3140ARKU3 2054-10-01 5.5 1016406.24 1045319.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4257 N/A 3140X7WT2 2050-09-01 2.5 1053497.34 903081.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW7047 N/A 3140MYZM7 2052-10-01 6 873478.74 913486.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4775 N/A 31426PJV8 2055-06-01 5.5 17084427.05 17242275.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 860.45 859.39 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9797 N/A 3140AK3F0 2054-08-01 7 549.76 589.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8374 N/A 3132DWJT1 2053-11-01 6.5 392.38 407.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0106 N/A 3140B0DL9 2055-03-01 7 441996.70 469426.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5310 N/A 3140N93U8 2053-02-01 5.5 911985.91 937084.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4208 N/A 31418DVA7 2050-12-01 2 8544643.33 6942810.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA1994 N/A 3140W2GC9 2055-04-01 6.5 44354696.46 46934750.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7912 N/A 3138WHYJ5 2046-09-01 3 68403.42 61679.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2495 N/A 3140APXZ2 2054-10-01 5.5 952747.29 976735.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6942 N/A 3140XNWC4 2053-12-01 6.5 50756854.20 52950903.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM5915 N/A 3140JASD1 2046-11-01 3 2710067.70 2459269.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5865 N/A 3140MXQT4 2052-08-01 4.5 1281100.33 1241367.00 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 115660719.11 89445060.52 Agency Mortgage-Backed Securities GNMA GNII SF MA7935 M N/A 36179WY85 2052-03-20 2 12030615.95 9920622.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7117 N/A 3140AU4B6 2054-10-01 6.5 35816.28 37946.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2578 N/A 31426Y2L9 2055-09-01 6 1078397.01 1124399.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0581 N/A 3140QKUF3 2051-05-01 2 8836559.80 7207581.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4682 N/A 3140B5FY8 2055-03-01 6.5 1574002.16 1659051.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4940 N/A 3140W5P24 2056-04-01 5 3131251.25 3098888.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5399 N/A 3142JT7M9 2056-02-01 5 1857865.66 1841887.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3650 N/A 31427RBU3 2055-12-01 6 31288856.43 32571073.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6603 N/A 3142JVKR8 2056-01-01 5.5 1712759.63 1757521.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5722 N/A 3140BWLC0 2055-11-01 6 568003.65 591744.50 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 38744445.00 39281585.36 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 21918950.00 22650557.33 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 85.00 82.01 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 85.00 84.18 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 85.00 74.32 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 17827815.00 12366442.25 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 85.00 60.34 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 85.00 66.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 6766680.00 6623151.73 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 357680.00 343373.35 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 1930886.53 1922072.81 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 242675.00 246091.42 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-04-13 Y Canadian Imperial Bank of Commerce 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 850000000.00 850000000.00 .0045 N N Y N MUFG Securities Americas Inc. MUFG Securities Americas Inc., REPO, 3.680%, 4/1/2026 3.680 933DPF004 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2022-024 FB N/A 38383FT29 2052-02-20 3 1007060.52 868851.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-193 KF N/A 38383DSA7 2051-11-20 3 397589.33 341809.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 786769.29 700380.02 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-166 CA N/A 38382LQC8 2050-11-20 1 396736.38 299212.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-005 CF N/A 38382CGU9 2050-01-20 3.5 2503677.59 2260191.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-001 YF N/A 38382CDV0 2050-01-20 3.5 742361.68 670908.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 FE N/A 38381QPM7 2054-05-20 4.7729 1002498.66 1006018.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-114 VF N/A 38381PTR4 2055-07-20 4.6729 692564.10 693647.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-098 QF N/A 38381NNH7 2053-12-20 4.7729 973918.50 978191.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-72 YF N/A 38381A4B9 2048-12-20 4.4895 2149674.91 2036655.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-48 CF N/A 38380WPX1 2048-04-20 4.3895 1446267.03 1366630.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-32 AF N/A 38380KG90 2048-02-20 4.0895 1193935.77 1158433.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-161 FA N/A 38380BXX8 2046-11-20 4.1895 1229149.83 1208566.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-061 FG N/A 38384MFD4 2054-04-20 4.8229 3614397.78 3625272.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-173 AX N/A 38384GBJ8 2053-11-20 6 195652.17 202831.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-170 FA N/A 38384DR33 2053-11-20 4.9229 2628464.22 2658547.60 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-165 DY N/A 38384D7J0 2053-11-20 6 1304347.83 1343587.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-164 EL N/A 38384D3W5 2053-11-20 6 652173.91 675995.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-111 FA N/A 38384CKM0 2053-08-20 4.7529 2269587.84 2277888.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-111 MF N/A 38384CJM2 2053-08-20 4.7229 693005.31 694914.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-100 AY N/A 38384B4A6 2053-07-20 6 260869.57 269905.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 MF N/A 38384AER0 2053-05-20 4.8229 3342839.28 3356677.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-063 FG N/A 38384ABS1 2053-05-20 4.7229 2304448.70 2309698.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-040 MF N/A 38383WQU3 2053-03-20 4.6729 2530131.73 2532557.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-018 FA N/A 38383VS58 2053-02-20 4.6229 119215.91 118617.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-023 FB N/A 38383V7Z5 2053-02-20 5.0229 1158925.17 1152256.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-022 YF N/A 38383MRX8 2052-02-20 3 8837429.09 7636622.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-013 FC N/A 38383HMM8 2053-01-20 4.7329 79677.31 79522.75 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-205 EC N/A 38383HBA6 2052-10-20 5 523814.93 532246.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-032 FL N/A 38383VQV3 2053-01-20 4.5229 405113.77 401496.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-034 FE N/A 38383MCH9 2052-02-20 3 307895.58 263899.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-101 TF N/A 38384CAW9 2053-07-20 4.7229 179328.36 179926.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 1834055.72 1553322.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-192 FB N/A 38385JWX7 2055-11-20 4.8229 6442546.96 6427379.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-044 FH N/A 38384KW80 2054-03-20 4.6729 836292.54 837081.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 DF N/A 38383X5H3 2053-05-20 4.6729 3293946.65 3292908.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-038 FE N/A 38383WGW0 2053-03-20 4.5729 3020126.74 3018291.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-183 FB N/A 38384XWA7 2054-11-20 4.8229 4203334.70 4215808.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-104 FA N/A 38383TTM5 2052-06-20 4.5 1000355.86 943429.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 FH N/A 38385E2P8 2055-04-20 4.7229 2762240.09 2770477.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-53 FE N/A 38380HA51 2047-10-20 4.0895 820460.86 800840.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-22O FB N/A 38382YZR7 2072-10-20 4.7729 1435698.92 1460960.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-18O AF N/A 38380LJ95 2069-10-20 4.4333 1378032.80 1377373.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-024 FA N/A 38383F3M3 2052-02-20 3 2082064.09 1801651.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-059 LG N/A 38384MG68 2054-04-20 6 260869.57 267576.52 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-055 FC N/A 38382ELV7 2050-04-20 3.5 4010857.96 3576848.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-164 LD N/A 38384D3E5 2053-11-20 6.5 623238.26 651109.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-131 KF N/A 38379E3S9 2044-09-16 4.087 232862.08 228989.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-70 FM N/A 38381VZ78 2049-06-20 4.1895 678855.91 664011.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-084 FE N/A 38385GAW9 2055-05-20 5.0729 1078912.29 1089231.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-079 FE N/A 38385GVD8 2055-05-20 4.8229 3944753.15 3967947.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-089 FN N/A 38385GEG0 2055-05-20 4.7229 5367723.92 5405491.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FE N/A 38385F3U3 2055-05-20 4.6729 4697314.30 4723637.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-004 FD N/A 38385CAH1 2055-01-20 4.7729 7993953.69 8030193.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-004 FA N/A 38385CAG3 2055-01-20 4.7229 6282339.69 6302513.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-024 FC N/A 38385C2R8 2055-02-20 4.7829 4284126.29 4304554.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-024 BF N/A 38385C2A5 2055-02-20 4.7729 4701147.59 4721152.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-151 GF N/A 38384WDV4 2054-09-20 4.7729 5390628.39 5409373.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-127 FC N/A 38384URE1 2054-08-20 4.9229 3835972.24 3855317.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 FB N/A 38384PAH3 2054-05-20 4.9729 2654446.37 2672577.59 Agency Collateralized Mortgage Obligation FNMA FNMS 05.000 CLFS7361 N/A 3140XPFB0 2050-06-01 5 292968.64 293990.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7262 N/A 3140XPB81 2053-11-01 4 886373.13 845957.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6855 N/A 3140XNTM6 2054-02-01 6.5 85629.41 89453.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS6523 N/A 3140XNG99 2038-12-01 5.5 23595.31 24162.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP7229 N/A 3140KFA70 2050-07-01 2 3353204.13 2728517.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP3574 N/A 3140KA6L5 2051-07-01 2.5 2566.50 2204.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2325 N/A 3140JWSP6 2049-09-01 3.5 979.41 904.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 29875.31 26493.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0015 N/A 3138NWAR0 2043-02-01 3 5450.04 4992.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7696 N/A 3138EQRS3 2043-12-01 3 262.34 240.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL5145 N/A 3138EMWF4 2033-10-01 4 2705.16 2666.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAL4898 N/A 3138EMNQ0 2027-01-01 4.5 2.16 2.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4324 N/A 3138ELYW7 2040-05-01 6.5 5970.54 6355.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL0909 N/A 3138EHAK8 2040-06-01 5.5 1843.14 1893.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 4512.16 4652.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL256022 N/A 31371MLB1 2035-12-01 5.5 15.83 16.37 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q45735 G N/A 3132WKLR7 2047-01-01 3 1758103.81 1586333.56 Agency Mortgage-Backed Securities FMAC 06.500 FGPC H09197 G N/A 3128UNGE6 2038-10-01 6.5 460.62 473.97 Agency Mortgage-Backed Securities FMAC 06.000 FGPC C68093 G N/A 31287T7E9 2032-06-01 6 2698.98 2763.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5930 N/A 3140XMSU1 2053-07-01 4.5 2217.61 2153.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4524 N/A 3140XLA24 2053-05-01 5 10087.55 10071.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 5887.87 5260.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS1861 N/A 3140XHB71 2037-05-01 3 1060.62 1016.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1485 N/A 3140XGUK3 2046-11-01 3 8328.87 7628.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1169 N/A 3140XGJP5 2052-03-01 3 5826.41 5125.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1082 N/A 3140XGFY0 2052-03-01 2.5 1307.85 1129.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725948 N/A 31402DP95 2034-10-01 5.5 11.42 11.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAU3735 N/A 3138X3EH1 2043-08-01 3 6014.47 5500.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAS8740 N/A 3138WJWA2 2037-02-01 3.5 1421.02 1374.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7943 N/A 3138WHZH8 2046-09-01 4 80716.39 77938.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7638 N/A 3138WHPY2 2031-07-01 2.5 2834.09 2737.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6515 N/A 3138WGGZ1 2046-01-01 4 453.05 435.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS5952 N/A 3138WFTJ5 2045-10-01 4.5 1539.35 1521.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4415 N/A 31418D3Z3 2051-09-01 3 772910.35 682425.73 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4383 N/A 31418D2R2 2036-07-01 2 49081.31 45100.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 946030.87 802417.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFM6315 N/A 3140XAAR3 2040-06-01 6.5 12767.61 13400.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 39920.19 32444.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9679 N/A 3140XDXH4 2046-09-01 4.5 4248.44 4206.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3120 N/A 31418CPE8 2047-09-01 3.5 5383.34 5022.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL4778 N/A 3138EMJY8 2032-10-01 4 1279.52 1270.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2310 N/A 3140XHR82 2048-09-01 5 162297.34 163421.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3570 N/A 3140J76G5 2046-03-01 4.5 256.48 253.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG0416 N/A 3140U3PA3 2056-03-01 5 1989483.13 1982931.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 9568.69 8581.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8960 N/A 31426T5W3 2055-07-01 6 70925.19 73274.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAE0517 N/A 31419ASF5 2035-11-01 5.5 13986.81 14446.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAD0727 N/A 31418MYZ9 2039-08-01 6 402.45 420.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 7877.86 7935.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 1865.67 1884.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 26966.65 27596.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 306.05 308.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5266 N/A 31418EZ86 2039-02-01 5 897.99 907.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5217 N/A 31418EYP9 2053-12-01 6.5 19043.27 19773.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS0527 N/A 3140XFSR3 2034-10-01 4 1227.14 1224.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0332 N/A 3140XFLN9 2052-01-01 3 238507.53 213285.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 5445.19 5509.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8404 N/A 3140XCKS6 2051-08-01 3.5 34107.86 31740.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8196 N/A 3140XCDA3 2048-12-01 3.5 864.08 806.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7290 N/A 3140XBC40 2051-05-01 3 24858.42 22284.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM6818 N/A 3140XASG8 2050-08-01 3.5 10242.12 9489.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5608 N/A 3140X9GS8 2051-01-01 2.5 118941.75 100168.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5024 N/A 3140X8SN8 2050-12-01 2.5 87069.65 74452.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 17251.35 16683.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5087 N/A 31418EUM0 2038-07-01 5.5 11193.62 11463.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 652097.06 659030.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 557093.05 563299.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4797 N/A 31418EKK5 2037-11-01 4 10025.02 9817.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM4674 N/A 3140X8FQ5 2028-10-01 4.5 7.00 7.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 17515.49 16267.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA2883 N/A 31418CFZ2 2027-01-01 3 347.55 346.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3592 N/A 31418C7E8 2049-02-01 4 719.68 688.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1239 N/A 31418ALV8 2032-11-01 3.5 1060.86 1040.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0939 N/A 31418ABH0 2031-12-01 4.5 31074.09 31234.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0792 N/A 31417Y3A3 2031-07-01 4.5 31364.44 31546.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8719 N/A 31417FVM7 2043-03-01 3 9784.55 8967.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB5463 N/A 31417CB95 2042-06-01 3 289.76 265.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995838 N/A 31416CHP4 2039-05-01 5.5 3260.96 3366.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995655 N/A 31416CBY1 2038-07-01 5.5 2695.40 2796.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL929155 N/A 31412MH84 2038-01-01 5.5 1124.71 1159.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889641 N/A 31410KLW2 2037-08-01 5.5 536.11 548.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8868 N/A 3140XQ2A4 2053-02-01 5 1412729.78 1402084.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4573 N/A 3140QQCK9 2052-09-01 5 50201.83 49804.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5294 N/A 3140QQ3C7 2052-11-01 5.5 13508.74 13722.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5278 N/A 3140QQ2L8 2052-11-01 5 77831.33 77460.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 9066.40 9133.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 101.07 89.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 36404.23 32252.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9038 N/A 3140QHBG9 2051-02-01 2.5 19708.40 16925.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5216 N/A 3140QCYN0 2050-02-01 3 1432.18 1283.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 N/A 3140QBUG1 2049-09-01 4.5 1554.50 1522.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2417 N/A 3140Q9VK6 2048-10-01 4.5 311.34 306.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2580 N/A 3140Q92N2 2048-11-01 4.5 4373.65 4306.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2575 N/A 3140Q92H5 2048-11-01 4.5 2135.95 2099.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 11799.85 11008.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 2436.92 2454.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM2001 N/A 3140X5GK3 2049-09-01 5 3668.79 3685.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4699 N/A 31418EGH7 2052-08-01 3.5 19234.22 17641.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 52877.24 46563.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4686 N/A 31418EF47 2052-06-01 5 124564.44 123625.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 1031.83 1000.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 186927.72 158173.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5300 N/A 31418E3J7 2039-03-01 5.5 26871.86 27518.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4282 N/A 31418DXL1 2051-03-01 2.5 46090.77 39163.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4210 N/A 31418DVC3 2050-12-01 2.5 98424.30 83632.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 22703.60 22305.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 26020.39 22139.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 9931.60 9109.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3802 N/A 31418DGL0 2049-10-01 3 14366.74 12805.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3685 N/A 31418DCX8 2049-06-01 3 121.29 108.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM0036 N/A 3140X3BE7 2049-08-01 5 436.88 439.91 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5177 N/A 3140W5XF6 2050-11-01 4 446820.00 428133.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU7835 N/A 3140M9V53 2051-12-01 2.5 258578.98 221264.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7557 N/A 3138WHMF6 2046-07-01 4 346.44 334.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 36742.56 31274.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL0848 N/A 3138EG5J9 2026-09-01 4 65.15 65.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 568080.47 561875.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM2574 N/A 3140X52G7 2035-02-01 2.5 12647.61 12085.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0968 N/A 31418ACE6 2031-12-01 4.5 11875.83 11887.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7359 N/A 3138EQE99 2029-05-01 4 2266.14 2265.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2785 N/A 3140ACCX9 2054-05-01 5.5 4219.83 4313.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5471 N/A 3140JACH9 2045-06-01 3.5 2164.90 2034.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 74954.86 63776.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM5490 N/A 3140JAC48 2031-11-01 3.5 1602.69 1593.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR1001 N/A 3140KYDF8 2051-05-01 2.5 8612.74 7418.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT2415 N/A 3140LQVH0 2051-07-01 2.5 315928.23 267446.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3930 N/A 3140XKLL2 2053-02-01 5.5 47131.55 48269.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1645 N/A 3140W1ZK2 2055-05-01 5.5 64646.54 65245.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5117 N/A 3140BHVK4 2055-07-01 6 54736.04 56017.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3008 N/A 31418CKW3 2047-05-01 4.5 307.97 300.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM1382 N/A 3140J5RC5 2031-03-01 4 5.56 5.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8551 N/A 3140XQQD2 2052-06-01 3 1029432.84 918470.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS0516 N/A 3140XFSE2 2038-08-01 3 418.48 397.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4026 N/A 31418DPL0 2050-05-01 4 695.09 664.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2899 N/A 3140X6GH8 2046-11-01 4.5 7091.95 7022.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB6212 N/A 31417C3W3 2042-09-01 3 8507.64 7799.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 27.03 26.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4184 N/A 31418DUJ9 2050-11-01 3 97.62 86.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5161 N/A 3140W5WX8 2052-04-01 2.5 755320.70 653031.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5170 N/A 3140W5W83 2052-08-01 3 774543.65 687162.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFA1399 N/A 3140W1RV7 2040-04-01 5.5 355.95 367.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0445 N/A 3140W0P74 2055-01-01 5.5 10511.28 10589.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9216 N/A 3140QVG24 2054-09-01 6 245053.31 251223.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9061 N/A 3140QVB78 2054-08-01 6 277246.75 284326.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 92656.74 94847.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 7296.72 7505.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7459 N/A 3140QTJD2 2053-11-01 5 8807.91 8721.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 51191.38 51493.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6322 N/A 3140QSAY7 2053-05-01 5.5 10232.45 10369.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5732 N/A 3140QRLN1 2053-02-01 5.5 4093.64 4179.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6248 N/A 3140QR5J8 2053-05-01 5 18476.94 18434.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4639 N/A 3140QQEM3 2052-09-01 6 41166.92 42594.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM5021 N/A 3140J9SK8 2044-05-01 5.5 400.66 414.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3054 N/A 3140J7MC6 2031-11-01 2 7976.54 7608.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ9256 N/A 3140HBJA7 2048-06-01 4 14860.76 14101.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9314 N/A 3140GYK40 2047-09-01 3.5 1523.91 1425.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1696 N/A 3140BR3E7 2055-10-01 6 853500.18 873513.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6231 N/A 3140BJ4R5 2055-10-01 6 1043086.84 1068996.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7307 N/A 3140A8DM1 2054-01-01 6.5 3564.74 3703.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL881250 N/A 31409XBT5 2036-09-01 5.5 448.44 462.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL824601 N/A 31407ADE8 2034-12-01 5.5 383.39 393.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL825392 N/A 31407A7D7 2035-06-01 5.5 4261.17 4292.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL782335 N/A 31404YEG3 2034-05-01 5.5 792.17 797.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735227 N/A 31402QYY1 2035-02-01 5.5 3755.35 3849.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4847 N/A 31418EL57 2052-11-01 6 8670.20 8931.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFM0071 N/A 3140X3CH9 2040-02-01 3.5 4009.62 3838.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU1114 N/A 3140M2GY2 2051-10-01 2.5 3704578.19 3186972.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7968 N/A 3140QT2A6 2054-02-01 5 391266.53 386802.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-01 3 1384.49 1240.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8524 N/A 3140N1PJ6 2052-09-01 5 166580.74 165170.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8253 N/A 3140N1E33 2052-08-01 5 240281.08 238352.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4921 N/A 3140QQPF6 2052-10-01 6 107224.21 111690.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS5346 N/A 3140XL5G9 2036-04-01 2.5 20980.36 20216.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK4689 N/A 3140HJF71 2048-07-01 4.5 5910.42 5849.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6762 N/A 3140QSQQ7 2053-07-01 6 2283.82 2352.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6934 N/A 3140NPV49 2053-09-01 5.5 8607.61 8759.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6402 N/A 3140XNDG6 2053-11-01 6 580575.26 603519.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 85727.77 87788.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAR6002 N/A 3138W3U43 2028-03-01 3 1075.36 1063.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2127 N/A 3138WPLH5 2043-04-01 3 51711.63 47367.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL8113 N/A 3138ETAP1 2042-02-01 5.5 16.09 16.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 64784.78 62786.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 2483.74 2125.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1339 N/A 3140X4PZ3 2049-08-01 3 89674.59 80851.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4145 N/A 3140MHTB5 2052-03-01 3 357919.32 318786.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8320 N/A 3140XCG69 2051-08-01 2.5 198424.14 167082.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5651 N/A 31418FH59 2040-03-01 5 1077.32 1088.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5469 N/A 3138WFCF1 2045-07-01 4 7292.92 7020.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFS4542 N/A 3140XLBL1 2042-09-01 3.5 3034.21 2887.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 79.68 77.09 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0373 150000000.00 150000000.00 .0008 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, REPO, 3.690%, 4/1/2026 3.690 933DQX004 X574KRZ6V5A7UBU45C31 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42407000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 01/15/2030 N/A 76116FAB3 2030-01-15 0 50000000.00 43150000.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0374 291500000.00 291500000.00 .0015 N Y Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.660%, 4/30/2026 3.660 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF CC0198 C N/A 3617UXGF3 2051-04-20 3 4613465.14 4115709.16 Agency Mortgage-Backed Securities GNMA GNII SF BU5005 C N/A 3617N6R27 2050-05-20 3.5 1102228.17 1021872.06 Agency Mortgage-Backed Securities GNMA GNII SF BU3391 C N/A 3617N4XU3 2050-05-20 5 390885.71 391521.94 Agency Mortgage-Backed Securities GNMA GNII SF BU3326 C N/A 3617N4VT8 2050-05-20 3 1091210.19 983540.48 Agency Mortgage-Backed Securities GNMA GNII SF CJ2186 C N/A 3617XJNB2 2052-06-20 6 937542.71 1011247.62 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL3225 N/A 31427QSP8 2052-03-01 2 7460207.90 6094218.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1474 N/A 31427NT82 2055-05-01 6.5 6691820.40 7006427.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8608 N/A 31426TR66 2055-07-01 6 817652.48 854616.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY8232 N/A 31426TEE3 2055-06-01 7 559010.67 591641.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8133 N/A 31426TBB2 2055-07-01 6 761360.78 782723.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7388 N/A 31426SF61 2055-07-01 6.5 875273.77 918315.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY6690 N/A 31426RNG2 2055-07-01 4.5 826404.85 806347.18 Agency Mortgage-Backed Securities GNMA GNII SF MA6714 M N/A 36179VN71 2050-06-20 5 286841.97 290202.81 Agency Mortgage-Backed Securities GNMA GNII SF BT3787 C N/A 3617MSF49 2050-04-20 4 561658.83 535435.73 Agency Mortgage-Backed Securities GNMA GNII SF BT3780 C N/A 3617MSFV9 2050-04-20 4 388283.70 365846.08 Agency Mortgage-Backed Securities GNMA GNII SF BU3284 C N/A 3617N4UH5 2050-04-20 4 4417234.79 4214423.34 Agency Mortgage-Backed Securities GNMA GNII SF MA6157 M N/A 36179UZW5 2049-09-20 5 104501.77 105728.27 Agency Mortgage-Backed Securities GNMA GNII SF CZ7381 C N/A 3618GKFW9 2054-01-20 8 930604.15 968675.79 Agency Mortgage-Backed Securities GNMA GNII SF MA7481 M N/A 36179WJ25 2038-12-20 7 59869.81 62517.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5799 N/A 31418FNR4 2040-08-01 4.5 786.14 783.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7570 N/A 31426SMU0 2055-07-01 6.5 864957.19 908424.46 Agency Mortgage-Backed Securities GNMA GNII SF CW7624 C N/A 3618FGPH1 2054-01-20 8 1794755.23 1890506.62 Agency Mortgage-Backed Securities GNMA GNII SF CU1540 C N/A 3618BJV90 2053-09-20 7.5 1090774.98 1161330.67 Agency Mortgage-Backed Securities GNMA GNII SF CW7627 C N/A 3618FGPL2 2054-01-20 7.5 1331542.63 1418869.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6711 N/A 31426RN56 2055-06-01 6.5 602383.64 632005.05 Agency Mortgage-Backed Securities GNMA GNII SF DH7090 C N/A 3618KF2X7 2055-01-20 7 1728856.75 1861994.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8320 N/A 3140XQG68 2054-06-01 5.5 7781723.57 7976245.90 Agency Mortgage-Backed Securities GNMA GNII SF BW9306 C N/A 3617Q2KT1 2050-08-20 2 327032.41 267083.01 Agency Mortgage-Backed Securities GNMA GNII SF CZ7383 C N/A 3618GKFY5 2054-01-20 8 5228834.00 5442827.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4013 N/A 31418DN73 2035-05-01 2.5 501738.26 474289.83 Agency Mortgage-Backed Securities GNMA GNII SF MA6716 M N/A 36179VN97 2050-06-20 6 230892.09 243410.60 Agency Mortgage-Backed Securities GNMA GNII SF CU7813 C N/A 3618BRVE1 2053-11-20 7.5 19087564.64 20112223.29 Agency Mortgage-Backed Securities GNMA GNII SF BT3782 C N/A 3617MSFX5 2050-04-20 4 459727.48 432885.07 Agency Mortgage-Backed Securities GNMA GNII ET CX3996 C N/A 3618FQNM0 2063-08-20 2 240754.57 187002.43 Agency Mortgage-Backed Securities GNMA GNII SF CO9570 C N/A 3617FMT37 2052-07-20 4.5 737475.14 719982.23 Agency Mortgage-Backed Securities GNMA GNMI SF CR2394 X N/A 3618AGUT4 2053-05-15 6 2990161.16 3221515.91 Agency Mortgage-Backed Securities GNMA GNII FS MA8030 M N/A 36179W4P0 2051-08-20 3 205427.06 182158.33 Agency Mortgage-Backed Securities GNMA GNII SF CP5373 C N/A 3617FU6J9 2052-12-20 7.5 596546.10 622775.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2900 N/A 31427AGJ0 2055-09-01 5.5 779307.15 785081.29 Agency Mortgage-Backed Securities GNMA GNII SF CR0057 C N/A 3618AEB29 2052-12-20 7.5 947205.53 1032431.29 Agency Mortgage-Backed Securities GNMA GNII SF CU9140 C N/A 3618BTEM8 2053-06-20 6 772829.80 805735.34 Agency Mortgage-Backed Securities GNMA GNII SF CU7816 C N/A 3618BRVH4 2053-11-20 7.5 1612830.54 1718604.80 Agency Mortgage-Backed Securities GNMA GNII SF CU7815 C N/A 3618BRVG6 2053-11-20 7.5 2153297.46 2292579.20 Agency Mortgage-Backed Securities GNMA GNII SF CU7790 C N/A 3618BRUP7 2053-11-20 7 643621.36 674591.35 Agency Mortgage-Backed Securities GNMA GNMI SF BD7084 X N/A 3617BN2R5 2047-10-15 4 1032963.60 979041.18 Agency Mortgage-Backed Securities GNMA GNII FS MA9058 M N/A 36179YB37 2050-08-20 3 294035.90 258298.48 Agency Mortgage-Backed Securities GNMA GNII FS MA8411 M N/A 36179XKY1 2052-10-20 5 52747.23 52757.60 Agency Mortgage-Backed Securities GNMA GNII FS MA8379 M N/A 36179XJY3 2052-06-20 5 61750.87 62214.41 Agency Mortgage-Backed Securities GNMA GNII FS MA8304 M N/A 36179XGM2 2045-10-20 3.5 75610.22 68454.22 Agency Mortgage-Backed Securities GNMA GNII RG CL8529 C N/A 3617YGPN9 2039-07-20 5.5 497981.31 512577.80 Agency Mortgage-Backed Securities GNMA GNII ET CT5358 C N/A 3618BA5T4 2063-03-20 5.5 331669.18 334307.05 Agency Mortgage-Backed Securities GNMA GNII FS MA7866 M N/A 36179WW38 2052-01-20 2.5 487114.38 404876.48 Agency Mortgage-Backed Securities GNMA GNII FS MA8381 M N/A 36179XJ23 2052-09-20 5 56455.53 56466.63 Agency Mortgage-Backed Securities GNMA GNII SF DH7157 C N/A 3618KF5S5 2055-01-20 6 899475.41 940728.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5353 N/A 3132DS5N8 2054-04-01 6 5645428.09 5864978.79 Agency Mortgage-Backed Securities GNMA GNII ET CX3997 C N/A 3618FQNN8 2063-05-20 1.5 114904.56 81640.84 Agency Mortgage-Backed Securities GNMA GNII ET DF5602 C N/A 3618JPGK0 2064-10-20 6.5 4282631.44 4494380.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5693 N/A 3140JAKF4 2049-03-01 4 6708479.92 6448736.52 Agency Mortgage-Backed Securities GNMA GNII FS MA7811 M N/A 36179WVC9 2051-12-20 2.5 95382.47 79200.20 Agency Mortgage-Backed Securities GNMA GNII ET CV4691 C N/A 3618F1F85 2063-07-20 6 287572.34 294655.25 Agency Mortgage-Backed Securities GNMA GNII SF CU3444 C N/A 3618BLZH3 2053-05-20 6 783312.21 811722.93 Agency Mortgage-Backed Securities GNMA GNII SF BT9272 C N/A 3617MYJR1 2050-05-20 4 441881.62 416611.89 Agency Mortgage-Backed Securities GNMA GNII ET DD5420 C N/A 3618HYAV5 2064-08-20 4 698253.54 657979.21 Agency Mortgage-Backed Securities GNMA GNII SF CU1534 C N/A 3618BJV33 2053-09-20 7.5 5763003.52 6089212.58 Agency Mortgage-Backed Securities GNMA GNII ET DE7724 C N/A 3618JDSM0 2063-12-20 7.5 256439.28 267696.45 Agency Mortgage-Backed Securities GNMA GNII SF BT3785 C N/A 3617MSF23 2050-04-20 4 784404.13 740234.59 Agency Mortgage-Backed Securities GNMA GNMI SF AP7290 X N/A 36189FC35 2045-10-15 4.5 325956.39 318585.21 Agency Mortgage-Backed Securities GNMA GNII SF DG6307 C N/A 3618K3AG2 2054-11-20 5.5 867143.50 884090.37 Agency Mortgage-Backed Securities GNMA GNII SF DE7807 C N/A 3618JDU88 2054-12-20 5.5 1965719.69 2005335.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4923 N/A 3138WEPH6 2045-05-01 3.5 6841678.80 6421050.10 Agency Mortgage-Backed Securities GNMA GNII SF CZ3122 C N/A 3618GEPF9 2053-12-20 8 1119680.36 1178443.05 Agency Mortgage-Backed Securities GNMA GNII SF MA6871 M N/A 36179VT42 2050-09-20 5.5 210522.73 217742.25 Agency Mortgage-Backed Securities GNMA GNII SF CY2938 C N/A 3618G2HP2 2053-10-20 7.5 4439521.33 4807091.50 Agency Mortgage-Backed Securities GNMA GNII SF DC1404 C N/A 3618HFRZ9 2054-05-20 6.5 1308106.24 1396427.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 49942574.44 50733231.97 Agency Mortgage-Backed Securities GNMA GNII SF BU3325 C N/A 3617N4VS0 2050-05-20 3 820005.96 731494.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8153 N/A 3140XQBX4 2054-06-01 6 669.42 694.57 Agency Mortgage-Backed Securities GNMA GNII SF DB0433 C N/A 3618H2PS6 2054-03-20 6 1198847.84 1257099.86 Agency Mortgage-Backed Securities GNMA GNII SF BU0673 C N/A 3617N1XA3 2050-04-20 4 614858.36 577521.30 Agency Mortgage-Backed Securities GNMA GNII SF CN3251 C N/A 3617F2TG2 2052-04-20 5 956463.32 988797.21 Agency Mortgage-Backed Securities GNMA GNII SF BY1855 C N/A 3617QJBY3 2050-12-20 4 576963.72 543703.68 Agency Mortgage-Backed Securities GNMA GNII ET DE0915 C N/A 3618J6AQ5 2064-08-20 2.5 518110.69 425484.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL3842 N/A 31427RHU7 2053-02-01 4 3798313.90 3620599.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4174 N/A 3140U7T85 2056-03-01 5 849.40 845.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4385 N/A 31427R2T6 2052-07-01 3 14126180.29 12559728.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5878 N/A 3140U9Q84 2056-03-01 5.5 1758344.64 1774833.23 Agency Mortgage-Backed Securities GNMA GNII ET DF4407 C N/A 3618JM3Q8 2064-11-20 4 753691.76 710219.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6943 N/A 31426RWD9 2055-07-01 6.5 843972.85 887297.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4127 N/A 3140W4SR9 2055-12-01 4.5 15841269.53 15421048.17 Agency Mortgage-Backed Securities GNMA GNII SF BT3783 C N/A 3617MSFY3 2050-04-20 4 410027.82 385841.64 Agency Mortgage-Backed Securities GNMA GNII SF BT3781 C N/A 3617MSFW7 2050-04-20 4 115071.12 108217.87 Agency Mortgage-Backed Securities GNMA GNII SF BT3788 C N/A 3617MSF56 2050-04-20 4 172006.73 161561.33 Agency Mortgage-Backed Securities GNMA GNII SF BT3786 C N/A 3617MSF31 2050-04-20 4 255666.40 240590.10 Agency Mortgage-Backed Securities GNMA GNII SF BT1002 C N/A 3617MPDF2 2050-06-20 4.5 370560.19 373898.57 Agency Mortgage-Backed Securities GNMA GNII SF BT9465 C N/A 3617MYQS1 2050-04-20 4 949005.05 901741.12 Agency Mortgage-Backed Securities GNMA GNII SF BM9834 C N/A 3617K14T7 2049-06-20 6 318991.78 337889.18 Agency Mortgage-Backed Securities GNMA GNII SF CP5275 C N/A 3617FU2G9 2053-01-20 7.5 558131.48 584289.99 Agency Mortgage-Backed Securities GNMA GNII SF CO9534 C N/A 3617FMSX2 2052-07-20 4.5 573202.71 559606.34 Agency Mortgage-Backed Securities GNMA GNII SP 785053 C N/A 3622AAQE7 2050-06-20 4.5 55611360.26 53352593.65 Agency Mortgage-Backed Securities GNMA GNII SP 785035 C N/A 3622AAPU2 2050-06-20 5.5 3046046.25 3221813.27 Agency Mortgage-Backed Securities GNMA GNMI SF 736644 X N/A 3620AQLZ4 2031-05-15 6.5 84758.48 87496.82 Agency Mortgage-Backed Securities GNMA GNMI SF 736641 X N/A 3620AQLW1 2032-05-15 6.5 136979.64 141724.98 Agency Mortgage-Backed Securities GNMA GNII SF 736306 C N/A 3620AQAF0 2031-02-20 7 96011.00 98004.21 Agency Mortgage-Backed Securities GNMA GNII ET DK3334 C N/A 3618L2V39 2065-05-20 7 10134414.53 10635970.08 Agency Mortgage-Backed Securities GNMA GNII SF DH8875 C N/A 3618KH2G0 2055-02-20 6.5 895503.86 953808.03 Agency Mortgage-Backed Securities GNMA GNII SF DH6287 C N/A 3618KE6Y4 2055-02-20 6.5 1039043.28 1119595.80 Agency Mortgage-Backed Securities GNMA GNII SF DE7806 C N/A 3618JDU70 2054-12-20 5.5 1736261.64 1774857.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY5669 N/A 31426QJP9 2055-06-01 5 5490284.95 5453970.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5310 N/A 31426P3U7 2055-06-01 6 925067.83 968407.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3652 N/A 31426NBW9 2055-05-01 5.5 20717602.83 20904461.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4413 N/A 31426N3X6 2055-05-01 6 1076786.07 1104757.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9235 N/A 31426GHM0 2055-03-01 6.5 199154.70 211337.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8777 N/A 31426FXF9 2055-03-01 6.5 4533066.46 4707012.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8650 N/A 3138WJTG3 2047-01-01 3 6933870.45 6227447.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7908 N/A 3138WHYE6 2046-09-01 3 6901673.03 6228621.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7470 N/A 3138WHJQ6 2046-07-01 3.5 7076644.78 6626957.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8005 N/A 3138WH3P5 2046-09-01 3 7767452.31 7005939.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS6633 N/A 3138WGLP7 2046-02-01 3 7152044.14 6475310.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6100 N/A 3138WFX68 2045-11-01 3.5 6528633.27 6143996.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5518 N/A 3138WFDY9 2045-07-01 3.5 6303857.85 5913003.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6262 N/A 3138WF5Y8 2045-11-01 3.5 7452847.67 6981057.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2128 N/A 3138M5LJ6 2042-08-01 3.5 26996956.71 25550747.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9948 N/A 3138ESBS6 2047-03-01 3.5 7449645.38 6960774.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3314 N/A 3138EKVG7 2042-12-01 3.5 5877061.64 5541544.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL2252 N/A 3138EJQE1 2042-08-01 3.5 6258557.33 5905134.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT7933 N/A 3138WVY70 2043-07-01 3 2654080.93 2430713.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4669 N/A 31426AFK9 2055-01-01 7 862395.34 926748.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 849.40 820.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 554.57 567.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5216 N/A 31418EYN4 2053-12-01 6 574810.99 588995.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 565.50 479.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 10871365.37 10257379.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1850 N/A 3140Y8BU9 2056-01-01 5.5 35281230.85 35656423.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0720 N/A 3140Y6YS3 2055-07-01 6 16329987.23 16969485.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7889 N/A 3140XPXT1 2052-06-01 3 14920587.19 13263745.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6871 N/A 3140XNT53 2054-01-01 6.5 134454427.94 140581471.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6633 N/A 31426CLP7 2055-02-01 5.5 7011648.99 7120675.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7936 N/A 3140XBZA1 2036-07-01 2 25587748.88 23498628.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4232 N/A 3140W4V20 2055-04-01 5.5 7455661.12 7530376.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA3327 N/A 3140W3VV8 2055-07-01 4.5 10689254.24 10366053.95 Agency Mortgage-Backed Securities GNMA GNII SF CZ3121 C N/A 3618GEPE2 2053-12-20 8 1030263.70 1084250.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5759 N/A 3133KMMG7 2051-09-01 2.5 775352.48 652499.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 179774705.19 178253212.00 Agency Mortgage-Backed Securities GNMA GNII SF CY6018 C N/A 3618G5VK0 2053-10-20 7.5 875239.53 947705.86 Agency Mortgage-Backed Securities GNMA GNII SF CY2978 C N/A 3618G2JX3 2053-10-20 7.5 2247242.82 2433307.78 Agency Mortgage-Backed Securities GNMA GNII SF CY2937 C N/A 3618G2HN7 2053-10-20 7.5 1185926.57 1284115.36 Agency Mortgage-Backed Securities GNMA GNII SF CY2424 C N/A 3618G1VR4 2053-11-20 7.5 1877598.06 1956607.38 Agency Mortgage-Backed Securities GNMA GNII SF CY2423 C N/A 3618G1VQ6 2053-11-20 7.5 728475.76 766982.25 Agency Mortgage-Backed Securities GNMA GNII SF CX7264 C N/A 3618FUB93 2054-01-20 7.5 1391675.88 1466172.29 Agency Mortgage-Backed Securities GNMA GNII SF CW7626 C N/A 3618FGPK4 2054-01-20 8 2190130.21 2306918.18 Agency Mortgage-Backed Securities GNMA GNII SF CW7625 C N/A 3618FGPJ7 2054-01-20 8 2149565.46 2264198.92 Agency Mortgage-Backed Securities GNMA GNII SF CW7621 C N/A 3618FGPE8 2054-01-20 7.5 1865088.57 1985729.96 Agency Mortgage-Backed Securities GNMA GNII SF CW7620 C N/A 3618FGPD0 2054-01-20 7.5 2660364.32 2831255.48 Agency Mortgage-Backed Securities GNMA GNII SF CY6019 C N/A 3618G5VL8 2053-10-20 7.5 1927790.45 2087403.79 Agency Mortgage-Backed Securities GNMA GNII ET CW7531 C N/A 3618FGLL6 2063-06-20 2 85632.45 66513.86 Agency Mortgage-Backed Securities GNMA GNII SF CW6047 C N/A 3618FEWG0 2053-11-20 6.5 815885.58 863095.71 Agency Mortgage-Backed Securities GNMA GNII FS MA8299 M N/A 36179XGG5 2052-05-20 4 47922.71 44393.12 Agency Mortgage-Backed Securities GNMA GNII FS MA8997 M N/A 36179X7J9 2053-07-20 6 71789.11 72598.18 Agency Mortgage-Backed Securities GNMA GNII FS MA7867 M N/A 36179WW46 2051-08-20 3 91406.67 80976.99 Agency Mortgage-Backed Securities GNMA GNII FS MA7691 M N/A 36179WRL4 2051-10-20 3 100379.55 88914.20 Agency Mortgage-Backed Securities GNMA GNII FS MA7690 M N/A 36179WRK6 2051-10-20 2.5 235527.83 195606.64 Agency Mortgage-Backed Securities GNMA GNII FS MA7612 M N/A 36179WN53 2041-07-20 7 46278.47 46710.73 Agency Mortgage-Backed Securities GNMA GNII FS MA7556 M N/A 36179WMD7 2051-08-20 3 117092.07 103720.15 Agency Mortgage-Backed Securities GNMA GNII FS MA7461 M N/A 36179WJE9 2045-04-20 3.5 65704.10 59499.90 Agency Mortgage-Backed Securities GNMA GNII FS MA7299 M N/A 36179WDC9 2051-03-20 2.5 167441.37 139043.54 Agency Mortgage-Backed Securities GNMA GNII SF MA6873 M N/A 36179VT67 2039-01-20 6.5 91043.42 98698.05 Agency Mortgage-Backed Securities GNMA GNII SF MA6872 M N/A 36179VT59 2050-09-20 6 107507.44 113340.79 Agency Mortgage-Backed Securities GNMA GNII SF MA6870 M N/A 36179VT34 2050-09-20 5 205052.30 208461.63 Agency Mortgage-Backed Securities GNMA GNII SF CU3426 C N/A 3618BLYX9 2053-05-20 6 755056.73 779889.04 Agency Mortgage-Backed Securities GNMA GNII FS MA6584 M N/A 36179VJ50 2050-04-20 3.5 88488.16 80144.93 Agency Mortgage-Backed Securities GNMA GNII FS MA6504 M N/A 36179VGM6 2050-01-20 3.5 233713.92 212295.60 Agency Mortgage-Backed Securities GNMA GNII SF MA6481 M N/A 36179VFW5 2050-02-20 6.5 411770.44 441451.54 Agency Mortgage-Backed Securities GNMA GNII SF CU1539 C N/A 3618BJV82 2053-09-20 7.5 1237119.85 1316582.53 Agency Mortgage-Backed Securities GNMA GNII SF CU0485 C N/A 3618BHRE8 2053-04-20 7.5 687783.11 744719.86 Agency Mortgage-Backed Securities GNMA GNII SF CS5067 C N/A 3618AXTY8 2053-01-20 7.5 673517.68 729278.21 Agency Mortgage-Backed Securities GNMA GNII SF CR9823 C N/A 3618AQ4G9 2053-01-20 7.5 1200851.34 1300267.42 Agency Mortgage-Backed Securities GNMA GNII SF CR2393 C N/A 3618AGUS6 2053-05-20 6 6826657.69 7363362.69 Agency Mortgage-Backed Securities GNMA GNII ET CQ3338 C N/A 3618A5V75 2062-09-20 4.5 438680.28 420988.31 Agency Mortgage-Backed Securities GNMA GNII SF AF3174 C N/A 36181JQ30 2035-08-20 5.5 148626.18 150007.11 Agency Mortgage-Backed Securities GNMA GNII SF AE2211 C N/A 36180UN47 2036-04-20 5.5 89009.09 91388.24 Agency Mortgage-Backed Securities GNMA GNII SF CL3171 C N/A 3617YAQY7 2052-01-20 4 721483.12 680238.33 Agency Mortgage-Backed Securities GNMA GNMI SF CJ2187 X N/A 3617XJNC0 2052-06-15 5.5 1212318.55 1284647.08 Agency Mortgage-Backed Securities GNMA GNII FS MA7180 M N/A 36179V6R6 2051-01-20 2.5 162910.38 135370.93 Agency Mortgage-Backed Securities GNMA GNII SF MA5819 M N/A 36179UPC0 2049-03-20 5 87495.63 88397.24 Agency Mortgage-Backed Securities GNMA GNII SF MA5266 M N/A 36179TZ73 2048-06-20 5 914207.52 921562.93 Agency Mortgage-Backed Securities GNMA GNII FS MA5177 M N/A 36179TXE0 2048-05-20 3.5 163395.61 148061.21 Agency Mortgage-Backed Securities GNMA GNMI SF 798441 X N/A 36177TLX3 2042-05-15 4.5 227149.13 228753.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5843 N/A 3142GWP52 2056-01-01 5.5 172380192.20 175082826.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4387 N/A 3142GU2V4 2055-06-01 6 32908132.25 33809124.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 13721539.37 13827597.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0855 N/A 3142GQ5R9 2054-02-01 6.5 24441285.80 25555091.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4176 N/A 31427RUA6 2056-03-01 5 18478328.48 18316211.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 50261287.48 49882401.15 Agency Mortgage-Backed Securities GNMA GNII RG CG2269 C N/A 3617WFQW2 2040-08-20 5 789514.79 788596.32 Agency Mortgage-Backed Securities GNMA GNII SF CF7447 C N/A 3617W9HY2 2051-08-20 4 377464.43 356940.30 Agency Mortgage-Backed Securities GNMA GNII SF CF7063 C N/A 3617W8Z40 2051-08-20 4 515249.96 485890.16 Agency Mortgage-Backed Securities GNMA GNII SF CD0710 C N/A 3617VAYF2 2051-05-20 2.5 587694.03 504719.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3849 N/A 3140W4H34 2052-04-01 2.5 18664464.30 15955734.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7649 N/A 3142JWQB5 2056-03-01 4.5 1099428.07 1062615.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0214 N/A 3140Y6GY0 2055-04-01 5.5 74310456.54 75310774.33 Agency Mortgage-Backed Securities GNMA GNII ET DE7746 C N/A 3618JDTB3 2056-03-20 3 89372.59 78839.13 Agency Mortgage-Backed Securities GNMA GNII ET DE7736 C N/A 3618JDSZ1 2062-04-20 4 54650.80 51368.38 Agency Mortgage-Backed Securities GNMA GNII ET DE7709 C N/A 3618JDR66 2064-10-20 4 123408.96 116290.78 Agency Mortgage-Backed Securities GNMA GNII ET DE7706 C N/A 3618JDR33 2063-10-20 4.5 32472.94 31165.10 Agency Mortgage-Backed Securities GNMA GNII ET DE0900 C N/A 3618J57M0 2064-08-20 3 731768.25 647263.65 Agency Mortgage-Backed Securities GNMA GNII ET DE0896 C N/A 3618J57H1 2064-08-20 4 298893.32 281654.15 Agency Mortgage-Backed Securities GNMA GNII ET DE0878 C N/A 3618J56P4 2063-08-20 4 251504.72 236998.77 Agency Mortgage-Backed Securities GNMA GNII ET DE0871 C N/A 3618J56G4 2064-02-20 3.5 100143.02 91310.98 Agency Mortgage-Backed Securities GNMA GNII ET DE0829 C N/A 3618J54N1 2064-07-20 3.5 518076.48 472383.01 Agency Mortgage-Backed Securities GNMA GNII ET DE0808 C N/A 3618J53R3 2064-01-20 3 170884.49 151150.75 Agency Mortgage-Backed Securities GNMA GNII ET DE0802 C N/A 3618J53K8 2064-08-20 3 141069.57 124778.86 Agency Mortgage-Backed Securities GNMA GNII ET DD5359 C N/A 3618HX5U5 2064-08-20 3.5 614127.77 559959.65 Agency Mortgage-Backed Securities GNMA GNII SF BU3285 C N/A 3617N4UJ1 2050-04-20 4 5678708.98 5429358.76 Agency Mortgage-Backed Securities GNMA GNII SF BU3283 C N/A 3617N4UG7 2050-04-20 4 3108385.91 2954158.16 Agency Mortgage-Backed Securities GNMA GNII SF BT9466 C N/A 3617MYQT9 2050-04-20 4 646566.54 609502.98 Agency Mortgage-Backed Securities GNMA GNII ET DC2613 C N/A 3618HG3W0 2064-06-20 3.5 392416.98 357806.45 Agency Mortgage-Backed Securities GNMA GNII ET DC2608 C N/A 3618HG3R1 2064-06-20 2.5 676286.44 555380.85 Agency Mortgage-Backed Securities GNMA GNII ET DC2577 C N/A 3618HG2J0 2064-05-20 3.5 930180.87 848135.81 Agency Mortgage-Backed Securities GNMA GNII ET DB6276 C N/A 3618H86M7 2064-06-20 3.5 293560.22 267668.70 Agency Mortgage-Backed Securities GNMA GNII ET DA9234 C N/A 3618H0HK6 2063-06-20 2 126725.20 98433.12 Agency Mortgage-Backed Securities GNMA GNII SF CZ7380 C N/A 3618GKFV1 2054-01-20 7.5 4885532.40 5290039.82 Agency Mortgage-Backed Securities GNMA GNII SF CZ3124 C N/A 3618GEPH5 2053-12-20 8 7616720.65 8016436.00 Agency Mortgage-Backed Securities GNMA GNII SF CZ3123 C N/A 3618GEPG7 2053-12-20 8 1063959.89 1119821.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5277 N/A 3140U82K5 2056-03-01 5.5 849.40 870.91 Agency Mortgage-Backed Securities GNMA GNII ET DC2650 C N/A 3618HG5K4 2064-05-20 3.5 827679.67 754675.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2328 N/A 3140U5SS6 2056-03-01 5 486441.19 481336.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2246 N/A 3140U5P83 2056-03-01 5 849.40 839.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 5161543.02 5240346.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2613 N/A 3140MT3X9 2056-03-01 6.5 849.40 882.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4403 N/A 3140B43M0 2055-03-01 6.5 16471929.77 17104001.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5663 N/A 3140ATJH0 2054-11-01 5.5 5485223.40 5604068.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ1068 N/A 3138YSFJ0 2045-07-01 3.5 6275161.07 5889349.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8379 N/A 3138WWJZ3 2043-06-01 3.5 7280015.18 6847798.25 Agency Mortgage-Backed Securities GNMA GNII SF BT9274 C N/A 3617MYJT7 2050-05-20 4 602764.72 567655.68 Agency Mortgage-Backed Securities GNMA GNII SF BT9273 C N/A 3617MYJS9 2050-05-20 4 862441.57 812732.45 Agency Mortgage-Backed Securities GNMA GNII SF BT9271 C N/A 3617MYJQ3 2050-05-20 4 808898.64 763271.37 Agency Mortgage-Backed Securities GNMA GNII SF BT9270 C N/A 3617MYJP5 2050-05-20 4 634108.87 598733.41 Agency Mortgage-Backed Securities GNMA GNII SF BT3784 C N/A 3617MSFZ0 2050-04-20 4 425980.30 400854.00 Agency Mortgage-Backed Securities GNMA GNRA 2025-205 FP N/A 38385K4F4 2055-11-20 4.7229 305670619.10 307159883.35 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-169 HF N/A 38385HMG9 2055-10-20 4.7729 40025992.69 40170462.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-104 FG N/A 38385GQ51 2055-06-20 5.0229 94907638.35 95769569.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-080 FB N/A 38385GCL1 2055-05-20 5.1729 23994281.32 24267951.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 JF N/A 38385FJ69 2055-04-20 4.8229 31152531.76 31331742.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 VF N/A 38385FHM6 2055-04-20 4.8229 41476227.48 41697987.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-044 FA N/A 38385ECN2 2055-03-20 4.8729 74889004.78 75294899.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-023 FG N/A 38385DZU3 2050-07-20 5.6729 13506458.75 14352711.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-023 FD N/A 38385DZS8 2051-05-20 4.9229 31837645.55 32553968.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-184 FN N/A 38384XW58 2054-11-20 4.8729 37485743.31 37691913.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-184 FM N/A 38384XP23 2054-11-20 4.9229 23481415.40 23626066.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-057 FG N/A 38384NDY8 2054-04-20 4.8729 64115.33 64454.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-051 NF N/A 38384KUC3 2054-03-20 4.9229 16964750.01 17065490.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-152 FE N/A 38384DZW0 2053-10-20 4.9729 11830471.23 11959796.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-154 FJ N/A 38384DDH7 2053-10-20 4.9729 3607906.51 3642389.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-113 FM N/A 38384CYB9 2053-08-20 4.8729 24878421.88 25053539.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-112 FD N/A 38384CX61 2053-08-20 4.9729 38097891.39 38424295.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-084 UF N/A 38384AN25 2053-06-20 4.6729 77125612.28 77199023.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-001 JH N/A 38383GTT8 2052-01-20 1.5 41137166.15 32415346.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-004 GF N/A 38384HM54 2054-01-20 4.9729 24181705.47 24391058.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-095 F N/A 38385GUF4 2055-05-20 5.0429 45264013.18 45671837.36 Agency Collateralized Mortgage Obligation FMAC FERA 5578FE 09/25/55 N/A 3137HMUB4 2055-09-25 4.8919 39521283.69 39719653.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-135 FE N/A 38381QDY4 2055-08-20 4.8229 4781705.21 4810661.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-113 FL N/A 38384CXN4 2053-08-20 4.7929 17414895.02 17504573.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-156 FH N/A 38383BCC4 2055-09-20 4.8229 62676500.61 62938092.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-184 FC N/A 38384XZQ9 2054-11-20 4.8729 33303711.07 33597614.78 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-207 FM N/A 38385KMM9 2055-12-20 4.4729 74814812.40 75005794.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-184 FX N/A 38384X3D3 2054-11-20 4.9229 80488521.39 81019603.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-189 FG N/A 38385H7X9 2055-11-20 4.4729 143566368.78 143951949.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-023 FK N/A 38385DZT6 2051-04-20 6.4229 22975338.15 25200719.41 Agency Collateralized Mortgage Obligation FMAC FERA 5513MF 11/25/54 N/A 3137HKEX8 2054-11-25 4.6019 12267255.47 12319023.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-168 F N/A 38385H4L8 2055-10-20 4.4729 28167828.34 28217170.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-155 FN N/A 38381UZ88 2051-03-20 4.5229 5504591.68 5531151.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 FW N/A 38381NEK0 2065-06-20 4.5729 33756154.78 33903645.11 Agency Collateralized Mortgage Obligation FMAC FERA 5526FK 12/25/54 N/A 3137HKT61 2054-12-25 4.7119 7110269.29 7121427.55 Agency Collateralized Mortgage Obligation FMAC FERA 5479FA 12/25/54 N/A 3137HHMQ1 2054-12-25 4.8619 3144109.75 3160041.95 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FA R24F093 N/A 3136BTJ53 2054-12-25 5.1619 3310470.72 3346473.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-004 MF N/A 38384HM47 2054-01-20 4.9229 20384705.88 20554229.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-114 LF N/A 38381PVM2 2055-07-20 4.9929 77774454.80 78425941.94 Agency Collateralized Mortgage Obligation FMAC FERA 5408LF 12/25/53 N/A 3137HCN24 2053-12-25 5.0619 32756170.71 33050244.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-183 XF N/A 38384HHC5 2053-12-20 4.8229 17520136.78 17614529.60 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-210 MT N/A 38385KCQ1 2055-12-20 8 17678416.89 19342158.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-155 NF N/A 38381UZ62 2051-05-20 4.5229 7685027.37 7721408.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-155 MF N/A 38381UZ47 2051-05-20 4.5229 7713596.86 7750113.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-154 FH N/A 38381UGK2 2055-09-20 4.8729 42049578.23 42282068.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-154 FG N/A 38381UFS6 2055-09-20 4.5729 25842240.78 25928638.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-139 FH N/A 38381QYM7 2055-08-20 4.7429 47994643.66 48187305.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 EF N/A 38381QNT4 2065-08-20 4.6729 40052659.77 40145575.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 CF N/A 38381NHN1 2055-06-20 5.1729 79127732.65 80264135.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 DF N/A 38381NCE6 2055-06-20 5.0729 174403.33 174586.29 Agency Collateralized Mortgage Obligation FMAC FERA 5502FN 11/25/54 N/A 3137HJT31 2054-11-25 4.2119 46465348.21 45750524.51 Agency Collateralized Mortgage Obligation FMAC FERA 5481AF 12/25/54 N/A 3137HHNS6 2054-12-25 4.8619 4101308.15 4122742.88 Agency Collateralized Mortgage Obligation FMAC FERA 5445FH 08/25/54 N/A 3137HFEA9 2054-08-25 4.7619 6246666.70 6266435.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-008 LF N/A 38385LQY7 2056-01-20 4.4729 49751165.14 49523241.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-005 FC N/A 38385LBC1 2056-01-20 4.6229 59472376.78 59485137.46 Agency Collateralized Mortgage Obligation FMAC FERA 05440F 08/25/54 N/A 3137HDY79 2054-08-25 4.7119 1583744.89 1588854.55 Agency Collateralized Mortgage Obligation FMAC FGRA 5342FA 01/15/47 N/A 3137HAQG4 2047-01-15 4.0867 3347822.05 3280846.58 Agency Collateralized Mortgage Obligation FMAC FGRA 5338FG 08/15/45 N/A 3137HAKC9 2045-08-15 4.1367 2201913.38 2164935.63 Agency Collateralized Mortgage Obligation FNMA FNRA CL103FJ R24F103 N/A 3136BUPN4 2055-01-25 4.8619 3391852.16 3410854.39 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FB R24F090 N/A 3136BTXD0 2053-11-25 4.9119 3799059.90 3833736.39 Agency Collateralized Mortgage Obligation FNMA FNRA CL064FB R24F064 N/A 3136BSM36 2054-09-25 4.7619 4913341.35 4928895.27 Agency Collateralized Mortgage Obligation FMAC FERA 5439FK 08/25/54 N/A 3137HF3S2 2054-08-25 4.6619 8549823.76 8571437.56 Agency Collateralized Mortgage Obligation FNMA MNRA CL01GA1 R22M01G N/A 3136BLRL6 2031-09-25 1.5314 385492.03 369029.91 Agency Mortgage-Backed Securities FNMA MNRM CL023A3 R20M023 N/A 3136B9J24 2035-03-25 1.74 6710260.00 5421266.03 Agency Mortgage-Backed Securities USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 5105318.70 5111646.31 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 1584725.58 1606874.18 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 448483.20 439775.31 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 152701479.58 147127808.08 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 368724.54 259685.73 U.S. Treasuries (including strips) USTR 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 73558.04 73620.32 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 10480152.02 7269662.31 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 34803740.30 35586629.78 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 43319.40 42473.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 316911.14 319533.01 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 75596005.42 76605301.39 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 78225153.24 79114970.84 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 224851129.44 228262630.41 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 726831.58 735783.05 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 29952392.20 30250698.17 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 21150.06 21287.28 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 4448392.74 3924558.07 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 3850839.84 2833301.77 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 20473258.08 10803144.00 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 10706007.48 7849413.53 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 82221.92 60555.08 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 9814817.00 6411596.01 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 66943252.56 51932146.52 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 4295076.04 3339443.54 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 42408928.14 34634325.92 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 12787632.06 12373336.45 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 40495569.70 37217046.14 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 10417891.00 10443212.17 U.S. Treasuries (including strips) USTR BILL 06/02/26 N/A 912797TU1 2026-06-02 0 221268.70 219865.86 U.S. Treasuries (including strips) USTR BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 7134.96 7048.48 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-04-30 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0371 4247000000.00 4247000000.00 .0224 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.660%, 4/27/2026 3.660 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 24745637.46 24635288.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1771 N/A 3142GR6H8 2054-06-01 5.5 33349211.30 33683448.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4291 N/A 31427RXV7 2056-02-01 5 32614972.35 32369109.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5855 N/A 31418FQH3 2055-10-01 6.5 25652093.51 26636458.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 28340086.88 28987374.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 5619850.90 5674438.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0307 N/A 3140Y6KV1 2055-04-01 7 4474783.63 4743460.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9540 N/A 3140XRS63 2054-11-01 5 56312219.92 55716586.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3257 N/A 3140W3TP4 2055-11-01 5.5 37007523.46 37502696.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9428 N/A 3140QVPN8 2054-11-01 5 100280229.91 99187442.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 39121789.35 39408878.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1412 N/A 3142GRSA9 2054-05-01 5.5 16671777.39 17029792.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 30028163.03 31665919.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0839 N/A 3140Y64Z0 2055-08-01 6 65401125.72 67491934.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1924 N/A 3140X5D67 2049-07-01 4.5 73987091.58 72806701.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1093 N/A 3140XGGB9 2052-04-01 3.5 60029580.65 55325822.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4385 N/A 31427R2T6 2052-07-01 3 11349634.07 10091073.15 Agency Mortgage-Backed Securities GNMA GNRA 2026-027 GF N/A 38385L5L8 2055-08-20 4.3229 44325254.78 43738871.47 Agency Collateralized Mortgage Obligation USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 217326327.70 218447731.55 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 92866.70 92944.51 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 3243681.90 2338818.25 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 8723266.70 6395710.79 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 11237859.60 11265173.75 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-04-27 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0371 899000000.00 899000000.00 .0047 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.650%, 5/14/2026 3.650 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLDA8532 N/A 3140YWPS6 2054-02-01 5.5 721.23 728.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC0453 N/A 3140AMQF1 2054-10-01 4.5 636.57 620.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 1393.89 1491.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 796.53 811.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA4701 N/A 3140QCGK6 2034-11-01 2.5 248.90 236.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5166 N/A 3140N9W44 2053-03-01 5.5 1151097.14 1170640.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5737 N/A 3140QDLT9 2050-05-01 3.5 414.93 388.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3035 N/A 3140QNLR1 2052-03-01 2 665.95 544.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7913 N/A 3138EQYK2 2045-12-01 3.5 302.93 285.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5901 N/A 3140QRRX3 2053-03-01 5 5495.69 5470.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 9421.68 8698.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP8095 N/A 3140KF7H2 2050-08-01 2 859.23 698.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8562 N/A 3140NDQQ3 2053-04-01 5.5 561782.22 577455.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5275 N/A 3140AE2H1 2054-06-01 5.5 14675.96 14798.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 472.79 405.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH2611 N/A 3133CE3U4 2053-10-01 6 739.73 764.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5788 N/A 3140QDNE0 2050-05-01 2.5 472.16 401.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 738840.56 649423.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7011 N/A 3140QEYH9 2050-09-01 2 507.66 418.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7572 N/A 3132DVMV4 2054-05-01 6.5 562.42 591.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0259 N/A 3140Y6JD3 2055-04-01 6 94602.85 98596.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0145 N/A 3140BQET4 2055-09-01 6.5 834.43 883.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 790.60 781.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0778 N/A 3140BQ2L4 2055-10-01 6 6359.69 6551.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4398 N/A 3142JS3G8 2056-01-01 6 8251050.25 8481931.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 802.28 821.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA1417 N/A 3142JPSF9 2055-12-01 6 1676.67 1743.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4125 N/A 3140BUSP8 2055-11-01 5 1671.56 1655.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBV5448 N/A 3140MKBS0 2041-01-01 5 1360516.77 1384821.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8795 N/A 3140U0XZ5 2056-01-01 5 967523.65 960051.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4138 N/A 3140BUS45 2055-11-01 5 835.05 828.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 N/A 3140BTZK4 2055-10-01 6.5 6241539.02 6545730.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3185 N/A 3140BTRF4 2055-10-01 6 836.25 866.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2432 N/A 3140BSV20 2055-11-01 5 2501.94 2506.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2377 N/A 3140BSUB1 2055-11-01 4.5 1075732.61 1044199.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2184 N/A 3140BSNA1 2055-11-01 5.5 2965388.66 2987784.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2581 N/A 3140BS2P1 2055-10-01 5 1072.40 1059.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF1557 N/A 3140BRWT2 2055-10-01 6 836.31 863.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7716 N/A 3140AVSE2 2054-12-01 6 680.60 698.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7977 N/A 3140AV2K6 2055-01-01 6.5 657.88 685.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3912 N/A 31427RK25 2056-01-01 5 844.66 845.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3778 N/A 31427RFU9 2055-12-01 5.5 1767232.88 1803854.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4401 N/A 31427R3K4 2052-08-01 3 1720.32 1538.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 614.62 608.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8729 N/A 3140NDVX2 2053-03-01 6 627.63 652.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8278 N/A 3140NDFU6 2053-03-01 5.5 698.58 707.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8968 N/A 3140ND6E2 2053-06-01 6 612.36 639.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7863 N/A 3140NCWZ8 2053-03-01 6.5 814.24 856.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7862 N/A 3140NCWY1 2053-03-01 6 554.69 568.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7833 N/A 3140NCV30 2053-03-01 5.5 2234252.92 2287232.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX6752 N/A 3140NBQE4 2053-03-01 5 175126.64 173593.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4945 N/A 3140N9P75 2053-01-01 6.5 534.37 564.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7853 N/A 3140N0WP6 2052-09-01 4.5 684.30 668.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7198 N/A 3140MY7L0 2052-09-01 4.5 661.07 645.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY0044 N/A 3140NGBN9 2053-05-01 4.5 773.33 750.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1001 N/A 3140MSDF9 2052-07-01 4.5 1580.56 1532.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8464 N/A 3140MNMN3 2052-04-01 3 1341.40 1181.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBV7887 N/A 3140MMXR4 2037-07-01 2 639.86 587.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6432 N/A 3140MLEE6 2055-12-01 4.5 2230267.92 2162826.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV6408 N/A 3140MLDN7 2055-11-01 5 3142663.16 3116068.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6086 N/A 3140MKXQ0 2055-09-01 6 841.76 869.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 622.27 579.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0377 N/A 3140FXM33 2059-04-01 3 21989748.62 19121955.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 237.01 233.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U3BF0212 N/A 3140FXGW6 2041-02-01 4.5 26409.61 26302.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 R3BF0203 N/A 3140FXGM8 2047-02-01 3 107501.39 97383.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG2351 N/A 3133C2TG3 2053-05-01 5 645.64 640.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 616.46 632.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 8869738.20 9001110.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 10671637.16 10986301.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4931 N/A 3133BSPQ9 2052-12-01 6 446.48 461.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF4134 N/A 3133BRSX3 2052-11-01 5.5 652.10 664.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF3421 N/A 3133BQYS9 2052-11-01 5 15239243.25 15213864.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0618 N/A 3133BMVK8 2052-10-01 4.5 227776.57 221622.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 629.12 612.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5611 N/A 3133C6GU7 2053-06-01 5.5 443.70 451.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5318 N/A 3132DS4B5 2054-04-01 6.5 16395533.54 17437660.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3425 N/A 3132DQYW0 2053-07-01 5.5 639.30 652.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3047 N/A 3132DQL46 2053-01-01 6 660.87 692.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2707 N/A 3132DQAG1 2053-04-01 5 626.38 625.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC6924 N/A 3140AUVS9 2054-11-01 5.5 772.07 787.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6533 N/A 3140AUHK2 2054-11-01 5 780.85 773.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6387 N/A 3140AUCZ4 2054-11-01 5 824.64 815.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5514 N/A 3140ATDU7 2054-11-01 5 823.46 815.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC4067 N/A 3140ARQV5 2054-10-01 6 797.09 817.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC3816 N/A 3140ARG20 2054-10-01 7 658.92 707.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4445 N/A 3140AR5F3 2054-11-01 4.5 751.73 730.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3317 N/A 3140AQVK5 2054-09-01 5 710.51 704.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 N/A 3140U0JQ1 2056-02-01 5.5 839.01 860.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9970 N/A 3140QWCG5 2055-02-01 5.5 786.85 806.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9614 N/A 3140QVVG6 2054-12-01 6 46724314.56 48279907.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 758.31 774.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9364 N/A 3140QVMN1 2054-10-01 5.5 6834716.75 6972315.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9317 N/A 3140QVK78 2054-10-01 5 319441.37 316050.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB9257 N/A 3140QVJB1 2039-09-01 4.5 634.82 638.20 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9232 N/A 3140QVHJ6 2054-08-01 7 828.28 905.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 88.75 87.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CZ257280 N/A 31371NXH3 2048-05-01 4.5 32178.40 31325.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257135 N/A 31371NSY2 2038-03-01 5.5 19283.09 19675.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NQ256109 N/A 31371MN29 2036-01-01 6.5 7.12 7.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 N/A 31371LZB8 2034-11-01 5.5 25766.31 25768.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4559 N/A 3133WPB46 2040-11-01 4.5 1172470.42 1170560.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9058 N/A 3133WGB38 2054-07-01 6 7647732.35 7880208.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7266 N/A 3133WECB4 2054-06-01 5.5 11323975.28 11409950.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 650.72 687.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3959 N/A 3133WAMG0 2054-04-01 5.5 2988.41 3055.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4471 N/A 3133WA6G8 2054-03-01 5.5 7377.34 7510.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4961 N/A 3133BEQN6 2052-06-01 5 1254960.69 1259680.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD5776 N/A 3133B3MZ7 2052-01-01 3 235433.64 210141.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2148 N/A 3133AYL57 2051-12-01 2.5 1209.03 1038.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0864 N/A 31417Y6A0 2031-10-01 4.5 38.50 38.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 182.66 170.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SZN0134 N/A 3131Y6EF2 2043-06-01 3 84.86 78.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0113 N/A 3142GQDT6 2053-10-01 6.5 8693283.78 9052035.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0625 N/A 3132DMVS1 2051-05-01 2.5 558.57 476.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2239 N/A 3133W8PY3 2054-03-01 6 601.53 624.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2171 N/A 3140XHMV6 2052-06-01 4.5 207789.52 203036.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC7410 N/A 3133ASGT4 2051-09-01 2.5 597.33 512.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7640 N/A 3140A8P22 2054-04-01 6.5 1107605.56 1175036.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2230 N/A 31418BPQ3 2035-04-01 3 80.36 76.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0665 N/A 3131Y6W21 2043-03-01 3.5 509.86 478.85 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZN0547 N/A 3131Y6TC3 2042-12-01 4 112.87 109.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0451 N/A 3131Y6QC6 2042-09-01 3.5 126.34 119.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SZN0138 N/A 3131Y6EK1 2043-07-01 3 107.81 98.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9924 N/A 3131Y5AZ4 2028-05-01 3 162.07 160.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SZM9438 N/A 3131Y4PX6 2046-12-01 3 282.17 253.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5966 N/A 3131Y0TX0 2048-03-01 3.5 243209.20 226797.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3990 N/A 3131XXNF4 2047-08-01 4 875.77 836.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 235.76 232.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2525 N/A 3131XVYW9 2046-12-01 3 146193.82 131539.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 137.06 125.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL1704 N/A 3138EH3N0 2040-05-01 6.5 18.26 19.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 713549.49 671504.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6733 N/A 3138EBPT6 2042-03-01 3.5 8346843.57 7896236.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL9282 N/A 3138ERJ43 2046-06-01 4 122.06 117.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY4264 N/A 3138YHW22 2045-06-01 3.5 282.70 265.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6575 N/A 3140A7JV7 2054-04-01 5.5 486.68 499.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8618 N/A 3140QGSG3 2051-01-01 3 16384700.84 14765073.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 154604.42 138812.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 N/A 3140FXD25 2056-07-01 4 19907449.01 18865559.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ3793 N/A 3138YVGB9 2046-03-01 3.5 219.61 205.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 3266823.00 3297065.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 1962073.34 1968051.12 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD5614 N/A 3132DTGX2 2051-02-01 1.5 752.27 580.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2483 N/A 3140Q9XM0 2048-10-01 4.5 14836.37 14580.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8322 N/A 3132DWG72 2053-05-01 4.5 688.56 666.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD5146 N/A 3132DSWF5 2048-08-01 3 219619.55 201249.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8157 N/A 3132DWB28 2051-07-01 3 4754.18 4200.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 N/A 3140B9YR4 2055-06-01 6.5 941524.61 995846.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0501 N/A 3140W0RX5 2055-01-01 5.5 1544.23 1581.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 7495248.53 7663931.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7558 N/A 31426SMG1 2055-07-01 6 1412.18 1460.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA8438 N/A 31416SLU3 2039-06-01 4.5 82802.47 81990.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GLAB0459 N/A 31416VQM9 2039-02-01 5 24.92 25.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB8463 N/A 31417FMM7 2043-02-01 2.5 136383.44 121054.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5829 N/A 3133BFPN4 2052-07-01 5 626.15 635.49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN6265 N/A 3131YC6A9 2049-05-01 3 3393963.66 2990591.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8279 N/A 3132DWFU2 2052-11-01 6 34270.35 35301.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8492 N/A 3132DWNH2 2055-01-01 5 19630110.97 19398017.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 666.90 693.12 Agency Mortgage-Backed Securities FMAC FERA 05386F 03/25/54 N/A 3137HBXU3 2054-03-25 4.5119 15212778.81 15191769.73 Agency Collateralized Mortgage Obligation FMAC FERA 5391FD 03/25/54 N/A 3137HBUK8 2054-03-25 4.5119 11844703.72 11849607.24 Agency Collateralized Mortgage Obligation FMAC FGRA 5342FA 01/15/47 N/A 3137HAQG4 2047-01-15 4.0867 18689153.36 18315264.05 Agency Collateralized Mortgage Obligation FMAC FGRA 5338FG 08/15/45 N/A 3137HAKC9 2045-08-15 4.1367 10972845.44 10788573.37 Agency Collateralized Mortgage Obligation FMAC FERM 5202GA 05/25/48 N/A 3137H62C8 2048-05-25 3 13914815.54 12915008.22 Agency Collateralized Mortgage Obligation FMAC FERM 5069PC 02/25/51 N/A 3137FFBV8 2051-02-25 0.75 21739652.93 15778727.05 Agency Collateralized Mortgage Obligation FMAC FTRA 4615AF 10/15/38 N/A 3137BRYG4 2038-10-15 4.1457 434352.61 430328.42 Agency Collateralized Mortgage Obligation FMAC FGRM 3827BL 03/15/41 N/A 3137A7XU9 2041-03-15 5 3694885.07 3697485.04 Agency Collateralized Mortgage Obligation FMAC FERA 05440F 08/25/54 N/A 3137HDY79 2054-08-25 4.7119 2266894.71 2274208.43 Agency Collateralized Mortgage Obligation FNMA FNRA CL111EF R25F111 N/A 3136BYMG4 2056-01-25 4.6619 9643045.52 9602911.01 Agency Collateralized Mortgage Obligation FNMA FNRM CL136KB R13F136 N/A 3136AHVV9 2029-01-25 3.5 581915.93 580321.86 Agency Collateralized Mortgage Obligation FNMA FNRM RC073KA R13F073 N/A 3136AFUA0 2042-10-25 3 12593809.12 12163491.26 Agency Collateralized Mortgage Obligation FNMA FNRM RC081AX R13F081 N/A 3136AFS47 2043-08-25 3.5 8950992.10 8596923.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC072NA R13F072 N/A 3136AFEC4 2042-08-25 2.5 227536.71 226950.65 Agency Collateralized Mortgage Obligation FNMA FNRM RC061BA R13F061 N/A 3136AETK3 2043-01-25 3 17491188.83 16547136.89 Agency Collateralized Mortgage Obligation FNMA FNRM RC133HC R12F133 N/A 3136AAE35 2041-09-25 2.5 2548622.06 2512208.19 Agency Collateralized Mortgage Obligation FMAC FERA 5568FE 08/25/55 N/A 3137HMN71 2055-08-25 4.8619 27396393.26 27566807.48 Agency Collateralized Mortgage Obligation FMAC FTRA 3588TE 12/15/37 N/A 31398K3Z1 2037-12-15 6.5422 912068.21 938930.05 Agency Collateralized Mortgage Obligation FMAC FERA 5508FC 02/25/55 N/A 3137HJGF8 2055-02-25 4.6619 6473318.71 6514275.29 Agency Collateralized Mortgage Obligation FNMA FNRA CL083FA R24F083 N/A 3136BTME0 2054-10-25 4.8119 20518302.37 20545817.07 Agency Collateralized Mortgage Obligation FMAC FERA 5560FB 06/25/55 N/A 3137HLZD7 2055-06-25 4.6619 1473249.92 1482772.98 Agency Collateralized Mortgage Obligation FNMA FNRA CL005FD R24F005 N/A 3136BQ3P2 2054-03-25 4.5119 19657733.57 19648887.26 Agency Collateralized Mortgage Obligation FMAC FERA 5566DF 07/25/51 N/A 3137HMHM5 2051-07-25 4.6119 3669946.07 3659980.88 Agency Collateralized Mortgage Obligation FNMA FNRA RC034FB R25F034 N/A 3136BVB98 2055-05-25 4.7119 18133908.05 18161622.39 Agency Collateralized Mortgage Obligation FMAC FTRA 03607B 12/15/37 N/A 31398LQL5 2037-12-15 6.2621 471637.57 477191.81 Agency Collateralized Mortgage Obligation FMAC FERA 5480FD 03/25/54 N/A 3137HHKF7 2054-03-25 5.0119 5625087.55 5663143.05 Agency Collateralized Mortgage Obligation FNMA FNRA CL094FB R24F094 N/A 3136BTK44 2054-12-25 5.0819 2082661.18 2102344.38 Agency Collateralized Mortgage Obligation FNMA FNRA CL093FL R24F093 N/A 3136BTJ20 2054-12-25 5.1119 11187837.50 11300577.15 Agency Collateralized Mortgage Obligation FMAC FERA 5479FA 12/25/54 N/A 3137HHMQ1 2054-12-25 4.8619 7819012.80 7858634.22 Agency Collateralized Mortgage Obligation FNMA FNRA RC057FP R25F057 N/A 3136BWVR4 2055-07-25 4.8119 34064182.06 34231709.13 Agency Collateralized Mortgage Obligation FMAC FERA 5478FJ 11/25/54 N/A 3137HHSF9 2054-11-25 4.8119 26496938.54 26583371.13 Agency Collateralized Mortgage Obligation FNMA FNRA CL064FB R24F064 N/A 3136BSM36 2054-09-25 4.7619 11497228.78 11533624.98 Agency Collateralized Mortgage Obligation FNMA FNRA CL033UF R24F033 N/A 3136BSDZ5 2054-01-25 4.6619 3007557.34 3023692.83 Agency Collateralized Mortgage Obligation FNMA FNRA CL032F R24F032 N/A 3136BSAF2 2054-06-25 4.9619 10818217.39 10914780.61 Agency Collateralized Mortgage Obligation FNMA FNRA RC053FE R23F053 N/A 3136BQVU0 2053-11-25 5.2119 8961727.11 9121762.50 Agency Collateralized Mortgage Obligation FNMA FNRA CL047FB R23F047 N/A 3136BQJM2 2053-10-25 5.0619 21445348.85 21697388.53 Agency Collateralized Mortgage Obligation FMAC FGRM 4204YA 02/15/33 N/A 3137B1ZS4 2033-02-15 3 2188047.85 2138116.60 Agency Collateralized Mortgage Obligation FMAC FERA 5481FJ 12/25/54 N/A 3137HHQ95 2054-12-25 4.8119 21370403.71 21470459.58 Agency Collateralized Mortgage Obligation FMAC FERA 5389GF 03/25/54 N/A 3137HBVZ4 2054-03-25 4.5119 14323045.69 14314938.60 Agency Collateralized Mortgage Obligation FNMA FNRM RC004D R25F004 N/A 3136BUX39 2052-07-25 5.5 14995837.95 15209398.67 Agency Collateralized Mortgage Obligation FMAC FGRA 4313FM 03/15/44 N/A 3137B8TA5 2044-03-15 4.2367 1752057.90 1731176.84 Agency Collateralized Mortgage Obligation FMAC FGRM 4176HP 11/15/42 N/A 3137B0PT5 2042-11-15 3 502255.49 491154.64 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FB R16F082 N/A 3136AUAJ0 2046-11-25 4.1764 4927739.26 4905993.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL004CA R23F004 N/A 3136BPA84 2045-07-25 5.5 505289.64 510557.46 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FV R24F082 N/A 3136BTEE9 2054-11-25 4.2719 50208474.78 49702874.59 Agency Collateralized Mortgage Obligation FNMA FNRM RC025GA R21F025 N/A 3136BHDV8 2051-05-25 1 12433802.43 9484284.84 Agency Collateralized Mortgage Obligation FMAC FERM 5561LA 09/25/51 N/A 3137HM6U9 2051-09-25 5.5 11078663.11 11248801.84 Agency Collateralized Mortgage Obligation FMAC FERA 5557FM 07/25/55 N/A 3137HLZ21 2055-07-25 4.7619 3139247.86 3150595.14 Agency Collateralized Mortgage Obligation FMAC FERA 5549BF 02/25/55 N/A 3137HLS52 2055-02-25 4.8619 4550830.88 4580016.80 Agency Collateralized Mortgage Obligation FMAC FERA 5542CF 05/25/55 N/A 3137HLA93 2055-05-25 5.2119 11039885.39 11164996.55 Agency Collateralized Mortgage Obligation FMAC FERA 5535FB 05/25/55 N/A 3137HL6G2 2055-05-25 4.5119 22365843.89 22393756.08 Agency Collateralized Mortgage Obligation FMAC FERA 5526FK 12/25/54 N/A 3137HKT61 2054-12-25 4.7119 25194114.06 25233651.61 Agency Collateralized Mortgage Obligation FMAC FERA 5513MF 11/25/54 N/A 3137HKEX8 2054-11-25 4.6019 3878318.67 3894685.11 Agency Collateralized Mortgage Obligation FMAC FERA 5499FW 02/25/55 N/A 3137HJX51 2055-02-25 5.0619 4120615.62 4151230.35 Agency Collateralized Mortgage Obligation FMAC FERA 5508AF 02/25/55 N/A 3137HJFR3 2055-02-25 4.6619 2834720.32 2852737.75 Agency Collateralized Mortgage Obligation FMAC FTRA 5505AF 03/15/50 N/A 3137HJ6H5 2050-03-15 4.4813 4946561.35 4898840.88 Agency Collateralized Mortgage Obligation FMAC FERM 5492CL 01/25/55 N/A 3137HHY88 2055-01-25 4.5 1516593.50 1488944.48 Agency Collateralized Mortgage Obligation FMAC FERA 5478FE 02/25/54 N/A 3137HHSC6 2054-02-25 5.1119 13717566.32 13831490.48 Agency Collateralized Mortgage Obligation FMAC FTRA 03612A 10/15/39 N/A 31398LKG2 2039-10-15 6.4904 360856.68 360748.99 Agency Collateralized Mortgage Obligation FMAC FEPC 05.500 CLQJ1794 N/A 3133CR7F4 2054-08-01 5.5 1106457.23 1138208.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9541 N/A 3133CNS60 2054-02-01 5.5 728.00 734.40 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH9196 N/A 3133CNGD8 2054-01-01 7 1150603.64 1226993.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5013 N/A 3133CHSA4 2053-11-01 6 1075.07 1107.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0832 N/A 3133CC4R4 2053-08-01 6.5 685.81 729.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH0799 N/A 3133CC3G9 2053-08-01 6 418.65 429.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC1122 N/A 3140ANG86 2054-08-01 7 603.93 639.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0728 N/A 3140AMY21 2055-01-01 5.5 826.61 844.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB8615 N/A 3140AJSD1 2054-06-01 6 1651.51 1706.22 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8365 N/A 3140AJJK5 2054-07-01 7 1002807.30 1077994.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8887 N/A 3140AJ2V9 2054-07-01 7 551.58 584.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8877 N/A 3140AJ2K3 2054-07-01 6.5 826.77 869.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB7565 N/A 3140AHMP4 2054-08-01 6.5 1371.78 1450.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB7356 N/A 3140AHE65 2054-07-01 6 1479.78 1534.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0312 N/A 3132ACKZ2 2046-01-01 4.5 100479.46 99181.77 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4646 N/A 3132A5ET8 2046-01-01 3 372238.98 337287.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6899 N/A 31329QUY5 2049-04-01 4.5 37060.97 36433.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6340 N/A 31329QBH3 2049-03-01 4.5 741.33 730.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2427 N/A 31426LVV3 2055-05-01 6 1443.60 1483.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1656 N/A 31426KZW9 2055-03-01 6.5 1205.77 1269.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 817.33 809.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 N/A 31426KEM4 2055-04-01 5 22961367.14 22718313.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0111 N/A 31426JDR7 2055-04-01 6.5 554.26 577.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9580 N/A 31426GUE3 2055-04-01 6.5 1661.34 1732.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7599 N/A 31426DNR9 2055-03-01 6.5 694.91 739.92 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6393 N/A 31426CC77 2055-02-01 7 1646.82 1777.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3424 N/A 31425XYW3 2055-01-01 6 717.90 738.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2653 N/A 31425W5P2 2054-12-01 6 541.52 567.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY3462 N/A 31426MZ47 2055-05-01 5 839.65 834.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1512 N/A 31425VVE0 2054-12-01 5.5 704.57 716.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7751 N/A 3142JWTH9 2056-03-01 5.5 13937570.22 14138624.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7602 N/A 3142JWNU6 2056-03-01 5.5 841.24 855.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7596 N/A 3142JWNN2 2056-02-01 6 7853700.36 8120946.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7447 N/A 3142JWHZ2 2056-03-01 5.5 1679.52 1702.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7003 N/A 3142JVX94 2056-03-01 6 1679.77 1761.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 148.13 139.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB5267 N/A 31417BZ91 2042-05-01 4 39.66 38.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5172 N/A 31417BXA0 2042-05-01 3.5 10650299.58 10039096.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4223 N/A 31417AVR7 2042-01-01 3.5 960566.80 904552.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAB0133 N/A 31416VEF7 2039-01-01 5 23.70 23.98 Agency Mortgage-Backed Securities FMAC FTRA 3600CB 06/15/38 N/A 31398KVH0 2038-06-15 6.4274 253602.25 253338.46 Agency Collateralized Mortgage Obligation FMAC FTRA 3578JK 08/15/37 N/A 31398JWH2 2037-08-15 6.3254 897996.02 906837.11 Agency Collateralized Mortgage Obligation FNMA FNRA CL107MA R09F107 N/A 31398GXH7 2038-02-25 5.8858 404486.71 411935.27 Agency Collateralized Mortgage Obligation FNMA FNRA CL105TB R09F105 N/A 31398GFX2 2039-12-25 6.5064 643463.27 650226.72 Agency Collateralized Mortgage Obligation FNMA FNRM CL062BA R25F062 N/A 3136BWZA7 2051-11-25 5.5 13147102.25 13250232.49 Agency Collateralized Mortgage Obligation FNMA FNRA CL052FB R25F052 N/A 3136BWUZ7 2055-07-25 4.8619 1010438.58 1016607.63 Agency Collateralized Mortgage Obligation FNMA FNRA RC055CF R25F055 N/A 3136BWTL0 2055-07-25 4.4619 76090078.68 75907511.95 Agency Collateralized Mortgage Obligation FNMA FNRA CL054FM R25F054 N/A 3136BWNW2 2055-07-25 4.7619 1499689.28 1505095.13 Agency Collateralized Mortgage Obligation FNMA FNRM RC019CA R25F019 N/A 3136BVCL0 2051-02-25 5 7629552.08 7679072.95 Agency Collateralized Mortgage Obligation FNMA FNRA CL001FD R25F001 N/A 3136BUZM5 2055-02-25 4.8619 2069367.01 2081992.87 Agency Collateralized Mortgage Obligation FNMA FNRA CL004FB R25F004 N/A 3136BUU65 2053-12-25 4.8619 1108890.74 1114811.46 Agency Collateralized Mortgage Obligation FNMA FNRA RC099FE R24F099 N/A 3136BUMM9 2055-01-25 5.1119 3340689.30 3377503.64 Agency Collateralized Mortgage Obligation FNMA FNRA CL100FD R24F100 N/A 3136BUGR5 2054-06-25 5.1119 6998394.83 7068917.54 Agency Collateralized Mortgage Obligation FNMA FNRA CL016FC R25F016 N/A 3136BU5K2 2055-03-25 5.0119 643.66 648.79 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FB R25F021 N/A 3136BU3N8 2053-07-25 4.9619 19381060.96 19515468.29 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FB R24F090 N/A 3136BTXD0 2053-11-25 4.9119 17374619.42 17533208.86 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FA R24F090 N/A 3136BTXB4 2054-12-25 5.1619 2873004.29 2904116.96 Agency Collateralized Mortgage Obligation FNMA FNRA RC077DF R24F077 N/A 3136BTWY5 2053-10-25 4.8619 2296914.98 2318368.89 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FA R24F093 N/A 3136BTJ53 2054-12-25 5.1619 10416747.57 10530033.00 Agency Collateralized Mortgage Obligation FNMA FNRA CL082CF R24F082 N/A 3136BTFB4 2054-11-25 5.0119 2402388.51 2416073.28 Agency Collateralized Mortgage Obligation FMAC FERA 5481FG 12/25/54 N/A 3137HHQ79 2054-12-25 5.0119 3895752.67 3920394.53 Agency Collateralized Mortgage Obligation FMAC FERA 5481AF 12/25/54 N/A 3137HHNS6 2054-12-25 4.8619 17012333.06 17101244.89 Agency Collateralized Mortgage Obligation FMAC FERA 5484FA 12/25/54 N/A 3137HHKS9 2054-12-25 4.8619 5356751.65 5385679.81 Agency Collateralized Mortgage Obligation FMAC FERA 5471BF 11/25/54 N/A 3137HH6R7 2054-11-25 4.6119 15711815.50 15688965.02 Agency Collateralized Mortgage Obligation FMAC FERA 5445FH 08/25/54 N/A 3137HFEA9 2054-08-25 4.7619 14894728.40 14941865.00 Agency Collateralized Mortgage Obligation FNMA FNRA CL092HF R24F092 N/A 3136BT3D3 2054-12-25 4.8619 4943643.61 4975076.85 Agency Collateralized Mortgage Obligation FNMA FNRA RC092JF R24F092 N/A 3136BT5J8 2054-12-25 4.8119 13036679.32 13098433.85 Agency Collateralized Mortgage Obligation FMAC FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 4342202.34 4034890.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6078 N/A 31329PXF5 2049-01-01 4.5 1757548.35 1732722.99 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16792 G N/A 3128MFXV5 2034-03-01 4 109305.25 108994.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI4959 N/A 3133WBQL3 2054-05-01 5 5334195.68 5331670.83 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA3672 N/A 3140A4CJ8 2053-10-01 7.5 442.45 475.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5935 N/A 3140JASZ2 2049-03-01 4.5 229.79 226.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 681.23 716.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1679 N/A 3132AD2L1 2049-01-01 4.5 23538251.83 23154225.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8623 N/A 3138WJSM1 2047-01-01 3 252.37 228.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0028 N/A 3132ACA59 2047-01-01 3 770.90 703.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 736.20 758.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1675 N/A 3140ME2H8 2055-05-01 5.5 788.30 808.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4855 N/A 31427CMD2 2055-09-01 6 27593.17 28603.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3616 N/A 3140BGAS2 2055-07-01 6 830.17 859.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2103 N/A 31425WKR1 2054-12-01 5.5 6581.69 6700.50 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4914 N/A 3140AEN88 2055-02-01 7 1435132.51 1578004.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2728 N/A 3142JRA64 2056-01-01 6.5 1519.07 1599.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE6941 N/A 3140BKWB6 2056-01-01 5 838.32 829.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0112 N/A 3142J6DS9 2056-04-01 6 31788126.72 32619704.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3539 N/A 3140W34Z9 2055-11-01 5 820.06 814.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTA6782 N/A 3142JVRC4 2056-02-01 7 1678.83 1779.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3427 N/A 31427QYZ9 2050-08-01 3 831.03 739.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU6016 N/A 3138X5VJ3 2043-09-01 3.5 148559.99 139430.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU0100 N/A 3138WZDE9 2043-06-01 3.5 1398590.46 1314397.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT9223 N/A 3138WXG92 2043-07-01 3 182.12 166.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8615 N/A 3138WWSD2 2043-07-01 3.5 373.57 352.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8393 N/A 3138WWKF5 2043-06-01 3.5 340.82 321.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT5901 N/A 3138WTRX6 2043-06-01 3.5 8452538.26 7982455.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT4192 N/A 3138WRUS7 2043-05-01 3.5 312.15 294.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAT3973 N/A 3138WRMX5 2033-04-01 3 97581.04 93206.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2118 N/A 3138WPK86 2043-03-01 3 9161.77 8399.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ9224 N/A 3140KVHA1 2051-01-01 2 589.20 478.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ2998 N/A 3140KNKL1 2050-10-01 2 10470677.11 8501202.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1163 N/A 3140KLJH6 2050-08-01 2 256000.57 208007.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP7525 N/A 3140KFLF0 2050-11-01 2 560.78 460.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP7519 N/A 3140KFK95 2050-11-01 2 521.42 423.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP8087 N/A 3140KF6Z3 2050-08-01 2 513.47 417.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 461.83 392.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 416.70 370.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB4847 N/A 3133ABL40 2050-10-01 2.5 470.33 396.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1675 N/A 3140Y72H0 2055-12-01 5 16800980.15 16757073.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2347 N/A 3142JQTD1 2055-11-01 5.5 1732.67 1748.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7549 N/A 3142JWL79 2056-02-01 5.5 7426974.71 7546811.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7942 N/A 3140BLZG0 2055-08-01 5.5 1361753.03 1390241.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD4399 N/A 3140B43H1 2055-03-01 5.5 1527372.88 1538581.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3974 N/A 3142GUMY6 2055-04-01 6.5 764.13 811.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE2204 N/A 3140BENW4 2055-07-01 5.5 2611791.10 2668305.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0136 N/A 3140BQEJ6 2055-09-01 5.5 815.39 832.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2365 N/A 3140BSTX5 2055-10-01 6.5 836.82 881.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6448 N/A 3140BXEW2 2056-01-01 5.5 1008987.10 1031129.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6030 N/A 31418FVY0 2056-04-01 5.5 840.00 846.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8631 N/A 3140U0SV0 2056-01-01 5 1146939.47 1138999.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 N/A 3140BSUS4 2055-11-01 5 836.30 833.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA0004 N/A 3142JNAE6 2055-12-01 6 8878894.10 9110704.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8564 N/A 3142JXQS6 2056-03-01 5 2520.00 2517.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF6758 N/A 3140BXQL3 2056-01-01 4.5 837.24 809.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3731 N/A 3140BUED0 2055-10-01 6 793.70 813.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7743 N/A 3140BYS96 2055-11-01 6 993959.15 1032287.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8582 N/A 3140U0RC3 2056-01-01 5.5 7115009.66 7262890.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4545 N/A 3140W5BP8 2052-01-01 2.5 833.98 711.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3077 N/A 3142GTM37 2054-12-01 5.5 1504.33 1536.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB7039 N/A 3140AGZD9 2054-07-01 6 33460.02 34411.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB6391 N/A 3140AGC51 2054-07-01 7 664.48 703.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8085 N/A 3132DV6W0 2050-08-01 3.5 98452.90 91117.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2489 N/A 3140APXT6 2054-09-01 5.5 819.16 840.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8017 N/A 3132DV4A0 2049-10-01 3.5 115729.71 107183.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6638 N/A 3132DULT2 2054-10-01 5.5 43813.66 44464.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 762.86 801.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6031 N/A 3132DTVY3 2054-08-01 6 670.96 693.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6008 N/A 3132DTU99 2054-08-01 5.5 7377513.58 7437355.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2023 N/A 3138WPG99 2043-04-01 3.5 38733.89 36458.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2665 N/A 3138WP6B5 2043-04-01 3 217.74 199.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT0998 N/A 3138WNDC0 2043-04-01 3.5 133.37 125.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS9560 N/A 3138WKTS4 2046-10-01 3 402.27 362.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNAS8537 N/A 3138WJPX0 2026-12-01 2 11.33 11.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 245549.16 221413.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7882 N/A 3138WHXL1 2046-09-01 3 213.41 192.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7730 N/A 3138WHSU7 2046-08-01 3 207.56 187.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT2032 N/A 3138WPHJ6 2043-04-01 3.5 121.92 114.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7580 N/A 3138WHM66 2046-07-01 3 265.91 238.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2323 N/A 3132DPSL3 2053-02-01 6 7303576.70 7510107.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1868 N/A 3132DPCD8 2052-11-01 5.5 55488783.82 56722872.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1844 N/A 3132DPBM9 2052-06-01 3 652.90 577.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2612 N/A 3132DP3V8 2052-10-01 4.5 391835.23 380313.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1628 N/A 3132DNYZ0 2052-09-01 5 610.36 607.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1501 N/A 3132DNU27 2052-08-01 4 635.05 601.98 Agency Mortgage-Backed Securities FMAC 05.500 FGPC L10214 G N/A 3128DHGX6 2033-03-01 5.5 38765.54 39062.43 Agency Mortgage-Backed Securities FMAC 06.500 FGPC P51237 G N/A 3128C6LS6 2036-11-01 6.5 142.82 147.66 Agency Mortgage-Backed Securities FMAC 05.500 FGPC O20139 G N/A 3128ALEL8 2031-09-01 5.5 13449.92 13542.22 Agency Mortgage-Backed Securities FMAC 08.000 FGPC P20472 G N/A 31283YMU9 2031-03-01 8 34.74 35.64 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 2581.43 2598.82 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G20032 G N/A 31283LA97 2037-12-01 5.5 1513.37 1530.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U3BF0199 N/A 3140FXGH9 2041-02-01 4.5 68195.06 67569.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 535.87 487.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 41175.75 37687.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I3BF0157 N/A 3140FXE73 2046-08-01 4 173607.53 168625.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0092 N/A 3140FXC67 2056-06-01 3.5 7255.42 6660.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE7197 N/A 3140FS7K3 2047-03-01 4.5 75097.34 74049.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD9654 N/A 3140FHWQ6 2046-11-01 3 205.35 185.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2849 N/A 3140EXEX7 2046-09-01 3 160.00 143.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2856 N/A 3140EXE66 2046-09-01 3 241.89 219.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7763 N/A 3140BYTV6 2056-01-01 5 853.01 847.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7410 N/A 3140BYGU2 2055-12-01 5.5 823.01 834.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6916 N/A 3140BXVJ2 2055-12-01 5.5 843.20 857.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8609 N/A 3140B9R76 2055-05-01 6 4492890.01 4626755.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8973 N/A 3140B96K0 2055-09-01 6.5 1105539.77 1153161.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8970 N/A 3140B96G9 2055-09-01 6 5563.38 5701.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8931 N/A 3140B94R7 2055-09-01 6 4169.88 4320.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7587 N/A 3140B8ND9 2055-04-01 6 832.12 856.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7227 N/A 3140B8A50 2055-05-01 5.5 651.82 656.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7136 N/A 3140B74W0 2055-10-01 6 836.07 864.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6149 N/A 3140B6ZP3 2055-04-01 6.5 1785.79 1879.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6009 N/A 3140B6VB8 2055-04-01 6.5 661.70 698.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD5795 N/A 3140B6NM3 2055-04-01 7 1098582.39 1176119.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5546 N/A 3140B6EU5 2055-06-01 5.5 12199279.15 12422322.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6221 N/A 3140B64F9 2055-04-01 5.5 734.51 741.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3975 N/A 3140B4MZ0 2055-03-01 6.5 727952.48 769338.52 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDD3905 N/A 3140B4KT6 2055-02-01 7.5 832.90 896.56 Agency Mortgage-Backed Securities FMAC 05.000 FGPC N70075 G N/A 31281LCL0 2035-01-01 5 183.48 183.85 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G N/A 31281BN63 2036-09-01 5.5 1222.38 1258.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 N/A 3133A7RB7 2050-07-01 3 79590.88 70644.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA7234 N/A 3133A2BB5 2050-02-01 3 383063.27 340841.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 966.71 952.18 Agency Mortgage-Backed Securities FMAC 03.000 FGPC V80167 G N/A 3132L5FG3 2043-07-01 3 167.91 153.97 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U90879 G N/A 3132H36Q1 2043-02-01 3.5 200.01 188.09 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U90828 G N/A 3132H34M2 2043-02-01 3.5 160.46 150.89 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U70677 G N/A 3132G0XE5 2028-10-01 3.5 82.66 82.24 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Z40266 G N/A 3132FCJK2 2043-12-01 3.5 7763945.39 7344029.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4264 N/A 3132E0WZ1 2053-11-01 6 21185280.81 22040467.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3997 N/A 3132E0NN8 2053-09-01 6 1150608.83 1195720.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3957 N/A 3132E0ME9 2053-10-01 6 624.90 650.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 42704664.46 43019540.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8526 N/A 3132DWPK3 2055-04-01 6.5 516.21 536.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0094 N/A 3132DMC78 2049-09-01 3.5 71491.12 66256.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0837 N/A 3132DM4W2 2052-01-01 3 548.45 490.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0188 N/A 3132D9F58 2041-09-01 2 535.45 467.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8354 N/A 3132D6H78 2039-11-01 3.5 111342.57 107287.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8165 N/A 3132D6CA6 2037-05-01 3.5 467.81 450.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT1859 N/A 3132AEB47 2049-03-01 5 155.13 156.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0713 N/A 3132ACYJ3 2048-10-01 4.5 135263.72 132930.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0536 N/A 3132ACSZ4 2048-03-01 3.5 777374.67 725574.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0528 N/A 3132ACSR2 2046-08-01 3.5 4707753.33 4406577.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 222.74 219.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0538 N/A 3132ACS35 2048-03-01 3.5 1237701.87 1153667.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0387 N/A 3132ACNC0 2047-11-01 3 1218944.08 1104096.39 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P20586 G N/A 31283YRE0 2034-11-01 6 4915.38 5026.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5219 N/A 3140QCYR1 2050-02-01 3 196.22 174.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 62617.53 61250.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA2954 N/A 31418CH80 2047-02-01 3.5 97342.27 91176.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 12147533.78 11431930.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4226 N/A 31418DVU3 2031-01-01 2 58431.00 56017.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 5354.50 5525.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 655.51 666.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL5779 N/A 3138ENM55 2043-09-01 3 8558423.19 7845044.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9666 N/A 3132AAW34 2046-04-01 3.5 152.32 142.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA5132 N/A 3140A5V21 2053-12-01 6.5 662.08 696.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1067 N/A 3140ANFH7 2054-06-01 6 194254.94 201040.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 86531.11 87391.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8140 N/A 3140QUBJ4 2054-03-01 5.5 682.83 698.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8983 N/A 3133D06U0 2054-11-01 5 95962.78 94800.35 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18552 G N/A 3128MMTJ2 2030-05-01 3 53072.93 52198.19 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08622 G N/A 3128MJVQ0 2045-01-01 3 56287.44 51187.12 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 460141.98 443606.01 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08541 G N/A 3128MJS76 2043-08-01 3.5 55104.20 51873.81 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G16234 G N/A 3128MFEF1 2031-09-01 3.5 86484.16 85655.35 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16136 G N/A 3128MFBD9 2032-02-01 3 52217.70 51000.50 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 991.29 959.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA7383 N/A 31416RFZ1 2037-02-01 4.5 22.75 22.50 Agency Mortgage-Backed Securities FNMA FNMS 08.000 NP995783 N/A 31416CFY7 2037-11-01 8 22850.12 23741.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995228 N/A 31416BSR0 2038-11-01 6.5 12.47 13.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL995076 N/A 31416BMZ8 2038-11-01 6 15.91 16.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL990834 N/A 31415VV36 2038-09-01 6 11.49 12.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAB7668 N/A 31417EQW4 2043-01-01 3 109.61 100.50 Agency Mortgage-Backed Securities FNMA FNMS 05.600 CA908287 N/A 31411HCY4 2036-12-01 5.6 102.90 105.17 Agency Mortgage-Backed Securities FNMA FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 22965.92 22963.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6568 N/A 3142JVJN9 2056-02-01 5 838.54 831.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA5089 N/A 3142JTUP6 2056-02-01 6 1677.57 1740.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4384 N/A 3142JS2S3 2056-01-01 6 9030355.88 9277588.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3114 N/A 3142JRN86 2056-01-01 5 9170320.82 9114745.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2947 N/A 3142JRHZ3 2055-12-01 6.5 838.10 885.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2511 N/A 3142JQYH6 2056-01-01 6.5 838.93 887.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2161 N/A 3142JQMK2 2055-12-01 5.5 1377.44 1400.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2137 N/A 3142JQLT4 2056-01-01 5 2512.61 2488.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1916 N/A 3142JQDW6 2056-01-01 5 1664.31 1648.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0998 N/A 3142JPDC2 2055-12-01 6.5 1673.00 1766.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0638 N/A 3142JNV86 2055-12-01 5.5 838.34 856.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 504.82 525.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2615 N/A 3140X53Z4 2050-03-01 3 56638.32 50395.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4692 N/A 3140W5GA6 2052-09-01 3.5 841.30 779.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4118 N/A 3140W4SG3 2050-04-01 4 836.34 800.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3262 N/A 3140W3TU3 2054-01-01 2.5 59736402.20 50493587.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3185 N/A 3140W3RF8 2055-10-01 5.5 2426431.48 2466327.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2926 N/A 3140W3HC6 2053-04-01 4.5 837.44 811.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2366 N/A 31426YTY2 2055-09-01 5.5 803.59 819.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA1000 N/A 3140W1DE0 2055-02-01 7 53294655.82 56236964.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6618 N/A 3140BKK86 2055-09-01 6 795.33 823.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0889 N/A 31427M7B1 2055-04-01 6 767.32 800.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9841 N/A 3140QV5B6 2054-12-01 6.5 4706569.91 4929513.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9995 N/A 3140U2C92 2056-01-01 5 837.56 830.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 3666286.00 3723118.32 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G05566 G N/A 3128M7QT6 2038-12-01 5.5 55.54 57.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 827.32 818.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1024 N/A 31426XD62 2055-08-01 6.5 1142798.25 1186883.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ0904 N/A 31426XAE8 2055-08-01 5 10132712.71 10012667.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 N/A 31426UNA8 2055-08-01 5.5 810.26 817.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJMA3367 N/A 31418CW59 2033-03-01 3.5 292.80 288.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 67234.32 66720.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD3396 N/A 3140B3X23 2055-03-01 5.5 1092739.50 1116718.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD2711 N/A 3140B3AM4 2055-06-01 5.5 686.40 701.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0354 N/A 3140W0MC6 2052-03-01 2 150332.77 123340.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6081 N/A 3140U9XK9 2056-04-01 5 840.00 831.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745140 N/A 31403CZD6 2035-11-01 5 9.09 9.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL725690 N/A 31402DF70 2034-08-01 6 7.26 7.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2903 N/A 3138YUGM7 2045-09-01 3.5 169.55 159.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 236.14 221.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY6103 N/A 3138YKX99 2045-06-01 3 252.88 230.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAY4708 N/A 3138YJGS9 2031-05-01 4 237999.71 236515.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAX9600 N/A 3138YBU27 2045-03-01 3 2676544.39 2445684.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX2449 N/A 3138Y3WK3 2044-09-01 4 173.44 167.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7421 N/A 3138XXG75 2042-01-01 4 341.56 329.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAW0937 N/A 3138XQBF7 2029-04-01 3 25800.44 25477.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAV9185 N/A 3138XMF39 2034-03-01 3.5 46487.06 45083.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4785 N/A 3140QQJ71 2052-10-01 5 19214934.63 19191274.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4619 N/A 3140QQDZ5 2052-09-01 4.5 643.45 624.86 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAM8703 N/A 3138L9U59 2030-04-01 3.04 1939575.25 1865951.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8174 N/A 3138ETCL8 2046-02-01 3.5 123320.50 115738.34 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XMAL9759 N/A 3138ERZZ6 2036-09-01 6.178 192.77 198.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9865 N/A 3138ER6B1 2047-02-01 3 10422499.12 9372619.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4428 N/A 3133BR4M3 2052-12-01 6 505.03 527.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 695.90 651.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6710 N/A 3140JPN43 2049-06-01 4.5 4961.10 4872.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3229 N/A 3140QAST8 2049-03-01 5 205.09 207.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7131 N/A 3140XN4R2 2054-02-01 5 718.57 715.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 583.72 537.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 112.01 103.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CJMA2874 N/A 31418CFQ2 2032-01-01 2.5 103.33 99.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 139.49 131.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 N/A 3142GSRZ3 2054-09-01 5.5 76177.12 77206.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 7988034.75 8433532.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 791.37 803.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY3101 N/A 31426MNT5 2055-05-01 7 721.24 772.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1234 N/A 31427NLQ0 2055-04-01 5 194872.52 193670.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 808.98 799.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0830 N/A 31427M4Q1 2055-03-01 6 2277.23 2329.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6727 N/A 3138EBPM1 2042-03-01 3.5 2306634.64 2170720.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAB4986 N/A 31417BRG4 2032-04-01 3.5 50497.87 49608.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1917966.09 1641837.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3000 N/A 3140QNKN1 2051-12-01 2 53610.46 43210.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1185 N/A 3132DNJ61 2051-10-01 3 4312226.20 3799394.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA3811 N/A 31418DGV8 2049-10-01 3 75.32 65.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE1063 N/A 3133BAFC0 2052-04-01 3 1246.34 1108.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4840 N/A 31426PLW3 2055-06-01 6 3353.64 3448.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9820 N/A 3140QV4E1 2055-01-01 6 700.66 724.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ9078 N/A 3133D1CP2 2054-11-01 4.5 739.72 725.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5924 N/A 3140B6SN6 2055-04-01 6 832.00 856.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4454 N/A 31427B5Q4 2055-09-01 6.5 3342.52 3514.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9053 N/A 3140U1BX2 2056-01-01 5.5 842.50 853.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0984 N/A 3142JPCW9 2055-12-01 6.5 837.80 877.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9069 N/A 3140U1CF0 2056-01-01 5.5 838.92 850.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4383 N/A 31427R2R0 2052-04-01 2.5 840.00 722.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9092 N/A 3140U1C60 2056-01-01 6 821.35 845.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9115 N/A 3142JYDV1 2056-04-01 5 2520.00 2517.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6002 N/A 31418FU47 2041-03-01 4 7592887.77 7427919.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0103 N/A 3142J6DH3 2056-03-01 5.5 38768223.47 39057059.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7104 N/A 3142JV3N6 2056-03-01 6 1679.62 1732.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1646 N/A 3140Y7ZL5 2055-12-01 5.5 6030665.23 6131656.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6363 N/A 3140BXB96 2055-12-01 6.5 837.68 890.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4518 N/A 31427SAU2 2056-03-01 5.5 1680.00 1717.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0885 N/A 3140BQ6X4 2055-10-01 6 837.73 857.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0595 N/A 3140BQUV1 2055-09-01 5.5 803.83 810.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0601 N/A 3140BQU33 2055-09-01 6 833.84 867.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0427 N/A 3140BQPM7 2055-10-01 5.5 834.81 842.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF0405 N/A 3140BQNX5 2055-10-01 4.5 835.17 810.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF0402 N/A 3140BQNU1 2055-10-01 4.5 2205099.88 2134333.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0011 N/A 3140BQAM3 2055-10-01 5 1516648.82 1505215.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ3034 N/A 3133CTLP2 2054-09-01 6.5 653.62 695.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 N/A 3133CTKT5 2054-09-01 5 22228.25 22191.39 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1814 N/A 3133CSAP6 2054-08-01 7 828.50 878.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1341 N/A 3140BRP37 2055-10-01 5.5 835.60 848.19 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1383 N/A 3133CRRC9 2054-08-01 7 839514.01 899720.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3670 N/A 31427RCG3 2055-08-01 6 742.30 759.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8081 N/A 3142JW6T8 2056-03-01 5.5 840.00 858.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4462 N/A 31427R5Y2 2053-10-01 5.5 1693.44 1735.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4071 N/A 3140W4QZ3 2056-01-01 5.5 9364050.52 9558095.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7925 N/A 31427HYX4 2055-11-01 6.5 836.61 877.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3428 N/A 31427QY22 2055-12-01 5.5 47797126.51 48729138.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3806 N/A 3142JSGQ2 2056-01-01 5 1693.36 1672.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 797.21 792.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0292 N/A 3138MTKE6 2054-12-01 5.5 694.60 699.83 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE0217 N/A 3140BCG30 2055-06-01 7 1911571.05 2036848.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3241 N/A 3140QNS78 2052-04-01 3 669.65 589.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3013 N/A 3140QNK35 2052-03-01 2 40767.59 33204.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2285 N/A 3140QMRF3 2051-12-01 2.5 25342449.34 21764560.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 3165809.11 2841149.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1630 N/A 3140QLY42 2051-09-01 2.5 577.10 490.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1113 N/A 3140QLGX8 2051-07-01 2 634.29 513.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0498 N/A 3140QKRU4 2051-05-01 2 11909.35 9647.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0455 N/A 3140QKQH4 2051-05-01 2.5 155066.93 131503.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB0867 N/A 3140QK6D5 2051-06-01 3.5 18754.95 17314.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAJ7715 N/A 3138E0SD2 2026-12-01 3 32047.71 31952.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI1863 N/A 3138AFB90 2041-05-01 5 51.32 51.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI2626 N/A 3138AF4L1 2041-06-01 4.5 59.82 59.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAH6283 N/A 3138A76V5 2041-04-01 5 64.57 65.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKAH2705 N/A 3138A4AF2 2041-01-01 4.5 24.00 23.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL629291 N/A 31389MC47 2032-02-01 6.5 24104.57 25297.42 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL545189 N/A 31385HUN0 2031-08-01 7.5 2.07 2.13 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL539079 N/A 31385A2L0 2030-02-01 7.5 39543.73 40335.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0671 N/A 31427MW98 2055-03-01 5.5 714.08 726.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 794.71 803.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 684.21 704.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 1547.97 1572.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9648 N/A 31427KWJ0 2055-12-01 5 4941234.90 4900621.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5181 N/A 31427CXK4 2055-10-01 5.5 1568.40 1583.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4856 N/A 31427CME0 2055-10-01 6 2508.65 2596.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4779 N/A 31427CJZ7 2055-10-01 6.5 2410.98 2550.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 836.36 826.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3567 N/A 3140W36D6 2055-11-01 5.5 23548221.50 24036195.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA3548 N/A 3140W35J4 2055-02-01 4 828.44 784.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2434 N/A 3140W2V40 2055-07-01 5.5 793.51 807.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1547 N/A 3140W1WH2 2055-05-01 6 163166167.33 167633493.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1515 N/A 3142GRVH0 2054-05-01 5.5 1329.46 1342.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1511 N/A 3142GRVD9 2054-05-01 5.5 1520.28 1553.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1536 N/A 3142GRV64 2054-05-01 6.5 974.25 1014.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 742.29 733.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 2758183.68 2828956.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1227 N/A 3142GRLH1 2054-04-01 6 538.17 552.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 769.96 789.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 639.86 633.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0947 N/A 3142GRBR0 2054-02-01 6.5 1171.96 1233.80 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 266209.97 251527.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS6623 N/A 3140XNLD4 2038-03-01 2 637.07 585.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7130 N/A 3140XN4Q4 2054-01-01 5 904996.89 900867.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 301332.02 300472.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9033 N/A 3140QVBB9 2054-08-01 6.5 1387.18 1478.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9017 N/A 3140QVAT1 2054-08-01 6 8321671.78 8554720.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 5287.91 5526.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0021 N/A 3142K1AX0 2056-03-01 5 1576615.32 1573466.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9630 N/A 3142JYVY5 2056-04-01 5.5 9267807.36 9386206.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7285 N/A 3138EQCX8 2045-09-01 3.5 262.59 247.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7231 N/A 3138EQA93 2045-08-01 3.5 23948.07 22537.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7013 N/A 3138EPYK4 2045-07-01 3.5 8527750.76 8025335.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4786 N/A 3140QQJ89 2052-10-01 5 24017274.59 23839995.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL6954 N/A 3138EPWQ3 2045-06-01 3.5 142.59 134.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQAL6685 N/A 3138EPNB6 2035-01-01 4 69577.57 68470.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQAL6513 N/A 3138EPGX6 2044-07-01 5 121.62 123.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAL5971 N/A 3138ENT58 2044-10-01 4 130.00 126.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CWAL5852 N/A 3138ENQE2 2029-09-01 4 8647.33 8621.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRAL4741 N/A 3138EMHT1 2044-01-01 4.5 20917.47 20673.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAL4708 N/A 3138EMGS4 2043-03-01 4 1424133.21 1381406.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3402 N/A 31427QX80 2055-11-01 5.5 1687.45 1718.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3531 N/A 31427Q4R0 2054-08-01 6.5 805.99 843.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2519 N/A 31427PYR9 2055-09-01 6 775.67 798.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2338 N/A 31427PS47 2055-08-01 5.5 15304494.25 15418900.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 835.82 827.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2072 N/A 31427PJS4 2055-08-01 6 735.28 752.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2053 N/A 31427PH72 2055-08-01 6 706.36 722.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 5205363.74 5336715.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 N/A 31427PCS1 2053-11-01 6.5 622.14 647.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 N/A 31427NS75 2054-01-01 5.5 764.27 773.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4385 N/A 31427R2T6 2052-07-01 3 1681.68 1495.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CKBM6623 N/A 3140JBLD6 2050-10-01 2.5 68307.09 56892.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5137 N/A 3140J9V73 2044-06-01 4.5 4864417.56 4801613.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 154696.03 149107.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3719 N/A 3140J8DZ3 2045-12-01 4.5 447592.79 443009.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1100 N/A 3140J5GJ2 2045-02-01 3.5 175.32 164.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1778 N/A 3140J56Q7 2047-02-01 4 17748.06 17090.02 Agency Mortgage-Backed Securities FNMA MNMS 02.940 MTBL5079 N/A 3140HWUD2 2040-02-01 2.94 1296.28 1171.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 REBK7908 N/A 3140HMYE8 2048-11-01 4 150967.40 142232.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK7616 N/A 3140HMPA6 2048-09-01 5 23356.12 23475.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 211841.44 181563.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 RIBJ9151 N/A 3140HBEZ7 2033-01-01 2.5 53084.44 50750.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ4287 N/A 3140H5XR7 2038-01-01 4 144.81 140.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 130.18 121.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0697 N/A 3140FXX31 2062-12-01 2.5 1341.97 1109.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE8773 N/A 3140BMXB1 2055-09-01 5 2411130.96 2393104.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8611 N/A 3140BMR93 2055-10-01 5.5 835.86 854.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8495 N/A 3140BMNM8 2055-09-01 6 5844.39 5993.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7252 N/A 3140BLBW1 2055-09-01 6.5 747.89 783.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7258 N/A 3140BLB43 2055-09-01 6 697.55 718.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE6938 N/A 3140BKV84 2056-01-01 4.5 2075901.85 2027304.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7192 N/A 3140BK7E8 2055-08-01 6 100273.17 104694.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6731 N/A 3138EBPR0 2042-03-01 3.5 1267.40 1197.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAL3797 N/A 3138ELGF4 2028-06-01 2.5 24.90 24.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA9323 N/A 3140YXLD1 2054-02-01 5.5 636.27 641.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1881 N/A 3140Y8CT1 2056-01-01 6 823.19 845.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1214 N/A 3140Y7K49 2055-10-01 5.5 2945552.81 3020998.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 232720.73 231119.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0731 N/A 3140Y6Y53 2055-07-01 6 478571.97 491824.11 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0307 N/A 3140Y6KV1 2055-04-01 7 121341.35 128626.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 ZLFP0129 N/A 3140XTEB3 2054-12-01 6.5 625.29 649.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9944 N/A 3140XSBN2 2054-08-01 5 738.66 737.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA9724 N/A 3140YXYW5 2054-03-01 5.5 620.56 629.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9508 N/A 3140XRR64 2054-03-01 4.5 755.65 731.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9401 N/A 3140XRNT8 2054-10-01 6 642.52 666.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFS9157 N/A 3140XRE76 2042-05-01 2 7243213.18 6289837.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9783 N/A 3140XR2R5 2054-11-01 5.5 149577.70 152969.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8483 N/A 3140XQM95 2054-02-01 5.5 706.15 715.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 783.76 718.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7280 N/A 3140XPCS6 2053-03-01 5 689.95 685.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 29.93 28.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1352 N/A 3140W1QE6 2052-02-01 2 775.68 635.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA1163 N/A 3140W1JH7 2055-04-01 6.5 648.25 673.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0721 N/A 3140W0YT6 2042-01-01 2 13653846.84 11932501.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0633 N/A 3140W0V36 2055-02-01 5.5 62045346.99 63331009.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0583 N/A 3140W0UH6 2042-08-01 2 4812490.02 4206249.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0546 N/A 3140W0TC9 2054-12-01 5.5 22353578.77 22762209.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 680.97 688.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 N/A 3140QSK83 2053-06-01 5.5 719.60 730.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6481 N/A 3140QSFX4 2053-06-01 5.5 758.81 770.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 1431.91 1421.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6310 N/A 3140QSAL5 2053-05-01 5 675.43 671.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6135 N/A 3140QRY98 2053-04-01 4.5 57120.62 55329.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6078 N/A 3140QRXG3 2053-04-01 5.5 18838524.66 19098295.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5910 N/A 3140QRR88 2053-03-01 5.5 39262648.09 39746494.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5854 N/A 3140QRQG1 2053-03-01 6 562.19 586.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5796 N/A 3140QRNN9 2053-02-01 5.5 638.80 646.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 673.76 653.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 1287.82 1250.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5448 N/A 3140QRBS1 2053-01-01 5 682.19 682.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6266 N/A 3140QR6C2 2053-05-01 6 23090404.74 23903648.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6238 N/A 3140QR4Y6 2053-05-01 4.5 599.46 586.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4066 N/A 31427RQU7 2056-02-01 5.5 33357968.22 33772185.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4632 N/A 31427CEE9 2055-10-01 5.5 8340908.46 8443204.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4457 N/A 31427B5T8 2055-09-01 6.5 3344.42 3480.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2945 N/A 31427AHX8 2055-09-01 5.5 835.29 848.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4184 N/A 31418DUJ9 2050-11-01 3 314.33 278.66 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 381.01 344.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4146 N/A 31418DTC6 2050-09-01 5 148.10 147.73 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4138 N/A 31418DS45 2050-09-01 1.5 141335.40 108949.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4136 N/A 31418DS29 2050-09-01 2 166024.55 130230.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4049 N/A 31418DQB1 2050-06-01 3.5 191.68 177.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4076 N/A 31418DQ62 2035-07-01 3 192.83 184.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3974 N/A 31418DMY5 2050-03-01 3.5 191606.25 173776.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3872 N/A 31418DJS2 2049-12-01 3.5 22191.05 20547.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 130.61 123.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3753 N/A 31418DE32 2049-08-01 3.5 41.66 37.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3695 N/A 31418DC91 2034-07-01 3 79.70 76.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 207107.77 167708.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 73487.52 68193.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5569 N/A 3133C6FJ3 2053-06-01 5.5 657.03 668.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 2139.84 2157.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1115 N/A 31427NGZ6 2055-05-01 6 6114199.38 6257400.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0711 N/A 31427MYH8 2053-07-01 5 765.03 764.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 66906.55 66208.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6631 N/A 3140QELM2 2050-08-01 2 1287.17 1055.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CKBM6968 N/A 3140JBW69 2051-10-01 2.5 4616674.89 3850871.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2680 N/A 3142GS6S2 2054-10-01 5.5 5288662.30 5337071.19 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5043 N/A 3132DSS86 2054-02-01 7 578.91 625.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6076 N/A 3140XMXE1 2052-04-01 3.5 673.35 622.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 1625452.66 1641241.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0752 N/A 3133C0ZR6 2053-04-01 5.5 8277515.53 8369738.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4714 N/A 3140NMGY7 2053-06-01 5 15490.32 15345.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 4422119.51 4102805.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0147 N/A 3140BQEV9 2055-09-01 5.5 1418110.08 1442710.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 2506081.67 2562151.07 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7353 N/A 31426SE39 2055-07-01 7 671.96 719.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4441 N/A 3140B45B2 2055-03-01 6.5 665.94 702.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3230 N/A 31427ASU2 2055-09-01 6 807.07 828.85 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A50739 G N/A 3128KCZC4 2036-07-01 6 1631.80 1694.67 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50525 G N/A 31288LSN2 2036-10-01 6 135.51 137.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9206 N/A 3140QVGQ1 2054-09-01 5 43193484.33 42897853.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9823 N/A 3138WK4H5 2047-06-01 3.5 303.49 283.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5179 N/A 3140XLXH6 2053-06-01 5 569.56 566.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ4467 N/A 3133CU6C5 2054-09-01 7 725.01 776.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 111.41 107.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9380 N/A 3133KRM50 2053-07-01 5.5 127495.89 129436.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0241 N/A 3140FXHT2 2052-05-01 3.5 62515.33 57936.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0909 N/A 3140KYAK0 2051-04-01 2 586.07 481.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2054 N/A 3140QMH80 2051-11-01 2 1219.10 1000.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI1993 N/A 3133W8GA5 2054-03-01 5.5 741.12 751.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9571 N/A 3142JYT51 2056-04-01 5 4873229.76 4834242.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9116 N/A 3142JYDW9 2056-03-01 5 2520.00 2489.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8618 N/A 3142JXSG0 2056-03-01 5.5 10278495.36 10449389.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1771 N/A 3142GR6H8 2054-06-01 5.5 2168996.88 2190735.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1752 N/A 3142GR5N6 2054-05-01 4.5 712.00 691.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0096 N/A 3142GQDA7 2053-10-01 6 14260212.14 14720931.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0009 N/A 3142GQAK8 2053-10-01 6.5 655.71 700.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4298 N/A 31427RX47 2048-11-01 3.5 833.06 784.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 16709952.10 16583986.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0917 N/A 3142GRAT7 2054-02-01 5 165128.14 163377.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAE2611 N/A 31419C3V3 2040-09-01 3.5 45.17 42.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAE0755 N/A 31419AZV2 2040-01-01 7 43.24 45.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6035 N/A 31418FV53 2041-04-01 3.5 5766432.00 5556399.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 859.09 848.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5956 N/A 31418FTN7 2046-01-01 5.5 428583.27 434053.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CNMA5901 N/A 31418FRX7 2035-11-01 5.5 54681.84 55963.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5911 N/A 31418FR90 2055-12-01 6 797.88 816.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5820 N/A 3138WFPE0 2045-09-01 3.5 145.44 136.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZN6161 N/A 3131YCZ25 2049-05-01 3.5 1255884.74 1163141.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8038 N/A 3140LW4Y0 2053-01-01 5 705.86 700.43 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNRD5042 N/A 3133LPS73 2030-12-01 1.5 247.52 235.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 801.37 829.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5879 N/A 31418FQ91 2055-11-01 5.5 801.89 807.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0724 N/A 3140Y6YW4 2055-07-01 6 1520.96 1555.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5973 N/A 31427DT76 2055-10-01 5.5 835.59 841.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2194 N/A 31425WNL1 2054-12-01 6 828.78 866.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9795 N/A 3140QV3D4 2055-01-01 5.5 785.52 802.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0608 N/A 3140W0VA0 2055-02-01 5.5 701.23 706.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9339 N/A 31417GLV6 2043-05-01 3 186.86 171.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0473 N/A 3140A9Q37 2054-05-01 5.5 820.54 831.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5312 N/A 3140QQ3W3 2052-12-01 6 592.35 611.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6041 N/A 3132DTWA4 2054-08-01 5 738.68 735.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 618.86 658.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 637.67 540.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3239 N/A 31418CS54 2048-01-01 4 106.79 101.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4706 N/A 3140J9GQ8 2033-09-01 4 26530.19 26286.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3940 N/A 3131XXLV1 2047-08-01 3.5 225243.33 210042.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX0433 N/A 3140N4PT8 2052-11-01 6 965.73 1003.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ9374 N/A 3140KVMY3 2051-01-01 2.5 609.46 517.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 3568.83 3512.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 679.37 624.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 1653461.60 1680941.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9133 N/A 3140BAEF9 2055-05-01 5.5 767.26 787.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5930 N/A 3140BJSU2 2055-08-01 6 708.86 727.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE5856 N/A 3140BJQJ9 2055-08-01 5 838.04 829.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4375 N/A 3140BG2H5 2055-09-01 6.5 836.01 885.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8789 N/A 3140BMXT2 2055-09-01 6 11793857.94 12066484.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3186 N/A 3140BFRG2 2055-07-01 5.5 832.47 848.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE2710 N/A 3140BFAL9 2055-07-01 5.5 827.68 844.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0273 N/A 3140BCJT0 2055-06-01 5.5 809.44 827.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 85.65 79.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 394.94 375.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2985 N/A 3140QAJ76 2039-01-01 4.5 65426.76 65545.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA2527 N/A 3140Q9YZ0 2033-10-01 4 152.80 152.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO2994 N/A 3140JXKG2 2049-09-01 4 91710.08 87931.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO2201 N/A 3140JWNT3 2049-09-01 3 164.92 146.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN6701 N/A 3140JPNT8 2049-06-01 5.5 79.09 81.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6711 N/A 3140JPN50 2049-06-01 4.5 194.93 191.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 165.40 153.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 131.65 131.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9091 N/A 3140BNC55 2055-10-01 6.5 1437.15 1521.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9010 N/A 3140BNAL2 2055-10-01 5.5 835.06 843.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9793 N/A 3140BN3B2 2055-09-01 6 678.63 696.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5708 N/A 3140XMKW5 2053-06-01 5 180767.85 180726.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5565 N/A 3140XMFF8 2052-11-01 5 692.87 689.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CV890615 N/A 31410LN81 2029-06-01 4 35149.32 34944.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL887398 N/A 31410E3F3 2036-07-01 6 29110.20 30092.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0008 N/A 31425UAJ4 2054-11-01 5.5 2158.50 2205.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 959985.10 982578.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLSI2120 N/A 3133USK91 2054-07-01 6.5 589.35 611.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3LSE5000 N/A 3133SERV9 2045-08-01 3 108.36 98.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5153 N/A 3133KYWN5 2042-04-01 2 4359786.74 3780426.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5384 N/A 3133KY6V6 2046-01-01 5 840.19 840.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3761 N/A 31427BFB6 2055-09-01 5.5 835.39 854.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 759.03 785.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3473 N/A 31427A2F3 2055-09-01 5.5 1683.76 1712.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2900 N/A 31427AGJ0 2055-09-01 5.5 2279.08 2295.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3264 N/A 3140BTTW5 2055-11-01 5 834.79 826.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5423 N/A 3140B6AZ8 2055-05-01 6.5 462.32 486.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4489 N/A 31425Y7B7 2054-12-01 6 1193180.92 1238247.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8692 N/A 3140QUUS3 2054-06-01 5.5 746.42 767.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX9517 N/A 3138YBSF1 2045-02-01 3.5 8407671.07 7891672.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6821 N/A 3140QSSK8 2053-08-01 5.5 1292.23 1306.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA1427 N/A 3140Q8SR7 2033-03-01 3 310.52 302.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD8064 N/A 3140FF6A4 2046-10-01 3 184.05 166.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6307 N/A 3132DUAG2 2054-09-01 5 698.41 694.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4258 N/A 31418DWU2 2051-02-01 3.5 334.46 308.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 11306.04 10831.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1490 N/A 3132DNUP6 2052-08-01 4.5 20911896.41 20527828.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 566.12 598.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 41557142.81 41246115.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6385 N/A 3133BGCW6 2052-07-01 4.5 589.93 574.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6088 N/A 3133BFXR6 2052-07-01 4.5 662.32 644.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1369 N/A 3140AAQX8 2054-03-01 6 2720336.81 2792988.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0491 N/A 3140A9RM4 2054-06-01 6.5 533.49 554.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0455 N/A 3140A9QH6 2054-04-01 6.5 825.25 862.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 789.13 784.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA6334 N/A 3140A7BC7 2054-04-01 5 1262260.35 1258103.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA5972 N/A 3140A6T63 2054-01-01 5.5 58595.64 59043.21 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA3671 N/A 3140A4CH2 2053-10-01 7.5 438.53 471.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA2570 N/A 3140A22C8 2053-09-01 6.5 494.55 521.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1855 N/A 3140ABBZ7 2054-04-01 6.5 657.00 693.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA1637 N/A 3140A1ZB6 2053-10-01 6 7445516.97 7679015.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1098 N/A 3140A1GG6 2053-12-01 6.5 303252.60 315087.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0007 N/A 3140A0AH2 2053-09-01 5.5 2823441.53 2852730.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL835052 N/A 31407MWM3 2035-05-01 5.5 26.41 27.06 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA824295 N/A 31406YXY1 2035-06-01 4.49 39148.73 38828.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL759153 N/A 31403VMA4 2034-01-01 5.5 122548.52 124282.99 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 605.86 519.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 762.03 752.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 603.86 610.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8359 N/A 31419KJD8 2040-11-01 4 2456841.47 2375616.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 473.63 491.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 619.02 625.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA4928 N/A 31418EPN4 2053-02-01 6.5 7934988.23 8257669.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 16545467.47 16418177.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 15543098.18 15425183.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 640.61 621.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ8919 N/A 3133D04C2 2054-11-01 7 991725.94 1060667.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5552 N/A 3133CWEZ1 2054-09-01 6.5 4814754.14 5003206.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 690.91 708.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1414681.99 1216856.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7509 N/A 3132DVKW4 2049-11-01 3 307.95 276.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3321 N/A 3131XJVN9 2042-07-01 3.5 107.23 101.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 91.46 86.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1534 N/A 3131XGV39 2041-06-01 4.5 1154816.46 1144630.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3LZL0755 N/A 3131XFZU7 2037-02-01 4.5 136.26 133.61 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J37648 G N/A 31307UP93 2032-09-01 3 464266.51 452179.32 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J31435 G N/A 31307MSY3 2030-04-01 3 381704.71 375692.86 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J22426 G N/A 31307AVT6 2028-02-01 3 43777.54 43410.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1701 N/A 3132DN3J0 2052-05-01 2.5 221799.29 190466.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5884 N/A 3138WFRE8 2045-09-01 3.5 8545035.04 8019640.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5712 N/A 3138WFK21 2045-08-01 3.5 265181.01 248876.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 76.67 71.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4336 N/A 3138WDZA2 2045-01-01 3.5 146.38 138.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS3898 N/A 3138WDKL4 2044-11-01 3.5 19737.03 18523.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS2676 N/A 3138WB6N0 2029-06-01 3 38838.72 38335.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0907 N/A 3138WAAH0 2028-11-01 3.5 49.13 48.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAS0069 N/A 3138W9CF5 2043-08-01 3.5 117.07 109.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAR1938 N/A 3138NYEL5 2027-12-01 2.5 34539.45 34116.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6623 N/A 3138WGLD4 2046-02-01 4 129.96 124.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR2574 N/A 3138NY2G9 2043-02-01 3.5 262880.82 247667.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ5323 N/A 3138ML4H4 2042-11-01 3.5 38251.71 36091.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ0527 N/A 3138MFSR9 2042-11-01 3.5 11804003.19 11086268.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP4793 N/A 3138M8KF9 2042-09-01 3.5 253.34 239.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2126 N/A 3138M5LG2 2042-08-01 3.5 137.21 129.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 527.88 564.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6729 N/A 31329QPN5 2049-05-01 4.5 185.63 182.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC6767 N/A 3140AUQV8 2039-12-01 4.5 785.48 782.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0586 N/A 3140Y6UL2 2055-06-01 6 210821.24 218567.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7384 N/A 3132DVFZ3 2055-01-01 6 665363.36 692031.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 851.75 846.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 N/A 31426PLG8 2055-06-01 6.5 730.77 772.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 832.16 844.10 Agency Mortgage-Backed Securities FMAC 06.050 FGPC T30454 G N/A 31286DQF1 2038-02-01 6.05 78536.13 81526.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5302 N/A 3140XL3L0 2053-07-01 5 667.84 666.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3458 N/A 3140XJZY2 2050-08-01 3.5 9089703.41 8474027.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 38468.58 36246.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2009 N/A 3140XHGT8 2052-05-01 3 45855.79 40812.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1851 N/A 3140XHBV8 2052-05-01 4 548.10 521.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 575.20 493.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0599 N/A 3140XFUZ2 2051-04-01 2 54286.94 44671.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6269 N/A 3140X96F7 2051-02-01 2 558.75 460.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6048 N/A 3140XMWJ1 2053-02-01 5 1979707.41 1964688.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM4595 N/A 3140X8C96 2050-09-01 3 182151.63 162013.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 6160065.77 5532724.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 156.61 152.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4897 N/A 3140AENP0 2054-12-01 4.5 826.20 802.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3858 N/A 3140ADJC6 2054-04-01 5.5 485362.48 493559.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3724 N/A 3140ADD65 2054-05-01 5.5 1148731.01 1163147.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9804 N/A 3140QV3N2 2055-01-01 5.5 755.21 766.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8848 N/A 3140QUZN9 2054-07-01 6 18945001.10 19789967.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8847 N/A 3140QUZM1 2054-07-01 6 683.18 714.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 784.13 793.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8756 N/A 3140QUWS1 2054-06-01 6 688.65 705.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8722 N/A 3140QUVQ6 2054-06-01 6.5 617.83 652.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8465 N/A 3140QUMP8 2054-05-01 4.5 761.24 735.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8383 N/A 3140QUJ56 2054-04-01 5.5 715.56 724.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 302204.11 305094.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB7950 N/A 3140QTZQ5 2054-02-01 4.5 8294626.81 8106388.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7907 N/A 3140QTYD5 2053-11-01 6.5 372.88 387.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5368 N/A 3133KY6D6 2045-10-01 5 777.54 778.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 1305.03 1323.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8721 N/A 3133KQVN3 2053-04-01 4.5 751.18 727.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8417 N/A 3133KQK62 2053-01-01 6 224534.13 234139.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8304 N/A 3133KQGM2 2052-12-01 5.5 42906471.89 43387467.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0836 N/A 3142JN4W3 2055-12-01 6.5 838.60 885.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0104 N/A 3142J6DJ9 2056-03-01 6 1262580.96 1292185.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8530 N/A 3140BMPQ7 2055-09-01 6.5 562.76 590.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1664 N/A 3140MEZ66 2055-05-01 5.5 783.74 802.86 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G05899 G N/A 3128M73G9 2040-05-01 5.5 228.82 235.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9703 N/A 31417GX92 2043-06-01 3.5 3176506.44 2983322.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA4105 N/A 3140A4R37 2053-12-01 6.5 1455.11 1541.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8361 N/A 3140QUJF4 2054-04-01 6.5 509.90 530.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 518.65 534.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6748 N/A 3140QSQA2 2053-07-01 5.5 6862339.35 7033852.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBO9370 N/A 3140K5MU8 2034-11-01 5 326.07 331.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM3305 N/A 3140X6U74 2049-06-01 5.5 225528.83 230451.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2131 N/A 3133CSLL3 2054-08-01 6.5 457.31 474.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0073 N/A 3142GQCK6 2053-10-01 5.5 19003.94 19423.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4200 N/A 3140M5U29 2053-10-01 6 942.28 970.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0918 N/A 3142GRAU4 2054-02-01 5 640.23 637.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBW1977 N/A 3140MTFT5 2052-07-01 3.5 563589.82 519427.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 719.69 718.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAX4277 N/A 3138Y5XF8 2045-01-01 3 1699681.26 1550959.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0095 N/A 3142GQC91 2053-10-01 6 588.11 604.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD6033 N/A 3140B6V36 2055-04-01 6.5 1585106.35 1675983.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6909 N/A 3132DUVA2 2054-12-01 5 818.65 812.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 671999.65 687753.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 795.44 793.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 978.92 968.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT9636 N/A 3138WXV61 2043-07-01 3.5 8431965.83 7934864.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS0023 N/A 3138W9AZ3 2043-07-01 3.5 154502.74 145233.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAU1307 N/A 3138X0NZ7 2033-07-01 3.5 85.22 83.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAP2123 N/A 3138M5LD9 2042-08-01 3 115234.43 105645.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO9775 N/A 3138M12H0 2042-08-01 3.5 160.66 150.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 502.80 410.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7035 N/A 3140QEY97 2050-09-01 2.5 40387025.10 34963545.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6929 N/A 3140QEVX7 2050-09-01 2 490.02 398.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6908 N/A 3140QEVA7 2050-09-01 2 590.71 480.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6901 N/A 3140QEU34 2050-09-01 2 11406542.09 9350782.84 Agency Mortgage-Backed Securities FNMA FNMS 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CLQJ8604 N/A 3133D0RZ6 2054-11-01 5 787.00 781.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7771 N/A 3140AVT50 2054-12-01 5 120001.99 119355.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9661 N/A 3140BAWX0 2055-06-01 5.5 755.17 762.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0976 N/A 3140B1CN4 2055-01-01 6.5 2127417.77 2238144.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0658 N/A 31426JWU9 2055-03-01 6.5 1404.30 1475.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7302 N/A 31417EDG3 2042-12-01 3.5 1998347.90 1883022.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 N/A 3140NHAK4 2053-03-01 6 1141.37 1175.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2287 N/A 3131XVRG2 2046-12-01 3.5 290499.11 268886.46 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6977 N/A 3140QEXF4 2050-09-01 2 1029.45 836.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKBM6148 N/A 3140JAZN1 2049-10-01 3.5 160846.56 145884.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3863 N/A 3140QPJH1 2052-06-01 4.5 607.86 593.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4904 N/A 3140A5NW4 2053-10-01 6 583.57 597.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 645.10 592.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6155 N/A 3132DTZU7 2054-08-01 5.5 132482.03 134376.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9373 N/A 3140QVMX9 2054-10-01 5 799.26 793.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG1496 N/A 3133C1UV0 2053-04-01 5.5 3240569.23 3278322.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 39853018.27 39382938.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA8776 N/A 3133A3XD5 2050-04-01 4 210.65 201.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 581.05 608.40 Agency Mortgage-Backed Securities FNMA FNMS 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630.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3586 N/A 3142GT6Y7 2055-02-01 6 707.84 733.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2451 N/A 3142GSWM6 2054-10-01 5.5 778.75 791.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1727 N/A 3140ME4M5 2055-06-01 5.5 801.21 816.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 550.83 466.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5758 N/A 3140M7MG3 2055-03-01 6 725.07 756.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5473 N/A 3140M7CK5 2055-01-01 6 1095385.67 1144239.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBU5195 N/A 3140M6XZ1 2039-11-01 5 748.89 762.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU4913 N/A 3140M6N74 2054-08-01 5 692.48 691.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4850 N/A 3140M6L84 2054-08-01 5.5 9909961.53 10034523.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKBU4849 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38447.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAL7846 N/A 3138EQWG3 2045-08-01 4.5 146.89 145.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 17053386.40 13847463.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5309 N/A 3138WE3T4 2045-07-01 3.5 12988381.69 12309942.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4095 N/A 3140QPRR0 2052-07-01 4.5 85072449.48 83228078.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 644.14 650.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7816 N/A 3140QTVJ5 2054-01-01 7 452.86 484.62 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7534 N/A 3140QTLQ0 2053-11-01 7 541.11 583.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 64178052.10 66729963.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7474 N/A 3140QTJU4 2053-11-01 5.5 789.78 802.28 Agency Mortgage-Backed 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314668.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN6074 N/A 3131YCXB7 2049-05-01 4.5 158.67 154.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6478 N/A 3140QEFU1 2050-07-01 2.5 29406474.56 25074940.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA6432 N/A 3140QEEE8 2050-07-01 3.5 6422491.26 5991873.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7131 N/A 3140QE4R0 2050-09-01 2.5 429.70 366.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7115 N/A 3140QE3Z3 2050-09-01 2 502.44 407.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 395.64 336.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8627 N/A 31426TSR9 2055-07-01 6 1948.84 1996.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7959 N/A 31426SZZ5 2055-07-01 6.5 834.22 886.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 722.99 776.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6150 N/A 31426QZQ9 2055-06-01 5.5 550089.16 561588.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 2634245.15 2695017.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 768.66 781.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3465 N/A 31426MZ70 2055-05-01 5.5 10997770.59 11226329.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1217 N/A 31418AK72 2042-10-01 4 90.24 87.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0353 N/A 31417YMB0 2030-03-01 4.5 56097.76 56477.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0318 N/A 31417YK89 2030-02-01 4.5 48745.73 49075.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 9.40 9.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAB9638 N/A 31417GV86 2053-06-01 3.5 195.26 177.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB8231 N/A 31417FED6 2042-06-01 3.5 95.91 90.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4305 N/A 3140QPYB7 2052-08-01 5 28750049.15 28902041.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 27672590.47 26366813.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4097 N/A 3140QPRT6 2052-07-01 4.5 65762747.26 64142681.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4039 N/A 3140QPPZ4 2052-07-01 5 24297234.19 24121629.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3611 N/A 3140QPAM9 2052-05-01 4 14195770.93 13593874.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4409 N/A 3140QP3T2 2052-08-01 5 673.70 674.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4407 N/A 3140QP3R6 2052-08-01 5 30132627.74 29910208.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3426 N/A 3140QNYY2 2052-04-01 3.5 600.53 551.01 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P00029 G N/A 31283NA69 2033-03-01 6 5.39 5.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS3220 N/A 3138WCSJ3 2029-09-01 3 28464.38 28076.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3211 N/A 31418CR97 2047-12-01 4 105.49 101.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5022 N/A 3140QCSL1 2050-01-01 4 68438.58 65441.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 33575907.24 33321189.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 700.81 701.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 729.06 706.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 641.67 641.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 20.30 20.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT6813 N/A 3140LVSB6 2051-10-01 3 460.04 405.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4455 N/A 3140NL5R6 2053-07-01 5 668.49 669.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 484.68 468.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3650 N/A 3132E0BT8 2053-08-01 6 66897597.53 69921435.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO0988 N/A 3140JVC26 2049-07-01 3.5 112.17 103.91 Agency Mortgage-Backed Securities FNMA MNRA CL01SA2 R22M01S N/A 3136BNET9 2032-04-25 2.0835 13192200.00 11669804.72 Agency Mortgage-Backed Securities FNMA MNRM CL0183A2 R19M01 N/A 3136B56S9 2031-09-25 2.577 1947065.93 1780172.20 Agency Mortgage-Backed Securities FNMA MNRA RC01SA1X R23M01 N/A 3136BQDH9 2033-07-25 4.4995 21658.09 21688.83 Agency Mortgage-Backed Securities FNMA MNRA CL008A1 R23M008 N/A 3136BQNT2 2033-04-25 4.4759 2325938.12 2349688.27 Agency Mortgage-Backed Securities FNMA MNRA CL013A1 R22M013 N/A 3136BNW93 2032-05-25 2.5865 12782099.86 12256193.15 Agency Mortgage-Backed Securities FNMA MNRA CL003A2 R22M003 N/A 3136BLW22 2031-11-25 1.7073 25788000.00 22420770.58 Agency Mortgage-Backed Securities FNMA MNRA CL01GA1 R22M01G N/A 3136BLRL6 2031-09-25 1.5314 2948782.55 2822857.25 Agency Mortgage-Backed Securities FNMA MNRA RC004A1X R22M00 N/A 3136BLQ78 2030-05-25 2.4574 5751355.20 5492067.95 Agency Mortgage-Backed Securities FNMA MNRM CL001A1 R20M001 N/A 3136B75L1 2029-10-25 2.151 2929648.01 2882769.25 Agency Mortgage-Backed Securities FNMA MNRM CL023AB R21M023 N/A 3136BKAW2 2031-11-25 0.5 2335371.16 1961998.25 Agency Mortgage-Backed Securities FNMA MNRM CL009A2 R19M009 N/A 3136B4VT2 2029-06-25 2.937 1236510.78 1199941.59 Agency Mortgage-Backed Securities FNMA MNRM CL03GA1 R21M03G N/A 3136BG3B5 2031-01-25 1.181 21398.91 21345.22 Agency Mortgage-Backed Securities FNMA MNRA CL001A1 R22M001 N/A 3136BKF64 2031-10-25 1.6685 3930821.09 3679896.47 Agency Mortgage-Backed Securities FNMA MNRM CL0211A2 R19M02 N/A 3136B6TJ2 2029-05-25 2.25 1514463.68 1452927.99 Agency Mortgage-Backed Securities FNMA MNRA RC006A1 R21M006 N/A 3136BFHB2 2033-03-25 1.4947 17430271.05 16799564.28 Agency Mortgage-Backed Securities FNMA MNRA CL053A2 R20M053 N/A 3136BC7H7 2032-11-25 1.6838 2440200.00 2087748.09 Agency Mortgage-Backed Securities FNMA MNRA CL01GA2 R21M01G N/A 3136BFRV7 2030-11-25 1.4681 21567000.00 19100885.43 Agency Mortgage-Backed Securities FNMA MNRA CL0061A2 R21M00 N/A 3136BFGX5 2031-03-25 1.4606 4200000.00 3642909.90 Agency Mortgage-Backed Securities FNMA MNRM CL051A1 R20M051 N/A 3136BDHT8 2030-12-25 0.85 3159574.35 3012907.97 Agency Mortgage-Backed Securities FNMA MNRA CL0491A1 R20M04 N/A 3136BCC73 2030-11-25 1.2554 5640031.94 5352959.02 Agency Mortgage-Backed Securities FNMA MNRA CL052A2 R20M052 N/A 3136BCB90 2030-10-25 1.3244 5264884.46 4679499.50 Agency Mortgage-Backed Securities FNMA MNRM CL041A1 R20M041 N/A 3136BBT85 2029-03-25 1.29 222129.68 220510.80 Agency Mortgage-Backed Securities FNMA MNRM CL020A1 R20M020 N/A 3136B9PH4 2029-10-25 1.086 362106.93 356027.15 Agency Mortgage-Backed Securities FNMA MNRA CL004A1 R26M004 N/A 3136BYG89 2030-11-25 2.8864 12667763.40 12334347.87 Agency Mortgage-Backed Securities FNMA MNRA CL004AV R26M004 N/A 3136BYH21 2039-01-25 2.8864 16100241.51 14862615.94 Agency Mortgage-Backed Securities FNMA MNRM CL008A2 R20M008 N/A 3136B8M97 2030-02-25 1.821 3442379.19 3165703.13 Agency Mortgage-Backed Securities FNMA MNRM CL025AV2 R19M02 N/A 3136B7AP6 2026-12-25 2.266 752611.66 750121.52 Agency Mortgage-Backed Securities FNMA MNRM CL001A2 R20M001 N/A 3136B75M9 2029-10-25 2.444 17053680.00 16121093.83 Agency Mortgage-Backed Securities FNMA MNRA RC023A R19M023 N/A 3136B6XY4 2037-12-25 3.0946 1485843.11 1386964.94 Agency Mortgage-Backed Securities FNMA MNRA CL012A2 R18M012 N/A 3136B26W7 2030-08-25 3.6538 3779110.15 3706233.79 Agency Mortgage-Backed Securities FNMA FNRA CL003A2 R18M003 N/A 3136B1LF9 2030-02-25 3.0746 11090742.97 10715559.77 Agency Mortgage-Backed Securities FNMA FNRA CL012A2 R17M012 N/A 3136AX7E9 2027-06-25 3.073 5173358.79 5125706.12 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 24899364.00 24628017.36 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 8154132.00 8151307.97 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 26456388.00 26809612.03 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 93951732.00 95377192.60 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 233940.00 208654.35 U.S. Treasuries (including strips) USTR BILL 07/02/26 N/A 912797TF4 2026-07-02 0 840.00 832.16 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 6636.00 6572.03 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-07 2026-04-07 2026-05-14 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0370 4200000000.00 4200000000.00 .0222 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.670%, 4/1/2026 3.670 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.000 CLFS8868 N/A 3140XQ2A4 2053-02-01 5 1932990.23 1918424.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7668 N/A 3133KPQV3 2052-07-01 4 1415483.91 1338074.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 55568.07 55212.58 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 6638540.36 5715460.17 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 9174533.05 8212647.48 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 5510607.53 5420927.90 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 3231519.85 3182885.48 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 2424285.51 2167834.89 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 6214480.50 5603659.21 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 4423164.05 4223154.47 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 4803392.47 4586189.47 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 5636753.72 5250053.63 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 1412323.16 1350256.27 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 5892045.44 5329119.42 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 3044716.45 2901067.75 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 2456577.50 2309076.40 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 5083000.64 4770257.17 Agency Mortgage-Backed Securities GNMA GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 3542895.04 3310540.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 52319414.95 44385245.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 13129804.67 10682102.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL932045 N/A 31412QP60 2039-09-01 4.5 66197.37 65547.84 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 6057236.41 5705351.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0662 N/A 3142GQWY4 2054-01-01 6.5 236521.68 245687.76 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 4581736.23 4147923.70 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 2848134.31 2798178.03 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M N/A 36179SYS0 2047-03-20 3.5 6515117.31 6123269.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 20138147.92 17074739.56 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 31648075.33 26097467.10 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 N N N .0372 181325000.00 181325000.00 .0010 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.660%, 4/1/2026 3.660 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 5000.00 5085.64 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 282873950.00 253590548.01 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 1273650.00 1117033.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 318200.00 313270.43 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 N N N .0371 250000000.00 250000000.00 .0013 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., REPO, 3.660%, 4/1/2026 3.660 935TKW005 549300H7EXFMRS487544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 51285564.67 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 51285564.67 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 40000000.00 41028451.74 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 50000000.00 50892297.86 U.S. Treasuries (including strips) UST - 4.8750 - 05/31/2026 N/A 91282CKS9 2026-05-31 4.875 10080000.00 10259887.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 450004800.00 450004800.00 .0024 N Y Y N Truist Bank Truist Bank, REPO, 3.670%, 4/1/2026 3.670 937LKK006 JJKC32MCHWDI71265Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 787604 C N/A 3622ADKR8 2054-10-20 5 187476784.77 187278934.34 Agency Mortgage-Backed Securities GNMA GNII SP 787605 C N/A 3622ADKS6 2054-10-20 5 15671395.88 15654857.34 Agency Mortgage-Backed Securities GNMA GNRM 2020-167 AC N/A 38382LAA9 2050-11-20 1.25 416089.53 318041.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-151 MA N/A 38382J3P9 2050-10-20 1 999638.38 758620.90 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-04-01 2026-04-01 2026-04-01 N N N .0372 200000000.00 200000000.00 .0011 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., REPO, 3.680%, 4/1/2026 3.680 942MLS009 JHE42UYNWWTJB8YTTU19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 3.5000 - 02/15/2039 N/A 912810QA9 2039-02-15 3.5 31962000.00 28905516.89 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44139360.61 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 40000000.00 35311488.49 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.0000 - 03/31/2030 N/A 91282CMU2 2030-03-31 4 50000000.00 50128905.00 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 51280808.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 10000000.00 10256161.64 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50376955.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50376955.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50376955.00 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48720344.53 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48720344.53 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48720344.53 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48720344.53 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48720344.53 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 50000000.00 51572036.52 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 50000000.00 51572036.52 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 48000000.00 49509155.06 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 51336823.59 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 51336823.59 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 51336823.59 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 25000000.00 25668411.80 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49913567.38 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49913567.38 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49913567.38 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 427000.00 426261.87 U.S. Treasuries (including strips) UST - 0.7500 - 08/31/2026 N/A 91282CCW9 2026-08-31 0.75 15000000.00 14823734.90 U.S. Treasuries (including strips) UST - 4.3750 - 11/30/2028 N/A 91282CJN2 2028-11-30 4.375 50000000.00 51379508.46 U.S. Treasuries (including strips) UST - 4.3750 - 11/30/2028 N/A 91282CJN2 2028-11-30 4.375 30000000.00 30827705.08 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 50000000.00 51123090.66 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 2000000.00 2044923.63 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 49067969.03 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 49067969.03 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47549339.51 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47549339.51 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47549339.51 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 51673420.33 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 51673420.33 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 51673420.33 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 50000000.00 51325966.85 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 20000000.00 20530386.74 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 44914364.64 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 44914364.64 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2043 N/A 912810TU2 2043-08-15 4.375 50000000.00 49265883.98 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 52345303.87 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 52345303.87 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 52345303.87 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 421000.00 440747.46 U.S. Treasuries (including strips) UST - 1.0000 - 07/31/2028 N/A 91282CCR0 2028-07-31 1 10000000.00 9384267.34 U.S. Treasuries (including strips) UST - 4.7500 - 05/15/2055 N/A 912810UK2 2055-05-15 4.75 50000000.00 49640310.19 U.S. Treasuries (including strips) UST - 3.0000 - 05/15/2045 N/A 912810RM2 2045-05-15 3 25000000.00 19287627.96 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 35500000.00 34847491.37 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 45090317.29 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 45090317.29 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 20000000.00 18036126.92 U.S. Treasuries (including strips) UST - 0.8750 - 06/30/2026 N/A 91282CCJ8 2026-06-30 0.875 50000000.00 49751350.72 U.S. Treasuries (including strips) UST - 0.8750 - 06/30/2026 N/A 91282CCJ8 2026-06-30 0.875 50000000.00 49751350.72 U.S. Treasuries (including strips) UST - 0.8750 - 06/30/2026 N/A 91282CCJ8 2026-06-30 0.875 20000000.00 19900540.29 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 50700687.54 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 50700687.54 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 7830000.00 7939727.67 U.S. Treasuries (including strips) UST - 2.0000 - 11/15/2026 N/A 912828U24 2026-11-15 2 42000000.00 41857847.31 U.S. Treasuries (including strips) UST - 1.8750 - 02/15/2032 N/A 91282CDY4 2032-02-15 1.875 50000000.00 44375670.28 U.S. Treasuries (including strips) UST - 1.8750 - 02/15/2032 N/A 91282CDY4 2032-02-15 1.875 50000000.00 44375670.28 U.S. Treasuries (including strips) UST - 1.8750 - 02/15/2032 N/A 91282CDY4 2032-02-15 1.875 15000000.00 13312701.08 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 50607187.03 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 50607187.03 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 50607187.03 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 50607187.03 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 50607187.03 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 40000000.00 40485749.63 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 44001294.89 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 44001294.89 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 44001294.89 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 5274000.00 4641256.58 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 36538867.02 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 20700000.00 15127090.94 U.S. Treasuries (including strips) UST - 4.7500 - 11/15/2043 N/A 912810TW8 2043-11-15 4.75 43000000.00 43233206.37 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50578343.31 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 30000000.00 30347005.99 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-04-01 2026-04-01 2026-04-01 N N N .0373 3500000000.00 3500000000.00 .0185 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.670%, 4/7/2026 3.670 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 895414200.00 902907645.93 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 375656700.00 372222400.79 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-07 2026-04-07 2026-04-07 N N N .0372 1250000000.00 1250000000.00 .0066 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.670%, 4/2/2026 3.670 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 693914600.00 669571769.13 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 6261900.00 6048889.85 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 138381300.00 140462577.31 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-02 2026-04-02 2026-04-02 N N N .0372 800000000.00 800000000.00 .0042 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.670%, 4/1/2026 3.670 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 508937500.00 510052000.02 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 500000000.00 500000000.00 .0026 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.660%, 4/1/2026 3.660 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 349931100.00 345600170.97 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 27435700.00 27577496.03 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 434850000.00 313481236.40 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 451445000.00 364009618.76 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 332240600.00 299114466.54 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 343032000.00 325381864.58 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 487527900.00 326719294.84 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 399602600.00 259222904.27 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 331729600.00 335096814.89 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 324857300.00 314589486.86 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 557728800.00 353538514.91 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 3200000000.00 3200000000.00 .0169 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 494034597.69 486777229.45 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 38149794.22 38797667.65 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 33227220.34 34584091.33 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 27929796.22 28681582.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 14240237.29 14379177.35 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 27922033.90 28239624.18 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 111.69 111.13 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 14163730.92 12413836.00 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 4464174.78 3898654.43 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 2822079.97 2449417.73 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 7153275.69 6805719.33 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 558440.68 538969.89 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 16483493.49 16176957.89 U.S. Treasuries (including strips) USTR TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.8354 625453.56 629663.28 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 40044552.45 41377186.75 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 323181.24 330616.14 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 12955.82 12830.59 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 21138096.54 20781124.89 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 101713044.83 106534561.22 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 13960961.11 12783133.52 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-07 2026-04-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 823700000.00 823700000.00 .0044 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.670%, 6/16/2026 3.670 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 4407482.84 4444586.42 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 99638945.53 101154919.24 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 162.53 165.68 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 101871710.53 102616392.73 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 17064181.89 17831130.60 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 97311538.42 92163415.86 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 157.74 150.50 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 104749461.47 103813850.28 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 9876166.58 6612469.53 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 1614173.68 1567104.38 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 52.58 51.47 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 54.49 54.89 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 210.32 176.29 U.S. Treasuries (including strips) USTR TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.8354 52.58 52.93 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 52.58 49.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 289657.42 294119.66 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 79953650.53 82149119.34 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 1545400.42 1568674.40 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 61.42 31.92 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-07 2026-04-07 2026-06-16 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0372 499500000.00 499500000.00 .0026 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.670%, 4/1/2026 3.670 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2023-120 FB N/A 38384CTC3 2053-08-20 4.7829 1156350.60 1162007.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-123 MF N/A 38384CQZ5 2053-08-20 4.6729 1379190.79 1380987.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.6729 87006.83 87204.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-082 KF N/A 38384AT94 2053-06-20 4.8229 2599434.05 2610015.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-082 FE N/A 38384AQ48 2053-06-20 4.6229 114.27 114.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 CF N/A 38383X5B6 2053-05-20 4.6729 585722.45 585537.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 FA N/A 38383X4Z4 2053-05-20 4.6729 56817.32 56878.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-022 KF N/A 38383VVM7 2053-02-20 4.5729 2819923.93 2802945.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-021 FB N/A 38383VV96 2053-02-20 4.5529 83.64 83.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 KF N/A 38384EPK5 2053-09-20 5.0729 1563803.46 1580667.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FC N/A 38383US76 2052-10-20 4.9729 303.50 304.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FA N/A 38383UR85 2052-10-20 4.7729 191.91 191.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-081 YF N/A 38383RWT0 2052-05-20 4.5 564.23 533.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA N/A 38383RJX6 2052-04-20 4 232762.23 217122.06 Agency Collateralized Mortgage Obligation FMAC FERM 5605ET 12/25/55 N/A 3137HP5N9 2055-12-25 4.5 2493141.34 2389551.32 Agency Collateralized Mortgage Obligation FMAC FERA 5516FB 03/25/55 N/A 3137HKBL7 2055-03-25 4.5619 446151.09 446596.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-89 FH N/A 38381WY93 2049-07-20 4.1895 480541.83 473281.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-170 FA N/A 38381T3E3 2052-09-20 4.6729 147.98 145.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-116 KF N/A 38381PZY2 2055-07-20 4.7229 5227116.94 5241492.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-099 FE N/A 38381NRS9 2055-06-20 4.7729 1986731.07 2002961.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FM N/A 38384YRT0 2054-10-20 4.6229 355.93 356.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.2729 8579.50 8653.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-172 FA N/A 38384XRH8 2054-10-20 4.7729 1802912.10 1800590.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 DF N/A 38384X5F6 2054-11-20 4.7729 1446261.25 1451510.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FC N/A 38384VAQ0 2054-08-20 4.7329 6666572.22 6690539.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FA N/A 38384VAF4 2054-08-20 4.7829 1761317.05 1769564.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-132 FE N/A 38384UNZ8 2054-08-20 4.9229 3258318.02 3276451.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FG N/A 38384Q3A4 2054-07-20 4.9229 5054.26 5087.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-213 FA N/A 38383LYW4 2052-12-20 4.5729 1052279.43 1044249.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FB N/A 38383KUE0 2054-04-20 4.7029 858647.41 860850.70 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FG R24F082 N/A 3136BTEZ2 2054-11-25 4.9119 503.13 505.90 Agency Collateralized Mortgage Obligation FMAC FGRM 4680BQ 05/15/47 N/A 3137BY5W6 2047-05-15 3.5 26808.10 24497.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-22O F N/A 38384LA58 2075-10-20 4.4529 571250.74 576176.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 4.9229 3473878.27 3496535.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FD N/A 38384GMT4 2053-12-20 4.9729 143074.47 144312.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 13340245.36 11444258.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-188 PA N/A 38383CRU6 2051-10-20 2 150098.51 124682.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-132 FD N/A 38384UPU7 2054-08-20 4.7729 264683.36 265903.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-139 FB N/A 38383M3R7 2052-08-20 4.6729 97.06 94.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-176 FB N/A 38384DQ75 2053-11-20 5.1729 38.02 38.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-101 TF N/A 38384CAW9 2053-07-20 4.7229 205876.29 206562.50 Agency Collateralized Mortgage Obligation FMAC FGRM 4253PB 08/15/41 N/A 3137B4KX3 2041-08-15 3.5 17380.05 16452.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 FA N/A 38384ADT7 2053-05-20 4.6729 236481.91 236629.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC008PB R16F008 N/A 3136ARSP4 2046-03-25 3 138.30 117.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-068 FA N/A 38384AJR5 2053-05-20 4.6729 2474663.64 2477457.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FB N/A 38385F3S8 2055-05-20 5.4229 47225.45 47787.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-137 FA N/A 38384EVC6 2053-09-20 4.9229 619707.92 624929.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-140 FB N/A 38381QAJ0 2055-08-20 4.7529 127.44 127.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-024 FC N/A 38385C2R8 2055-02-20 4.7829 2083511.68 2093446.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-23O JF N/A 38383KFR8 2073-09-20 4.6529 945693.07 960805.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FB N/A 38383US43 2052-10-20 4.7729 1550096.26 1545646.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-204 FH N/A 38385KEJ5 2055-12-20 4.6229 529946.36 529019.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-026 FG N/A 38385CG28 2055-02-20 5.3229 1100079.34 1110463.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 DF N/A 38383VCJ5 2053-01-20 4.6229 99.69 99.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-167 FA N/A 38384FAS1 2053-11-20 5.1729 38.02 38.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-182 KF N/A 38384GNN6 2053-12-20 4.9729 1523169.87 1536283.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FE N/A 38384Q2Y3 2054-07-20 4.9729 249.93 251.82 Agency Collateralized Mortgage Obligation FNMA FNRM CL123ND R03F123 N/A 31393UBC6 2033-12-25 6 124.62 129.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-21O FA N/A 38384LXQ7 2075-10-20 4.3729 396968.04 398987.88 Agency Collateralized Mortgage Obligation FNMA FNMS 03.000 CLCA8970 N/A 3140QG6G7 2051-02-01 3 234.01 210.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7752 N/A 3140QFTJ8 2050-11-01 3 146.75 132.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3122 N/A 3140QNPG1 2052-03-01 3 339259.94 298837.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF1529 N/A 3133BNVW0 2052-10-01 6 125.20 131.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1312 N/A 3133BNN58 2052-09-01 5.5 124.89 127.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE9678 N/A 3133BKXF1 2052-09-01 5.5 154942.82 158306.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5099 N/A 3133BEUY7 2052-07-01 4 108.41 102.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE4044 N/A 3133BDP58 2052-06-01 2.5 9470.21 7977.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD1240 N/A 3133AXLV2 2051-11-01 3 277.52 245.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC7496 N/A 3133ASKH5 2051-09-01 3 185.59 164.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1023 N/A 31334XD48 2049-07-01 3.5 56.80 53.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA0639 N/A 31334WV81 2049-06-01 4 31.93 30.39 Agency Mortgage-Backed Securities FMAC FKAR 02.770 WNWN0077 N/A 3132XECP4 2040-03-01 2.77 921.49 727.59 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q45628 G N/A 3132WKHE1 2047-01-01 3.5 178739.64 167727.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4242 N/A 3132E0WB4 2053-11-01 5.5 505234.73 516743.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3717 N/A 3132E0DW9 2053-09-01 5.5 1337151.81 1372046.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8504 N/A 3132DWNV1 2055-02-01 4.5 123.37 119.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8229 N/A 3132DWEA7 2052-05-01 4.5 8525.14 8261.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2817 N/A 3140EXDX8 2046-09-01 3 62.23 56.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6363 N/A 3140BXB96 2055-12-01 6.5 461.04 489.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4878 N/A 3140BVM49 2055-11-01 6 256.91 262.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4684 N/A 3140BVF21 2055-11-01 5 130.54 130.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2760 N/A 3140BTB61 2056-03-01 5 340207.31 340051.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9821 N/A 3140BN4F2 2055-09-01 7 729646.74 776426.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6291 N/A 3140BJ7D3 2055-10-01 6 353460.83 365125.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9127 N/A 3140AXD95 2055-07-01 4.5 129.53 125.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7461 N/A 3140AVJF9 2054-11-01 6.5 246338.38 261336.37 Agency Mortgage-Backed Securities GNMA GNII SF MA4008 M N/A 36179SNZ6 2046-10-20 5.5 921.13 953.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1975 N/A 3140BSFR3 2055-11-01 6.5 138254.10 145724.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3313 N/A 3142GTVF0 2055-01-01 6.5 98.94 104.16 Agency Mortgage-Backed Securities GNMA GNII ET DI7511 C N/A 3618NRKY6 2065-04-20 7 62.13 65.21 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQG3846 N/A 3133C4HX5 2053-05-01 7 221.20 242.06 Agency Mortgage-Backed Securities GNMA GNII SF MA7828 M N/A 36179WVV7 2052-01-20 3 498031.36 444352.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5801 N/A 3133KMNS0 2051-09-01 2.5 56261.11 48268.73 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQG2532 N/A 3133C2Y51 2053-04-01 7 49.57 53.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5983 N/A 3133A0UG7 2050-01-01 3 74.38 66.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS5622 N/A 3138WFG83 2030-08-01 3 4626.17 4541.72 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ2289 N/A 31426YRK4 2055-08-01 7 386.93 411.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2557 N/A 31427PZX5 2055-08-01 6 120.86 126.54 Agency Mortgage-Backed Securities GNMA GNII SF MA7057 M N/A 36179VZW3 2050-12-20 5 3043.44 3094.06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9929 N/A 3140NTA77 2053-12-01 7 100.24 107.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE0896 N/A 3133B97H1 2052-04-01 4 87.46 83.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7910 N/A 3140XBYG9 2051-07-01 2.5 8683.63 7498.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC1509 N/A 3140EVVB0 2046-08-01 3 33.37 30.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7322 N/A 3140QFD48 2050-10-01 2 170.58 141.17 Agency Mortgage-Backed Securities GNMA GNII SF MA3243 M N/A 36179RS83 2045-11-20 3 1656.86 1501.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1784 N/A 3140QL6W1 2051-10-01 2.5 192.42 163.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0438 N/A 3140Y6PY0 2055-05-01 6 2766120.19 2834739.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1401 N/A 31418ARX8 2033-04-01 3 753.82 725.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6527 N/A 3140QSHD6 2053-06-01 5.5 99.96 101.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1275 N/A 3132DNMY6 2052-07-01 4.5 93.10 90.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 309711.61 250472.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF1157 N/A 3133BNJA2 2052-09-01 6.5 81.82 86.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 586186.54 496554.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6422 N/A 3140LHD49 2037-08-01 4.17 654.84 624.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR3432 N/A 3140L1Y66 2051-01-01 2 88.93 72.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS0518 N/A 3140XFSG7 2041-07-01 6 127131.44 131782.92 Agency Mortgage-Backed Securities GNMA GNII SF DA6320 C N/A 3618GWAV0 2054-03-20 7.5 111979.52 122290.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3765 N/A 31418DFF4 2049-09-01 2.5 37.06 31.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5153 N/A 3140QQWP6 2052-11-01 6.5 952913.50 1014932.61 Agency Mortgage-Backed Securities FMAC 07.500 FGPC G05801 G N/A 3128M7X68 2032-12-01 7.5 80.55 84.15 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9936 N/A 3140NTBE1 2053-12-01 7 384.16 414.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO3189 N/A 3140JXRK6 2049-10-01 3 116.48 103.79 Agency Mortgage-Backed Securities GNMA GNII SF MA6412 M N/A 36179VDR8 2050-01-20 4.5 4992.95 4908.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT7274 N/A 3140LWCL9 2051-09-01 2.5 753.35 644.30 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH8278 N/A 3133CMFT6 2054-01-01 7.5 105.93 115.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 86705.65 73368.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7533 N/A 3133BHLN4 2052-08-01 4.5 92718.82 90103.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 318.17 316.28 Agency Mortgage-Backed Securities GNMA GNII SF DL8136 C N/A 3618LLBD7 2055-08-20 7 133565.95 140710.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS0203 N/A 3138W9GM6 2043-08-01 3 2964.33 2713.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6358 N/A 3140XNB45 2050-11-01 3 1819027.89 1627502.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6993 N/A 3140QSXX4 2053-07-01 5.5 584.43 597.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 6148.38 6075.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8055 N/A 3132DV5Q4 2050-04-01 2.5 65.94 56.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS8557 N/A 3140XQQK6 2052-05-01 4 2092393.71 1996470.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1205 N/A 3132DNKS1 2052-07-01 3 238.30 209.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0104 N/A 3140W0DJ1 2051-02-01 3.5 409682.68 385388.36 Agency Mortgage-Backed Securities GNMA GNII ET DJ6158 C N/A 3618KSZX3 2065-04-20 7 94.42 99.09 Agency Mortgage-Backed Securities GNMA GNMI SF CO4901 X N/A 3617FGNS1 2052-07-15 6.5 151073.42 161767.40 Agency Mortgage-Backed Securities GNMA GNII SF MA4840 M N/A 36179TLV5 2047-11-20 5 7496.44 7621.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4798 N/A 3140QQKL8 2052-10-01 5 30636.21 30452.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4920 N/A 31418EPE4 2053-02-01 6 26120.91 26876.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 5248893.54 5290267.06 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4343 N/A 31418DZH8 2051-05-01 1.5 1079.26 833.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 33997.97 30092.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3962 N/A 31418DML3 2050-03-01 4 728.19 694.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2771 N/A 31418CCH5 2046-10-01 3 56457.79 50937.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6524 N/A 3140QSHA2 2053-06-01 5.5 204.17 209.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6404 N/A 3140QSDJ7 2053-06-01 5.5 7674969.32 7864935.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6061 N/A 3140QRWX7 2053-04-01 5 1618808.24 1609191.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5995 N/A 3140QRUV3 2053-03-01 4.5 151180.31 146579.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5897 N/A 3140QRRT2 2053-03-01 5 133579.62 132731.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5139 N/A 3140QQV93 2052-11-01 5.5 3043209.29 3070291.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4157 N/A 3140BUTP7 2055-11-01 6.5 242.50 253.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3615 N/A 3140QPAR8 2052-05-01 4 303.33 287.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3627 N/A 3140QPA56 2052-05-01 4 1499.29 1420.53 Agency Mortgage-Backed Securities GNMA GNII SF DQ2954 C N/A 3618MVH71 2056-02-20 7 78290.76 83570.56 Agency Mortgage-Backed Securities GNMA GNII ET DQ1480 C N/A 3618MTUD8 2066-02-20 5.5 523.87 528.68 Agency Mortgage-Backed Securities GNMA GNII SF DJ9506 C N/A 3618KWR39 2055-11-20 6.5 615847.81 657061.38 Agency Mortgage-Backed Securities GNMA GNII SF CV0453 C N/A 3618BVQE8 2053-07-20 6 247680.97 255871.03 Agency Mortgage-Backed Securities GNMA GNMI SF CR3820 X N/A 3618AJG56 2053-04-15 6.5 985770.08 1033219.79 Agency Mortgage-Backed Securities GNMA GNII ET DQ4518 C N/A 3618MXAT6 2065-12-20 6 397.71 410.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1307 N/A 3133C1NY2 2053-04-01 6 104.15 109.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9973 N/A 3140XECK8 2051-08-01 3 48423.36 43257.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9538 N/A 3140XDS49 2051-11-01 2 205354.63 168603.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6555 N/A 3140XAH96 2051-04-01 2 25835.90 21089.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM2317 N/A 3140X5SF1 2049-12-01 5 327009.26 330172.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4040 N/A 3140XKP20 2053-02-01 5 585307.44 582659.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1635 N/A 3140X4Y91 2049-09-01 3.5 787.14 721.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9931 N/A 3140NTA93 2053-12-01 7 96.51 103.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9928 N/A 3140NTA69 2053-12-01 6.5 321.38 342.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY9895 N/A 3140NS7H1 2053-10-01 5.5 253.62 259.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9886 N/A 3140NS6Y5 2053-11-01 6.5 169.80 180.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9879 N/A 3140NS6R0 2053-11-01 6.5 177.77 189.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7032 N/A 3140NPY61 2053-08-01 6.5 210.42 224.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4728 N/A 3140NMHE0 2053-06-01 6.5 488.46 521.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY4716 N/A 3140NMG27 2053-06-01 7 505.71 552.83 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY3665 N/A 3140NLCB3 2053-05-01 7.5 322.04 346.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3692 N/A 3140NLC64 2053-05-01 5.5 375.86 385.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2999 N/A 3140NKKM2 2053-05-01 6.5 185.77 198.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY1161 N/A 3140NHJF6 2053-04-01 5.5 371.59 381.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 13956.10 14545.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX7207 N/A 3140NCAH2 2053-03-01 7 100.29 107.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7206 N/A 3140NCAG4 2053-03-01 6.5 24976.91 26542.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4353 N/A 3140N8ZT8 2053-04-01 6.5 102.56 109.62 Agency Mortgage-Backed Securities GNMA GNMI SF AM8910 X N/A 36185B3T1 2045-06-15 4 17554.32 16832.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 51031.09 51994.73 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 9338385.71 9518881.14 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 9598494.68 9842584.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 154.78 139.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8257 N/A 3140K4E71 2049-11-01 3.5 36.66 34.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 66324.35 66811.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5864 N/A 31418FQS9 2045-10-01 5 393780.16 394211.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7615 N/A 3140QTN96 2053-12-01 6 724777.41 747823.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC3998 N/A 3140ARNQ9 2054-10-01 6.5 453464.57 471110.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL737582 N/A 31402TM77 2033-09-01 6.5 1489.00 1545.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL730485 N/A 31402JRE9 2033-08-01 4.5 1837.51 1813.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAX9700 N/A 3138YBX65 2030-07-01 3 1277.36 1250.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT4145 N/A 3138WRTB6 2043-06-01 3 10324.23 9455.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8509 N/A 3138WJN38 2046-12-01 3 143867.46 131084.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8479 N/A 3138WJM54 2047-01-01 3 4889133.23 4407309.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 1913.44 1979.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL1099 N/A 3138EHGH9 2026-12-01 3 2710.71 2705.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 148336.45 139595.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAH1141 N/A 3138A2HT9 2040-12-01 4.5 1560.52 1545.19 Agency Mortgage-Backed Securities GNMA GNMI SP 784121 X N/A 3622A2SJ2 2029-08-15 7 12204.05 12597.42 Agency Mortgage-Backed Securities GNMA GNII JM 004828 M N/A 36202FLH7 2040-10-20 4.5 3.23 3.16 Agency Mortgage-Backed Securities GNMA GNII ET DI8541 C N/A 3618NSP29 2065-03-20 7 104707.87 109889.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 816.29 748.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 101.71 82.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 592.39 501.82 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8194 N/A 3132DWC76 2052-02-01 2.5 7402.08 6265.66 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8134 N/A 3132DWBB8 2051-03-01 2 193.17 156.71 Agency Mortgage-Backed Securities FMAC FKAR 02.400 WNWN0087 N/A 3132XECZ2 2037-11-01 2.4 516.67 410.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7552 N/A 3132DVL94 2052-01-01 2.5 210352.54 180600.34 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8079 N/A 3132DV6Q3 2050-07-01 2 27522.96 22391.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6708 N/A 3132DUNZ6 2054-02-01 6 4376.50 4500.10 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 698642.81 680656.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 5502.95 5458.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6348 N/A 3140XNBS2 2050-09-01 4.5 155776.51 152897.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 822.76 801.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5444 N/A 3140XMBN5 2051-11-01 2 110.22 89.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6256 N/A 3140XM5S1 2052-08-01 3.5 1223.35 1122.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5148 N/A 3140XLWJ3 2053-07-01 5.5 71782.13 73486.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4929 N/A 3140XLPP7 2053-05-01 5 121168.84 121624.64 Agency Mortgage-Backed Securities GNMA GNII SF MA3667 M N/A 36179SCC9 2046-05-20 5.5 2506.60 2593.46 Agency Mortgage-Backed Securities GNMA GNII SF MA2756 M N/A 36179RBZ1 2045-04-20 4.5 821.71 812.65 Agency Mortgage-Backed Securities GNMA GNII SF MA3599 M N/A 36179R7L7 2046-04-20 4.5 3993.72 3948.47 Agency Mortgage-Backed Securities GNMA GNII SF MA3526 M N/A 36179R4K2 2039-05-20 6 3207.55 3383.71 Agency Mortgage-Backed Securities GNMA GNII SF 763054 C N/A 36176DQF3 2041-04-20 4.5 13397.06 13117.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7379 N/A 3142JWFV3 2056-03-01 5 2067.31 2053.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4491 N/A 3142JS7D1 2056-01-01 5.5 130.72 132.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4478 N/A 3142JS6Q3 2056-01-01 5.5 341799.53 354023.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3745 N/A 3142GUET6 2055-03-01 6 115.70 118.57 Agency Mortgage-Backed Securities FMAC FMAR 8D0961 G N/A 3142BPB65 2056-04-01 4.791 130.97 129.69 Agency Mortgage-Backed Securities GNMA GNII SF MA3804 M N/A 36179SGM3 2046-07-20 4 8570.45 8203.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0707 N/A 31427MYD7 2053-08-01 3.5 1686.63 1546.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0799 N/A 31427M3H2 2055-03-01 5 245.17 242.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6952 N/A 31427GWN0 2055-10-01 5 120.86 119.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6947 N/A 31426CWH3 2055-02-01 6 1091308.92 1120608.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5809 N/A 31426BN36 2055-01-01 6.5 63.20 65.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5189 N/A 31426AXT0 2055-01-01 5 328747.71 326978.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3863 N/A 3140W4JH1 2052-08-01 3.5 3027756.21 2778770.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2767 N/A 3140W3CD9 2055-09-01 6 398867.82 414972.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1812 N/A 3140W2AN1 2053-11-01 6 111.04 114.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1322 N/A 3140W1PG2 2054-09-01 6 616.23 633.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0582 N/A 3140W0UG8 2046-11-01 3.5 460.00 433.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0455 N/A 3140W0QH1 2054-05-01 6.5 104.18 109.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0125 N/A 3140W0D77 2041-10-01 2 351.12 307.33 Agency Mortgage-Backed Securities GNMA GNII SF DI2248 C N/A 3618NKP91 2055-07-20 6.5 81048.96 86570.48 Agency Mortgage-Backed Securities GNMA GNII ET DI1842 C N/A 3618NKBK1 2065-03-20 7 75.65 79.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 3007722.04 3038501.06 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 2783332.17 2765526.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA8432 N/A 3133KQLM6 2053-01-01 6.5 72.46 75.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8321 N/A 3133KQG67 2052-12-01 6 66.65 68.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7927 N/A 3133KPYY8 2052-09-01 4.5 293.40 285.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 125977.34 122061.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7577 N/A 3133KPM21 2052-06-01 5 2078283.15 2068059.38 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6562 N/A 3133KNJF1 2052-01-01 2.5 5037.74 4353.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA1202 N/A 3133KGKP2 2049-08-01 3.5 6472.99 6005.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1976 N/A 3133CSFR7 2054-08-01 5.5 95.82 97.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4878 N/A 3133CHM36 2053-11-01 6.5 124452.19 130196.74 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4849 N/A 3133CHL60 2053-10-01 7 196.49 212.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8165 N/A 3133C9CA9 2053-08-01 5 229.40 229.66 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQG4600 N/A 3133C5DD0 2053-05-01 7 108.55 117.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3845 N/A 3133C4HW7 2053-05-01 6.5 126.24 135.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 66229.87 65431.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 156374.44 147603.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 N/A 31418FCF2 2054-09-01 5 7228.98 7141.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5167 N/A 31418EW55 2053-10-01 6.5 25465.37 26498.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA7084 N/A 3140QE2S0 2050-09-01 4.5 59606.37 57989.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4128 N/A 3140QBSS8 2049-09-01 3 102.46 91.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3943 N/A 3140QBLZ9 2049-08-01 4 3342.26 3204.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTCA4395 N/A 3140QB3D8 2039-10-01 3.5 94220.81 90303.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCA4385 N/A 3140QB2T4 2049-07-01 6 146.44 151.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA2807 N/A 3140QADM9 2048-12-01 5 32907.63 33207.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN8937 N/A 3140JR4X6 2049-06-01 3.5 31.71 29.68 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7482 N/A 3140JCJ47 2054-01-01 4.185 122.41 120.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO3251 N/A 3140JXTH1 2049-11-01 3 571.56 517.77 Agency Mortgage-Backed Securities FMAC 06.500 FGPC C69107 G N/A 31287VDL1 2032-07-01 6.5 4.35 4.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4371 N/A 3140N82D9 2053-04-01 6.5 116.95 125.11 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1186 N/A 3140QLJ80 2051-07-01 2 2196338.97 1777951.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3562 N/A 3140J75Y7 2048-02-01 4.5 1001.40 985.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY3014 N/A 3140NKK42 2053-05-01 6.5 591.44 630.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1320 N/A 3140W1PE7 2054-10-01 5.5 217.51 222.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6053 N/A 3140QRWP4 2053-04-01 5 273.10 275.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM6201 N/A 3140X93K9 2049-09-01 4 2616.06 2495.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5239 N/A 3140J9ZD6 2048-12-01 5 2309.03 2322.11 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQG5399 N/A 3133C57L9 2053-06-01 7 105.05 114.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8373 N/A 3132DWJS3 2053-11-01 6 10097.08 10333.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8838 N/A 3140MAZC1 2052-05-01 4 686646.29 654251.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1369 N/A 3140XGQX0 2050-04-01 4 26857.17 25772.37 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8580 N/A 3138LMRA3 2038-04-01 3.51 130.97 118.95 Agency Mortgage-Backed Securities FMAC FMAR 2B7672 G N/A 31326NQZ7 2049-11-01 2.875 43.16 43.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY2998 N/A 3140NKKL4 2053-05-01 7 241.03 264.44 Agency Mortgage-Backed Securities GNMA GNII SF MA7260 M N/A 36179WB56 2051-03-20 5 1138.78 1153.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 31536.77 26704.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6673 N/A 3140QSMX6 2053-07-01 5.5 404.58 414.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT1701 N/A 3140LP3K6 2051-06-01 3 224.88 199.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 2745.69 2720.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4995 N/A 3132DSRQ7 2052-03-01 3.5 188.47 174.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0529 N/A 3132ACSS0 2046-10-01 3 6731.47 6095.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT1915 N/A 3140LQDV9 2052-02-01 3 93.73 83.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 6969966.86 6126438.24 Agency Mortgage-Backed Securities GNMA GNII ET DI7412 C N/A 3618NRGV7 2065-03-20 6.5 140.28 147.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2807 N/A 3140W3DM8 2049-01-01 4 1809660.26 1732846.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1338 N/A 31427NPY9 2055-06-01 6 103.54 105.90 Agency Mortgage-Backed Securities GNMA GNII ET DR1051 C N/A 3618V9EY4 2066-03-20 5.5 218965.23 220973.87 Agency Mortgage-Backed Securities GNMA GNII SF DP3335 C N/A 3618MHV43 2056-03-20 6.5 494219.48 521926.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2246 N/A 3142JQP86 2055-12-01 6.5 133.79 140.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9368 N/A 3140U1MS1 2056-01-01 6 151174.07 155084.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5634 N/A 3133BTHK9 2053-01-01 5.5 2102621.57 2132323.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2614 N/A 3133BP3X4 2052-11-01 5 104.80 104.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3136 N/A 3133C3PV2 2053-04-01 6.5 100.57 106.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4967 N/A 3131YBQU5 2049-04-01 4.5 525793.96 515914.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN3505 N/A 3131Y93N1 2049-02-01 4 33.05 31.63 Agency Mortgage-Backed Securities FMAC FMAR 1N1433 G N/A 3128QHSW1 2037-02-01 5.677 1.47 1.52 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9939 N/A 3140NTBH4 2053-12-01 7 384.15 414.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4930 N/A 3132DSPP1 2052-06-01 3.5 19018.10 17518.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4697 N/A 3132DSGE6 2054-02-01 6 382762.74 396437.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3136 N/A 3132DQPV2 2053-06-01 5.5 4660.98 4750.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3019 N/A 3132DQK88 2052-07-01 3 221.54 194.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2230 N/A 3132DPPP7 2051-08-01 2 82487.29 66950.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0482 N/A 3132D9RB2 2042-04-01 2 110.55 95.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0193 N/A 3132ACGA2 2047-12-01 3.5 137.11 128.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8562 N/A 3132A9QP5 2030-04-01 2.5 16.56 16.12 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8546 N/A 3132A9P76 2029-12-01 2.5 20539.69 20025.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2056 N/A 3132A2H96 2038-04-01 5.5 3406.41 3511.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 36818.40 35693.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3208 N/A 3140XJR62 2052-05-01 2 1854.69 1494.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2185 N/A 3140XHNB9 2052-06-01 4 17987.52 17120.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 836895.91 747665.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2619 N/A 3140XH4D6 2052-08-01 5 1620.13 1606.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0773 N/A 3140XF2F7 2052-02-01 2 26629.34 21657.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5841 N/A 3140U9P36 2056-04-01 5 1296643.51 1285112.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2951 N/A 3140U6H56 2056-04-01 5 468947.03 466176.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2921 N/A 3140U6G73 2056-04-01 5 752840.17 747257.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9940 N/A 3140QWBJ0 2055-02-01 4.5 1525180.05 1491221.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 31125.68 30177.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9470 N/A 3140QVQY3 2054-11-01 5 2573990.42 2562501.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9062 N/A 3140QVB86 2054-08-01 6 97.54 99.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9008 N/A 3140QVAJ3 2054-08-01 6 109.93 113.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 N/A 3140QUN28 2054-05-01 6.5 166.75 173.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8984 N/A 3140QU6W1 2054-08-01 5.5 228.47 234.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3761 N/A 3140N8FB9 2052-12-01 6 192.79 199.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBW9710 N/A 3140N2YG0 2053-05-01 3 7841.68 6898.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBW6967 N/A 3140MYW57 2053-01-01 7 377.42 415.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5096 N/A 3140MWUW4 2053-01-01 6.5 126863.79 134687.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3383 N/A 3140MUXM7 2052-07-01 4.5 206.60 200.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0043 N/A 3140MRBM8 2052-07-01 5 42361.68 42477.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV4165 N/A 3140MHTX7 2052-03-01 2.5 602.29 510.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3121 N/A 3140MGPF2 2052-03-01 3 199.36 175.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 11843.10 10022.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4862 N/A 3140M6ML4 2054-07-01 6.5 129.05 134.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4593 N/A 3140M6C76 2054-05-01 6 105.80 108.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0952 N/A 3140M2BW1 2051-10-01 2 293.11 237.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU0525 N/A 3140M1SP0 2051-10-01 3 709.42 625.71 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08528 G N/A 3128MJSS0 2043-04-01 3 30.07 27.58 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16134 G N/A 3128MFBB3 2032-01-01 3 49.61 48.44 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G06964 G N/A 3128M9B92 2038-11-01 5.5 147.70 152.94 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05740 G N/A 3128M7V94 2036-01-01 7 201.14 212.33 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A61537 G N/A 3128KRV68 2036-10-01 5.5 87460.96 89333.80 Agency Mortgage-Backed Securities FMAC FMAR 841554 G N/A 31288QWP1 2053-03-01 4.544 221.60 220.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995023 N/A 31416BLC0 2037-08-01 5.5 8511.86 8803.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL968252 N/A 31414KEZ9 2038-02-01 7 976.09 1029.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL941028 N/A 31413B4M0 2037-07-01 6.5 1477.79 1552.07 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB920966 N/A 31412CFF2 2037-01-01 5.401 75855.57 77590.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL903261 N/A 31411BQN6 2036-10-01 6 672.24 687.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS9679 N/A 3140XRXH3 2052-06-01 3 106681.03 94262.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8481 N/A 3140XQM79 2053-10-01 6 1028198.48 1073056.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8288 N/A 3140XQF69 2052-03-01 2 24666.01 19940.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3031 N/A 3140QNLM2 2052-03-01 2.5 100.33 84.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 188.95 162.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2767 N/A 3140QNCD2 2052-01-01 2 431628.76 348871.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2275 N/A 3140QMQ56 2051-12-01 2.5 124368.41 106007.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8618 N/A 3140QGSG3 2051-01-01 3 215.94 194.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA8296 N/A 3140QGGE1 2050-12-01 4.5 170.64 168.35 Agency Mortgage-Backed Securities GNMA GNII SF MA9018 M N/A 36179YAT1 2053-07-20 6 224989.36 231075.32 Agency Mortgage-Backed Securities GNMA GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 5517548.78 5615227.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8200 M N/A 36179XDD5 2052-08-20 4 1970897.74 1862780.86 Agency Mortgage-Backed Securities GNMA GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 1503236.20 1239590.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 826.77 737.99 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 526281.52 486429.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 3570.84 3069.96 Agency Mortgage-Backed Securities GNMA GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 53542.82 47846.13 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 1323165.94 1259920.37 Agency Mortgage-Backed Securities GNMA GNII JM MA6212 M N/A 36179U3V2 2049-10-20 4.5 9045.90 8803.85 Agency Mortgage-Backed Securities GNMA GNII SF MA4840 M N/A 36179TLV5 2047-11-20 5 31762.92 32291.98 Agency Mortgage-Backed Securities GNMA GNII SF MA8430 M N/A 36179XLK0 2052-11-20 6 3783405.68 3893381.72 Agency Mortgage-Backed Securities GNMA GNII SF MA4783 M N/A 36179TJ48 2047-10-20 6 6775.83 7148.63 Agency Mortgage-Backed Securities GNMA GNII SF MA4724 M N/A 36179TG90 2047-09-20 6 11337.56 11961.32 Agency Mortgage-Backed Securities GNMA GNII SF MA4589 M N/A 36179TC29 2047-07-20 5 2086.11 2120.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5696 N/A 3140JAKJ6 2049-02-01 4 44.22 42.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4877 N/A 3140J9M32 2048-11-01 4 21.10 20.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBM4345 N/A 3140J8ZK2 2040-06-01 6.5 79.27 83.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3051 N/A 3140J7L94 2047-11-01 4.5 268117.77 263961.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0092 N/A 3140HRC68 2033-10-01 3.69 273.53 261.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK8848 N/A 3140HNZN5 2048-08-01 5 35.51 35.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBK2255 N/A 3140HFQH5 2050-04-01 3 192024.25 172056.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK0815 N/A 3140HD3Z5 2048-05-01 4 70.40 67.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 U3BF0345 N/A 3140FXL34 2043-10-01 3 140.34 129.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 38.08 36.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD9644 N/A 3140FHWE3 2046-11-01 3 104.64 94.76 Agency Mortgage-Backed Securities GNMA GNII RG CE3675 C N/A 3617VSCL4 2049-07-20 5 92.70 92.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3681 N/A 3140X7CT4 2046-03-01 3 120206.93 110135.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0953 N/A 3140W1BX0 2055-04-01 3.5 10400.91 9542.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL9128 N/A 3138EREA4 2046-02-01 4.5 519027.05 514355.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 ZLZT2423 N/A 3132AEVQ6 2048-12-01 4 25089.25 24024.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8184 N/A 3132DWCV3 2051-12-01 3 86.81 76.99 Agency Mortgage-Backed Securities GNMA GNII ET DI7503 C N/A 3618NRKQ3 2065-04-20 7 25709.38 26981.75 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8121 N/A 3132DWAW3 2051-01-01 2 4505.72 3660.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZN2871 N/A 3131Y9FL2 2049-01-01 5 13.07 13.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF1743 N/A 3133BN5C3 2052-10-01 4 106.77 102.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7346 N/A 3140QTEU9 2053-10-01 6.5 178.25 186.53 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G03463 G N/A 3128M5FC9 2037-11-01 6 47808.31 50385.95 Agency Mortgage-Backed Securities GNMA GNII SF DA2720 C N/A 3618GSAV9 2054-03-20 5.5 363652.60 370759.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6251 N/A 3140XM5M4 2053-11-01 6.5 229625.35 244496.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8504 N/A 3133BJNV0 2052-08-01 5 87.29 86.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3354 N/A 3132DQWP7 2053-06-01 5 68220.86 67698.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA2389 N/A 3133KHUN4 2050-04-01 4.5 85.80 83.93 Agency Mortgage-Backed Securities GNMA GNII SF MA6159 M N/A 36179UZY1 2049-09-20 6 2119.04 2233.84 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 7481.94 7153.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQG0426 N/A 3133C0PK2 2053-04-01 4.5 18360.98 17868.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7061 N/A 3140QSZ38 2053-09-01 6.5 372.36 395.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3757 N/A 3131XKE62 2042-09-01 3.5 716.34 675.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 2896.81 2929.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4311 N/A 3140N8YH5 2053-03-01 6.5 126.35 134.82 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1143.98 970.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7884 N/A 3142JWXN1 2056-03-01 4.5 445950.40 430811.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ2962 C N/A 3618MVJF1 2056-02-20 6.5 239209.61 254785.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG0462 N/A 3140U3QQ7 2056-01-01 4.5 217183.22 210957.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7409 N/A 31427HGT3 2055-11-01 6.5 130.54 137.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1746 N/A 3140W15G4 2052-03-01 3 246.39 217.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5394 N/A 3140AS7G7 2054-11-01 6.5 118489.81 125146.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7417 N/A 3140BYG32 2055-12-01 5.5 1279168.99 1296447.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7202 N/A 3132DVAB1 2054-09-01 6.5 314.56 330.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5042 N/A 3140W5S88 2056-02-01 6 11574344.79 11842510.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1306 N/A 3140U4NY1 2056-03-01 5 493.44 489.72 Agency Mortgage-Backed Securities GNMA GNRA 2026-038 FJ N/A 38385L4F2 2056-02-20 4.4729 192888.50 192409.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-203 FA N/A 38385H4Q7 2055-11-20 5.0729 196741.96 195583.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-102 FL N/A 38385G3L1 2055-06-20 4.8229 1109798.73 1116278.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FG N/A 38385F3V1 2055-05-20 5.4229 3470606.11 3511920.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-064 FG N/A 38385EP65 2055-04-20 4.9729 460327.03 461410.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 NF N/A 38384EMX0 2053-09-20 4.9729 1149325.16 1159207.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-176 FA N/A 38384DP84 2053-11-20 5.5729 40.13 40.94 Agency Collateralized Mortgage Obligation FMAC FHLMC REMIC SERIES K- N/A 3137H8H87 2031-02-25 3.465 163.97 158.31 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FL2M5 2034-01-25 3.794 545.22 518.63 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FHPK3 2028-07-25 3.986 499681.23 498522.80 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FETM2 2027-09-25 3.35 33.70 33.68 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137BSP64 2026-07-25 2.34 31.48 31.36 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137BSP64 2026-07-25 2.34 348.49 347.22 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137BPVN6 2031-01-25 3.08 343.14 326.74 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FJY60 2030-12-25 3.9 281.45 277.51 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H4RG7 2036-10-25 2.361 610.96 493.75 Agency Mortgage-Backed Securities FNMA MNRA CL003A2 R22M003 N/A 3136BLW22 2031-11-25 1.7073 58464.00 50830.15 Agency Mortgage-Backed Securities USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 13.10 12.97 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 1596234.84 1522024.43 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 17.27 12.43 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 104.85 103.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 2036705.55 2023067.72 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 104.77 103.67 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 13.26 13.23 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 130.97 132.05 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 52.39 52.48 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 N N N .0372 203000000.00 203000000.00 .0011 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.660%, 5/4/2026 3.660 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 19747620.00 20003315.76 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 146158362.79 139056963.19 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 342770778.00 342246978.80 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 335294340.38 333334493.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 38412360.00 38901851.25 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 52373790.00 52762806.40 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-07 2026-04-07 2026-05-04 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0371 900000000.00 900000000.00 .0048 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.660%, 4/1/2026 3.660 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 210.33 211.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 911.41 922.34 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 70.11 70.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 350.54 355.40 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 219942195.65 223003428.48 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 72.45 74.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 70.11 71.37 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 11974354.89 12010864.31 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 70.11 71.20 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 84130.43 84676.26 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 55443919.57 55880086.46 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 6940.76 7029.58 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 70.11 70.63 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 140.22 141.59 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 76.96 78.71 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 80.74 80.35 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 160128.26 157639.02 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 425700.00 412608.02 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 46902.72 47062.05 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 108799841.95 108865658.64 U.S. Treasuries (including strips) USTR BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 140.22 138.52 U.S. Treasuries (including strips) USTR BILL 07/23/26 N/A 912797TP2 2026-07-23 0 420.65 415.84 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 70.11 68.06 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 76454093.48 76522825.71 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 70.11 69.72 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 140.22 139.45 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 306444547.83 306503043.18 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 129182703.26 129612764.55 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 11748815.22 11852433.28 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 70.11 70.81 U.S. Treasuries (including strips) USTR 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 44168.48 44545.98 U.S. Treasuries (including strips) USTR 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 3365.22 3325.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 1051.63 1067.63 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 177.35 100.54 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 29845482.07 30140394.01 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 70.11 71.19 U.S. Treasuries (including strips) USTR 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 22224.46 21986.89 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 70.11 70.63 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 70.11 66.98 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 70.11 66.67 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 352920528.87 356156982.70 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 70.11 69.02 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 4674497.28 4601862.53 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-01 2026-04-01 2026-04-01 N N N .0371 1290000000.00 1290000000.00 .0068 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 4/13/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 9334800.00 9284057.37 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 44489900.00 44223246.71 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 100.00 100.34 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 46236050.00 46274789.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 49999650.00 50168929.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 73654550.00 74161365.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 69100450.00 70370294.85 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 66380000.00 66846142.73 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 2101250.00 2097445.58 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 10374300.00 10519532.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 450300.00 449817.73 U.S. Treasuries (including strips) USTR 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 64007000.00 62591835.50 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 49999800.00 48241672.78 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 47016500.00 46498383.37 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 36950703.66 35155379.01 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 53813798.61 51487965.05 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 2678502.68 2605542.83 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 1487191.98 772824.08 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 168423000.00 162548405.76 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 25000000.00 24393837.09 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 25200.00 25410.51 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 74295800.00 74007597.56 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 57395050.00 56642026.95 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 48913152.05 51165910.43 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 54543201.85 38775032.94 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-04-07 2026-04-07 2026-04-13 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0370 1000000000.00 1000000000.00 .0053 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.670%, 4/7/2026 3.670 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2024-202 FB N/A 38385AHQ8 2054-12-20 4.7329 957503.23 961004.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-113 FG N/A 38384QQZ4 2054-07-20 4.9729 2715.01 2735.56 Agency Collateralized Mortgage Obligation FNMA FNRA CL069FA R25F069 N/A 3136BWB88 2055-08-25 4.8619 2840224.96 2843412.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-001 AF N/A 38385K6E5 2056-01-20 4.7729 29229644.83 29142639.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-167 F N/A 38384YZC8 2054-10-20 4.7729 840.18 837.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-221 FA N/A 38383FRT2 2051-12-20 3.5 713.70 632.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 617.67 549.85 Agency Collateralized Mortgage Obligation FMAC FERA 5639FH 07/25/55 N/A 3137HQN98 2055-07-25 5.1619 1610516.14 1619197.34 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.7119 571.17 579.20 Agency Collateralized Mortgage Obligation FMAC FEPC 06.000 CLSD5143 N/A 3132DSWC2 2054-04-01 6 235718.63 244173.86 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0542 N/A 3132ACS76 2048-07-01 4 1933464.53 1851604.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTZA2433 N/A 31329KV27 2036-10-01 2.5 138406.79 128529.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN1233 N/A 3131Y7LN5 2048-11-01 4 459.21 440.41 Agency Mortgage-Backed Securities FMAC FMAR 849012 G N/A 31300MAM5 2043-03-01 5.953 19.88 20.72 Agency Mortgage-Backed Securities FMAC FMAR 1G0097 G N/A 3128NCDA9 2035-01-01 6 48.90 50.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2223 N/A 31329KPG3 2032-02-01 4 133755.17 132938.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 157146.62 161812.15 Agency Mortgage-Backed Securities GNMA GNII SF MA9608 M N/A 36179YU93 2054-04-20 7 42775365.58 44891177.74 Agency Mortgage-Backed Securities GNMA GNII SF CX8450 C N/A 3618FVL74 2053-11-20 6.5 758.87 806.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 ZLFP0072 N/A 3140XTCJ8 2050-07-01 4.5 1534144.87 1519093.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1965 N/A 3140APFF6 2054-09-01 6.5 3648609.30 3788616.18 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB836132 N/A 31407N4R1 2035-10-01 6.089 7.87 8.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 511221.32 432416.22 Agency Mortgage-Backed Securities GNMA GNII SF CW9297 C N/A 3618FJKJ6 2053-10-20 6.5 536.10 571.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0784 N/A 3140BQ2S9 2055-10-01 5.5 11531010.99 11635635.70 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 80.93 77.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 449.58 386.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2971 N/A 3140W3JR1 2055-05-01 6 2285137.16 2360580.96 Agency Mortgage-Backed Securities GNMA GNII SF BX5449 C N/A 3617QABS5 2050-08-20 3 304.53 267.78 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q50377 G N/A 3132XSM31 2047-09-01 3.5 2739737.39 2575754.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5811 N/A 3140XMN51 2053-08-01 5.5 691.66 708.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4181 N/A 3142GUUF8 2055-05-01 6.5 7059983.88 7432565.12 Agency Mortgage-Backed Securities GNMA GNMI SF 737796 X N/A 3620ARUV1 2040-12-15 3.5 37.15 34.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1817 N/A 3140ABAT2 2054-04-01 5 786.38 781.18 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 1341778.99 1355509.86 Agency Mortgage-Backed Securities GNMA GNII SF DN5616 C N/A 3618M8GZ1 2055-09-20 7 796.68 838.22 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTA6148 N/A 3142JUZN3 2056-02-01 7 685292.94 733400.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2060 N/A 3140U5JE7 2056-02-01 6.5 295067.95 309613.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5260 N/A 3142GVZ20 2055-11-01 6.5 2716690.10 2864142.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8967 N/A 31427J6D5 2055-11-01 6.5 403329.90 422341.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5766 N/A 3140BWMQ8 2055-12-01 6.5 160071.31 168586.57 Agency Mortgage-Backed Securities GNMA GNMI SP 783279 X N/A 36241LUC8 2039-07-15 5.5 137.21 145.40 Agency Mortgage-Backed Securities GNMA GNII SP 788428 C N/A 3622AEHD1 2055-09-20 6.5 2285579.99 2380926.78 Agency Mortgage-Backed Securities GNMA GNII SF MB0625 M N/A 3618N5VT3 2055-09-20 6.5 16191735.90 16933360.59 Agency Mortgage-Backed Securities GNMA GNII SF MB0481 M N/A 3618N5RB7 2055-07-20 3.5 6165054.36 5653272.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 144050.04 143127.64 Agency Mortgage-Backed Securities GNMA GNII SF DN5619 C N/A 3618M8G40 2055-09-20 7 796.51 845.67 Agency Mortgage-Backed Securities GNMA GNII SF CX5897 C N/A 3618FSRS9 2053-10-20 6.5 456.39 487.20 Agency Mortgage-Backed Securities GNMA GNII SF CV9349 C N/A 3618F6L61 2053-07-20 6.5 625.04 665.35 Agency Mortgage-Backed Securities GNMA GNII SF CV3563 C N/A 3618BY5Y1 2053-06-20 6.5 615492.51 657787.10 Agency Mortgage-Backed Securities GNMA GNII SF CV0191 C N/A 3618BVF83 2053-07-20 7 712.21 758.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8725 M N/A 36179XVS2 2053-03-20 5 26489253.68 26390890.26 Agency Mortgage-Backed Securities GNMA GNII SF MA8429 M N/A 36179XLJ3 2052-11-20 5.5 534.01 543.90 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 558.42 567.98 Agency Mortgage-Backed Securities GNMA GNII SF MA7706 M N/A 36179WR34 2051-11-20 3 526.11 469.41 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 583.37 539.91 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 27963353.55 24949407.38 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 234.07 218.01 Agency Mortgage-Backed Securities GNMA GNII SF MA4777 M N/A 36179TJW6 2047-10-20 3 178.87 161.59 Agency Mortgage-Backed Securities GNMA GNII SF MA3377 M N/A 36179RXE4 2046-01-20 4 69.36 66.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1975 N/A 3142JQFR5 2055-12-01 6.5 189258.65 197901.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0049 N/A 3142JCBT6 2040-12-01 5.5 749.54 767.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9259 N/A 31427KJD8 2055-11-01 6.5 275835.03 288728.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ9055 N/A 31427KBZ7 2055-11-01 6 3158110.37 3232164.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8050 N/A 31427H5L2 2055-10-01 6.5 294113.18 305575.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA4935 N/A 31418EPV6 2043-02-01 6 369042.34 378030.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3331 N/A 31418CVZ4 2048-04-01 3 7243850.13 6466063.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5827 N/A 3140XMPM2 2053-09-01 5.5 70902389.08 72674476.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1706 N/A 3140X43Q7 2043-09-01 3 3516422.56 3223494.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3860 N/A 3140W4JE8 2055-12-01 5.5 9515468.03 9739170.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2224 N/A 3140W2PJ4 2055-07-01 5 827.20 823.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9231 N/A 3140U1HH1 2056-01-01 6.5 191910.46 201145.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9615 N/A 3140QVVH4 2054-12-01 6 70879041.50 72639109.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8970 N/A 3140QU6G6 2054-08-01 5 738.01 737.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0467 N/A 3140N4QV2 2052-12-01 4.5 10014498.34 9708655.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4915 N/A 3140BVN97 2055-11-01 6.5 456872.97 481012.16 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF3639 N/A 3140BUBH4 2055-11-01 7 248142.98 263082.76 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4521 N/A 3140BHAX9 2055-08-01 7.5 789.22 864.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS0205 N/A 3138W9GP9 2043-08-01 3 261443.24 239358.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA7946 N/A 3133KPZK7 2052-09-01 5.5 2520028.98 2550655.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD7947 N/A 3133B5ZL9 2052-03-01 3 1007213.22 888664.22 Agency Mortgage-Backed Securities FMAC FKAR 04.650 WNWN4078 N/A 3132XJQ86 2035-02-01 4.65 41227.20 41279.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6338 N/A 3132DUBF3 2054-08-01 6.5 1380.30 1450.62 Agency Mortgage-Backed Securities FNMA 3.80 FNNT J 26-28 N/A 3136GCSD8 2028-09-18 3.8 504800.00 503004.03 Agency Debentures and Agency Strips USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 1457600.00 1437558.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 160.00 163.02 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 320.00 309.56 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 2056320.00 2100934.54 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 6080.00 5294.42 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 812068.11 789948.15 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 28355473.68 26399193.83 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 80.00 71.35 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 80.00 61.06 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-07 2026-04-07 2026-04-07 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0372 400000000.00 400000000.00 .0021 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.670%, 4/1/2026 3.670 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2025-168 KF N/A 38385H2P1 2055-10-20 5.1729 417.31 416.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-100 FJ N/A 38385GT33 2055-06-20 4.8729 2634028.35 2654665.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 KF N/A 38383VAQ1 2053-01-20 4.4229 6487595.94 6470471.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-194 F N/A 38383DCX4 2051-11-20 3.9729 14331190.45 12948573.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 25132913.57 22373255.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-191 FA N/A 38382MHD4 2048-10-20 4.0895 4086182.72 4002197.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-135 FN N/A 38381QEG2 2055-08-20 4.7529 20817204.21 20895212.28 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.7119 305.99 310.29 Agency Collateralized Mortgage Obligation FMAC FERA 5473FK 11/25/54 N/A 3137HHG39 2054-11-25 5.1619 405.89 408.08 Agency Collateralized Mortgage Obligation FNMA FNRA CL020FK R26F020 N/A 3136G5EH9 2055-02-25 4.9186 117404.14 117196.66 Agency Collateralized Mortgage Obligation FNMA FNRA CL069FA R25F069 N/A 3136BWB88 2055-08-25 4.8619 1787404.36 1789410.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-202 FB N/A 38385AHQ8 2054-12-20 4.7329 632.89 635.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-156 JF N/A 38383BBP6 2055-09-20 4.5229 8873363.16 8873593.95 Agency Collateralized Mortgage Obligation FMAC FERA 5639FH 07/25/55 N/A 3137HQN98 2055-07-25 5.1619 48367.02 48627.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-083 VF N/A 38385GRE1 2055-05-20 4.9229 21619642.33 21828839.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FE N/A 38383GJV4 2052-01-20 3.5 18008456.63 16047937.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FM N/A 38381PKW2 2055-07-20 5.0229 19956104.79 20139157.89 Agency Collateralized Mortgage Obligation GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 425.87 423.15 Agency Mortgage-Backed Securities GNMA GNII SF DN5622 C N/A 3618M8G73 2055-09-20 7 426.85 451.92 Agency Mortgage-Backed Securities GNMA GNII SF MA8725 M N/A 36179XVS2 2053-03-20 5 2592486.82 2582860.05 Agency Mortgage-Backed Securities GNMA GNII SF MA8345 M N/A 36179XHW9 2052-10-20 3.5 331.44 306.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5691 N/A 3142JUKD1 2056-02-01 6.5 428.15 452.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9258 N/A 31426GJC0 2055-03-01 6.5 423.97 441.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 390.01 385.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4322 N/A 3140W4YU5 2055-10-01 3 425.00 374.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5533 N/A 3140U9EF1 2056-03-01 6.5 428.57 447.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8970 N/A 3140QU6G6 2054-08-01 5 395.36 394.98 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODA1121 N/A 3140A1G76 2053-10-01 3.907 368.71 358.88 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB837027 N/A 31407P4L9 2035-07-01 5.878 36.32 37.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8612 N/A 3138LMSA2 2028-03-01 3.29 428.57 423.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7122 N/A 3132DU4F1 2054-11-01 6.5 29003.15 30609.48 Agency Mortgage-Backed Securities FMAC FMAR 841703 G N/A 31288Q3L2 2050-12-01 2.743 334.72 319.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7364 N/A 3140B8FE6 2055-04-01 6.5 1534721.84 1605995.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1109 N/A 3140J5GT0 2044-10-01 4 107.73 104.21 Agency Mortgage-Backed Securities GNMA GNII RG CG8613 C N/A 3617WNSA1 2046-09-20 4 225.15 212.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1508 N/A 3132DNU92 2052-07-01 4.5 343.29 334.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0864 N/A 3140Y66A3 2055-08-01 6 146972.37 153617.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5044 N/A 3140U8TA8 2056-03-01 5 428.55 423.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3950 N/A 3140U7L83 2056-03-01 6.5 428.57 451.89 Agency Mortgage-Backed Securities GNMA GNII SF DP3937 C N/A 3618MJLS7 2056-01-20 6.5 19728.52 21251.13 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 11092757.14 11225696.52 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 514.29 525.45 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 496285.71 494600.73 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 341.82 342.03 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 53697.19 44515.47 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 150000000.00 150000000.00 .0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, REPO, 3.670%, 4/1/2026 3.670 963FWZ000 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 537.86 534.97 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A90773 G N/A 3129382E2 2040-01-01 5.5 129856.78 132861.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8202 N/A 3133KQDF0 2052-11-01 5.5 5659778.90 5757994.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 244020.69 246278.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 7569.63 6371.36 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91301 G N/A 3128P7NS8 2030-05-01 4 38511.69 38398.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 393.71 352.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 427273.85 406061.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 1370.32 1365.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 714159.39 706358.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 430795.17 444459.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8874 N/A 3140B92G3 2055-08-01 6 724044.88 753014.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH6111 N/A 3138A7YH5 2041-03-01 5.5 55371.04 56026.37 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18481 G N/A 3128MMRB1 2028-09-01 3 28637.33 28362.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1423 N/A 3140W1SM6 2054-04-01 4.5 538572.68 522404.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 1118.40 1163.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4791 N/A 3140W5KD5 2056-04-01 5 600.00 595.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 21575433.38 21489167.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2965 N/A 31427AJK4 2055-09-01 6 595.39 615.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 6033651.88 6082309.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6496 N/A 31426CGE8 2055-02-01 6.5 434.82 451.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0328 N/A 3140W0LJ2 2054-12-01 6.5 475.82 499.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE4868 N/A 31419FMS2 2040-10-01 4.5 90246.34 89360.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD1601 N/A 31418NX70 2040-02-01 5.5 364733.76 374860.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 1226.08 1211.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5403 N/A 31418FAD9 2034-06-01 5 164396.88 166819.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 261843.77 253765.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 38973.90 35755.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 42600.90 40750.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5470 N/A 3140QRCG6 2053-01-01 5.5 22023730.20 22295356.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9199 N/A 3140QHGH2 2051-02-01 2.5 83132.57 70869.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6591 N/A 3140QEKD3 2050-08-01 2.5 27992.90 24114.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 696022.34 638820.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4594 N/A 3140J9C82 2047-10-01 3.5 80644.07 75301.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1926 N/A 3140J6D87 2047-09-01 4 136.89 131.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA3120 N/A 3140E7PE4 2046-02-01 4 286372.32 276782.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1064 N/A 3140BRFE4 2055-10-01 6.5 598991.36 629343.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7430 N/A 3140BLHG0 2055-08-01 6 593.69 607.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE3291 N/A 3140BFUR4 2055-07-01 6.5 868268.47 912476.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8877 N/A 3140B92K4 2055-07-01 6 624001.79 650252.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1281 N/A 3140B1M78 2055-01-01 6.5 623358.07 657219.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3679 N/A 3140ARCR9 2054-10-01 5.5 671084.32 690890.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2796487 N/A 31405Q2U1 2034-06-01 4.5 85032.12 83829.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU5929 N/A 3138X5ST5 2043-07-01 2.5 34631.18 30295.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAS0177 N/A 3138W9FT2 2033-08-01 3.5 919270.21 899455.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAR6707 N/A 3138W4NZ0 2028-02-01 2 39336.40 38677.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ0026 N/A 3138MFA49 2042-10-01 3.5 308254.66 290602.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL1704 N/A 3138EH3N0 2040-05-01 6.5 30900.73 32894.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH5088 N/A 3138A6UN8 2041-03-01 5.5 43084.68 43995.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9855 N/A 3133KR5Q3 2053-09-01 6 510.14 533.20 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46373 G N/A 3132WLCK0 2047-02-01 4 1024746.79 982522.43 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V84652 G N/A 3132LAEZ1 2048-09-01 4.5 821458.69 809058.77 Agency Mortgage-Backed Securities FMAC 05.500 FGPC Q01540 G N/A 3132GEV98 2041-06-01 5.5 187809.57 193047.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 11578.73 11663.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8238 N/A 3132DWEK5 2052-08-01 4.5 913.82 885.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1527 N/A 3132DNVU4 2052-08-01 4.5 497.04 484.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2859 N/A 3131XJE81 2042-03-01 3.5 4809464.25 4542354.62 Agency Mortgage-Backed Securities FMAC 02.000 FGPC J23904 G N/A 31307CKR8 2028-05-01 2 43768.69 43013.84 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A10254 G N/A 31296JH74 2033-06-01 5.5 75208.06 75842.99 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A91994 G N/A 312940GB9 2040-04-01 5.5 35110.11 35406.52 Agency Mortgage-Backed Securities FMAC 08.000 FGPC G20025 G N/A 31283LA22 2037-06-01 8 638353.83 663592.21 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q00320 G N/A 3132GDK92 2041-04-01 5 179250.71 180394.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0587 N/A 31417YUM7 2030-12-01 4 12.88 12.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC9536 N/A 31417WS28 2040-01-01 5.5 239805.21 245729.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC9080 N/A 31417WCS8 2038-01-01 5.5 375924.71 387785.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAB4487 N/A 31417A6Z7 2027-02-01 3 21435.41 21350.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL995203 N/A 31416BRY6 2035-07-01 5 27791.67 28089.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1644 N/A 3140Y7ZJ0 2055-12-01 5 608.69 604.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1023 N/A 3140Y7D54 2055-09-01 5.5 744.16 761.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 591.08 605.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7870 N/A 3140XPW88 2054-05-01 6 270832.40 281288.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5558 N/A 3140XME85 2051-09-01 3.5 338139.63 312172.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS4604 N/A 3140XLDJ4 2042-04-01 3 306728.02 284311.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2442 N/A 3140XHWC7 2052-07-01 4 879975.08 834316.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 7261.76 7283.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA1038 N/A 31418AEL8 2032-04-01 4 89810.66 89235.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 28497.37 26401.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3257 N/A 3140W3TP4 2055-11-01 5.5 10832625.69 10977569.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA1672 N/A 3140W12E2 2055-04-01 6.5 935.75 974.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 1044140.29 1013466.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1053 N/A 3140Q8E35 2048-01-01 3.5 22584.58 20850.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9422 N/A 3133KRPF5 2053-07-01 5 499.65 495.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4583 N/A 31418ECV0 2037-04-01 2.5 77435.73 73121.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0583 N/A 3140W0UH6 2042-08-01 2 542.55 474.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1214 N/A 3140BDK41 2055-06-01 6.5 512863.62 538083.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8325 N/A 3140QUHB5 2054-04-01 5.5 62634465.72 64034617.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK5367 N/A 3140HJ6D8 2048-05-01 4 167596.91 160336.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAB5209 N/A 31417BYF8 2032-05-01 3 4984.59 4849.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB2243 N/A 3140QMP57 2036-11-01 2.5 16555.03 15721.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 132588.99 135776.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7553 N/A 3132DVMA0 2052-03-01 3 474.90 424.47 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0372 150000000.00 150000000.00 .0008 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.670%, 4/1/2026 3.670 965TNUII1 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y GNMA GNII SF DL6649 C N/A 3618LJL66 2055-08-20 6.5 1303210.19 1375090.92 Agency Mortgage-Backed Securities GNMA GNII ET DN3065 C N/A 3618M5MN7 2065-10-20 4.5 241949.53 233096.35 Agency Mortgage-Backed Securities GNMA GNII SP 788382 C N/A 3622AEFX9 2055-11-20 6.5 473383801.73 496208317.48 Agency Mortgage-Backed Securities GNMA GNII SF DP3068 C N/A 3618MHMR2 2056-01-20 5.5 5948598.52 6077387.66 Agency Mortgage-Backed Securities GNMA GNPL PN DL7525 N/A 3618LKLE6 2060-11-15 4.67 577061.60 563020.92 Agency Mortgage-Backed Securities GNMA GNII SF DN6287 C N/A 3618M86Y5 2056-01-20 5.5 1113970.15 1135912.40 Agency Mortgage-Backed Securities GNMA GNII SF DJ4829 C N/A 3618KRLJ1 2055-04-20 7 26502370.19 28289486.84 Agency Mortgage-Backed Securities GNMA GNII SF DJ4712 C N/A 3618KRGV0 2055-04-20 7 20815734.57 22219388.12 Agency Mortgage-Backed Securities GNMA GNII SF DO2178 C N/A 3618NXM39 2055-11-20 6.5 1168951.99 1229548.90 Agency Mortgage-Backed Securities GNMA GNII SF DO3648 C N/A 3618V0BR1 2055-11-20 6.5 1151982.75 1227894.57 Agency Mortgage-Backed Securities GNMA GNPL PN DC7235 N/A 3618HNBC0 2060-03-15 5.82 96918.93 102336.21 Agency Mortgage-Backed Securities GNMA GNII ET CZ0958 C N/A 3618GCB35 2064-01-20 7.5 505815.88 526354.53 Agency Mortgage-Backed Securities GNMA GNII SF CY8670 C N/A 3618G8T35 2053-12-20 7 298099.40 304199.21 Agency Mortgage-Backed Securities GNMA GNII SF CY3023 C N/A 3618G2LC6 2053-12-20 8 187684.60 197799.80 Agency Mortgage-Backed Securities GNMA GNPL PN CU4659 N/A 3618BNE82 2059-04-15 5.68 43653.18 45789.89 Agency Mortgage-Backed Securities GNMA GNII SF CT5313 C N/A 3618BA3W9 2051-12-20 2.5 1128547.45 953499.96 Agency Mortgage-Backed Securities GNMA GNII SF AN7494 C N/A 36186QKF8 2045-06-20 3 1185574.31 1054749.74 Agency Mortgage-Backed Securities GNMA GNII RG CN0929 C N/A 3617YYA63 2034-09-20 6 680941.41 706944.52 Agency Mortgage-Backed Securities GNMA GNII SF CM9476 C N/A 3617YVQ54 2052-06-20 2.5 3553565.44 3019945.47 Agency Mortgage-Backed Securities GNMA GNII SF CJ2896 C N/A 3617XKGD3 2051-11-20 2.5 882567.47 745664.78 Agency Mortgage-Backed Securities GNMA GNPL PN CG6819 N/A 3617WLSG2 2057-06-15 3.06 43751.97 40165.27 Agency Mortgage-Backed Securities GNMA GNII SF MA6067 M N/A 36179UW40 2034-08-20 4.5 297441.45 298947.39 Agency Mortgage-Backed Securities GNMA GNII SF MA5744 M N/A 36179ULZ3 2032-07-20 7 61042.84 63225.94 Agency Mortgage-Backed Securities GNMA GNII SF MA5023 M N/A 36179TSL0 2048-02-20 5.5 467301.46 483051.08 Agency Mortgage-Backed Securities GNMA GNII SF MA4836 M N/A 36179TLR4 2047-11-20 3 535647.67 483470.23 Agency Mortgage-Backed Securities GNMA GNII SF MA5333 M N/A 36179T4S1 2048-07-20 5.5 235618.06 242840.54 Agency Mortgage-Backed Securities GNMA GNII JM MA3864 M N/A 36179SJH1 2046-08-20 3 1193236.80 1039068.22 Agency Mortgage-Backed Securities GNMA GNII SF MA3736 M N/A 36179SEH6 2046-06-20 3.5 2916315.13 2729530.00 Agency Mortgage-Backed Securities GNMA GNII JM MA3165 M N/A 36179RQS1 2045-10-20 3.5 1400214.89 1273933.24 Agency Mortgage-Backed Securities GNMA GNII SF MA0534 M N/A 36179MSX9 2042-11-20 3.5 5348553.19 5066110.36 Agency Mortgage-Backed Securities GNMA GNII SF AB7786 C N/A 36178UUK7 2043-01-20 3.5 201421.71 185379.82 Agency Mortgage-Backed Securities GNMA GNII ET DP3241 C N/A 3618MHS62 2065-10-20 2.5 207700.63 170567.98 Agency Mortgage-Backed Securities GNMA GNII ET DP3240 C N/A 3618MHS54 2065-11-20 4 231968.10 218585.94 Agency Mortgage-Backed Securities GNMA GNII SF DP0816 C N/A 3618ME3Z2 2056-01-20 6.5 1700271.20 1776099.33 Agency Mortgage-Backed Securities GNMA GNII ET DN9372 C N/A 3618MCMV4 2065-11-20 4.5 2364216.07 2277707.04 Agency Mortgage-Backed Securities GNMA GNII SF DP4708 C N/A 3618MKGR2 2056-02-20 5 1739252.13 1734847.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7766 M N/A 36179WTX6 2051-12-20 2 2205014.61 1818287.39 Agency Mortgage-Backed Securities GNMA GNII SF MA7742 M N/A 36179WS74 2035-07-20 4.5 17305.67 17220.41 Agency Mortgage-Backed Securities GNMA GNII SF MA7651 M N/A 36179WQC5 2051-10-20 3.5 471673.27 436588.64 Agency Mortgage-Backed Securities GNMA GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 762764876.42 628987104.57 Agency Mortgage-Backed Securities GNMA GNII SF MA7289 M N/A 36179WC22 2035-08-20 5 307063.08 307720.09 Agency Mortgage-Backed Securities GNMA GNII SF MA8041 M N/A 36179W5A2 2052-05-20 2 124725951.48 102850848.95 Agency Mortgage-Backed Securities GNMA GNII SF MA7995 M N/A 36179W3C0 2040-01-20 6.5 162209.34 175924.89 Agency Mortgage-Backed Securities GNMA GNII JM MA6700 M N/A 36179VNR7 2050-06-20 3 8807357.99 7668918.90 Agency Mortgage-Backed Securities GNMA GNII JM MA6648 M N/A 36179VL57 2050-05-20 4 395132.45 365528.47 Agency Mortgage-Backed Securities GNMA GNII SF MA7194 M N/A 36179V7F1 2051-02-20 3 40138010.52 35844688.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7135 M N/A 36179V4U1 2051-01-20 2 24193747.04 19950518.66 Agency Mortgage-Backed Securities GNMA GNII SF DK4956 C N/A 3618L4QH0 2055-07-20 7 1265604.68 1332764.41 Agency Mortgage-Backed Securities GNMA GNII SF DK4932 C N/A 3618L4PR9 2055-07-20 7 2082964.92 2175411.76 Agency Mortgage-Backed Securities GNMA GNMI SF 635067 X N/A 36291QQU1 2046-04-15 2.5 324972.15 282435.03 Agency Mortgage-Backed Securities GNMA GNII SF 627014 C N/A 36291FSB5 2030-11-20 3 19107.34 18643.74 Agency Mortgage-Backed Securities GNMA GNII SP 784314 C N/A 3622A2YK2 2043-05-20 3.5 152026.56 140534.37 Agency Mortgage-Backed Securities GNMA GNMI SF 486598 X N/A 36210ART6 2028-10-15 6.5 21896.88 22427.26 Agency Mortgage-Backed Securities GNMA GNII SF 004774 M N/A 36202FJT4 2040-08-20 6 6884.44 7251.83 Agency Mortgage-Backed Securities GNMA GNII ET DO9802 C N/A 3618V63K2 2065-11-20 2 301808.42 234421.74 Agency Mortgage-Backed Securities GNMA GNII ET DO5393 C N/A 3618V17E3 2059-09-20 2.5 138105.96 113421.36 Agency Mortgage-Backed Securities GNMA GNII SF DO3423 C N/A 3618NYYU4 2055-10-20 6.5 1553945.72 1639654.63 Agency Mortgage-Backed Securities GNMA GNII SF DO2313 C N/A 3618NXSA7 2055-12-20 5.5 817317.27 831421.98 Agency Mortgage-Backed Securities GNMA GNII SF DO2180 C N/A 3618NXM54 2055-11-20 6.5 1658760.90 1735239.18 Agency Mortgage-Backed Securities GNMA GNII SF DJ9133 C N/A 3618KWEE9 2055-05-20 7 1292432.14 1364101.81 Agency Mortgage-Backed Securities GNMA GNII SF DJ9881 C N/A 3618KW6S7 2055-07-20 6.5 822815.55 868939.03 Agency Mortgage-Backed Securities GNMA GNII SF DJ5217 C N/A 3618KRYN8 2055-03-20 6.5 2080361.89 2196980.05 Agency Mortgage-Backed Securities GNMA GNII SF CE6237 C N/A 3617VU4W4 2051-08-20 2.5 3790594.97 3255424.87 Agency Mortgage-Backed Securities GNMA GNPL LM CD9017 N/A 3617VLAS6 2060-04-15 3.3 93791.25 88441.49 Agency Mortgage-Backed Securities GNMA GNII SF CA2457 C N/A 3617U9WS0 2051-01-20 2 30351.36 24769.52 Agency Mortgage-Backed Securities GNMA GNII SF BZ4583 C N/A 3617U0CU6 2034-02-20 6.5 406215.15 419222.84 Agency Mortgage-Backed Securities GNMA GNII SF BY6428 C N/A 3617QPD92 2050-10-20 3 419414.92 374684.32 Agency Mortgage-Backed Securities GNMA GNPL PN BY2815 N/A 3617QKDU6 2063-06-15 2.78 704465.46 614061.88 Agency Mortgage-Backed Securities GNMA GNII SF BX4970 C N/A 3617Q9QX1 2050-09-20 2.5 90915.05 77591.30 Agency Mortgage-Backed Securities GNMA GNII ET DN3614 C N/A 3618M6AP3 2065-09-20 4.5 141347.18 136175.29 Agency Mortgage-Backed Securities GNMA GNII ET DN3062 C N/A 3618M5MK3 2065-10-20 3.5 608744.67 555051.36 Agency Mortgage-Backed Securities GNMA GNII SF DN2499 C N/A 3618M4X40 2055-10-20 5 2230838.69 2223891.11 Agency Mortgage-Backed Securities GNMA GNII ET DM6732 C N/A 3618LWPR7 2065-09-20 4.5 190086.77 183131.31 Agency Mortgage-Backed Securities GNMA GNII ET DM7156 C N/A 3618LW5R9 2065-08-20 4.5 93343.51 89927.88 Agency Mortgage-Backed Securities GNMA GNII SF DM3899 C N/A 3618LTKL2 2055-09-20 6.5 741460.46 784814.89 Agency Mortgage-Backed Securities GNMA GNII SF DM3838 C N/A 3618LTHP7 2055-08-20 6.5 782462.04 834495.51 Agency Mortgage-Backed Securities GNMA GNII SF BT3813 C N/A 3617MSGW6 2050-05-20 4 1757072.13 1673409.72 Agency Mortgage-Backed Securities GNMA GNII SF BR2534 C N/A 3617LYY79 2050-01-20 3.5 269434.90 247465.63 Agency Mortgage-Backed Securities GNMA GNII SF BJ3701 C N/A 3617HRDE7 2048-10-20 4.5 883577.20 863192.19 Agency Mortgage-Backed Securities GNMA GNII SF BI9603 C N/A 3617HKU45 2048-09-20 4.5 826366.22 801062.88 Agency Mortgage-Backed Securities GNMA GNII SF CP4685 C N/A 3617FUF26 2040-06-20 5 1480403.83 1487002.98 Agency Mortgage-Backed Securities GNMA GNII SF DM1113 C N/A 3618LQGW9 2055-08-20 6.5 2878433.65 3025889.09 Agency Mortgage-Backed Securities GNMA GNII SF DM0770 C N/A 3618LP2B2 2055-08-20 6.5 51214.32 54548.87 Agency Mortgage-Backed Securities GNMA GNII SF DL8042 C N/A 3618LK5B0 2055-09-20 6.5 820208.27 865448.22 Agency Mortgage-Backed Securities GNMA GNII SF DL5979 C N/A 3618LHUC7 2055-09-20 7 1902805.37 1987262.02 Agency Mortgage-Backed Securities GNMA GNII SF DL5967 C N/A 3618LHTY1 2055-08-20 6.5 1372949.55 1449915.27 Agency Mortgage-Backed Securities GNMA GNII SF DK7937 C N/A 3618L7ZA8 2055-07-20 6.5 984212.38 1038496.29 Agency Mortgage-Backed Securities GNMA GNII SF DK7576 C N/A 3618L7MZ7 2055-08-20 6.5 784301.34 834516.76 Agency Mortgage-Backed Securities GNMA GNII SF DJ3198 C N/A 3618KPRT7 2055-08-20 6.5 8857800.25 9316950.24 Agency Mortgage-Backed Securities GNMA GNII SF DJ2120 C N/A 3618KNK93 2055-04-20 7 1165944.17 1222923.08 Agency Mortgage-Backed Securities GNMA GNII SF DJ1771 C N/A 3618KM6G5 2055-03-20 7 617750.36 645168.18 Agency Mortgage-Backed Securities GNMA GNII SF DH8360 C N/A 3618KHJD9 2055-01-20 7 1060539.91 1107609.14 Agency Mortgage-Backed Securities GNMA GNII SF DH6849 C N/A 3618KFTE0 2055-02-20 7 648690.91 677481.98 Agency Mortgage-Backed Securities GNMA GNII SF DH4857 C N/A 3618KDME2 2055-06-20 6.5 1101288.23 1165685.69 Agency Mortgage-Backed Securities GNMA GNII SF DH4733 C N/A 3618KDHJ7 2055-05-20 6.5 2534363.32 2676438.89 Agency Mortgage-Backed Securities GNMA GNII SF DH3436 C N/A 3618KBY94 2055-01-20 7 771107.89 783863.82 Agency Mortgage-Backed Securities GNMA GNII SF DG2228 C N/A 3618JXPM9 2054-11-20 7 1132621.81 1208998.28 Agency Mortgage-Backed Securities GNMA GNII SF DG1077 C N/A 3618JWFS9 2054-11-20 7 756468.39 797218.08 Agency Mortgage-Backed Securities GNMA GNII SF DF6283 C N/A 3618JP6U9 2054-11-20 7 739433.36 775564.54 Agency Mortgage-Backed Securities GNMA GNII SF DE5808 C N/A 3618JBNZ0 2054-11-20 7 9215452.33 9774501.60 Agency Mortgage-Backed Securities GNMA GNII SF DE1091 C N/A 3618J6F80 2054-10-20 7 1152020.78 1176043.10 Agency Mortgage-Backed Securities GNMA GNII SF DD4245 C N/A 3618HWWE3 2054-10-20 7 1033292.38 1083788.69 Agency Mortgage-Backed Securities GNMA GNII JM MA4830 M N/A 36179TLK9 2047-11-20 4.5 398282.48 387626.43 Agency Mortgage-Backed Securities GNMA GNII SF CL2910 C N/A 3617YAGT9 2035-05-20 6 647537.78 665774.38 Agency Mortgage-Backed Securities GNMA GNII SF DK6713 C N/A 3618L6N62 2055-06-20 6.5 1218239.44 1284695.21 Agency Mortgage-Backed Securities GNMA GNII SF MA4904 M N/A 36179TNV3 2047-12-20 5.5 541890.93 560684.97 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 21933676.60 18856893.55 Agency Mortgage-Backed Securities GNMA GNII SF MA8694 M N/A 36179XUT1 2038-10-20 4.5 419016.17 417319.15 Agency Mortgage-Backed Securities GNMA GNII SF DM2717 C N/A 3618LSAS0 2055-09-20 6.5 2024459.84 2137944.31 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 175277.91 165750.39 Agency Mortgage-Backed Securities GNMA GNII SF BN5830 C N/A 3617K9PP5 2050-08-20 2.5 1186415.47 1019985.50 Agency Mortgage-Backed Securities GNMA GNMI SF BM2477 X N/A 3617JSXE1 2049-09-15 2.5 17413.74 15003.51 Agency Mortgage-Backed Securities GNMA GNII SF CR3703 C N/A 3618AJDG5 2052-11-20 3.5 566283.09 509441.11 Agency Mortgage-Backed Securities GNMA GNII SF DM7882 C N/A 3618LXXK1 2055-10-20 6.5 2947820.02 3083743.02 Agency Mortgage-Backed Securities GNMA GNII SF DI8944 C N/A 3618NS5D7 2055-08-20 6.5 1127716.29 1186174.47 Agency Mortgage-Backed Securities GNMA GNII RG CE7157 C N/A 3617VV5S0 2048-11-20 5.5 257586.03 262665.97 Agency Mortgage-Backed Securities GNMA GNII SF MA8698 M N/A 36179XUX2 2038-07-20 6.5 65075.25 69689.19 Agency Mortgage-Backed Securities GNMA GNII SF DJ1828 C N/A 3618KNA52 2055-04-20 7 433258.43 452487.89 Agency Mortgage-Backed Securities GNMA GNII SF BZ8534 C N/A 3617U4PT7 2051-01-20 3 69770.14 62351.48 Agency Mortgage-Backed Securities GNMA GNII SF MA9298 M N/A 36179YKK9 2053-10-20 2 718935.08 593433.22 Agency Mortgage-Backed Securities GNMA GNII SF MA2963 M N/A 36179RJG5 2045-07-20 4.5 1098173.66 1085720.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7629 M N/A 36179WPN2 2036-10-20 6.5 13718.08 14338.19 Agency Mortgage-Backed Securities GNMA GNII SF DK5655 C N/A 3618L5H87 2055-06-20 6.5 941030.94 992650.88 Agency Mortgage-Backed Securities GNMA GNII SF DI8922 C N/A 3618NS4F3 2055-08-20 6 1672754.46 1693755.89 Agency Mortgage-Backed Securities GNMA GNII SF DJ6211 C N/A 3618KS3U4 2055-04-20 6 10069461.21 10360186.69 Agency Mortgage-Backed Securities GNMA GNII SF MA8985 M N/A 36179X6W1 2038-07-20 4.5 39509.10 39347.12 Agency Mortgage-Backed Securities GNMA GNII SF CG8221 C N/A 3617WND25 2051-11-20 2.5 600077.24 515901.61 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 666844807.86 573306041.87 Agency Mortgage-Backed Securities GNMA GNII SF AG8725 C N/A 36182DVS1 2045-08-20 3 1408735.17 1236787.77 Agency Mortgage-Backed Securities GNMA GNII SF DK4963 C N/A 3618L4QQ0 2050-07-20 6.5 645021.30 679419.43 Agency Mortgage-Backed Securities GNMA GNII SF MB0426 M N/A 3618N5PL7 2055-06-20 6.5 227729.78 238160.19 Agency Mortgage-Backed Securities GNMA GNII SF DM3344 C N/A 3618LSWD9 2055-08-20 6.5 7566028.62 7953618.62 Agency Mortgage-Backed Securities GNMA GNII SF CM2445 C N/A 3617YMWE8 2035-09-20 5.5 652409.89 662002.49 Agency Mortgage-Backed Securities GNMA GNII SF MA6687 M N/A 36179VNC0 2035-06-20 4.5 46403.58 46156.71 Agency Mortgage-Backed Securities GNMA GNII SF MA8804 M N/A 36179XX92 2053-04-20 7 16620.58 17406.79 Agency Mortgage-Backed Securities GNMA GNII SF DG2279 C N/A 3618JXQ89 2054-12-20 7 1599142.30 1706979.39 Agency Mortgage-Backed Securities GNMA GNII SF CQ9879 C N/A 3618AC6Q6 2052-10-20 5 503181.65 520192.55 Agency Mortgage-Backed Securities GNMA GNII SF MA8465 M N/A 36179XMN3 2029-08-20 7.5 20502.61 20715.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 99438684.12 100467211.55 Agency Mortgage-Backed Securities GNMA GNII SF DK0296 C N/A 3618KYKH1 2055-05-20 6.5 4192185.41 4406941.28 Agency Mortgage-Backed Securities GNMA GNII SF DO2177 C N/A 3618NXM21 2055-11-20 6.5 1158014.49 1218046.73 Agency Mortgage-Backed Securities GNMA GNPL PN DI9902 N/A 3618NUAB0 2060-06-15 6.1 4347370.60 4664825.75 Agency Mortgage-Backed Securities GNMA GNII SF DI8319 C N/A 3618NSG45 2055-04-20 7 788330.20 827326.01 Agency Mortgage-Backed Securities GNMA GNII SF MB0746 M N/A 3618N5ZL6 2055-11-20 5.5 49498.40 50005.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0558 M N/A 3618N5TQ2 2055-08-20 6.5 47520980.10 49697567.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 108744193.78 111091980.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0398 M N/A 3618N5NQ8 2040-06-20 4.5 184023.84 183158.19 Agency Mortgage-Backed Securities GNMA GNII SF MB0206 M N/A 3618N5GQ6 2055-02-20 6 473092287.70 483679146.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0069 M N/A 3618N5CF4 2039-10-20 6.5 138180.25 149006.21 Agency Mortgage-Backed Securities GNMA GNII SF MB0003 M N/A 3618N5AD1 2039-11-20 6.5 37226.77 38909.56 Agency Mortgage-Backed Securities GNMA GNII SF MB0788 M N/A 3618N52W8 2040-11-20 6.5 107522.30 113881.02 Agency Mortgage-Backed Securities GNMA GNII JM MB0778 M N/A 3618N52L2 2040-11-20 5.5 1479213.19 1483552.21 Agency Mortgage-Backed Securities GNMA GNII SF DQ0573 C N/A 3618MST67 2056-02-20 5 2701261.12 2689777.16 Agency Mortgage-Backed Securities GNMA GNII ET DK8068 C N/A 3618L76D4 2065-07-20 4 2111185.15 1971163.61 Agency Mortgage-Backed Securities GNMA GNII SF DK6540 C N/A 3618L6HR3 2055-07-20 7 2588507.06 2741361.85 Agency Mortgage-Backed Securities GNMA GNII SF DK6523 C N/A 3618L6G86 2055-07-20 7 966353.02 1014270.92 Agency Mortgage-Backed Securities GNMA GNMI SF BE0204 X N/A 3617BTGM8 2048-01-15 4 33958.33 32163.41 Agency Mortgage-Backed Securities GNMA GNII JM MA9713 M N/A 36179YYJ7 2054-06-20 6 346166.31 349437.58 Agency Mortgage-Backed Securities GNMA GNII SF MA9640 M N/A 36179YV92 2039-05-20 6.5 471431.83 492742.28 Agency Mortgage-Backed Securities GNMA GNII SF MA9573 M N/A 36179YT61 2039-11-20 4.5 121293.54 121133.43 Agency Mortgage-Backed Securities GNMA GNII JM MA9410 M N/A 36179YN34 2054-01-20 5.5 504461.83 505702.46 Agency Mortgage-Backed Securities GNMA GNII SF MA9363 M N/A 36179YML5 2053-12-20 6 6293334.02 6447325.61 Agency Mortgage-Backed Securities GNMA GNII SF MA9238 M N/A 36179YHP2 2053-10-20 4 1428093.73 1353666.24 Agency Mortgage-Backed Securities GNMA GNII SF MA9237 M N/A 36179YHN7 2053-10-20 3.5 189414.97 176020.81 Agency Mortgage-Backed Securities GNMA GNII SF MA9101 M N/A 36179YDE1 2053-08-20 3 419074.60 376135.38 Agency Mortgage-Backed Securities GNMA GNII SF MA9852 M N/A 36179Y5M2 2054-08-20 6 7561997.43 7733957.25 Agency Mortgage-Backed Securities GNMA GNII SF MA9826 M N/A 36179Y4K7 2039-07-20 6.5 100816.36 108717.00 Agency Mortgage-Backed Securities GNMA GNII SF MA8852 M N/A 36179XZR0 2037-11-20 7.5 206064.83 215200.92 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 40470614.87 40332758.47 Agency Mortgage-Backed Securities GNMA GNII SF MA8619 M N/A 36179XSG2 2038-11-20 6.5 34208.99 36513.43 Agency Mortgage-Backed Securities GNMA GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 987268.61 986708.50 Agency Mortgage-Backed Securities GNMA GNII SF MA8568 M N/A 36179XQV1 2053-01-20 4.5 784663.86 763399.47 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 60276789.44 61450941.09 Agency Mortgage-Backed Securities GNMA GNII SF MA8241 M N/A 36179XEN2 2037-09-20 3 777025.64 735625.72 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M N/A 36179XBU9 2052-07-20 4.5 47577.44 46357.41 Agency Mortgage-Backed Securities GNMA GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 8117714.96 7910794.41 Agency Mortgage-Backed Securities GNMA GNII JM MA8936 M N/A 36179X4V5 2053-06-20 5.5 273983.98 274658.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7939 M N/A 36179WZC5 2052-03-20 4 751614.61 710561.67 Agency Mortgage-Backed Securities GNMA GNII SF MA7911 M N/A 36179WYG7 2037-03-20 3 73090.88 69428.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 697324.99 650399.67 Agency Mortgage-Backed Securities GNMA GNII SF DN0006 C N/A 3618M2AF4 2055-09-20 6.5 954197.39 1006255.22 Agency Mortgage-Backed Securities GNMA GNII SF DK3185 C N/A 3618L2RE0 2055-08-20 6.5 8029638.42 8440953.97 Agency Mortgage-Backed Securities GNMA GNII SF DL2501 C N/A 3618LDX66 2055-07-20 6.5 5733823.81 6029285.84 Agency Mortgage-Backed Securities GNMA GNII SF BY9470 C N/A 3617QSQX9 2036-04-20 5 1055895.18 1067601.54 Agency Mortgage-Backed Securities GNMA GNII SF BV9815 C N/A 3617NP3Y1 2036-01-20 6 492230.75 506813.09 Agency Mortgage-Backed Securities GNMA GNII SF MA8692 M N/A 36179XUR5 2038-07-20 3.5 242254.02 232211.78 Agency Mortgage-Backed Securities GNMA GNII JM MA7409 M N/A 36179WGS1 2051-06-20 2 65517021.26 52775707.77 Agency Mortgage-Backed Securities GNMA GNII SF BW0005 C N/A 3617NRAE3 2050-05-20 3 891206.61 782343.94 Agency Mortgage-Backed Securities GNMA GNII SF DK1823 C N/A 3618L1AY6 2055-07-20 6.5 1035282.75 1093321.39 Agency Mortgage-Backed Securities GNMA GNII SF DP6241 C N/A 3618ML5A9 2056-02-20 5.5 1059521.23 1090736.14 Agency Mortgage-Backed Securities GNMA GNII SF DP4602 C N/A 3618MKDF1 2056-02-20 5 2350693.12 2340699.54 Agency Mortgage-Backed Securities GNMA GNII SF DP9044 C N/A 3618MQBM5 2056-02-20 5.5 1324201.83 1355457.41 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 3000000000.00 3000000000.00 .0159 N Y Y N Standard Chartered Bank Standard Chartered Bank, REPO, 3.670%, 4/1/2026 3.670 966RQU009 RILFO74KP1CM8P6PCT96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLDF4318 N/A 3140BUYQ9 2056-03-01 5.5 68.83 69.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4331 N/A 3140BUY55 2056-03-01 5 915880.58 904840.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4777 N/A 3132A5JW6 2048-07-01 3.5 5.18 4.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0048 N/A 3142K1BS0 2056-04-01 5 70.49 69.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9697 N/A 3142JYX31 2056-04-01 5 68.83 68.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9628 N/A 3142JYVW9 2056-04-01 5.5 68.83 69.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9809 N/A 3142JY3T7 2056-04-01 5 69.38 68.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8658 N/A 3142JXTQ7 2056-03-01 5 68.83 68.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8249 N/A 3142JXEX8 2056-02-01 5.5 68.83 70.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8984 N/A 3142JX6W9 2056-03-01 6 68.83 70.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7795 N/A 3142JWUV6 2056-03-01 6 68.83 70.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6922 N/A 3142JVVQ8 2056-02-01 5 68.76 68.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7108 N/A 3142JV3S5 2056-03-01 6 68.76 70.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5193 N/A 3142JTXX6 2056-02-01 5.5 68.55 69.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2518 N/A 3142JQYQ6 2055-12-01 5 68.61 68.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0459 N/A 3142JNQM1 2055-12-01 5.5 69.15 70.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0017 N/A 3142JCAT7 2040-08-01 5 55.92 56.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0112 N/A 3142J6DS9 2056-04-01 6 70.49 72.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4356 N/A 31427RZW3 2056-01-01 6 69.36 71.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 56.41 51.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4597 N/A 31418EDB3 2052-05-01 2 55.73 45.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 N/A 3140XTBC4 2050-10-01 2.5 57.47 48.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1552 N/A 3140XGWN5 2051-11-01 2.5 51.98 44.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0146 N/A 3140XFEU1 2043-09-01 3.5 40.81 38.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM6516 N/A 3140XAG22 2041-03-01 2.5 18287.48 16559.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBR7761 N/A 3140L6TT1 2051-03-01 4.5 22.53 21.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 43.39 44.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 27.33 25.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4547 N/A 3140U8BR0 2056-04-01 5.5 68.83 70.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA3898 N/A 3142JSKL8 2055-12-01 6 68.72 71.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2340 N/A 3140U5S64 2056-03-01 5.5 68.83 69.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9880 N/A 3142JY6S6 2056-04-01 5.5 660435.83 665282.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5864 N/A 3142JUQS2 2056-02-01 5.5 68.63 69.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9505 N/A 3140U1R31 2056-01-01 5 68.69 68.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4358 N/A 31427RZY9 2056-01-01 6 68.20 70.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2419 N/A 3140X5VM2 2050-02-01 3 294075.32 259117.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4322 N/A 3140W4YU5 2055-10-01 3 637135.24 562150.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTFA2301 N/A 3140W2RX1 2045-05-01 6.5 51.31 53.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0658 N/A 3140W0WU5 2054-10-01 4.5 63.62 61.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5862 N/A 3140U9QQ4 2056-03-01 5 68.83 68.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4275 N/A 3140U7XD9 2056-04-01 5 68.83 68.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4268 N/A 3140U7W65 2056-04-01 4.5 68.83 66.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3260 N/A 3140U6TS3 2056-03-01 6 68.80 71.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1366 N/A 3140U4QU6 2056-03-01 5 68.83 68.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB0339 N/A 3140QKLV8 2036-05-01 2.5 37.94 35.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBW1804 N/A 3140MTAE3 2037-07-01 2.5 43.41 41.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO4657 N/A 3140K0E79 2049-11-01 2.5 21.13 18.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BM7237 N/A 3140JCBF0 2059-01-01 4.5 53.92 52.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6507 N/A 3140BXGR1 2056-01-01 5 206203.83 203734.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 12676.66 12522.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9984 N/A 3142K0CW2 2056-03-01 5 565981.34 560843.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8200 N/A 3142JXDE1 2056-03-01 5 293038.66 292092.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8363 N/A 3142JXJH8 2056-03-01 5 68.83 68.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2353 N/A 3140U5TK2 2056-04-01 5 70.49 69.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8650 N/A 3142JXTG9 2056-02-01 6.5 68.83 71.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3284 N/A 3142JRUJ4 2056-01-01 5 68.68 68.61 Agency Mortgage-Backed Securities GNMA GNRA 2026-010 FE N/A 38385L2W7 2056-01-20 4.3729 9307548.68 9253250.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-002 AF N/A 38385LKF4 2056-01-20 4.6229 13705763.28 13592945.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-089 FB N/A 38385GKJ7 2055-05-20 5.1229 4704820.24 4758645.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-002 FD N/A 38385LJF6 2056-01-20 4.6329 6852881.64 6798501.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-002 FG N/A 38385LKH0 2056-01-20 4.5729 3148064.39 3141133.25 Agency Collateralized Mortgage Obligation USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 71854.92 69334.22 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 663386.30 640766.36 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 521775.87 516495.04 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 788225.78 784493.13 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 34736.67 31992.75 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 544848.74 475148.83 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 1102046.15 1034831.25 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 6.88 5.98 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 9581.57 8998.72 U.S. Treasuries (including strips) USTR 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 69431.99 68782.85 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 189236.08 147207.90 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 1362207.90 1044699.77 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 150187.03 145440.05 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 118881.72 118255.53 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 6.88 7.05 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 6.88 6.93 U.S. Treasuries (including strips) USTR 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 61.95 65.35 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 344165.71 364492.16 U.S. Treasuries (including strips) USTR BILL 06/30/26 N/A 912797UC9 2026-06-30 0 6.88 6.82 U.S. Treasuries (including strips) USTR BILL 07/16/26 N/A 912797TN7 2026-07-16 0 9822.49 9718.80 U.S. Treasuries (including strips) USTR BILL 04/21/26 N/A 912797TJ6 2026-04-21 0 196993.57 196596.43 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 1230041.38 873553.91 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 1952452.10 1942614.50 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 406253.21 340937.12 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 6.88 5.07 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 68.83 69.29 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 392348.91 342808.05 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 573855.03 560459.81 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 1130649.37 1108577.69 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 77981.07 37326.58 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 6.88 6.62 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 830836.68 745923.49 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 6.88 6.52 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 18144.42 17195.08 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 3441657.14 3010053.69 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 6.88 6.55 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 20.65 17.95 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 102423.72 98424.29 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 481604.85 477627.81 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 40570.25 39822.33 U.S. Treasuries (including strips) USTR 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 1720684.02 1735459.14 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 1386795.10 1434414.58 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 369551.38 259970.77 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 306796.20 302999.13 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 275305.04 265986.14 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 23885.10 17218.65 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 208523.12 210674.03 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 1087212.61 1097704.58 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 259734.98 264802.88 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 280839.22 226446.59 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 2698850.54 2584891.52 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 3468309.34 3426641.07 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 27705.15 28114.94 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 82365.74 83289.17 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 6.88 7.10 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 20.65 22.21 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 762340.82 794260.89 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 13.77 9.56 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 6.88 6.82 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 3724506.29 3088493.05 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 3653298.41 2315788.06 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 707005.86 695845.35 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 2618977.19 2658367.03 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 214.00 213.81 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 1697975.97 1686615.16 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 41.30 40.01 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 1060057.93 1039472.12 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 2618784.45 2569388.13 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 6.88 6.69 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 27.53 26.41 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 13.77 13.55 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 26191.01 23873.10 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 766863.16 756516.41 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 608278.48 547629.92 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 176212.85 177123.57 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 695.21 688.02 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 334178.03 294617.30 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 147578.26 107918.19 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 68.83 68.24 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 732900.89 407467.39 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 6.88 3.93 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 386842.26 245088.37 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 530084.03 330875.49 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 20.65 10.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 399934.33 400447.84 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 384832.34 387924.90 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 3133628.83 2880427.31 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 2740983.93 2818512.66 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 144501.42 147252.43 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 13.77 10.55 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 347511.07 348548.37 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 1369208.23 1302295.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 110133.03 113077.38 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 104867.29 106376.47 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 1971291.73 1931512.01 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 12981.93 10857.83 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 10789842.94 10861358.02 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 2014814.92 2025074.71 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 1720608.31 1743885.01 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 6.88 6.97 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 48.18 48.91 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 15900.46 16145.02 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 20.65 20.71 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 112886.35 113690.20 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 269123.82 272579.30 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 2328212.22 2393143.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 137480.44 140513.97 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 406115.54 413163.58 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 186847.57 191010.25 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 2167665.80 2207598.89 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 2615.66 2565.79 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 759931.66 752786.76 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 20.65 20.21 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 6.88 7.04 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 34457.87 35244.14 U.S. Treasuries (including strips) USTR 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 680931.87 695320.60 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 1514329.14 1557276.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 595269.02 600205.59 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 220.27 223.88 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 517969.40 513234.06 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 822514.76 828473.22 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 6.88 4.02 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 6.88 5.48 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 137.67 101.39 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 6.88 5.25 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 362743.78 268410.59 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 206.50 134.98 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 1684966.50 1172174.36 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 6.88 5.31 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 13.77 10.69 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 42346.15 36137.74 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 110.13 96.94 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0372 120458000.00 120458000.00 .0006 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.670%, 5/13/2026 3.670 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CLZS4728 N/A 3132A5HD0 2047-07-01 4.5 11934.44 11680.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4657 N/A 3132A5E68 2046-03-01 4.5 96.38 95.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2789 N/A 3132A3C24 2039-09-01 5 33564.32 33962.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2186 N/A 31329KNB6 2030-11-01 3.5 6265.11 6175.91 Agency Mortgage-Backed Securities GNMA GNII SF MA6312 M N/A 36179VAM2 2034-12-20 4 54966.48 54817.81 Agency Mortgage-Backed Securities GNMA GNII SF MA6039 M N/A 36179UV82 2049-07-20 3.5 534259.16 498787.92 Agency Mortgage-Backed Securities GNMA GNII SF MA5987 M N/A 36179UUL4 2049-06-20 4.5 116.06 114.71 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 12781.62 12573.61 Agency Mortgage-Backed Securities GNMA GNII SF MA5598 M N/A 36179UGF3 2048-11-20 5.5 380370.30 391105.62 Agency Mortgage-Backed Securities GNMA GNII SF MA6219 M N/A 36179U4C3 2049-10-20 3.5 1131344.17 1050256.96 Agency Mortgage-Backed Securities GNMA GNII SF MA5135 M N/A 36179TV44 2048-04-20 3 656264.98 592342.15 Agency Mortgage-Backed Securities GNMA GNII SF MA5021 M N/A 36179TSJ5 2048-02-20 4.5 32540.29 32110.99 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 8111.33 7986.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4550 N/A 31427SBU1 2052-07-01 3.5 3656562.00 3355969.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2641 N/A 31427P5B6 2055-08-01 6.5 12656.78 13442.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 76999.64 75252.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0532 N/A 3140XFSW2 2052-01-01 3.5 764454.92 704839.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0424 N/A 3140XFPJ4 2052-01-01 2.5 26438.83 22725.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4900 N/A 3140W5NS9 2052-06-01 3.5 3783222.00 3493660.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4717 N/A 3140W5G32 2051-09-01 4.5 19142043.50 18829702.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0861 N/A 3140W05X9 2055-03-01 5.5 5155514.51 5268612.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8914 N/A 3140U03Y1 2056-01-01 5 720345.99 718863.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 438701.94 437677.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3127 N/A 3140QNPM8 2052-03-01 3.5 11445403.90 10587074.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3445 N/A 3140QAZK9 2049-04-01 3.5 260938.89 242312.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4094 N/A 3140NLRQ4 2053-06-01 6 864.74 900.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6330 N/A 3140MLA83 2055-11-01 6 926281.21 969839.59 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR2059 N/A 3140L0JD0 2036-06-01 1.5 530889.89 478002.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN9854 N/A 3140JS5Q8 2049-04-01 4 121545.21 116240.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6262 N/A 3133KM5X9 2051-11-01 2.5 701265.64 593413.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3611 N/A 3133KKAL3 2050-09-01 2.5 384516.34 323590.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE1195 N/A 3133BAKG5 2052-04-01 3.5 31154.57 28575.37 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G67719 G N/A 3132XCSG1 2049-01-01 4.5 201.52 198.91 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q26813 G N/A 3132M7GW2 2044-06-01 4 1503270.79 1451122.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8489 N/A 3132DWNE9 2054-12-01 4.5 249637.54 241164.09 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 74999.94 79140.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8063 N/A 3132DV5Y7 2050-05-01 3.5 2942.61 2719.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8055 N/A 3132DV5Q4 2050-04-01 2.5 94.78 80.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7058 N/A 3132DUZX8 2053-03-01 3.5 1058589.09 973030.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2221 N/A 3132DPPE2 2052-06-01 3 2308345.90 2054164.70 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 36418.03 32967.79 Agency Mortgage-Backed Securities GNMA GNII SF MA4381 M N/A 36179S2N6 2047-04-20 3 60.10 54.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7790 N/A 3142JWUQ7 2056-03-01 5 982875.00 971028.08 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTA5200 N/A 3142JTX65 2056-01-01 7 506698.90 541018.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4693 N/A 3142JTGB3 2056-02-01 4.5 1807909.89 1746869.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2918 N/A 3142JRG43 2056-01-01 6 5351698.10 5563090.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6152 N/A 3142GWZS1 2056-03-01 6.5 163184.63 171061.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5999 N/A 3142GWUZ0 2056-03-01 5 5115360.00 5084645.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5776 N/A 3142GWM22 2056-01-01 6 373.00 389.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4442 N/A 3142GU5C3 2055-08-01 6 3194116.99 3311491.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2288 N/A 3142GSRJ9 2054-09-01 5 103500.79 102290.52 Agency Mortgage-Backed Securities GNMA GNII SF MA4071 M N/A 36179SQY6 2046-11-20 4.5 10920.20 10798.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3685 N/A 31427BCX1 2055-09-01 6.5 1044035.90 1095377.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ3292 N/A 31427AUS4 2055-09-01 4.5 374163.93 361577.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2071 N/A 31426YJR8 2055-09-01 6.5 1119387.52 1176853.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD8529 N/A 31418WPP9 2040-08-01 4.5 781.06 773.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6036 N/A 31418FV61 2041-04-01 4 4433346.00 4337024.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 10359.17 10233.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5221 N/A 31418EYT1 2043-11-01 5.5 119813.30 122977.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 36578.01 32214.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 1607904.18 1393870.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 2371.09 2009.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3438 N/A 31418CZC1 2033-08-01 3.5 636.79 626.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB5164 N/A 31417BW29 2027-05-01 2.5 109521.47 108664.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2183 N/A 3140Y8M94 2056-03-01 4.5 884203.66 864842.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0278 N/A 3140Y6JY7 2055-04-01 6.5 1366690.60 1445309.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5306 N/A 3140XL3Q9 2053-07-01 6 47882.50 49478.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 26686.24 25904.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2837 N/A 3140XJEK5 2052-09-01 4 150000.77 142147.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3897 N/A 3140J8KK8 2048-04-01 4.5 72557.96 71485.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBJ2239 N/A 3140H3PZ3 2047-11-01 3 59184.55 53243.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD8464 N/A 3140FGMN6 2046-11-01 3 210463.37 190591.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF7178 N/A 3140BX6Q4 2055-12-01 4.5 419711.35 408186.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF7177 N/A 3140BX6P6 2055-12-01 4.5 393619.02 383419.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5111 N/A 3140BVVD9 2055-11-01 6 624242.84 642111.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4143 N/A 3140BUS94 2055-11-01 5.5 401003.57 408860.16 Agency Mortgage-Backed Securities GNMA GNII SF MA7766 M N/A 36179WTX6 2051-12-20 2 2199937.07 1814100.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4787 N/A 3140QQJ97 2052-10-01 5 120177.36 119456.73 Agency Mortgage-Backed Securities GNMA GNII SF MA9389 M N/A 36179YNE0 2039-01-20 5.5 16432.42 16778.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2405 N/A 31418BU79 2045-09-01 4 82220.91 79108.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA0425 N/A 3140A0PK9 2054-02-01 6 240272.10 248803.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5586 N/A 31418FF44 2055-01-01 5.5 619656.21 624203.45 Agency Mortgage-Backed Securities GNMA GNII SF MA6089 M N/A 36179UXS6 2049-08-20 3 653.89 586.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 161850.75 156732.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5800 N/A 31418FNS2 2040-08-01 5 23354.35 23591.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9074 N/A 3133KRCK8 2053-05-01 6 23918.28 24618.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 436760.79 448157.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3512 N/A 3140XJ3W1 2052-01-01 3.5 103807.01 95591.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5057 N/A 3140BHTP6 2055-09-01 6 276.35 283.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3745 N/A 31418DET5 2049-08-01 3.5 169784.90 157317.03 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 1114301.66 1142638.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4586 N/A 3132A5CX1 2044-10-01 4 94285.35 90803.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6136 N/A 3133KMY90 2051-10-01 2.5 15980.77 13448.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8701 N/A 3132A9U21 2033-06-01 3.5 12955.01 12752.22 Agency Mortgage-Backed Securities GNMA GNII SF MA8802 M N/A 36179XX76 2053-04-20 6 23059.96 23692.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBV7971 N/A 3140MM2D9 2037-08-01 3.5 427251.75 411804.75 Agency Mortgage-Backed Securities GNMA GNII SF BO3324 C N/A 3617KJVR2 2049-06-20 3.5 85.58 79.34 Agency Mortgage-Backed Securities GNMA GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 48174.81 48019.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5915 N/A 31418FSD0 2040-12-01 4.5 762373.61 758416.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0642 N/A 31427MWC1 2052-05-01 3.5 604013.31 554307.04 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC1880 N/A 3133L8CR4 2036-03-01 1.5 11445.73 10309.40 Agency Mortgage-Backed Securities GNMA GNII SF MA4873 M N/A 36179TMW2 2032-12-20 4 13318.23 13216.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8386 N/A 3132D6J76 2040-05-01 6 749925.09 776877.39 Agency Mortgage-Backed Securities GNMA GNII SF MA8043 M N/A 36179W5C8 2052-05-20 3 90317.00 80582.45 Agency Mortgage-Backed Securities GNMA GNII SP 786483 C N/A 3622ACCU2 2052-11-20 3.5 229844.08 207879.42 Agency Mortgage-Backed Securities GNMA GNII SF BB8870 C N/A 3617B02B0 2047-07-20 3.5 384165.46 357100.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7346 N/A 3132DVET8 2052-08-01 3 38825.16 34158.76 Agency Mortgage-Backed Securities GNMA GNII ET DI9483 C N/A 3618NTRC3 2065-03-20 7 1059320.81 1111746.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL5668 N/A 3131XMJM8 2043-04-01 3 8035.30 7364.08 Agency Mortgage-Backed Securities GNMA GNII SF DO1141 C N/A 3618NWHS2 2056-03-20 6 626337.75 645352.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6422 N/A 3140BXD45 2055-12-01 6.5 76348.85 80840.81 Agency Mortgage-Backed Securities GNMA GNII SF DP6576 C N/A 3618MMJV6 2056-02-20 6 423627.40 438890.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9244 N/A 3140U1HW8 2056-01-01 6.5 662603.72 688229.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7507 N/A 3142JWKV7 2056-02-01 6.5 988538.40 1046642.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ0992 C N/A 3618MTC55 2056-03-20 5 375.00 374.21 Agency Mortgage-Backed Securities GNMA GNII SF DQ3973 C N/A 3618MWMW8 2056-02-20 6.5 1666393.61 1759816.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5002 N/A 3140W5RY2 2050-10-01 3.5 14466936.00 13401730.68 Agency Mortgage-Backed Securities GNMA GNII SF DQ2468 C N/A 3618MUW50 2056-03-20 5 1463613.00 1457390.69 Agency Mortgage-Backed Securities GNMA GNII SF DP7232 C N/A 3618MNA92 2056-02-20 6 1082984.70 1117540.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4486 N/A 3142JS6Y6 2056-01-01 6.5 177448.66 185616.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4886 N/A 3140W5NC4 2052-09-01 2.5 4226772.00 3579798.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5263 N/A 3142GVZ53 2055-11-01 6.5 699086.33 744371.51 Agency Mortgage-Backed Securities GNMA GNII SF DP4855 C N/A 3618MKMC8 2056-01-20 4.5 2204375.70 2119591.01 Agency Mortgage-Backed Securities GNMA GNII SF DO7530 C N/A 3618V4LK7 2055-12-20 6 1832.41 1868.64 Agency Mortgage-Backed Securities GNMA GNII SF DP8995 C N/A 3618MP7G5 2056-01-20 6 635993.72 658407.41 Agency Mortgage-Backed Securities GNMA GNII SP 788404 C N/A 3622AEGM2 2056-01-20 6 63858015.47 65895533.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA6045 N/A 3142JUWF3 2056-02-01 4.5 446335.20 436080.20 Agency Mortgage-Backed Securities GNMA GNII SF DN9060 C N/A 3618MCB53 2056-03-20 5.5 430585.50 443099.32 Agency Mortgage-Backed Securities GNMA GNII SF DR0983 C N/A 3618V9CU4 2056-03-20 5 506208.75 499085.21 Agency Mortgage-Backed Securities GNMA GNII SF MB0746 M N/A 3618N5ZL6 2055-11-20 5.5 371.24 375.04 Agency Mortgage-Backed Securities GNMA GNII SF DM8004 C N/A 3618LX3M0 2055-12-20 6 318058.63 329557.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3794 N/A 3140BUGC0 2055-11-01 6.5 76735.59 81015.72 Agency Mortgage-Backed Securities GNMA GNII SF DP8015 C N/A 3618MN3Y5 2056-03-20 6.5 1125627.00 1188730.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8322 N/A 31427JG85 2055-11-01 6.5 500719.98 533347.73 Agency Mortgage-Backed Securities GNMA GNII ET DN3889 C N/A 3618M6KA5 2065-12-20 7 374.46 393.00 Agency Mortgage-Backed Securities GNMA GNII ET DO5398 C N/A 3618V17K9 2065-12-20 6.5 1958913.87 2055769.76 Agency Mortgage-Backed Securities GNMA GNII SF DO5770 C N/A 3618V2MT1 2055-11-20 6.5 440618.45 465321.14 Agency Mortgage-Backed Securities GNMA GNII SF DQ4094 C N/A 3618MWRP8 2056-03-20 6.5 1029655.50 1087380.74 Agency Mortgage-Backed Securities GNMA GNII SF DQ0802 C N/A 3618MS3K4 2056-02-20 6 371679.61 383178.27 Agency Mortgage-Backed Securities GNMA GNII SF DP8131 C N/A 3618MPA89 2056-03-20 5 507618.00 510445.26 Agency Mortgage-Backed Securities GNMA GNII SF DP8998 C N/A 3618MP7K6 2056-01-20 6 903068.34 931879.83 Agency Mortgage-Backed Securities GNMA GNII SF DP6495 C N/A 3618MMGC1 2056-01-20 6 785962.72 815903.97 Agency Mortgage-Backed Securities GNMA GNII SF DP7118 C N/A 3618MM4B6 2056-02-20 5.5 374.59 388.37 Agency Mortgage-Backed Securities GNMA GNII SF DP6102 C N/A 3618MLX75 2056-03-20 5 314635.50 313297.88 Agency Mortgage-Backed Securities GNMA GNII SF DP6023 C N/A 3618MLVQ5 2055-07-20 4.5 1904621.56 1846749.63 Agency Mortgage-Backed Securities GNMA GNII SF DN8889 C N/A 3618MB2W6 2056-02-20 5.5 426285.79 441966.00 Agency Mortgage-Backed Securities GNMA GNPL PN DM8128 N/A 3618LYA57 2061-03-15 5.71 375.00 390.26 Agency Mortgage-Backed Securities GNMA GNPL PN DM8127 N/A 3618LYA40 2061-03-15 5.43 11806.88 12083.64 Agency Mortgage-Backed Securities GNMA GNPL PN DL7507 N/A 3618LKKU1 2060-11-15 5.38 9340.54 9615.78 Agency Mortgage-Backed Securities GNMA GNII SF DL5371 C N/A 3618LG6G7 2055-12-20 6.5 747.68 789.60 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0410 N/A 3618KLN37 2061-04-15 4.94 4035000.00 4055601.36 Agency Mortgage-Backed Securities GNMA GNII ET DB2522 C N/A 3618H4YT0 2065-11-20 5.5 211610.11 213551.28 Agency Mortgage-Backed Securities GNMA GNPL PN CZ2403 N/A 3618GDU40 2059-08-15 5.6 11599.58 12111.31 Agency Mortgage-Backed Securities GNMA GNII ET CX7087 C N/A 3618FT2U9 2064-03-20 6.5 246581.96 258773.38 Agency Mortgage-Backed Securities GNMA GNMI SF 657623 X N/A 36294RSL4 2036-07-15 6 64.24 66.30 Agency Mortgage-Backed Securities GNMA GNII SP 783348 C N/A 36241LWH5 2034-02-20 4.95 47.88 48.26 Agency Mortgage-Backed Securities GNMA GNMI JP 783308 X N/A 36241LU95 2026-05-15 3.5 184.27 184.50 Agency Mortgage-Backed Securities GNMA GNMI SF 756028 X N/A 36230QVV7 2041-01-15 4.5 44491.53 44072.60 Agency Mortgage-Backed Securities GNMA GNII SP 788523 C N/A 3622AELC8 2056-03-20 5 37500000.00 37675075.00 Agency Mortgage-Backed Securities GNMA GNMI SP 788461 X N/A 3622AEJE7 2052-07-15 5 1154.73 1181.34 Agency Mortgage-Backed Securities GNMA GNMI SP 788076 X N/A 3622AD2H0 2048-06-15 3.5 349.26 328.67 Agency Mortgage-Backed Securities GNMA GNII SP 787117 C N/A 3622ACYN4 2053-06-20 5 296.60 295.34 Agency Mortgage-Backed Securities GNMA GNII SP 786126 M N/A 3622ABVT6 2049-12-20 4.5 233.96 232.40 Agency Mortgage-Backed Securities GNMA GNII AP 785510 M N/A 3622ABAK8 2051-01-20 2.5 64575.24 54640.56 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 1464917.42 1207992.39 Agency Mortgage-Backed Securities GNMA GNII SF MA7417 M N/A 36179WG28 2051-06-20 2 4427916.65 3651325.01 Agency Mortgage-Backed Securities GNMA GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 199920.28 178711.94 Agency Mortgage-Backed Securities GNMA GNII SF MA6659 M N/A 36179VMG2 2050-05-20 4.5 71.23 69.96 Agency Mortgage-Backed Securities GNMA GNII SF MA6416 M N/A 36179VDV9 2039-01-20 6.5 119.61 127.35 Agency Mortgage-Backed Securities GNMA GNII SF MA7707 M N/A 36179WR42 2051-11-20 3.5 494318.50 457687.85 Agency Mortgage-Backed Securities GNMA GNII SP 785194 C N/A 3622AAUT9 2050-11-20 4 707.78 673.42 Agency Mortgage-Backed Securities GNMA GNII SP 785141 C N/A 3622AAS62 2050-08-20 3 1273.87 1142.67 Agency Mortgage-Backed Securities GNMA GNII JM 005278 M N/A 36202F2K1 2042-01-20 3.5 59.51 54.15 Agency Mortgage-Backed Securities GNMA GNMI SF 599888 X N/A 36200FND6 2033-03-15 6 3370.05 3442.23 Agency Mortgage-Backed Securities GNMA GNII SF DR4444 C N/A 3618VC5D3 2056-03-20 5 946576.50 942552.29 Agency Mortgage-Backed Securities GNMA GNII SF DR3265 C N/A 3618VBTW7 2056-03-20 5 1041732.00 1038326.23 Agency Mortgage-Backed Securities GNMA GNII SF DR3263 C N/A 3618VBTU1 2056-03-20 5.5 1276132.50 1302943.19 Agency Mortgage-Backed Securities GNMA GNII SF DR1022 C N/A 3618V9D33 2056-03-20 5.5 970809.00 987414.04 Agency Mortgage-Backed Securities GNMA GNII SF DO7740 C N/A 3618V4S53 2056-02-20 6 1698027.95 1756326.35 Agency Mortgage-Backed Securities GNMA GNII ET DO4136 C N/A 3618V0SZ5 2065-12-20 6 396931.51 407433.13 Agency Mortgage-Backed Securities GNMA GNII SF DO1089 C N/A 3618NWF62 2056-02-20 6 977942.38 1009146.57 Agency Mortgage-Backed Securities GNMA GNII SF DO0619 C N/A 3618NVVL3 2056-01-20 5.5 619651.52 630342.58 Agency Mortgage-Backed Securities GNMA GNII ET DI7494 C N/A 3618NRKF7 2065-04-20 6.5 1495306.48 1569241.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0997 M N/A 3618N6DB0 2056-03-20 5.5 102955392.00 104149502.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 5163787.95 5217647.98 Agency Mortgage-Backed Securities GNMA GNII SF MB0868 M N/A 3618N56E4 2056-01-20 3.5 100360.12 92028.89 Agency Mortgage-Backed Securities GNMA GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 472114.50 498725.08 Agency Mortgage-Backed Securities GNMA GNII SF DQ4654 C N/A 3618MXE39 2056-03-20 5.5 375.00 386.05 Agency Mortgage-Backed Securities GNMA GNII SF DQ2471 C N/A 3618MUW84 2056-03-20 5.5 415669.50 427927.73 Agency Mortgage-Backed Securities GNMA GNII SF DQ2403 C N/A 3618MUU45 2056-03-20 5.5 1438421.25 1477331.03 Agency Mortgage-Backed Securities GNMA GNII SF DQ2457 C N/A 3618MUWS0 2056-03-20 5.5 627417.00 647222.88 Agency Mortgage-Backed Securities GNMA GNII ET CX7084 C N/A 3618FT2R6 2064-01-20 7.5 102738.86 107248.79 Agency Mortgage-Backed Securities GNMA GNMI SF AN1603 X N/A 36185GX83 2045-06-15 3 14620.06 13115.50 Agency Mortgage-Backed Securities GNMA GNMI SF AD1718 X N/A 36180C4B2 2043-02-15 3 138.69 126.48 Agency Mortgage-Backed Securities GNMA GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 111957.38 113431.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 114606.11 113919.81 Agency Mortgage-Backed Securities GNMA GNCL CL CG6139 N/A 3617WKZC5 2065-12-15 5.85 382.88 397.16 Agency Mortgage-Backed Securities GNMA GNII SF BA9807 C N/A 3617AN3Q7 2047-07-20 3.5 3490.50 3244.65 Agency Mortgage-Backed Securities GNMA GNII JM MA9351 M N/A 36179YL85 2053-12-20 6.5 66.00 68.31 Agency Mortgage-Backed Securities GNMA GNII SF MA9300 M N/A 36179YKM5 2053-11-20 3 261387.80 234066.24 Agency Mortgage-Backed Securities GNMA GNII JM MA9006 M N/A 36179YAF1 2053-07-20 6 260620.51 263083.38 Agency Mortgage-Backed Securities GNMA GNII SF MA8651 M N/A 36179XTG1 2053-02-20 7 9713.37 10177.51 Agency Mortgage-Backed Securities GNMA GNII SF MA8648 M N/A 36179XTD8 2053-02-20 5.5 9800945.77 9947992.62 Agency Mortgage-Backed Securities GNMA GNII SF MA8426 M N/A 36179XLF1 2052-11-20 4 449072.21 424383.72 Agency Mortgage-Backed Securities GNMA GNII SF MA8199 M N/A 36179XDC7 2052-08-20 3.5 149352.61 137909.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0295 N/A 3132DMKG9 2049-02-01 3 258172.28 234717.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2953 N/A 3140BTH73 2055-12-01 4.5 590543.36 573415.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2266 N/A 3140BSQU4 2055-10-01 6 386545.16 400937.01 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL667085 N/A 31391HCW2 2032-07-01 8 154.20 159.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAV9273 N/A 3138XMJT8 2029-02-01 3.5 5387.66 5337.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR7097 N/A 3138W43F6 2043-05-01 3 49857.67 45599.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO5158 N/A 3138LVWU3 2027-06-01 3 6502.01 6469.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL255706 N/A 31371MAF4 2035-05-01 5.5 354.20 366.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0854 N/A 3132DM5P6 2052-01-01 2.5 45566.06 38345.73 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8074 N/A 3132D56K3 2035-11-01 2 349136.53 321483.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0806 N/A 3132AC3P3 2048-08-01 5 20680.24 20811.02 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-07 2026-04-07 2026-05-13 Y BofA Securities, Inc. 1.0000 7 N STANDARD AND POORS A-1 FITCH F1+ N N .0372 375000000.00 375000000.00 .0020 N N Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.670%, 4/1/2026 3.670 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 17660.72 17248.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5220 N/A 31418EYS3 2038-12-01 6 744.91 772.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4992 N/A 3140QQRN7 2037-10-01 4.5 100645.55 100747.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM9760 N/A 3140XDZ25 2051-11-01 3.5 46389.35 42826.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5299 N/A 3132DS3G5 2054-04-01 6 46814.64 48429.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0263 M N/A 3618N5JH3 2055-03-20 7.5 90373.47 94290.25 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1630 N/A 3133AKY38 2051-05-01 2 2364249.74 1901624.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3XZN0194 N/A 3131Y6GB9 2027-09-01 3 14044.08 13947.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4511 N/A 3132A5AL9 2043-03-01 3 95851.76 87829.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1457 N/A 3140XGTP4 2051-04-01 2 1334937.40 1073723.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA1581 N/A 3140A1XK8 2053-10-01 6 809167.30 829533.23 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 197680.80 197143.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7777 N/A 3140MMUB2 2052-04-01 3.5 508007.68 466110.59 Agency Mortgage-Backed Securities GNMA GNII SF MA3520 M N/A 36179R4D8 2046-03-20 3 66.71 60.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3639 N/A 31418DBH4 2049-04-01 4.5 1598.51 1564.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5756 N/A 31418FME4 2055-07-01 3.5 10542883.44 9670066.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG0398 N/A 3140U3NQ0 2056-02-01 5 1047956.20 1041895.52 Agency Mortgage-Backed Securities GNMA GNII SF DN4984 C N/A 3618M7RD0 2055-12-20 5.5 2391.25 2457.03 Agency Mortgage-Backed Securities GNMA GNII SF DR3660 C N/A 3618VCB53 2056-03-20 5.5 3443491.20 3512475.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4938 N/A 3140U8PY0 2056-03-01 5 2192896.80 2166465.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9409 N/A 3140U1N35 2056-01-01 6.5 123999.91 129264.29 Agency Mortgage-Backed Securities GNMA GNII SF DP1721 C N/A 3618MF4E5 2056-03-20 5 2066680.80 2057894.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 680067.01 687160.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1433 N/A 3142JPSX0 2055-12-01 4.5 206704.27 199686.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0999 M N/A 3618N6DD6 2056-03-20 6.5 4365888.00 4580325.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4872 N/A 3140U8MW7 2056-03-01 4.5 526178.40 508314.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4917 N/A 3140W5PB4 2048-04-01 3.5 6866966.40 6452721.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4730 N/A 3140W5HG2 2056-01-01 6 8282905.26 8664995.68 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDG5537 N/A 3140U9EK0 2056-03-01 7 553006.80 586274.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9393 N/A 3140U1NK7 2056-01-01 6 2105411.47 2167348.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8384 N/A 3140U0J65 2055-12-01 5 3644187.20 3606814.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9659 N/A 3140QVWV2 2054-12-01 5.5 537599.97 550803.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7427 N/A 3140QTHD4 2053-11-01 6.5 291572.89 303879.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB3393 N/A 3140QNXX5 2037-04-01 3.5 1338.22 1292.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2047 N/A 3140Q9HZ9 2048-07-01 4.5 1911435.60 1879124.69 Agency Mortgage-Backed Securities GNMA GNII SP 786854 C N/A 3622ACQF0 2053-05-20 6 1245.74 1284.91 Agency Mortgage-Backed Securities GNMA GNII SF AQ8311 C N/A 36190VGU3 2045-11-20 3.5 214029.29 197237.77 Agency Mortgage-Backed Securities GNMA GNII SF DR3663 C N/A 3618VCB87 2056-03-20 5.5 4268102.40 4341105.44 Agency Mortgage-Backed Securities GNMA GNII SF DO4118 C N/A 3618V0SF9 2055-01-20 6.5 912821.58 964543.57 Agency Mortgage-Backed Securities GNMA GNII SF DO2415 C N/A 3618NXVG0 2055-11-20 6 448720.84 465489.08 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 33469.24 33800.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2505 N/A 3140MTYB3 2056-02-01 5 1500774.23 1505169.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4208 N/A 3140M5VA0 2053-10-01 5.5 1508002.16 1549380.74 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBQ8118 N/A 3140KUAU6 2036-06-01 1.5 10397.91 9365.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1922 N/A 3140J6D46 2046-07-01 4.5 3096235.57 3067038.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ9169 N/A 3140HBFK9 2048-05-01 4 363187.33 347785.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBH9221 N/A 3140GYG78 2048-01-01 5 202728.43 204019.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0535 N/A 3140FXSZ6 2061-03-01 2.5 9252344.70 7607308.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5541 N/A 3140BWEP9 2055-12-01 4.5 598442.82 578488.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL838750 N/A 31407RZP2 2035-09-01 6 167644.59 174883.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAP1997 N/A 3138M5GF0 2032-08-01 3.5 5041.78 4938.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD5234 N/A 3133B2Y78 2052-01-01 3.5 2362236.91 2180832.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY4415 N/A 3140NL3Z0 2053-05-01 5.5 4373674.74 4432195.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 N/A 3132DNB44 2052-04-01 3.5 10556.38 9831.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 675289.49 620507.08 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8065 N/A 3132D56A5 2035-07-01 1.5 1082241.08 978202.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8711 N/A 3132A9VC8 2033-08-01 3.5 196436.72 193283.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4688 N/A 3132A5F59 2046-11-01 3 585404.49 527862.16 Agency Mortgage-Backed Securities GNMA GNII SF DQ9006 C N/A 3618N3AF1 2056-03-20 5 604.80 597.96 Agency Mortgage-Backed Securities GNMA GNII SF DQ4057 C N/A 3618MWQJ3 2056-03-20 5.5 826514.40 842795.36 Agency Mortgage-Backed Securities GNMA GNII SF DP6676 C N/A 3618MMMZ3 2056-02-20 6.5 914788.76 966068.77 Agency Mortgage-Backed Securities GNMA GNII ET DK5301 C N/A 3618L43J1 2065-09-20 6.5 786056.95 824923.27 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 553557.89 562665.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9848 M N/A 36179Y5H3 2054-08-20 4 26132.89 24538.61 Agency Mortgage-Backed Securities GNMA GNII SF MA8103 M N/A 36179XAC0 2052-06-20 5.5 686.52 698.55 Agency Mortgage-Backed Securities GNMA GNII SF MA8047 M N/A 36179W5G9 2052-05-20 5 376.61 375.88 Agency Mortgage-Backed Securities GNMA GNII SF MA7051 M N/A 36179VZQ6 2050-12-20 2 757883.44 624961.80 Agency Mortgage-Backed Securities GNMA GNII JM MA7184 M N/A 36179V6V7 2051-02-20 2 396.02 319.01 Agency Mortgage-Backed Securities GNMA GNII JM MA6210 M N/A 36179U3T7 2049-10-20 3.5 360.17 326.20 Agency Mortgage-Backed Securities GNMA GNII SF MA3736 M N/A 36179SEH6 2046-06-20 3.5 66.90 62.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6507 N/A 3142JVGR3 2056-01-01 5 2047931.94 2023458.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4239 N/A 3142JSV93 2055-12-01 4.5 1251889.13 1214033.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3647 N/A 3142JSBR5 2055-12-01 5.5 967972.19 977408.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4036 N/A 3132A4PV4 2044-04-01 3.5 71659.24 67448.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS1408 N/A 3132A1R55 2037-05-01 6 16165.63 17013.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5103 N/A 31329NU48 2047-12-01 3.5 1615.52 1502.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN4156 N/A 3131YATM2 2049-03-01 4 21362.59 20390.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0538 N/A 3131Y6S34 2042-11-01 3.5 23867.30 22415.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3105 N/A 3131XJNW8 2042-05-01 3 211877.37 194248.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4087 N/A 31427RRH5 2055-12-01 5.5 15574548.35 15863866.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4917 N/A 31418EPB0 2053-02-01 4.5 103005.54 99764.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 4314.91 4184.92 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0532 N/A 3142GQSW3 2053-12-01 7 334792.26 358760.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4649 N/A 31418EEX4 2052-05-01 4.5 165154.71 160179.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4370 N/A 31418D2C5 2051-06-01 2 14189923.07 11130329.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9057 N/A 3140XRB38 2054-09-01 6 1438954.12 1512703.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8210 N/A 3140XQDQ7 2054-05-01 6 30722.08 32092.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6565 N/A 3140XNJK1 2052-08-01 3.5 823243.64 755216.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS5635 N/A 3140XMHM1 2052-11-01 4 2531.13 2396.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 23872.99 24437.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7276 N/A 3140XBCN8 2050-01-01 3.5 578404.42 539649.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5005 N/A 3140W5R30 2052-09-01 3.5 22977638.40 21087651.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4926 N/A 3140W5PL2 2047-12-01 3.5 5200742.40 4864549.08 Agency Mortgage-Backed Securities GNMA GNII SF MA9909 M N/A 36180AAJ2 2054-09-20 7 492.79 515.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0971 N/A 3140Y7CH9 2055-06-01 5.5 522.84 526.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9465 N/A 3140QVQT4 2054-11-01 5 643339.77 641259.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4351 N/A 3140J8ZR7 2048-08-01 4.5 2249676.28 2214462.09 Agency Mortgage-Backed Securities GNMA GNII SP 785535 C N/A 3622ABBC5 2051-06-20 3 1133.89 1012.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5975 N/A 3132DTT83 2054-07-01 5.5 485286.75 497536.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4693 N/A 3132A5GA7 2046-12-01 3 1329624.06 1198584.29 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 150000000.00 150000000.00 .0008 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.660%, 4/1/2026 3.660 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 19210731.71 19228002.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 13568306.95 13743991.85 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 32964606.61 30321174.08 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 6359931.49 5966862.28 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 7418697.27 7051832.56 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 541888.47 487546.82 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 9861118.85 9055708.26 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 96235863.41 68774710.43 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 51240860.90 24552936.39 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 8540507.37 6148861.86 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 1999479.71 2192265.86 U.S. Treasuries (including strips) USTR TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.8354 759472.06 764583.82 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 13726460.90 13496348.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 38409.46 39266.63 U.S. Treasuries (including strips) USTR 5 1/4 BOND 29 N/A 912810FG8 2029-02-15 5.25 2897648.71 3029938.59 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 2265498.00 2227029.94 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0371 203000000.00 203000000.00 .0011 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.660%, 4/1/2026 3.660 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 106055483.33 105451356.14 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 84934633.33 86074859.67 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 14809416.67 14956908.64 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 48942450.00 48542816.07 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-04-01 2026-04-01 2026-04-01 N N N .0371 250000000.00 250000000.00 .0013 N Y Y N Fixed Income Clearing Corporation ("FICC") - CREDITAG Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO, 3.670%, 4/1/2026 3.670 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG N UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 12360000.00 11673203.07 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 50000000.00 51674627.27 U.S. Treasuries (including strips) UST - 4.5000 - 12/31/2031 N/A 91282CMC2 2031-12-31 4.5 16516000.00 17069162.88 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 50000000.00 48913618.20 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2041 N/A 912810QQ4 2041-05-15 4.375 11225000.00 10981107.29 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 50000000.00 50669449.07 U.S. Treasuries (including strips) UST - 3.8750 - 05/31/2027 N/A 91282CNE7 2027-05-31 3.875 24875000.00 25208050.91 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50287023.21 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 39657000.00 39884649.59 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 8115000.00 8265040.63 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 50584254.14 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 29000000.00 29338867.40 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 49488517.97 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 22440000.00 22210446.86 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 47221695.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0372 10000000000.00 10000000000.00 .0528 N Y Y N Fixed Income Clearing Corporation ("FICC") - BARCLAYS Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO, 3.680%, 4/1/2026 3.680 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - BARCLAYS Y USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 365228000.00 376658369.20 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 57791000.00 56886090.64 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 100.00 71.39 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 423000.00 309323.29 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 100.00 73.31 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 91195800.00 59610846.60 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 760234400.00 611043981.05 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 6644500.00 7146196.50 U.S. Treasuries (including strips) USTR BILL 07/28/26 N/A 912797UR6 2026-07-28 0 409116000.00 404269202.75 U.S. Treasuries (including strips) USTR BILL 06/04/26 N/A 912797SX6 2026-06-04 0 400.00 397.43 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 3661500.00 3199172.00 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 804085300.00 772783556.47 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 233599300.00 130117848.18 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 3010100.00 2710308.33 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 100.00 102.83 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 525844800.00 515233504.69 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 179576000.00 120343767.18 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-04-01 2026-04-01 2026-04-01 N N N .0373 3000000000.00 3000000000.00 .0159 N Y Y N Federated Hermes Money Market Obligations Trust 2026-04-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer