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Agency Collateralized Mortgage Obligation GNMA_25-152H N/A 38381UPN6 2055-09-20 2.96487 N/A 50000000.00 3916771.50 Agency Collateralized Mortgage Obligation GNMA_25-155C N/A 38381UT51 2065-09-20 2.37487 N/A 105134477.00 4758688.85 Agency Collateralized Mortgage Obligation GNMA_25-172H N/A 38383BXY3 2055-10-20 2.97487 N/A 42614803.00 3376449.46 Agency Collateralized Mortgage Obligation GNMA_25-181C N/A 38384RCM6 2066-03-16 0.29149 N/A 86599899.00 4095418.84 Agency Collateralized Mortgage Obligation GNMA_25-190H N/A 38385JX32 2065-09-20 2.37487 N/A 38768933.00 2372975.57 Agency Collateralized Mortgage Obligation GNMA_25-206 N/A 38383JCS2 2064-04-16 0.80335 N/A 75243301.00 4429926.92 Agency Collateralized Mortgage Obligation GNMA_25-25Q N/A 38385DPR1 2055-02-20 2.22487 N/A 80000000.00 2297154.34 Agency Collateralized Mortgage Obligation GNMA_25-25X N/A 38385DQG4 2065-02-20 1.67487 N/A 250000000.00 3528939.17 Agency Collateralized Mortgage Obligation GNMA_25-61A N/A 38385FXU0 2065-04-20 2.32487 N/A 100706289.00 3957941.35 Agency Collateralized Mortgage Obligation GNMA_25-62R N/A 38385FQG9 2065-04-20 2.17487 N/A 75000000.00 2772588.43 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FJA0 2055-04-20 2.22487 N/A 80000000.00 4542059.37 Agency Collateralized Mortgage Obligation GNMA_25-69E N/A 38385FBX8 2065-04-20 2.32487 N/A 100000000.00 2967437.27 Agency Collateralized Mortgage Obligation GNMA_25-69K N/A 38385FDH1 2055-04-20 1.52487 N/A 250000000.00 4064638.70 Agency Collateralized Mortgage Obligation GNMA_25-89P N/A 38385GHN2 2055-05-20 1.52487 N/A 55000000.00 2339307.02 Agency Collateralized Mortgage Obligation GNMA_25-97B N/A 38385G5A3 2055-06-20 1.45987 N/A 34790032.00 3407444.61 Agency Collateralized Mortgage Obligation GNMA_25-97C N/A 38385G5F2 2055-06-20 1.57487 N/A 150000000.00 3689611.62 Agency Collateralized Mortgage Obligation GNMA_25-9J N/A 38385BB25 2055-01-20 2.38186 N/A 120000000.00 5504096.23 Agency Collateralized Mortgage Obligation GNMA_25-H18A N/A 38384LTT6 2075-08-20 0.93032 N/A 38605295.00 3665485.89 Agency Collateralized Mortgage Obligation GNMA_25-H22A N/A 38384LYJ2 2075-10-20 0.98536 N/A 57061414.00 4549257.16 Agency Collateralized Mortgage Obligation GNMA_25-H24E N/A 38384LP45 2075-08-20 1.81542 N/A 50115511.00 3109667.43 Agency Collateralized Mortgage Obligation GNMA_26-25E N/A 38385MY34 2056-02-20 6 N/A 14086000.00 3089132.09 Agency Collateralized Mortgage Obligation GNMA_26-25Q N/A 38385ML53 2056-02-20 4.5 N/A 3257000.00 2486552.67 Agency Collateralized Mortgage Obligation GNMA_26-3H N/A 38385LZT8 2056-01-20 4.5 N/A 3213194.00 3001697.83 Agency Collateralized Mortgage Obligation GNMA_26-50J N/A 38385NG32 2056-03-20 4.5 N/A 3260372.00 2480113.46 Agency Collateralized Mortgage Obligation GNMA_26-50M N/A 38385NJ47 2051-07-20 3.5 N/A 19301437.00 3015936.21 Agency Collateralized Mortgage Obligation GNMA_26-88G N/A 38385SLU5 2066-05-20 6 N/A 3844105.00 3851311.42 Agency Collateralized Mortgage Obligation GNMA_26-88M N/A 38385SPR8 2056-05-20 5.5 N/A 13955055.00 2390079.16 Agency Collateralized Mortgage Obligation GNMA_26-88N N/A 38385SMZ3 2055-11-20 6 N/A 17032236.00 3315506.42 Agency Collateralized Mortgage Obligation GNMA_26-88P N/A 38385SNA7 2054-10-20 6 N/A 41015200.00 4825752.73 Agency Collateralized Mortgage Obligation GNMA_26-94 N/A 38381SZT7 2055-12-16 4.25 N/A 37600000.00 36915550.49 Agency Collateralized Mortgage Obligation GNMA_26-94 N/A 38381SZP5 2058-10-16 4.5 N/A 25395937.00 25002426.96 Agency Collateralized Mortgage Obligation GNMA_26-94 N/A 38381SZX8 2068-11-16 0 N/A 5466650.00 4724049.33 Agency Collateralized Mortgage Obligation GNMA_26-94 N/A 38381SZS9 2055-12-16 4.75 N/A 37600000.00 37453263.91 Agency Collateralized Mortgage Obligation GNMA_26-H01B N/A 38384LZ85 2075-12-20 1.04817 N/A 47601949.00 4594472.34 Agency Collateralized Mortgage Obligation GNMA_26-H03A N/A 38384LU80 2075-11-20 1.89578 N/A 49501973.00 3057434.04 Agency Collateralized Mortgage Obligation GNMA_26-H13 N/A 38385QGM3 2076-04-20 0 N/A 75105618.00 5583353.89 Agency Collateralized Mortgage Obligation GNMA_41-97C N/A 38385BGG9 2054-12-20 2.37487 N/A 100000000.00 2656473.68 Agency Collateralized Mortgage Obligation GNMA_41-97EE N/A 38385BFS4 2064-12-20 2.27487 N/A 112500000.00 3686251.13 Agency Collateralized Mortgage Obligation GNMA_41-97L N/A 38385BGM6 2064-12-20 1.67487 N/A 197469945.00 2848167.40 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-05 2026-06-05 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch NR Moody's NR Standard & Poor's NR N N 0.0373 400000000.00 400000000.00 0.0021 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.62000000 N/A RUC0QBLBRPRCU4W1NE59 BYJ5B22E5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 149678500.00 153000029.65 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 150000000.00 150000000.00 0.0008 N Y Y N BNP Paribas SA BNP Paribas SA 3.69000000 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_19-M4 N/A 3136B35Z9 2031-02-25 3.61 N/A 1000.00 802.55 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.751 N/A 2590.00 1662.56 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-M11 N/A 3136AT5G5 2039-07-25 2.944 N/A 1163.00 56.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 1108968.00 799185.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BN35 2055-09-01 5.5 N/A 1000.00 986.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1000.00 860.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 1000.00 992.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5 N/A 1000.00 557.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1000.00 844.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QQF2 2051-01-01 3.5 N/A 1000.00 870.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADUC0 2046-03-01 3.5 N/A 1000.00 275.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 1001.00 972.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.5 N/A 1000.00 861.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5 N/A 1000.00 957.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSD96 2054-07-01 5 N/A 1000.00 864.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 235.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 437.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 1000.00 600.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5 N/A 1000.00 978.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WTX8 2055-08-01 5.5 N/A 1000.00 1007.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.5 N/A 1024.00 771.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CF90 2055-02-01 5 N/A 1000.00 912.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.5 N/A 1000.00 670.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.5 N/A 1000.00 688.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 618.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KFW0 2055-11-01 5 N/A 1000.00 968.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 684.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 1008.00 955.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1001.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 1000.00 962.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 1000.00 535.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 731.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.5 N/A 1088.00 841.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.5 N/A 1000.00 602.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AUC9 2055-09-01 5.5 N/A 1000.00 1002.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 1000.00 1033.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108 N/A 3137FTBM8 2030-03-25 1.517 N/A 1000.00 905.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 1024.00 802.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5 N/A 1008.00 987.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 6044.00 421.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 1001.00 357.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5 N/A 1000.00 862.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 2859.00 206.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 613.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 1718.00 138.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 1000.00 880.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 1000.00 825.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3HQ5 2053-02-01 6 N/A 1008.00 824.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6 N/A 1024.00 817.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1002.00 526.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5 N/A 1088.00 1081.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6 N/A 1158.00 859.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2 N/A 1001.00 612.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.14 N/A 1411899.00 1378866.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 946.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50 N/A 3136BCGS3 2030-10-25 1.2 N/A 5000.00 3819.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-48 N/A 3136BV6S2 2052-10-25 5 N/A 1000.00 654.76 Agency Collateralized Mortgage Obligation FHLMC_5144B N/A 3137H26T6 2051-09-25 2.5 N/A 47934119.00 3409860.48 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 1877630.35 Agency Collateralized Mortgage Obligation FHLMC_5464C N/A 3137HFVH5 2051-05-25 3.5 N/A 1106492.00 140084.90 Agency Collateralized Mortgage Obligation FHLMC_5508B N/A 3137HJH67 2055-02-25 1.2879 N/A 88811400.00 1259359.49 Agency Collateralized Mortgage Obligation FHLMC_5528B N/A 3137HKR97 2055-04-25 2.3879 N/A 22114797.00 924810.95 Agency Collateralized Mortgage Obligation FHLMC_5651A N/A 3137HQT68 2048-12-25 5 N/A 7941751.00 1273018.35 Agency Collateralized Mortgage Obligation FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 3100000.00 293191.40 Agency Collateralized Mortgage Obligation FHSTR_33 N/A 31352DDR8 2037-10-15 2.04965 N/A 156592.00 436.57 Agency Collateralized Mortgage Obligation FHSTR_400 N/A 3142G42H3 2052-03-25 2 N/A 9600000.00 1095523.42 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.87342 N/A 32968830.00 46336.18 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.77342 N/A 5013437.00 34424.15 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.23701 N/A 18923538.00 368836.38 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 139675.81 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 385901.67 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 653732.78 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.266659 N/A 21791806.00 482791.96 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671248.00 1817366.24 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 2.015426 N/A 55713955.00 1521552.48 Agency Collateralized Mortgage Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2668170.42 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 1910563.99 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 13775529.87 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.4879 N/A 100014.00 5989.22 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0.001456 N/A 110680678.00 1116.47 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.4879 N/A 12930761.00 760309.78 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 70747.52 Agency Collateralized Mortgage Obligation FNMA_25-112A N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 735220.31 Agency Collateralized Mortgage Obligation FNMA_25-112B N/A 3136BYNH1 2055-01-25 0.02 N/A 123061.00 60.54 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 28888.97 Agency Collateralized Mortgage Obligation FNMA_25-82A N/A 3136BXF74 2052-08-25 5.5 N/A 12787965.00 1128887.19 Agency Collateralized Mortgage Obligation FNMA_25-9A N/A 3136BVDD7 2055-03-25 2.1879 N/A 100038.00 6999.96 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149975.00 123662.47 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 1817.00 55.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M9B92 2038-11-01 5.5 N/A 13803.00 770.70 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486346.00 10256.21 Agency Collateralized Mortgage Obligation GNMA_14-22 N/A 38379APY0 2043-09-20 1.15298 N/A 36086752.00 28862.58 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 1.24971 N/A 104785743.00 244096.77 Agency Collateralized Mortgage Obligation GNMA_15-126D N/A 38379QGB5 2044-06-20 1.17588 N/A 31229106.00 55249.48 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.88288 N/A 136500000.00 872461.14 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.78288 N/A 13891689.00 45824.39 Agency Collateralized Mortgage Obligation GNMA_18-127A N/A 38380YXX8 2044-07-20 1.26233 N/A 103749492.00 742717.12 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.20949 N/A 25850464.00 92295.20 Agency Collateralized Mortgage Obligation GNMA_19-11D N/A 38381BSJ4 2045-08-20 1.10356 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 34748761.00 31615849.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.5 N/A 1000.00 667.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6 N/A 1000.00 548.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.5 N/A 4672.00 5025.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.5 N/A 1000.00 1012.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5 N/A 331136.00 307089.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.5 N/A 322869.00 339823.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.5 N/A 9866.00 10385.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.5 N/A 1000.00 1062.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 1008.00 1006.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPG7 2056-03-20 6.5 N/A 385881.00 409826.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 1695274.00 1598055.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 16297470.00 1499204.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVW1 2056-03-20 6.5 N/A 1062692.00 1126539.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 1000.00 1041.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 3056.00 342.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5 N/A 1088.00 1059.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.5 N/A 3085444.00 2264791.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1067.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5 N/A 633472.00 481302.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.5 N/A 270812.00 287631.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 2110.00 192.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 2469736.00 1468694.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTK72 2056-03-20 5.5 N/A 3328872.00 3397035.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3517642.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.5 N/A 8509216.00 984245.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 1024.00 726.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7 N/A 4000.00 4223.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4 N/A 1000.00 134.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KF4P2 2055-01-20 6.5 N/A 1000.00 649.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 7740096.00 4692081.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 2048.00 1494.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4 N/A 1000.00 176.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 1000.00 962.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TAK1 2047-06-20 3.5 N/A 1000.00 110.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 37428624.00 24414289.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 2000.00 1569.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 1006.00 112.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 44117299.00 30845060.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 1024.00 113.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 7671984.00 4658710.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 2000.00 2147.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPA63 2056-03-20 6.5 N/A 292595.00 312481.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 416066.00 306542.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M4FK4 2056-01-20 7.5 N/A 1001.00 1038.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7 N/A 1000.00 1064.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 232865.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.5 N/A 2024.00 1410.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU77 2054-04-20 6 N/A 2008.00 1023.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.5 N/A 1000.00 1054.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.5 N/A 1000.00 1061.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ54 2055-03-20 7.5 N/A 4910.00 3667.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617VRTQ7 2051-08-20 4 N/A 1016.00 752.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 1615002.00 1700122.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHV27 2056-03-20 6.5 N/A 3654204.00 3846887.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.5 N/A 1024.00 865.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.5 N/A 1000.00 974.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4 N/A 1000.00 518.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4 N/A 8917959.00 769906.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 10555.00 11435.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.5 N/A 1498184.00 1479557.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1008.00 902.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.5 N/A 8331600.00 6932348.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.5 N/A 3024.00 2090.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.5 N/A 1000.00 594.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 2000.00 958.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7 N/A 1000.00 976.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5 N/A 2001.00 1903.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPA48 2056-03-20 6.5 N/A 810351.00 865382.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 25447928.00 25070723.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 1000.00 414.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 2000.00 1337.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5 N/A 1000.00 941.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FW2 2056-04-20 4 N/A 5856502.00 5717262.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 4 N/A 1000.00 71.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6 N/A 1433563.00 666116.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.5 N/A 2478392.00 2631007.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.5 N/A 396876.00 417794.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180AAD5 2054-09-20 4.5 N/A 41770393.00 37202197.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 61519602.00 43405612.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GVHL7 2054-03-20 5 N/A 1000.00 963.91 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-05 2026-06-05 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0369 400000000.00 400000000.00 0.0021 N N Y N BNP Paribas SA BNP 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FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5 N/A 1000.00 557.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AUC9 2055-09-01 5.5 N/A 1000.00 1002.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTVP8 2055-01-01 4.5 N/A 2015.00 1715.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2000.00 1070.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1001.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.5 N/A 1000.00 1032.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JQW1 2055-11-01 5 N/A 1000.00 987.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.5 N/A 1000.00 812.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.5 N/A 1000.00 861.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1000.00 934.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BN35 2055-09-01 5.5 N/A 1000.00 986.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 726.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JNK1 2055-04-01 5.5 N/A 1000.00 830.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 2000.00 1942.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.5 N/A 1039.00 771.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.5 N/A 1000.00 614.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 1028.00 740.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 2000.00 2067.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AYG6 2055-09-01 6.5 N/A 1001.00 888.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JJY6 2055-04-01 5.5 N/A 1000.00 837.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 2000.00 1510.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XF5S3 2035-09-01 4.4 N/A 1001.00 978.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6 N/A 1000.00 594.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 235.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AU39 2055-09-01 6 N/A 1000.00 780.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SBP2 2052-03-01 2 N/A 1002.00 805.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 684.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1VU3 2056-04-01 5 N/A 1000.00 994.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTUS7 2054-08-01 3 N/A 1024.00 792.98 Agency Mortgage-Backed 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CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1001.00 586.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GNF8 2055-03-01 6.5 N/A 1000.00 513.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWVU0 2056-03-01 5.5 N/A 1039.00 1036.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KT39 2055-12-01 5.5 N/A 1000.00 1013.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BCW4 2054-12-01 5 N/A 2000.00 1947.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AX45 2055-01-01 5.5 N/A 1000.00 759.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUXH5 2054-11-01 5.5 N/A 1000.00 871.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1000.00 860.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1000.00 844.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5 N/A 1000.00 809.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5 N/A 1001.00 977.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1039.00 744.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.5 N/A 1000.00 946.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 1000.00 504.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293 N/A 3137H9QG7 2051-03-25 2 N/A 8000000.00 792692.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108 N/A 3137FTBM8 2030-03-25 1.517 N/A 1000.00 905.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGWN5 2051-11-01 2.5 N/A 1000.00 629.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWYS1 2055-12-01 6 N/A 1000.00 1017.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.5 N/A 1024.00 1031.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXRY4 2056-01-01 5.5 N/A 1000.00 983.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.5 N/A 1001.00 965.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5 N/A 1024.00 695.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6 N/A 1024.00 817.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q1XD7 2036-01-01 4.2 N/A 1000.00 968.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6 N/A 1024.00 45.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRE76 2042-05-01 2 N/A 1008.00 746.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NYS85 2032-07-01 4.49 N/A 2017.00 2018.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQST0 2054-09-01 5 N/A 1000.00 971.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3 N/A 1000.00 612.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2047-02-15 2.24267 N/A 36091396.00 723880.24 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 2.28811 N/A 76400829.00 612450.62 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 2.193296 N/A 200002.00 1460.47 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 2.023631 N/A 43734086.00 492475.32 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 10697.38 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1090936.34 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659455.00 589013.50 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1082050.13 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25600000.00 2384297.54 Agency Collateralized Mortgage Obligation FHLMC_5175A N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 379861.74 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2232521.26 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 2599697.19 Agency Collateralized Mortgage Obligation FHLMC_5464C N/A 3137HFVH5 2051-05-25 3.5 N/A 20508137.00 2596386.04 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 46458017.00 27098647.90 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPH5 2055-11-25 4.9121 N/A 1024.00 845.00 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 2051989.30 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP6N8 2051-11-25 5.5 N/A 2852763.00 426584.80 Agency Collateralized Mortgage Obligation FHLMC_K1511 N/A 3137FLYK4 2034-03-25 3.542 N/A 2000.00 1862.24 Agency Collateralized Mortgage Obligation FHMS_K743 N/A 3137H14D5 2028-05-25 0.901237 N/A 1730.00 26.98 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.87342 N/A 42412200.00 43686.10 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 3.02342 N/A 94696183.00 251496.45 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.27342 N/A 118886400.00 521008.24 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 2.76342 N/A 27857143.00 308029.55 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.92342 N/A 99753115.00 21288.63 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.77342 N/A 40416956.00 277518.09 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.77342 N/A 15333333.00 157140.01 Agency Collateralized Mortgage Obligation FNMA_12-74 N/A 3136A66A7 2042-07-25 0 N/A 15987264.00 1651924.13 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 2.32342 N/A 33000000.00 122412.77 Agency Collateralized Mortgage Obligation FNMA_14-47D N/A 3136AKTK9 2054-08-25 4.11365 N/A 1024.00 63.88 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 2.036883 N/A 82366191.00 313610.94 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 2.42342 N/A 69174285.00 790705.93 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.46596 N/A 157677272.00 428571.06 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.37342 N/A 31164258.00 349853.79 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 2.37342 N/A 38000000.00 381905.12 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 2.171127 N/A 167805375.00 939868.41 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.998705 N/A 4371963.00 32203.50 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 2.34342 N/A 6405661.00 240401.80 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 2.169734 N/A 63684502.00 618024.74 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.79066 N/A 32166333.00 314724.22 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.563 N/A 19004000.00 240239.71 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 57692.11 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184890.00 454383.36 Agency Collateralized Mortgage Obligation FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.22 N/A 9500000.00 179726.90 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.23701 N/A 10436192.00 203410.55 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 4600000.00 496044.91 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 139675.81 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 398887.73 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.529 N/A 23373706.00 339897.47 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7948724.00 3851751.36 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.4879 N/A 100037.00 5990.61 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.4879 N/A 100224.00 5893.02 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812468.00 58193.95 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 201.09 Agency Collateralized Mortgage Obligation FNMA_24-77 N/A 3136BTQK2 2053-10-25 4.9121 N/A 9628361.00 6175833.68 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 14095861.41 Agency Collateralized Mortgage Obligation FNMA_25-5C N/A 3136BUJ27 2055-02-25 2.1379 N/A 12762968.00 576172.92 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 966071.46 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 9764976.00 1193164.23 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1020.00 976.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 699984.00 79240.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 30661312.00 2887711.65 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 8831.19 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2599846.00 196684.81 Agency Mortgage-Backed Securities FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHL N/A 3137FMTT9 2034-04-25 3.059 N/A 1000.00 897.02 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.26046 N/A 50000000.00 134621.17 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0.695 N/A 114751391.00 60006.37 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.81046 N/A 88104086.00 706250.52 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.86046 N/A 35501323.00 580564.10 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.88288 N/A 57000000.00 387396.65 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 96542.55 Agency Collateralized Mortgage Obligation GNMA_16-112 N/A 38379YUX4 2045-03-20 1.12567 N/A 58587456.00 85843.90 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 2.33288 N/A 7000000.00 177168.69 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.20949 N/A 2029945.00 7247.61 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 1.11612 N/A 7534085.00 46282.71 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7T5 2046-02-20 4.16381 N/A 3413.00 568.21 Agency Collateralized Mortgage Obligation GNMA_19-159J N/A 38382BJH7 2046-03-20 0.98225 N/A 56803643.00 471869.08 Agency Collateralized Mortgage Obligation GNMA_19-48B N/A 38381R6V6 2043-02-20 1.02846 N/A 65399862.00 388432.03 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 155137.67 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 1.07431 N/A 100044.00 547.30 Agency Collateralized Mortgage Obligation GNMA_20-5K N/A 38382CHK0 2048-02-20 1.14113 N/A 12383239.00 36176.01 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.38288 N/A 100041.00 3373.02 Agency Collateralized Mortgage Obligation GNMA_21-107Q N/A 38382UDH1 2051-06-20 1.75 N/A 2250.00 872.14 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.58288 N/A 16143616.00 1326491.73 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77680525.00 458868.37 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 797410.09 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.58288 N/A 9108640.00 706882.00 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 162000.00 23.54 Agency Collateralized Mortgage Obligation GNMA_21-86H N/A 38382QNX4 2051-05-20 5.5 N/A 1000.00 572.67 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.73849 N/A 300431.00 161478.49 Agency Collateralized Mortgage Obligation GNMA_22-124C N/A 38383T3H4 2052-07-20 0.37487 N/A 6317184.00 77326.50 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.57513 N/A 52007.00 37497.55 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US43 2052-10-20 4.72513 N/A 1000.00 697.17 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.43288 N/A 4587781.00 355580.76 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.26046 N/A 687049.00 30486.54 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 2.64487 N/A 32384320.00 1211825.38 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTC3 2053-08-20 4.73513 N/A 1024.00 388.52 Agency Collateralized Mortgage Obligation GNMA_23-123A N/A 38384CQZ5 2053-08-20 4.62513 N/A 1024.00 513.19 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EPK5 2053-09-20 5.02513 N/A 1024.00 271.37 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 47642.37 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.47487 N/A 14694534.00 765676.85 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 5.52513 N/A 1728892.00 465957.63 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.87513 N/A 1649201.00 620442.30 Agency Collateralized Mortgage Obligation GNMA_23-3C N/A 38383VMJ4 2053-01-20 4.53513 N/A 1000.00 626.50 Agency Collateralized Mortgage Obligation GNMA_23-56B N/A 38383X2R4 2053-04-20 1.87487 N/A 100000000.00 3482315.78 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.62513 N/A 512042.00 337894.94 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 4.62513 N/A 1008.00 480.08 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.08473 N/A 15464067.00 1273567.93 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.53696 N/A 26399972.00 514367.73 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.47333 N/A 17900000.00 622773.00 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3A4 2054-07-20 4.87513 N/A 1024.00 462.47 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3129449.35 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YRH6 2054-10-20 4.64513 N/A 1024.00 777.90 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.62513 N/A 836726.00 630174.11 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.72513 N/A 762026.00 422162.64 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 4728722.00 31.00 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.22513 N/A 6256.00 3432.41 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 3892.56 Agency Collateralized Mortgage Obligation GNMA_24-26H N/A 38384J6N9 2054-02-20 5.75 N/A 1024.00 803.43 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 365504.20 Agency Collateralized Mortgage Obligation GNMA_24-64V N/A 38384MQF7 2054-04-20 0.2 N/A 49527687.00 210080.84 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 4.75513 N/A 1165252.00 672770.86 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1066137.75 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.82513 N/A 2253552.00 911113.14 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.80797 N/A 7116241.00 474297.44 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.87487 N/A 99038860.00 1054135.84 Agency Collateralized Mortgage Obligation GNMA_25-116B N/A 38381PYQ0 2055-07-20 4.77513 N/A 1000.00 664.13 Agency Collateralized Mortgage Obligation GNMA_25-116L N/A 38381PZY2 2055-07-20 4.67513 N/A 1000.00 763.94 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666667.00 61817.03 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.32487 N/A 58159680.00 2342223.37 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PLZ4 2055-07-20 4.97513 N/A 1008.00 1004.34 Agency Collateralized Mortgage Obligation GNMA_25-131J N/A 38381QPA3 2055-08-20 4.72513 N/A 1000.00 946.02 Agency Collateralized Mortgage Obligation GNMA_25-146A N/A 38381QTW1 2055-08-20 2.32487 N/A 250000000.00 10091902.64 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 60346.27 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 39852.20 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 34836.68 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 135767.89 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 85098.06 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 2.32487 N/A 104260319.00 3776964.89 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 7843.71 Agency Collateralized Mortgage Obligation GNMA_25-164C N/A 38381UMP4 2054-08-20 2.97487 N/A 918795.00 70279.74 Agency Collateralized Mortgage Obligation GNMA_25-203A N/A 38385H4Q7 2055-11-20 5.02513 N/A 1000.00 980.95 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 33795421.00 24479799.88 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KHQ6 2055-12-20 5.12513 N/A 1024.00 903.27 Agency Collateralized Mortgage Obligation GNMA_25-26D N/A 38385CG28 2055-02-20 5.27513 N/A 1008.00 558.47 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.43487 N/A 341802.00 16061.84 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 59243.23 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0.05 N/A 62500000.00 36768.79 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.50487 N/A 10890423.00 429250.01 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.02513 N/A 1043.00 809.91 Agency Collateralized Mortgage Obligation GNMA_26-27G N/A 38385L5K0 2056-02-20 0.77487 N/A 50000000.00 1083034.19 Agency Collateralized Mortgage Obligation GNMA_26-32H N/A 38385MWP7 2056-02-20 4.72513 N/A 1000.00 986.54 Agency Collateralized Mortgage Obligation GNMA_26-38C N/A 38385L4A3 2045-05-20 4.5 N/A 29295918.00 4218072.00 Agency Collateralized Mortgage Obligation GNMA_26-46N N/A 38385PHG7 2056-03-20 5.01513 N/A 1024.00 949.72 Agency Collateralized Mortgage Obligation GNMA_26-47J N/A 38385NQF4 2056-03-20 4.87513 N/A 1000.00 868.72 Agency Collateralized Mortgage Obligation GNMA_26-52B N/A 38385NMP6 2056-03-20 4.62513 N/A 1024.00 986.63 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 40000000.00 90292.65 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAE8 2054-09-20 1.21487 N/A 167033338.00 4507539.32 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAV0 2056-01-20 0.87487 N/A 100000000.00 1858898.02 Agency Collateralized Mortgage Obligation GNMA_26-8E N/A 38385LRM2 2056-01-20 6 N/A 34398000.00 7351233.93 Agency Collateralized Mortgage Obligation GNMA_41-97H N/A 38385BBM1 2054-12-20 4.82513 N/A 1024.00 516.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103601.00 14.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178EDM8 2043-05-15 3 N/A 1000.00 121.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36241LSZ0 2033-12-15 6.5 N/A 5576.00 121.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.5 N/A 1042.00 5.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5 N/A 370369.00 22933.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1000.00 895.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 1040.00 765.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 5851267.00 4131678.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VN3Y5 2066-04-20 6 N/A 3971923.00 4085999.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.5 N/A 1000.00 949.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3 N/A 2000.00 551.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 1024.00 667.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVE1 2056-02-20 6.5 N/A 636812.00 670049.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617N4MU5 2050-04-20 5 N/A 766914.00 473796.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 634167.00 71162.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 6896382.00 4498435.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NHPR8 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549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7 N/A 1000.00 590.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7 N/A 1000.00 297.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 4034574.00 2820813.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 3041.00 337.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.5 N/A 2044042.00 2152254.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4 N/A 1023.00 88.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8WK6 2055-10-20 6.5 N/A 1166684.00 1223849.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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N/A 3265.00 2525.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QH7M6 2036-11-01 5.62 N/A 4021.00 723.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSQM7 2052-12-01 5.5 N/A 1113.00 590.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.5 N/A 1000.00 712.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.862 N/A 46546.00 36543.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVXG5 2053-02-01 5.5 N/A 1000.00 717.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K111 N/A 3137FUZE7 2030-05-25 1.56072 N/A 19289030.00 987695.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.5 N/A 1017.00 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B1V7KEBTPIMZEU4LTD58 3140Q0UK6 2032-10-01 4.165 N/A 1859534.00 1825027.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.77 N/A 505677.00 496846.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7DT8 2054-02-01 7.5 N/A 1000.00 1073.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7E67 2054-03-01 7.5 N/A 1563070.00 1593530.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LEX28 2032-01-01 1.8 N/A 41686800.00 36231623.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NYZQ7 2030-07-01 4.765 N/A 1192.00 1206.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5 N/A 2999.00 1419.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-48 N/A 3136BV6S2 2052-10-25 5 N/A 1000.00 654.76 Agency Collateralized Mortgage Obligation FHLMC_4448 N/A 3137BGZC6 2040-05-15 2.26092 N/A 71377990.00 228942.05 Agency Collateralized Mortgage Obligation FHLMC_4524 N/A 3137BM5V4 2041-05-15 5 N/A 33423191.00 435216.53 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7858894.00 651587.11 Agency Collateralized Mortgage Obligation FHLMC_5397G N/A 3137HCCQ3 2054-04-25 2.3879 N/A 7844146.00 296614.94 Agency Collateralized Mortgage Obligation FHLMC_5468L N/A 3137HHB75 2054-11-25 4.8621 N/A 287828.00 218709.65 Agency Collateralized Mortgage Obligation FHLMC_5480E N/A 3137HHUD1 2054-12-25 4.7621 N/A 2600000.00 1459727.88 Agency Collateralized Mortgage Obligation FHLMC_5481 N/A 3137HHQ95 2054-12-25 4.7621 N/A 2286340.00 1588093.17 Agency Collateralized Mortgage Obligation FHLMC_5508 N/A 3137HJG84 2055-02-25 4.6121 N/A 2799000.00 2193553.82 Agency Collateralized Mortgage Obligation FHLMC_5510F N/A 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N/A 3137H14D5 2028-05-25 0.901237 N/A 47794.00 745.36 Agency Collateralized Mortgage Obligation FNMA_12-74 N/A 3136A66A7 2042-07-25 0 N/A 5749957.00 594128.72 Agency Collateralized Mortgage Obligation FNMA_20-72F N/A 3136BB2H4 2050-10-25 3.5 N/A 6673344.00 283550.47 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 63780864.00 5589503.93 Agency Collateralized Mortgage Obligation FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 42700000.00 1928034.56 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 17807807.00 2065139.12 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 2.015426 N/A 46702939.00 1275460.92 Agency Collateralized Mortgage Obligation FNMA_24-2D N/A 3136BQR68 2053-12-25 6 N/A 4934166.00 861278.61 Agency Collateralized Mortgage Obligation FNMA_24-82F N/A 3136BTEZ2 2054-11-25 4.8621 N/A 11860636.00 8649370.62 Agency Collateralized Mortgage Obligation FNMA_25-16A N/A 3136BU5D8 2055-03-25 4.7621 N/A 2200000.00 1422909.28 Agency Collateralized Mortgage Obligation FNMA_25-18F N/A 3136BVKH0 2054-09-25 4.5121 N/A 51547778.00 33549206.07 Agency Collateralized Mortgage Obligation FNMA_25-46 N/A 3136BV7B8 2055-06-25 1.3879 N/A 157096756.00 2981456.90 Agency Collateralized Mortgage Obligation FNR_23-21 N/A 3136BP2P5 2053-04-25 6 N/A 7158782.00 843506.59 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3132WDYQ1 2046-05-01 3.5 N/A 1000.00 111.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 1073.00 33.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M7V94 2036-01-01 7 N/A 4055.00 128.43 Agency Mortgage-Backed Securities GNMA GNHA RM DR5997 H N/A BYJ47TMZ5 2076-04-20 0 N/A 16229152.00 17685121.51 Agency Mortgage-Backed Securities GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 14021.99 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 1.11612 N/A 66276992.00 407146.81 Agency Collateralized Mortgage Obligation GNMA_20-185G N/A 38382LR94 2050-12-20 2.5 N/A 89061184.00 9340040.86 Agency Collateralized Mortgage Obligation GNMA_21-103L N/A 38382TY65 2051-06-20 3 N/A 4950000.00 381463.94 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WFQ5 2051-06-20 3.5 N/A 17022165.00 1294687.13 Agency Collateralized Mortgage Obligation GNMA_21-156P N/A 38383APP3 2051-09-20 3 N/A 3426000.00 249784.55 Agency Collateralized Mortgage Obligation GNMA_21-162D N/A 38383AB86 2051-09-20 0 N/A 41941037.00 132557.16 Agency Collateralized Mortgage Obligation GNMA_21-177F N/A 38383CKZ2 2051-10-20 3 N/A 4538000.00 400795.25 Agency Collateralized Mortgage Obligation GNMA_21-221 N/A 38383FSB0 2051-12-20 0.17487 N/A 18030000.00 163514.72 Agency Collateralized Mortgage Obligation GNMA_21-226B N/A 38383FAB9 2051-12-20 2.5 N/A 16939677.00 10160353.65 Agency Collateralized Mortgage Obligation GNMA_21-226D N/A 38383FAH6 2051-12-20 2.5 N/A 6325157.00 3896455.68 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 100011.00 7915.95 Agency Collateralized Mortgage Obligation GNMA_21-77F N/A 38382Q2Q2 2051-05-20 3 N/A 60310222.00 30974173.71 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.73849 N/A 3516488.00 1890075.26 Agency Collateralized Mortgage Obligation GNMA_22-124C N/A 38383T3H4 2052-07-20 0.37487 N/A 5674574.00 69460.53 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.57513 N/A 8461458.00 6100793.65 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 4.62513 N/A 32728837.00 19229236.36 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US76 2052-10-20 4.92513 N/A 1844974.00 1291778.32 Agency Collateralized Mortgage Obligation GNMA_22-75B N/A 38383RJX6 2052-04-20 4 N/A 22137764.00 14360798.47 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1236819.00 819743.24 Agency Collateralized Mortgage Obligation GNMA_23-106C N/A 38384BH38 2053-07-20 2.32487 N/A 39064000.00 735045.63 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EPK5 2053-09-20 5.02513 N/A 1612997.00 427450.34 Agency Collateralized Mortgage Obligation GNMA_23-135A N/A 38384EHY4 2053-09-20 12.45777 N/A 8465665.00 3288679.51 Agency Collateralized Mortgage Obligation GNMA_23-165G N/A 38384D6R3 2053-11-20 2.72487 N/A 185523426.00 2962376.03 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 4.92513 N/A 47572255.00 12230342.11 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 4.57513 N/A 11447780.00 8271399.10 Agency Collateralized Mortgage Obligation GNMA_23-21B N/A 38383VV96 2053-02-20 4.50513 N/A 2469097.00 1515831.28 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XSX3 2053-04-20 4.52513 N/A 1080222.00 493413.54 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.62513 N/A 24164571.00 15946125.71 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 4.62513 N/A 49785123.00 23711446.05 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 4.77513 N/A 46100897.00 28869573.57 Agency Collateralized Mortgage Obligation GNMA_23-82D N/A 38384AQ48 2053-06-20 4.57513 N/A 7717200.00 6696115.45 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXX4 2053-07-20 4.62513 N/A 12471428.00 4376206.48 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.08473 N/A 12424304.00 1023223.39 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.73935 N/A 118499131.00 7498729.97 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YRH6 2054-10-20 4.64513 N/A 184393.00 140076.85 Agency Collateralized Mortgage Obligation GNMA_24-160M N/A 38384YRT0 2054-10-20 4.57513 N/A 2026604.00 1573853.74 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.62513 N/A 1564054.00 1177955.90 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.72513 N/A 2284985.00 1265882.40 Agency Collateralized Mortgage Obligation GNMA_24-181P N/A 38384X5F6 2054-11-20 4.72513 N/A 6159204.00 3292744.87 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.92487 N/A 65000010.00 2913331.64 Agency Collateralized Mortgage Obligation GNMA_24-26H N/A 38384J6N9 2054-02-20 5.75 N/A 40075457.00 31443159.65 Agency Collateralized Mortgage Obligation GNMA_24-39F N/A 38384KLB5 2064-03-20 4.80513 N/A 73145677.00 30739070.26 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.77487 N/A 14900000.00 456257.33 Agency Collateralized Mortgage Obligation GNMA_24-43J N/A 38384KNT4 2054-03-20 5.5 N/A 42846400.00 43077503.97 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KSX0 2054-03-20 5.5 N/A 46212089.00 46838298.76 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 28849404.00 28803671.29 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 59057512.00 59591168.78 Agency Collateralized Mortgage Obligation GNMA_24-65D N/A 38384NKE4 2054-04-20 5.75 N/A 2777415.00 2826212.02 Agency Collateralized Mortgage Obligation GNMA_24-66A N/A 38383KUE0 2054-04-20 4.65513 N/A 8591737.00 4414094.89 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 9039914.00 9159781.26 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.82513 N/A 31127372.00 12584824.96 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.80797 N/A 29439387.00 1962135.07 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.87655 N/A 30000000.00 2114081.14 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.90892 N/A 15533045.00 1123278.99 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.91429 N/A 33300000.00 2188406.39 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 1.00397 N/A 11809376.00 886576.30 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3L1 2055-06-20 4.77513 N/A 10245504.00 8817452.18 Agency Collateralized Mortgage Obligation GNMA_25-103D N/A 38385GF46 2055-06-20 5.17513 N/A 26580963.00 17914748.05 Agency Collateralized Mortgage Obligation GNMA_25-118C N/A 38381NB31 2055-07-20 5.17513 N/A 78760611.00 53204958.87 Agency Collateralized Mortgage Obligation GNMA_25-127G N/A 38381PQ55 2055-07-20 4.94513 N/A 3913246.00 3375996.62 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QAJ0 2055-08-20 4.70513 N/A 26443232.00 24094065.67 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UTG7 2055-09-20 4.77513 N/A 83488.00 79747.37 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 108582.00 78651.65 Agency Collateralized Mortgage Obligation GNMA_25-211E N/A 38385KPT1 2055-12-20 4.62513 N/A 11032.00 10927.85 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0 N/A 252899978.00 45605.49 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2S2 2055-04-20 4.94513 N/A 13405297.00 11508469.11 Agency Collateralized Mortgage Obligation GNMA_25-64A N/A 38385EN91 2055-04-20 4.97513 N/A 18998702.00 10404060.88 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCK5 2055-04-20 4.97513 N/A 10706.00 6321.49 Agency Collateralized Mortgage Obligation GNMA_25-6E N/A 38385B5M8 2055-01-20 4.72513 N/A 429093.00 253520.05 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F3V1 2055-05-20 5.37513 N/A 63206858.00 40798338.12 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.02513 N/A 11199944.00 8696983.23 Agency Collateralized Mortgage Obligation GNMA_26-3M N/A 38385LB23 2056-01-20 4.72513 N/A 1001.00 975.80 Agency Collateralized Mortgage Obligation GNMA_26-46N N/A 38385PHG7 2056-03-20 5.01513 N/A 2871.00 2662.73 Agency Collateralized Mortgage Obligation GNMA_26-50K N/A 38385NG81 2056-03-20 4.77513 N/A 50000000.00 45604061.49 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAH1 2056-01-20 4.62513 N/A 177310.00 173285.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.5 N/A 7100096.00 1866385.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176MWC3 2041-06-15 4.75 N/A 4529728.00 141583.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36177PE27 2042-07-15 3.5 N/A 1000.00 128.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178EDM8 2043-05-15 3 N/A 1000.00 121.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620AC3Z5 2039-09-15 5 N/A 1000.00 36.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VQ4A9 2056-05-20 5.5 N/A 1000.00 1017.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5 N/A 1024.00 1015.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 1175300.00 1141001.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 1024.00 729.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MYRP4 2056-03-20 6.5 N/A 1000.00 1052.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 1024.00 241.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7 N/A 1514181.00 1137614.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5 N/A 1000.00 979.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FAU0 2039-08-20 4.5 N/A 1000.00 33.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6 N/A 357786.00 369247.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 1000.00 515.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VS5 2055-09-20 6 N/A 2427920.00 2229595.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GV7A2 2054-05-20 7.5 N/A 976132.00 1045762.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179V4W7 2051-01-20 3 N/A 2205988.00 765162.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.5 N/A 1987800.00 2007822.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KSZX3 2065-04-20 7 N/A 1000.00 85.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTJW9 2056-02-20 6.5 N/A 8001.00 8419.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.5 N/A 1010.00 99.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.5 N/A 1000.00 672.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 1024.00 753.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVH63 2056-02-20 7 N/A 1000.00 1065.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJKX7 2056-05-20 5.5 N/A 720648.00 735837.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 1024.00 667.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YFM1 2053-09-20 6 N/A 1000.00 519.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RZU6 2046-02-20 4 N/A 295990.00 23693.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 1165168.00 787288.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SQV2 2046-11-20 3 N/A 3310912.00 414454.17 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5 N/A 1000.00 759.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 18105.00 11809.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 6763515.00 3013389.11 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1016000000.00 1016000000.00 0.0053 N Y Y N BNP Paribas SA BNP Paribas SA 3.61000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ5B21B2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0 N/A 8901900.00 2039638.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.817968661 N/A 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Bank of America Securities, Inc. 3.63000000 N/A 549300HN4UKV1E2R3U73 BYJ5B2122 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_44-99 N/A 3137BKY95 2042-06-15 3 N/A 11449840.00 217250.26 Agency Collateralized Mortgage Obligation FHLMC_4664 N/A 3137BWRN6 2047-03-15 3 N/A 1243662.00 926928.52 Agency Collateralized Mortgage Obligation FHLMC_4760B N/A 3137FEAK6 2048-02-15 2.44267 N/A 31945088.00 1029210.26 Agency Collateralized Mortgage Obligation FHLMC_5009E N/A 3137FWCG3 2050-06-25 2.42342 N/A 41463168.00 1763904.83 Agency Collateralized Mortgage Obligation FHLMC_5357D N/A 3137HAXZ4 2053-11-25 2.4379 N/A 100000000.00 1913125.22 Agency Collateralized Mortgage Obligation FHLMC_5411E N/A 3137HCRZ7 2054-05-25 2.9379 N/A 100000000.00 2049111.02 Agency Collateralized Mortgage Obligation FHLMC_5425B N/A 3137HCZE5 2054-06-25 2.1879 N/A 78348672.00 2215602.28 Agency Collateralized Mortgage Obligation FHLMC_5439E N/A 3137HF4K8 2054-08-25 3.4879 N/A 75000000.00 2562363.14 Agency Collateralized Mortgage Obligation FHLMC_5473C N/A 3137HHGJ4 2054-11-25 1.0879 N/A 96500000.00 1587821.60 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HLFX5 2055-05-25 0.2879 N/A 185000000.00 805241.39 Agency Collateralized Mortgage Obligation FHLMC_5641B N/A 3137HQKT7 2055-01-25 4.5 N/A 241999.00 170443.40 Agency Collateralized Mortgage Obligation FHLMC_5650L N/A 3137HRJY6 2056-04-25 1.0879 N/A 100000000.00 2096919.32 Agency Collateralized Mortgage Obligation FHLMC_5654B N/A 3137HRUT4 2056-05-25 0 N/A 249999.00 2758.00 Agency Collateralized Mortgage Obligation FHLMC_5670B N/A 3137GC6M0 2056-06-25 1.85 N/A 74335232.00 12837884.53 Agency Collateralized Mortgage Obligation FHLMC_5670D N/A 3137GC6P3 2056-06-25 1.8 N/A 55348000.00 10665227.51 Agency Collateralized Mortgage Obligation FNMA_10-141E N/A 31398SYF4 2040-12-25 1.02342 N/A 39173568.00 64889.18 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation GNMA_25-150H N/A 38381UG22 2055-09-20 3.57487 N/A 85000000.00 8664865.93 Agency Collateralized Mortgage Obligation GNMA_25-170N N/A 38385HP50 2055-06-20 1 N/A 3292616.00 54087.46 Agency Collateralized Mortgage Obligation GNMA_25-193D N/A 38385H6M4 2055-11-20 1.17487 N/A 70000000.00 2164254.45 Agency Collateralized Mortgage Obligation GNMA_25-210C N/A 38385KAG5 2055-12-20 0.42487 N/A 120000000.00 1226230.83 Agency Collateralized Mortgage Obligation GNMA_25-210H N/A 38385KBF6 2055-12-20 4.5 N/A 3959852.00 3087315.07 Agency Collateralized Mortgage Obligation GNMA_25-210L N/A 38385KBS8 2055-12-20 5.5 N/A 12509760.00 2710690.78 Agency Collateralized Mortgage Obligation GNMA_25-22H N/A 38385CT32 2055-02-20 4.89513 N/A 26931300.00 21639750.00 Agency Collateralized Mortgage Obligation GNMA_25-51A N/A 38385DU20 2055-03-20 1.72487 N/A 114794112.00 4562618.73 Agency Collateralized Mortgage Obligation GNMA_26-32R N/A 38385MXL5 2055-08-20 1 N/A 2704728.00 56930.21 Agency Collateralized Mortgage Obligation GNMA_26-32U N/A 38385MXR2 2056-02-20 0.82487 N/A 100000000.00 1804050.30 Agency Collateralized Mortgage Obligation GNMA_26-84D N/A 38385R2L8 2056-05-20 1.8 N/A 57664896.00 2187114.17 Agency Collateralized Mortgage Obligation GNMA_26-84E N/A 38385R2Q7 2056-05-20 0.37333333 N/A 150000000.00 2640199.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376UEY1 2039-12-20 2.68288 N/A 7062864.00 46725.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376UEL9 2038-03-20 2.75288 N/A 33619520.00 71864.32 Agency Collateralized Mortgage Obligation SLST_SL-231 N/A 35564CNK9 2063-10-25 3.84914 N/A 23249088.00 8975494.38 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 185000000.00 185000000.00 0.0010 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.62000000 N/A 549300HN4UKV1E2R3U73 BYJ5B2148 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 TPRN 37 N/A 912803DA8 2037-05-15 0 N/A 1983600.00 1223202.81 U.S. Treasuries (including strips) TINT 08/15/30 N/A 912833XY1 2030-08-15 0 N/A 971826.97 816798.22 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2000000.00 2000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.62000000 N/A 549300HN4UKV1E2R3U73 BYJ5B22Y1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 34222080.00 9047359.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 518231040.00 148390794.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 199510800.00 55008319.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 29363503.00 16446733.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 64290030.00 24357563.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 106813560.00 35239929.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 135171932.00 71306843.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 57169183.00 20504413.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 13726286.00 4503964.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 3072840.00 1242997.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 154896433.00 105255688.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821SB2 2035-05-15 0 N/A 42186000.00 28453402.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GZ0 2044-02-15 0 N/A 573000.00 235125.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 6009041.00 2561756.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 62099620.00 46617066.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 62232330.00 42828040.74 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 600000000.00 600000000.00 0.0031 N Y Y N Bank of Montreal Bank of Montreal 3.61000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJ5B2163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 1046500.00 1020023.04 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 1000000.00 1000000.00 0.0000 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.61000000 N/A L3I9ZG2KFGXZ61BMYR72 BYJ5B2171 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 22035000.00 25507709.91 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 25000000.00 25000000.00 0.0001 N Y Y N Barclays Bank plc Barclays Bank plc 3.70000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_18-45 N/A 3136B2EP3 2048-06-25 2.47342 N/A 55413600.00 749854.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-96 N/A 3136BDWU8 2051-01-25 3 N/A 15000000.00 1372377.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056 N/A 3137F74L6 2050-12-25 2.5 N/A 11099120.00 908568.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BD2G2 2051-02-25 2 N/A 20469696.00 1477193.97 Agency Collateralized Mortgage Obligation FHLMC_4678A N/A 3137BWX58 2046-01-15 4 N/A 15702479.00 184364.71 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841480.00 172188.32 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.84267 N/A 11800000.00 269119.56 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 2.32342 N/A 21189600.00 616447.20 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 2.27342 N/A 13000000.00 529890.44 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 2.27342 N/A 22870000.00 1048327.61 Agency Collateralized Mortgage Obligation FHLMC_4976B N/A 3137FTAM9 2050-05-25 3.5 N/A 9400000.00 668305.89 Agency Collateralized Mortgage Obligation FHLMC_4979A N/A 3137FTYA9 2050-06-25 2.32342 N/A 15000000.00 415146.76 Agency Collateralized Mortgage Obligation FHLMC_4988E N/A 3137FUQK3 2050-07-25 4 N/A 33100000.00 2625557.10 Agency Collateralized Mortgage Obligation FHLMC_4988M N/A 3137FUZ64 2050-07-25 3.5 N/A 17087904.00 1195337.69 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 16000000.00 1356192.88 Agency Collateralized Mortgage Obligation FHLMC_4992E N/A 3137FUH56 2050-07-25 2.5 N/A 38175296.00 2355705.02 Agency Collateralized Mortgage Obligation FHLMC_4993L N/A 3137FU6G4 2050-07-25 2.32342 N/A 22590000.00 1593449.86 Agency Collateralized Mortgage Obligation FHLMC_4996 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1099250.10 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3C4 2043-03-15 2.44267 N/A 18925728.00 526331.01 Agency Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 730998.07 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVHZ8 2050-08-25 2.37342 N/A 8900000.00 768251.05 Agency Collateralized Mortgage Obligation FHLMC_5005A N/A 3137FVCT7 2050-08-25 3 N/A 25042176.00 2199568.75 Agency Collateralized Mortgage Obligation FHLMC_5009B N/A 3137FWEG1 2050-07-25 3.5 N/A 19357120.00 2270086.28 Agency Collateralized Mortgage Obligation FHLMC_5010Q N/A 3137FVR46 2050-09-25 2 N/A 25000000.00 1777590.76 Agency Collateralized Mortgage Obligation FHLMC_5018 N/A 3137FXAJ7 2050-10-25 4 N/A 7985728.00 537725.96 Agency Collateralized Mortgage Obligation FHLMC_5021C N/A 3137FWMP2 2050-03-25 2 N/A 23155000.00 1552110.77 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 614929.73 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 802854.87 Agency Collateralized Mortgage Obligation FHLMC_5039H N/A 3137F63T2 2050-11-25 2 N/A 27125000.00 1965134.25 Agency Collateralized Mortgage Obligation FHLMC_5045B N/A 3137F6RR0 2050-11-25 2.6379 N/A 8909088.00 634548.99 Agency Collateralized Mortgage Obligation FHLMC_5051L N/A 3137F83L5 2048-11-15 0.60715 N/A 174000000.00 1714810.04 Agency Collateralized Mortgage Obligation FHLMC_5053G N/A 3137F7CD5 2050-12-25 3 N/A 11644736.00 1257515.90 Agency Collateralized Mortgage Obligation FHLMC_5053H N/A 3137F7CA1 2050-12-25 2.5 N/A 6250000.00 529730.58 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333312.00 615195.43 Agency Collateralized Mortgage Obligation FHLMC_5056C N/A 3137F74P7 2050-12-25 2.6879 N/A 21000000.00 1756037.97 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140384.00 831866.18 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 9500000.00 1103594.77 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 12302656.00 1281672.99 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 2.6879 N/A 17850000.00 1726197.65 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222176.00 2220291.16 Agency Collateralized Mortgage Obligation FHLMC_5068G N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1390015.26 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 15000000.00 1623075.19 Agency Collateralized Mortgage Obligation FHLMC_5070H N/A 3137F9WG2 2051-02-25 0.6679 N/A 173679360.00 1702325.65 Agency Collateralized Mortgage Obligation FHLMC_5071W N/A 3137F9R60 2051-02-25 2.5 N/A 12076624.00 834395.29 Agency Collateralized Mortgage Obligation FHLMC_5072G N/A 3137F9B75 2051-01-25 3 N/A 35859000.00 3367908.15 Agency Collateralized Mortgage Obligation FHLMC_5077 N/A 3137F9A68 2051-02-25 3.5 N/A 47796080.00 3656035.98 Agency Collateralized Mortgage Obligation FHLMC_5080B N/A 3137FXV62 2050-04-25 3.5 N/A 7254712.00 773014.29 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244240.00 1094072.12 Agency Collateralized Mortgage Obligation FHLMC_5080L N/A 3137FXUX4 2048-11-25 4 N/A 15300000.00 1799096.87 Agency Collateralized Mortgage Obligation FHLMC_5080M N/A 3137FXVE5 2049-08-25 4 N/A 61584192.00 4728441.83 Agency Collateralized Mortgage Obligation FHLMC_5087A N/A 3137FFME4 2051-03-25 3 N/A 14000000.00 1398690.18 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 14000000.00 1458832.44 Agency Collateralized Mortgage Obligation FHLMC_5093G N/A 3137FYHH2 2050-05-25 4 N/A 57947008.00 4197579.62 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764400.00 1680406.33 Agency Collateralized Mortgage Obligation FHLMC_5115S N/A 3137H0ZX9 2051-06-25 4 N/A 14000000.00 1126501.08 Agency Collateralized Mortgage Obligation FHLMC_5131E N/A 3137H1TY2 2051-08-25 3 N/A 64529152.00 6541190.81 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1007143.42 Agency Collateralized Mortgage Obligation FHLMC_5179C N/A 3137H5DD6 2051-12-25 3 N/A 29457312.00 1755040.08 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZD5 2051-03-25 2.5 N/A 6437408.00 576542.97 Agency Collateralized Mortgage Obligation FHLMC_5236A N/A 3137H8C41 2052-07-25 0.1879 N/A 40000000.00 439252.28 Agency Collateralized Mortgage Obligation FHLMC_5249B N/A 3137H8LT6 2052-08-25 2.3379 N/A 50085952.00 2945696.80 Agency Collateralized Mortgage Obligation FHLMC_5257B N/A 3137H8WA5 2052-09-25 1.6879 N/A 60739852.00 3128787.05 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 1.1379 N/A 170645504.00 3955242.25 Agency Collateralized Mortgage Obligation FHLMC_5320A N/A 3137HABJ4 2053-07-25 2.0879 N/A 47000000.00 1543118.86 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 3.4379 N/A 50000000.00 1532769.75 Agency Collateralized Mortgage Obligation FHLMC_5363C N/A 3137HB5G5 2053-12-25 3.2379 N/A 18495712.00 553758.90 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 3.3879 N/A 50000000.00 1194378.71 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 2.5879 N/A 141356288.00 3130470.04 Agency Collateralized Mortgage Obligation FHLMC_5391E N/A 3137HBV27 2054-03-25 2.8879 N/A 100000000.00 1716468.00 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 2.9379 N/A 100000000.00 1712383.41 Agency Collateralized Mortgage Obligation FHLMC_5400B N/A 3137HC3R1 2054-04-25 2.6379 N/A 62000000.00 1743328.53 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 2.2879 N/A 73405076.00 1718787.43 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 1.4879 N/A 60000000.00 1361189.13 Agency Collateralized Mortgage Obligation FHLMC_5414A N/A 3137HCR20 2054-05-25 6.5 N/A 39919303.00 3376028.06 Agency Collateralized Mortgage Obligation FHLMC_5415A N/A 3137HCQA3 2054-05-25 3.5379 N/A 38559232.00 1548215.91 Agency Collateralized Mortgage Obligation FHLMC_5417D N/A 3137HDG53 2054-06-25 1.5379 N/A 28400000.00 380310.95 Agency Collateralized Mortgage Obligation FHLMC_5420B N/A 3137HDCZ1 2054-06-25 1.4879 N/A 74000000.00 1490422.81 Agency Collateralized Mortgage Obligation FHLMC_5440K N/A 3137HDZE3 2054-07-25 3.4879 N/A 33840900.00 2699674.29 Agency Collateralized Mortgage Obligation FHLMC_5441D N/A 3137HF2Z7 2054-08-25 1.5179 N/A 39134144.00 1195556.20 Agency Collateralized Mortgage Obligation FHLMC_5443A N/A 3137HDXN5 2054-08-25 2.1879 N/A 100000000.00 1727625.85 Agency Collateralized Mortgage Obligation FHLMC_5449C N/A 3137HFJR7 2054-08-25 1.6379 N/A 13538624.00 686949.27 Agency Collateralized Mortgage Obligation FHLMC_5449D N/A 3137HFJP1 2054-08-25 1.5379 N/A 6571000.00 222202.63 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 1.6879 N/A 30000000.00 1591893.62 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFYA7 2054-10-25 2.5379 N/A 121343744.00 9497765.80 Agency Collateralized Mortgage Obligation FHLMC_5458F N/A 3137HFYB5 2054-10-25 2.3879 N/A 9506608.00 544366.16 Agency Collateralized Mortgage Obligation FHLMC_5460E N/A 3137HFUF0 2054-10-25 2.3879 N/A 5405656.00 429715.69 Agency Collateralized Mortgage Obligation FHLMC_5464B N/A 3137HFVP7 2054-10-25 2.4179 N/A 74631168.00 2910601.25 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCY5 2054-11-25 1.6879 N/A 77784860.00 1741128.54 Agency Collateralized Mortgage Obligation FHLMC_5471L N/A 3137HHHN4 2054-11-25 1.4879 N/A 160000000.00 2211049.29 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.9379 N/A 118341120.00 1512080.71 Agency Collateralized Mortgage Obligation FHLMC_5476A N/A 3137HHFE6 2054-11-25 1.7879 N/A 49973840.00 2057939.17 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTB7 2054-02-25 1.4379 N/A 200000000.00 2711346.16 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHT92 2054-02-25 1.5379 N/A 20000000.00 289508.84 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTA9 2054-02-25 1.4879 N/A 55500000.00 777892.83 Agency Collateralized Mortgage Obligation FHLMC_5478C N/A 3137HHTD3 2054-04-25 1.4379 N/A 156000000.00 2038111.53 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHQL8 2054-12-25 1.4379 N/A 124787000.00 1860001.51 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRB9 2054-12-25 1.3879 N/A 15000000.00 193125.81 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRC7 2054-12-25 1.4379 N/A 20000000.00 263959.19 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRD5 2054-12-25 1.4879 N/A 22000000.00 285052.60 Agency Collateralized Mortgage Obligation FHLMC_5500A N/A 3137HJC47 2055-02-25 1.4879 N/A 75000000.00 1121186.26 Agency Collateralized Mortgage Obligation FHLMC_5504C N/A 3137HJEF0 2055-02-25 2.2379 N/A 48073146.00 2537561.00 Agency Collateralized Mortgage Obligation FHLMC_5511C N/A 3137HKLD4 2055-03-25 2.2879 N/A 8740976.00 519148.42 Agency Collateralized Mortgage Obligation FHLMC_5522A N/A 3137HKMC5 2055-03-25 2.3379 N/A 202044975.00 6068765.81 Agency Collateralized Mortgage Obligation FHLMC_5532 N/A 3137HKPR9 2055-04-25 0.6879 N/A 500000000.00 4881787.02 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HLFU1 2055-05-25 1.6379 N/A 204158667.00 6133767.92 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HL5Q1 2054-05-25 1.6879 N/A 20000000.00 524608.61 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLCC4 2055-05-25 1.2879 N/A 54700000.00 879634.35 Agency Collateralized Mortgage Obligation FHLMC_5551B N/A 3137HLUF7 2055-06-25 1.4879 N/A 150000000.00 3177713.93 Agency Collateralized Mortgage Obligation FHLMC_5558A N/A 3137HM4H0 2055-07-25 0 N/A 7219925.00 4625109.56 Agency Collateralized Mortgage Obligation FHLMC_5564A N/A 3137HMDZ0 2055-08-25 2.1879 N/A 136000000.00 8895929.00 Agency Collateralized Mortgage Obligation FHLMC_5582E N/A 3137HNKV9 2054-06-25 5.5 N/A 12204270.00 2290928.86 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAW8 2055-10-25 2.4379 N/A 140000000.00 6014144.03 Agency Collateralized Mortgage Obligation FHLMC_5594 N/A 3137HNP93 2053-11-25 3.4879 N/A 61553280.00 5526107.64 Agency Collateralized Mortgage Obligation FHLMC_5618B N/A 3137HPFQ1 2055-12-25 5.5 N/A 10459090.00 2018051.95 Agency Collateralized Mortgage Obligation FHLMC_5628B N/A 3137HQ6T3 2056-02-25 2.0379 N/A 55750500.00 3643229.78 Agency Collateralized Mortgage Obligation FHLMC_5639G N/A 3137HQRW3 2056-03-25 3.1879 N/A 13900000.00 1380577.95 Agency Collateralized Mortgage Obligation FHLMC_5647C N/A 3137HQX97 2056-04-25 1.4379 N/A 95327840.00 3120923.05 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 2.009777 N/A 99774000.00 2886178.47 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 2648847.12 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 2.4379 N/A 75000000.00 2243035.09 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 2.1879 N/A 115500000.00 1766659.49 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.52342 N/A 117234000.00 960204.87 Agency Collateralized Mortgage Obligation FNMA_16-11 N/A 3136ARQV3 2046-03-25 2.42342 N/A 75000000.00 697788.39 Agency Collateralized Mortgage Obligation FNMA_16-44A N/A 3136AS2W5 2046-07-25 2.27342 N/A 45937000.00 976612.79 Agency Collateralized Mortgage Obligation FNMA_16-55 N/A 3136ATHT4 2046-08-25 2.27342 N/A 44784999.00 1377816.16 Agency Collateralized Mortgage Obligation FNMA_17-111A N/A 3136B0KK1 2048-01-25 5 N/A 12512864.00 667283.38 Agency Collateralized Mortgage Obligation FNMA_17-66A N/A 3136AYCL5 2047-09-25 4.5 N/A 68383488.00 1943440.04 Agency Collateralized Mortgage Obligation FNMA_19-15C N/A 3136B36U9 2049-04-25 2.27342 N/A 22000000.00 518362.50 Agency Collateralized Mortgage Obligation FNMA_19-59J N/A 3136B6MJ9 2049-10-25 2.27342 N/A 31112500.00 1204204.54 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 2.27342 N/A 12825500.00 583784.38 Agency Collateralized Mortgage Obligation FNMA_20-2E N/A 3136B8JL4 2059-07-25 2.32342 N/A 15000000.00 514607.13 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915200.00 1254535.36 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 2933748.20 Agency Collateralized Mortgage Obligation FNMA_20-36N N/A 3136B94J3 2050-06-25 3 N/A 8333328.00 743845.97 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BADA9 2050-06-25 1.05 N/A 40019456.00 578288.35 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769856.00 501403.34 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BAGT5 2050-04-25 3 N/A 15277695.00 1550439.59 Agency Collateralized Mortgage Obligation FNMA_20-5E N/A 3136B8PW3 2050-02-25 2.27342 N/A 23179427.00 1139907.75 Agency Collateralized Mortgage Obligation FNMA_20-60B N/A 3136BBVB5 2050-09-25 3.5 N/A 23000000.00 1853330.93 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532224.00 1445757.19 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCHS2 2050-11-25 4 N/A 50000000.00 3636831.95 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 3574691.99 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 25433500.00 2205242.30 Agency Collateralized Mortgage Obligation FNMA_20-89G N/A 3136BCL40 2050-12-25 3 N/A 17000000.00 1746856.38 Agency Collateralized Mortgage Obligation FNMA_20-92 N/A 3136BCK33 2050-02-25 2.5 N/A 25344200.00 1979284.78 Agency Collateralized Mortgage Obligation FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1725367.20 Agency Collateralized Mortgage Obligation FNMA_21-53E N/A 3136BGNK3 2050-11-25 3 N/A 37923136.00 3784994.46 Agency Collateralized Mortgage Obligation FNMA_21-56 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3136BQFV6 2052-07-25 2 N/A 55467000.00 5760755.12 Agency Collateralized Mortgage Obligation FNMA_23-58F N/A 3136BQXW4 2053-12-25 3.3879 N/A 48409043.00 917296.66 Agency Collateralized Mortgage Obligation FNMA_24-15 N/A 3136BRMF1 2054-04-25 2.0879 N/A 60000000.00 1438322.71 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 2.8379 N/A 109913370.00 1906644.61 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 2.1379 N/A 73500000.00 2102085.10 Agency Collateralized Mortgage Obligation FNMA_24-57A N/A 3136BSTF2 2054-08-25 2.1379 N/A 115000000.00 2344350.31 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 1.5879 N/A 9503184.00 459844.75 Agency Collateralized Mortgage Obligation FNMA_24-60E N/A 3136BSR72 2054-09-25 2.2879 N/A 75990912.00 5206582.30 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSQW8 2054-09-25 1.7179 N/A 125000000.00 2809977.76 Agency Collateralized Mortgage Obligation 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Mortgage Obligation FNMA_24-90A N/A 3136BTXC2 2054-12-25 1.3879 N/A 73000000.00 949044.30 Agency Collateralized Mortgage Obligation FNMA_24-95J N/A 3136BTT86 2054-12-25 2.2379 N/A 42744832.00 1902327.78 Agency Collateralized Mortgage Obligation FNMA_25-111E N/A 3136BYMH2 2056-01-25 1.8879 N/A 31393120.00 2067309.47 Agency Collateralized Mortgage Obligation FNMA_25-112C N/A 3136BYPV8 2056-01-25 2.0379 N/A 120000000.00 6717213.54 Agency Collateralized Mortgage Obligation FNMA_25-12A N/A 3136BVFE3 2055-03-25 1.4879 N/A 205319936.00 7744856.26 Agency Collateralized Mortgage Obligation FNMA_25-14C N/A 3136BVFS2 2055-03-25 2.2879 N/A 17363712.00 757320.33 Agency Collateralized Mortgage Obligation FNMA_25-15C N/A 3136BVPJ1 2055-04-25 1.6379 N/A 89455488.00 4757888.65 Agency Collateralized Mortgage Obligation FNMA_25-18D N/A 3136BVAK4 2055-03-25 2.2379 N/A 37982080.00 1783467.05 Agency Collateralized Mortgage Obligation FNMA_25-33C N/A 3136BVVF2 2054-08-25 1.2879 N/A 24200000.00 407536.77 Agency Collateralized Mortgage Obligation FNMA_25-33D N/A 3136BVWC8 2055-04-25 2.1879 N/A 83012224.00 5798835.04 Agency Collateralized Mortgage Obligation FNMA_25-35A N/A 3136BVF29 2055-05-25 1.6379 N/A 241325752.00 7570865.86 Agency Collateralized Mortgage Obligation FNMA_25-41B N/A 3136BV5E4 2055-06-25 1.3879 N/A 178080013.00 3441847.28 Agency Collateralized Mortgage Obligation FNMA_25-5D N/A 3136BUJ84 2055-02-25 1.5379 N/A 80550000.00 2731067.09 Agency Collateralized Mortgage Obligation FNMA_25-64B N/A 3136BWZ58 2055-08-25 1.4879 N/A 102844032.00 2206597.25 Agency Collateralized Mortgage Obligation FNMA_25-78C N/A 3136BW7L4 2055-09-25 2.2379 N/A 33944799.00 2070090.45 Agency Collateralized Mortgage Obligation FNMA_25-86A N/A 3136BXPF5 2055-10-25 1.6879 N/A 300400.00 13114.01 Agency Collateralized Mortgage Obligation FNMA_25-87C N/A 3136BXWJ9 2055-10-25 1.0579 N/A 80119680.00 2002087.27 Agency Collateralized Mortgage Obligation FNMA_25-88A N/A 3136BXZV9 2055-09-25 3.4879 N/A 54702144.00 5474108.30 Agency Collateralized Mortgage Obligation FNMA_25-96 N/A 3136BXT38 2055-11-25 1.7879 N/A 75000000.00 3540586.47 Agency Collateralized Mortgage Obligation FNMA_26-21E N/A 3136G5FF2 2055-07-25 1.3879 N/A 116928512.00 3101388.45 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XMW8 2051-02-25 2 N/A 15000000.00 1521931.96 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.802526 N/A 2268000.00 41136.39 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 4334904.00 2708517.38 Agency Collateralized Mortgage Obligation FREMF_17-K69 N/A 30305KAU8 2049-10-25 0.1 N/A 293355520.00 261180.38 Agency Collateralized Mortgage Obligation FREMF_17-KW02 N/A 30301RAJ2 2026-12-25 0.1 N/A 451739641.00 79995.03 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAQ3 2033-11-25 0.1 N/A 703865000.00 2998892.15 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207232.00 418204.21 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAC6 2053-11-25 0.1 N/A 262295552.00 1025517.38 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAA0 2053-11-25 0.1 N/A 1146002000.00 3880946.32 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAC5 2035-10-25 0.1 N/A 62265344.00 415731.82 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAA9 2035-10-25 0.1 N/A 767927000.00 4599256.75 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAN0 2031-06-25 0.1 N/A 984577000.00 3808291.33 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAQ2 2054-04-25 0.1 N/A 250314752.00 1152393.55 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159488.00 453125.36 Agency Collateralized Mortgage Obligation FRESB_22-S104 N/A 30329QAE3 2042-09-25 0.11802 N/A 396528640.00 3595928.45 Agency Collateralized Mortgage Obligation FRESB_23-S111 N/A 30334CAE7 2043-09-25 0.56371 N/A 214000000.00 4034648.42 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64802 N/A 88200000.00 116777.07 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.63377 N/A 61750000.00 162790.31 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.26102 N/A 65000000.00 255833.06 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.14404 N/A 115998720.00 57470.40 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30724868.00 78067.34 Agency Collateralized Mortgage Obligation GNMA_13-82 N/A 38378TEW6 2043-05-20 3.5 N/A 8351856.00 170953.67 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33177 N/A 217675000.00 274902.87 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.69185 N/A 40850000.00 193568.80 Agency Collateralized Mortgage Obligation GNMA_14-130 N/A 38378XQP9 2054-08-16 0.40891 N/A 72603261.00 161895.72 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.24906 N/A 159446783.00 224574.23 Agency Collateralized Mortgage Obligation GNMA_15-107 N/A 38379KYN2 2057-03-16 0.46268 N/A 64102656.00 184921.66 Agency Collateralized Mortgage Obligation GNMA_15-64D N/A 38379PG27 2032-10-16 4.01289 N/A 38289000.00 210297.04 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.49786 N/A 110000000.00 544886.38 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.75874 N/A 103850624.00 270127.02 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.65284 N/A 22499984.00 149645.64 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.50059 N/A 35098752.00 183789.57 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.59914 N/A 50000000.00 317744.53 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.60831 N/A 77251840.00 183050.79 Agency Collateralized Mortgage Obligation GNMA_17-88D N/A 38380FRT5 2047-06-20 2.48288 N/A 22186048.00 444718.10 Agency Collateralized Mortgage Obligation GNMA_18-127 N/A 38380YYA7 2044-10-20 5 N/A 6129737.00 272665.36 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731808.00 556773.79 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410880.00 80130.83 Agency Collateralized Mortgage Obligation GNMA_19-44H N/A 38381TRE7 2049-04-20 2.33288 N/A 45523264.00 1331899.95 Agency Collateralized Mortgage Obligation GNMA_20-029 N/A 38380N4W6 2060-01-16 0.93193 N/A 6100000.00 246341.53 Agency Collateralized Mortgage Obligation GNMA_20-153J N/A 38382KSW4 2050-10-20 0 N/A 71572166.00 237671.93 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 228762.74 Agency Collateralized Mortgage Obligation GNMA_20-17N N/A 38382CM65 2040-04-20 0.39548 N/A 138116608.00 540371.97 Agency Collateralized Mortgage Obligation GNMA_20-181P N/A 38382LXL0 2050-12-20 5 N/A 97454464.00 7279620.32 Agency Collateralized Mortgage Obligation GNMA_20-186B N/A 38382LYJ4 2050-12-20 0 N/A 45000000.00 104488.81 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 154650.42 Agency Collateralized Mortgage Obligation GNMA_20-55A N/A 38382ELW5 2050-04-20 0 N/A 99991552.00 43076.53 Agency Collateralized Mortgage Obligation GNMA_20-6 N/A 38380NP52 2062-03-16 0.5 N/A 100000000.00 284779.89 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.30358 N/A 9200000.00 576219.19 Agency Collateralized Mortgage Obligation GNMA_20-80 N/A 38380PNM2 2062-05-16 0.81826 N/A 93000000.00 2720408.74 Agency Collateralized Mortgage Obligation GNMA_21-122E N/A 38382WAU1 2051-07-20 0 N/A 75820800.00 150120.02 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082768.00 635915.57 Agency Collateralized Mortgage Obligation GNMA_21-146H N/A 38382WH26 2051-08-20 3.5 N/A 12101328.00 1312967.81 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 2.58288 N/A 29141472.00 2684765.64 Agency Collateralized Mortgage Obligation GNMA_21-161 N/A 38383A3M4 2051-09-20 3 N/A 90884992.00 10493842.86 Agency Collateralized Mortgage Obligation GNMA_21-213F N/A 38383FKX0 2051-12-20 0 N/A 334392832.00 974191.04 Agency Collateralized Mortgage Obligation GNMA_21-225B N/A 38383FTV5 2051-12-20 0 N/A 37257280.00 134798.51 Agency Collateralized Mortgage Obligation GNMA_21-225D N/A 38383FUB7 2051-12-20 0 N/A 37583615.00 134634.41 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 2.58288 N/A 48010176.00 2202364.98 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 997716.15 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 1083196.95 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M4C9 2052-08-20 0.32487 N/A 80454528.00 1128800.46 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 6363133.41 Agency Collateralized Mortgage Obligation GNMA_22-159T N/A 38383YNH1 2052-06-20 1.82487 N/A 31039712.00 1781258.35 Agency Collateralized Mortgage Obligation GNMA_22-17 N/A 38381EVR6 2064-06-16 0.80178 N/A 154905000.00 7717820.69 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65764992.00 153330.39 Agency Collateralized Mortgage Obligation GNMA_22-47H N/A 38383MY51 2052-03-20 0 N/A 29654048.00 35203.54 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 52506.63 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980928.00 729174.62 Agency Collateralized Mortgage Obligation GNMA_22-68B N/A 38383PA35 2049-02-20 3.5 N/A 443571.00 20635.33 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 377931.88 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 5007003.00 289767.66 Agency Collateralized Mortgage Obligation GNMA_23-114F N/A 38384EAU9 2051-03-20 2.62487 N/A 25548986.00 2533312.75 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461536.00 505213.59 Agency Collateralized Mortgage Obligation GNMA_23-137C N/A 38384EVL6 2051-08-20 2.62487 N/A 21391488.00 2133083.22 Agency Collateralized Mortgage Obligation GNMA_23-140G N/A 38384ETV7 2049-09-20 4 N/A 9980784.00 1469865.24 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 2.07487 N/A 12979008.00 229570.53 Agency Collateralized Mortgage Obligation GNMA_23-152L N/A 38384DWJ2 2051-04-20 3.22487 N/A 27543456.00 3247649.80 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 2.70487 N/A 200000000.00 2993332.08 Agency Collateralized Mortgage Obligation GNMA_23-164F N/A 38384D5C7 2053-11-20 3.47487 N/A 71250000.00 3677015.10 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 1.77487 N/A 85000000.00 2006855.90 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 2.37487 N/A 150000000.00 1832331.96 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 1.87487 N/A 100000000.00 2093576.74 Agency Collateralized Mortgage Obligation GNMA_23-181A N/A 38384FBM3 2053-11-20 2.59487 N/A 55000000.00 2728579.42 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 2.72487 N/A 100000000.00 2850665.47 Agency Collateralized Mortgage Obligation GNMA_23-185A N/A 38384GTT7 2053-12-20 2.77487 N/A 150000000.00 2140594.04 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 2.07487 N/A 100000000.00 1000586.27 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665008.00 1651144.52 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 2.52487 N/A 50000000.00 1273516.66 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAH1 2053-01-20 3.52487 N/A 55620961.00 2739465.96 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.97487 N/A 100000000.00 1595955.74 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 2.52487 N/A 51071296.00 1429179.04 Agency Collateralized Mortgage Obligation GNMA_23-83K N/A 38384BSJ1 2063-06-20 2.37487 N/A 9112636.00 159803.67 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 2.37487 N/A 71769200.00 1350042.63 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 2.82487 N/A 150000000.00 6160037.39 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 1.62487 N/A 249999872.00 4094795.58 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 3.99999 N/A 6943296.00 878891.25 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4M7 2047-05-20 2.33288 N/A 47190912.00 3710768.68 Agency Collateralized Mortgage Obligation GNMA_24-125J N/A 38384VNW3 2054-08-20 2.42487 N/A 58160768.00 2773787.42 Agency Collateralized Mortgage Obligation GNMA_24-129A N/A 38384U2Q1 2050-07-20 2.57487 N/A 27284000.00 2875413.94 Agency Collateralized Mortgage Obligation GNMA_24-149B N/A 38384WXR1 2054-09-20 1.07487 N/A 50000000.00 1454835.46 Agency Collateralized Mortgage Obligation GNMA_24-151P N/A 38384WFK6 2054-09-20 2.42487 N/A 75000000.00 4249435.53 Agency Collateralized Mortgage Obligation GNMA_24-151R N/A 38384WFR1 2050-12-20 4 N/A 30729344.00 4135386.74 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.77487 N/A 100000000.00 1316637.28 Agency Collateralized Mortgage Obligation GNMA_24-162A N/A 38384YM81 2054-10-20 1.87487 N/A 129491602.00 4175605.03 Agency Collateralized Mortgage Obligation GNMA_24-162H N/A 38384YQ38 2054-10-20 2.42487 N/A 50000000.00 1643805.63 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.82487 N/A 67782528.00 2744882.94 Agency Collateralized Mortgage Obligation GNMA_24-171B N/A 38384XQG1 2054-10-20 1.22487 N/A 100000000.00 1801403.68 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRM1 2054-10-20 1.87487 N/A 17300000.00 632894.56 Agency Collateralized Mortgage Obligation GNMA_24-175B N/A 38384VTN7 2054-10-20 2.39487 N/A 84347776.00 5813996.89 Agency Collateralized Mortgage Obligation GNMA_24-181C N/A 38384X3X9 2054-11-20 0.82487 N/A 50000000.00 580926.12 Agency Collateralized Mortgage Obligation GNMA_24-181N N/A 38384X5E9 2054-11-20 1.77487 N/A 147698905.00 5352371.23 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0.57487 N/A 250000000.00 2010526.11 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZX4 2054-11-20 2.27487 N/A 100000000.00 1787483.27 Agency Collateralized Mortgage Obligation GNMA_24-184T N/A 38384XG31 2054-11-20 0.97487 N/A 70000000.00 1924487.78 Agency Collateralized Mortgage Obligation GNMA_24-203L N/A 38385BWU0 2054-12-20 2.47487 N/A 39182592.00 2540583.18 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 2.92487 N/A 100000000.00 1494426.23 Agency Collateralized Mortgage Obligation GNMA_24-47D N/A 38381LAV4 2064-06-16 0.75 N/A 100000000.00 4902385.99 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTG6 2054-03-20 1.57487 N/A 170000000.00 4586801.00 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWA5 2054-03-20 0.2 N/A 195000000.00 513913.69 Agency Collateralized Mortgage Obligation GNMA_24-58J N/A 38384NFJ9 2054-04-20 1.69487 N/A 11249700.00 247474.81 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 2.27487 N/A 75000000.00 1695831.50 Agency Collateralized Mortgage Obligation GNMA_24-59G N/A 38384MH83 2054-04-20 1.62487 N/A 140848331.00 3372117.18 Agency Collateralized Mortgage Obligation GNMA_24-77B N/A 38384NPL3 2054-05-20 2.17487 N/A 45000000.00 879629.71 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NK61 2054-05-20 1.62487 N/A 93073024.00 2545850.57 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 3.57487 N/A 50000000.00 2097483.27 Agency Collateralized Mortgage Obligation GNMA_24-97B N/A 38384PPU8 2054-03-20 2.17487 N/A 66146366.00 2968335.71 Agency Collateralized Mortgage Obligation GNMA_24-97M N/A 38384PRW2 2054-06-20 1.62487 N/A 250000000.00 6040759.80 Agency Collateralized Mortgage Obligation GNMA_25-100C N/A 38385GS59 2055-05-20 1.52487 N/A 106176411.00 1465771.34 Agency Collateralized Mortgage Obligation GNMA_25-100G N/A 38385GU23 2055-06-20 2.17487 N/A 100056640.00 4430639.20 Agency Collateralized Mortgage Obligation GNMA_25-106 N/A 38381MVQ0 2067-07-16 0.73573 N/A 125000000.00 8283578.06 Agency Collateralized Mortgage Obligation GNMA_25-114F N/A 38381PSN4 2055-07-20 1.54487 N/A 174949120.00 7096695.76 Agency Collateralized Mortgage Obligation GNMA_25-119A N/A 38381NZA9 2055-07-20 0 N/A 783000.00 254329.15 Agency Collateralized Mortgage Obligation GNMA_25-120K N/A 38381N7C6 2051-01-20 4 N/A 20515647.00 3656714.21 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PHK2 2055-07-20 1.52487 N/A 11000000.00 447979.44 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.92487 N/A 1000000.00 52776.93 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRD5 2055-08-20 3.52487 N/A 74667000.00 6805061.93 Agency Collateralized Mortgage Obligation GNMA_25-137C N/A 38381P2Z5 2055-08-20 2.91487 N/A 75000000.00 4440243.85 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381QXE6 2055-08-20 2.27487 N/A 100000000.00 5421766.57 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation GNMA_25-178B N/A 38383BR95 2055-10-20 1.12487 N/A 100000000.00 1302240.01 Agency Collateralized Mortgage Obligation GNMA_25-189D N/A 38385H8B6 2055-11-20 3.57487 N/A 42267500.00 4879937.29 Agency Collateralized Mortgage Obligation GNMA_25-192B N/A 38385JWY5 2055-11-20 1.82487 N/A 105910000.00 6184190.78 Agency Collateralized Mortgage Obligation GNMA_25-194H N/A 38385JUS0 2055-11-20 2.97487 N/A 40792500.00 3863006.84 Agency Collateralized Mortgage Obligation GNMA_25-196K N/A 38385JEQ2 2055-11-20 2.97487 N/A 43030528.00 4404219.98 Agency Collateralized Mortgage Obligation GNMA_25-1N N/A 38385CEZ7 2055-01-20 1.57487 N/A 41396770.00 784402.02 Agency Collateralized Mortgage Obligation GNMA_25-1P N/A 38385CFC7 2055-01-20 2.27487 N/A 191836054.00 9661148.67 Agency Collateralized Mortgage Obligation GNMA_25-211E N/A 38385KPW4 2055-12-20 1.82487 N/A 53360384.00 3058432.86 Agency Collateralized Mortgage Obligation GNMA_25-215C N/A 38385KYY0 2051-08-20 5.5 N/A 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Barclays Capital, Inc. 3.77000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLK_12 N/A 3137F72S3 2030-10-25 2.740645 N/A 4357000.00 450246.34 Agency Collateralized Mortgage Obligation FHLK_74-5 N/A 3137H2NE0 2028-08-25 1.657 N/A 17300000.00 16338786.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.081486 N/A 4474000.00 59409.37 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K532 N/A 3137HHUX7 2029-11-25 4.25 N/A 2000000.00 1998273.11 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104 N/A 3137FREL1 2047-02-25 1.893334 N/A 7599992.00 486860.00 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K109 N/A 3137FYUT1 2031-03-25 3.88917 N/A 375000.00 100635.69 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091 N/A 3137FLN91 2029-03-25 3.505 N/A 3975000.00 3898032.52 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45 N/A 3137HA4L7 2031-01-25 4.66 N/A 7480000.00 7528107.20 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.733849 N/A 1266000.00 152340.43 Agency Collateralized Mortgage Obligation FHMS-K533 N/A 3137HHW23 2029-12-25 4.23 N/A 21750000.00 21680508.75 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.564501 N/A 6549068.00 1172174.39 Agency Collateralized Mortgage Obligation FHMS_K522 N/A 3137HDJJ0 2029-05-25 4.803 N/A 6125000.00 6037040.91 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.481582 N/A 2992000.00 96276.94 Agency Collateralized Mortgage Obligation FHMS_X3FL N/A 3137F5LP2 2027-03-25 3.96658 N/A 6500000.00 204682.74 Agency Collateralized Mortgage Obligation FHSTR_329 N/A 31325VHR8 2044-01-15 4 N/A 24213775.00 167791.05 Agency Collateralized Mortgage Obligation FHSTR_365A N/A 31325XUV0 2049-06-15 3.5 N/A 41000000.00 895788.53 Agency Collateralized Mortgage Obligation FHSTR_365B N/A 31325XVZ0 2034-05-15 2.5 N/A 22599278.00 117959.67 Agency Collateralized Mortgage Obligation FHSTR_389 N/A 31325YQ50 2037-05-15 2 N/A 57234111.00 1778099.03 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YX29 2037-04-15 2 N/A 5041017.00 256703.85 Agency Collateralized Mortgage Obligation FHSTR_401 N/A 3142G47L9 2053-06-25 5 N/A 25000000.00 4446924.17 Agency Collateralized Mortgage Obligation FNMA_26-39G N/A 3136G55G1 2056-06-25 4.71645 N/A 200000000.00 203886210.00 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2H8 2051-07-25 2 N/A 3600000.00 335009.11 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2F2 2050-07-25 2 N/A 1225000.00 115584.12 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2G0 2052-03-25 2 N/A 2975000.00 287705.02 Agency Collateralized Mortgage Obligation FNSTR_435 N/A 31424UAU0 2053-05-25 4.5 N/A 18513275.00 2939895.23 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPR1 2053-05-25 5 N/A 38192470.00 6683080.63 Agency Collateralized Mortgage Obligation FNSTR_444 N/A 31424VC77 2052-09-25 3.5 N/A 19827969.00 3340318.31 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 9.14386 N/A 37640345.00 20228469.02 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SHM8 2056-05-20 4.54319 N/A 173928569.00 176155341.24 Agency Collateralized Mortgage Obligation GNMA_26-82Q N/A 38385SGS6 2065-12-20 4.75 N/A 77587754.00 77039087.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.5 N/A 294746153.00 283035390.65 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-06-01 2026-07-03 2026-07-03 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0377 799000000.00 799000000.00 0.0042 N N N Y Barclays Capital, Inc. Barclays Capital, Inc. 3.62000000 N/A AC28XWWI3WIBK2824319 BYJ5B20V9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_19-M1 N/A 3136B3XY1 2028-09-25 3.56008 N/A 19170000.00 13296153.89 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M2 N/A 3136B3J50 2028-11-25 3.627 N/A 6520000.00 4785704.57 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 4.206 N/A 200000.00 78.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_01-38 N/A 313920QJ2 2031-08-25 4.22658 N/A 6000000.00 581.23 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_02-91 N/A 31392HAK9 2033-01-25 4.27658 N/A 1500000.00 3692.40 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-66 N/A 31394EKS6 2035-07-25 3.97658 N/A 2400000.00 7455.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 3.47342 N/A 125000000.00 175504.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.12658 N/A 4769000.00 87827.06 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.29658 N/A 18691166.00 25120.63 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.12658 N/A 226474.00 20413.23 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.87342 N/A 41575000.00 276299.80 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.83635 N/A 53140421.00 421473.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1058808.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.88565 N/A 3000000.00 615596.06 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_22-M13 N/A 3136BNX43 2032-06-25 2.586 N/A 1450000.00 1310920.83 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-14 N/A 3136BPL41 2049-04-25 2.75 N/A 22181316.00 14108289.31 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-93 N/A 3136BTJ53 2054-12-25 5.1121 N/A 5500000.00 2827774.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-94 N/A 3136BTK44 2054-09-01 5.0321 N/A 1605000.00 1073223.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4960 N/A 3137FRTL5 2049-12-25 3.5 N/A 4300000.00 656527.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 167534.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLV1 2054-12-25 5.1121 N/A 1170377.00 974591.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508 N/A 3137HJGG6 2055-02-25 5.2121 N/A 1155000.00 651924.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLC4 2055-06-25 5.1121 N/A 789000.00 516194.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLF7 2055-06-25 5.1121 N/A 789000.00 527335.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLH3 2055-06-25 5.1121 N/A 1054000.00 696152.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5562 N/A 3137HLYG1 2054-01-25 5 N/A 1500000.00 1421750.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5564 N/A 3137HMDN7 2054-08-25 5 N/A 1000000.00 947849.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4 N/A 3136BP3K5 2032-09-25 3.767 N/A 1300000.00 1252093.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8 N/A 3136BQSN0 2033-04-25 4.476 N/A 7660916.00 7661868.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2 N/A 3136BUXZ8 2055-02-25 5.0621 N/A 2034006.00 1506851.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J N/A 3136BVN46 2055-05-25 5.2121 N/A 1564000.00 1002016.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWKS4 2055-06-25 5.1121 N/A 734000.00 491522.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWLP9 2055-06-25 5.1621 N/A 1320000.00 924877.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2269448.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-13 N/A 3136BYP63 2056-03-25 4.4621 N/A 8000000.00 7344438.51 Agency Collateralized Mortgage Obligation FHLMC_2314 N/A 3133TTPX3 2029-06-15 4.15733 N/A 15000000.00 7367.37 Agency Collateralized Mortgage Obligation FHLMC_2395D N/A 31339LME7 2029-05-15 4.35733 N/A 15000000.00 8669.16 Agency Collateralized Mortgage Obligation FHLMC_2449 N/A 31392KU46 2032-03-15 4.40733 N/A 35000000.00 32520.91 Agency Collateralized Mortgage Obligation FHLMC_2538 N/A 31393G5S9 2032-12-15 4.20733 N/A 57916989.00 73387.14 Agency Collateralized Mortgage Obligation FHLMC_3232 N/A 31397BP39 2036-10-15 4.20733 N/A 750000.00 4772.11 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 2.29267 N/A 200000000.00 149358.78 Agency Collateralized Mortgage Obligation FHLMC_3531 N/A 31398CUX4 2039-05-15 4.45733 N/A 1745000.00 20119.63 Agency Collateralized Mortgage Obligation FHLMC_3702 N/A 3137A1G98 2032-08-15 4.20733 N/A 790000.00 18186.21 Agency Collateralized Mortgage Obligation FHLMC_3714 N/A 3137A0XK6 2040-08-15 4.5 N/A 3137193.00 3939855.12 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.84267 N/A 21863608.00 219425.76 Agency Collateralized Mortgage Obligation FHLMC_3792B N/A 3137A65K4 2040-11-15 4.5 N/A 44435904.00 352411.34 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 1.31974 N/A 6000000.00 959120.12 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.79267 N/A 21899370.00 252918.56 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.84267 N/A 74504333.00 119899.06 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 2.24267 N/A 135757553.00 198615.31 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.71771 N/A 119039665.00 766376.62 Agency Collateralized Mortgage Obligation FHLMC_40 10 N/A 3137AMTR8 2042-01-15 4.5 N/A 22049000.00 76766.00 Agency Collateralized Mortgage Obligation FHLMC_40 19 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 164330.87 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.69267 N/A 62000000.00 212442.68 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.94267 N/A 23218083.00 143378.93 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.74267 N/A 120553652.00 617078.23 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.79267 N/A 88571428.00 681308.21 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 2.34267 N/A 110603899.00 417439.73 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 2.29267 N/A 15661571.00 264574.33 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1007117.40 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 2.24267 N/A 300300000.00 3748421.68 Agency Collateralized Mortgage Obligation FHLMC_4257G N/A 3137B5A45 2028-10-15 4.5 N/A 21404100.00 7.81 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 1555.10 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.24267 N/A 14600000.00 76046.82 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 765572.65 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 2.29267 N/A 52600000.00 809691.75 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.84267 N/A 82000000.00 532905.11 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.84267 N/A 36726000.00 259637.27 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 75694.85 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 192152.88 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 313876.68 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 650033.50 Agency Collateralized Mortgage Obligation FHLMC_4623D N/A 3137BSL27 2046-10-15 2.29267 N/A 20715144.00 394630.23 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 2.24267 N/A 107147046.00 3542705.88 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0.19267 N/A 100864805.00 511122.98 Agency Collateralized Mortgage Obligation FHLMC_4753L N/A 3137FDWB4 2048-02-15 2.44267 N/A 20000000.00 470430.29 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 2.39267 N/A 11000000.00 244226.76 Agency Collateralized Mortgage Obligation FHLMC_4776J N/A 3137F4RA2 2048-04-15 4 N/A 16285709.00 9298514.24 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 2.44267 N/A 25941382.00 347510.78 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.84267 N/A 26168899.00 596827.35 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 127610.07 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 2.34267 N/A 56459014.00 1037908.80 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.32342 N/A 550000.00 16609.85 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 2.32342 N/A 28287714.00 682741.65 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 2.32342 N/A 37957596.00 611174.97 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 2.27342 N/A 40777284.00 1271413.67 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 2.27342 N/A 46553866.00 1847062.67 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1335862.15 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 2.27342 N/A 23332918.00 760077.43 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.32342 N/A 136016008.00 3424779.64 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 875381.54 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 2.32342 N/A 16977500.00 486193.45 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 2.27342 N/A 16666666.00 636427.20 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3061994.76 Agency Collateralized Mortgage Obligation FHLMC_4983D N/A 3137FTWU7 2050-06-25 2.32342 N/A 23147541.00 1663504.05 Agency Collateralized Mortgage Obligation FHLMC_4990G N/A 3137FUYM0 2050-07-25 2.37342 N/A 20581257.00 891245.57 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 2.5379 N/A 25942664.00 1473842.95 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 2.22342 N/A 43898226.00 1000422.05 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 2.37342 N/A 4500000.00 238177.97 Agency Collateralized Mortgage Obligation FHLMC_5060D N/A 3137F86Z1 2050-09-25 3 N/A 19408334.00 1435850.09 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1047231.85 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2024623.22 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1092539.34 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 394546.66 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1406438.01 Agency Collateralized Mortgage Obligation FHLMC_5141 N/A 3137H23F9 2047-11-25 4.5 N/A 16197361.00 1387304.68 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.2379 N/A 17311159.00 940093.52 Agency Collateralized Mortgage Obligation FHLMC_5228J N/A 3137H7VH3 2047-01-25 2.241882 N/A 300000.00 17046.94 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3706285.64 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 891536.11 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 3.4379 N/A 25288459.00 1325642.52 Agency Collateralized Mortgage Obligation FHLMC_5386C N/A 3137HBXV1 2054-03-25 4.8621 N/A 2289000.00 1187241.83 Agency Collateralized Mortgage Obligation FHLMC_5393A N/A 3137HBQG2 2053-12-25 2.1879 N/A 65696903.00 1949844.87 Agency Collateralized Mortgage Obligation FHLMC_5400 N/A 3137HC3H3 2054-04-25 4.3621 N/A 3000000.00 1466244.97 Agency Collateralized Mortgage Obligation FHLMC_5407C N/A 3137HCLJ9 2054-05-25 6 N/A 8543284.00 1285732.55 Agency Collateralized Mortgage Obligation FHLMC_5410H N/A 3137HCUH3 2054-05-25 1.3879 N/A 50000000.00 1037262.45 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 1.4379 N/A 51662435.00 904044.86 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 1.4179 N/A 70000000.00 1433148.39 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF5G6 2054-08-25 3.4179 N/A 98318962.00 4108642.33 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 20573.86 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 20680.51 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 15597.27 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 20573.86 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 36064.51 Agency Collateralized Mortgage Obligation FHLMC_5490E N/A 3137HJ5H6 2055-01-25 3.5379 N/A 75000000.00 4698877.39 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.92471 N/A 132000000.00 2749671.29 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1104973.66 Agency Collateralized Mortgage Obligation FHLMC_5503E N/A 3137HJDB0 2055-02-25 1.5379 N/A 84448197.00 1276644.56 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 582696.20 Agency Collateralized Mortgage Obligation FHLMC_5512B N/A 3137HK4H4 2055-03-25 5 N/A 7980000.00 8066743.40 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 1.5679 N/A 99799291.00 2264671.11 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.4879 N/A 31500000.00 921891.20 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 35166.49 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 1.5379 N/A 40625000.00 1180493.22 Agency Collateralized Mortgage Obligation FHLMC_5565D N/A 3137HMGJ3 2055-08-25 4.7621 N/A 2200000.00 1838755.02 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 2.1879 N/A 200000000.00 10278171.13 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZV5 2045-09-25 4.5 N/A 1870167.00 1660348.71 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.7879 N/A 15000000.00 666380.96 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 1.1879 N/A 61000000.00 1632327.23 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP7G2 2053-11-25 4.5 N/A 8518987.00 7788480.15 Agency Collateralized Mortgage Obligation FHLMC_5606A N/A 3137HPC84 2055-12-25 1.1879 N/A 58962602.00 1512255.92 Agency Collateralized Mortgage Obligation FHLMC_5606C N/A 3137HPCA9 2055-12-25 1.1879 N/A 40426519.00 887821.99 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPBC6 2055-12-25 1.1879 N/A 50000000.00 1308875.15 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.1379 N/A 215250018.00 5460646.69 Agency Collateralized Mortgage Obligation FHLMC_5606F N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 22724.33 Agency Collateralized Mortgage Obligation FHLMC_5606G N/A 3137HPBS1 2055-12-25 4.5 N/A 1969286.00 1872515.11 Agency Collateralized Mortgage Obligation FHLMC_5606H N/A 3137HPE74 2055-12-25 1.1879 N/A 50000000.00 1133195.99 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNG4 2056-01-25 4.5 N/A 42266502.00 40089362.48 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNN9 2056-01-25 4.5 N/A 232476.00 195792.45 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNM1 2055-12-25 4.5 N/A 1305000.00 1238925.51 Agency Collateralized Mortgage Obligation FHLMC_5617E N/A 3137HPNR0 2050-02-25 2.32342 N/A 75167131.00 7394699.76 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.32342 N/A 64502160.00 5628485.14 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.24267 N/A 66465405.00 5700755.47 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HQBZ3 2056-01-25 4.5 N/A 44756802.00 42652612.76 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVJ9 2056-01-25 4.5 N/A 3890198.00 3342535.92 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVH3 2055-07-25 4.5 N/A 13225000.00 12740389.91 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVK6 2056-02-25 4.5 N/A 1468000.00 1225211.88 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV67 2056-02-25 1.4379 N/A 107483620.00 3334722.36 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV42 2056-02-25 4.5621 N/A 6400000.00 5760920.80 Agency Collateralized Mortgage Obligation FHLMC_5632C N/A 3137HQ3A7 2056-02-25 0.05 N/A 36321660.00 69015.31 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQN64 2056-03-25 4.5121 N/A 13357470.00 13127804.09 Agency Collateralized Mortgage Obligation FHLMC_5639E N/A 3137HQNR8 2056-03-25 0.6379 N/A 22000000.00 371418.81 Agency Collateralized Mortgage Obligation FHLMC_5645H N/A 3137HQVY4 2056-04-25 0.4879 N/A 50000000.00 671427.60 Agency Collateralized Mortgage Obligation FHLMC_5649A N/A 3137HRAW9 2056-04-25 1.3379 N/A 300000000.00 7372281.00 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAX7 2056-04-25 0.3879 N/A 50000000.00 542226.49 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAY5 2056-04-25 0.4379 N/A 10000000.00 118097.42 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRN70 2056-05-25 5.5 N/A 35117468.00 28796534.10 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRN62 2056-05-25 5 N/A 1556850.00 1412300.98 Agency Collateralized Mortgage Obligation FHLMC_5659C N/A 3137HRNE5 2046-11-25 5.5 N/A 11339908.00 1517940.53 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCF57 2056-06-25 4.84252 N/A 25000000.00 25602551.44 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCEW9 2056-06-25 0.05 N/A 55618822.00 86907.50 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCGA5 2056-06-25 1.15748 N/A 50000000.00 1246830.44 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCG23 2056-06-25 0.1 N/A 25000000.00 78302.78 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCGB3 2056-06-25 1.20748 N/A 129743822.00 3374528.40 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCET6 2056-06-25 0.05 N/A 55000000.00 85940.56 Agency Collateralized Mortgage Obligation FHLMC_5668B N/A 3137GCG80 2056-06-25 7.8333333 N/A 20000000.00 20957847.41 Agency Collateralized Mortgage Obligation FHLMC_5668C N/A 3137GCG98 2056-06-25 1.15414 N/A 76391050.00 2467983.82 Agency Collateralized Mortgage Obligation FHLMC_5668D N/A 3137GCGD9 2050-07-25 2.22342 N/A 47508633.00 4385666.66 Agency Collateralized Mortgage Obligation FHLMC_5668D N/A 3137GCG31 2050-07-25 3.5 N/A 715830.00 105198.30 Agency Collateralized Mortgage Obligation FHLMC_5668E N/A 3137GCES8 2050-10-25 5.5 N/A 49326059.00 49344446.66 Agency Collateralized Mortgage Obligation FHLMC_5668E N/A 3137GCFR9 2050-10-25 5.5 N/A 3636363.00 542824.55 Agency Collateralized Mortgage Obligation FHLMC_5668E N/A 3137GCFY4 2056-06-25 5.5 N/A 10673941.00 10121295.34 Agency Collateralized Mortgage Obligation FHLMC_5668F N/A 3137GCFE8 2048-03-25 5 N/A 88491775.00 90744854.25 Agency Collateralized Mortgage Obligation FHLMC_5668F N/A 3137GCFC2 2048-03-25 5.5 N/A 8044707.00 1120432.83 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.32342 N/A 45076729.00 1109925.01 Agency Collateralized Mortgage Obligation FHSTR_304 N/A 31325UN36 2042-12-15 4.5 N/A 36411804.00 518198.43 Agency Collateralized Mortgage Obligation FHSTR_326 N/A 3132HT3R5 2044-03-15 4.30733 N/A 1610000.00 183315.62 Agency Collateralized Mortgage Obligation FHSTR_402 N/A 3133Q3CY5 2053-09-25 4.9621 N/A 50000000.00 26873238.77 Agency Collateralized Mortgage Obligation FNMA_01-25A N/A 31359SS92 2031-06-25 4.42658 N/A 1000000.00 2011.59 Agency Collateralized Mortgage Obligation FNMA_02-41 N/A 31392DRQ7 2032-07-25 4.27658 N/A 3800000.00 2121.23 Agency Collateralized Mortgage Obligation FNMA_02-4D N/A 31392BXH4 2032-02-25 4.27658 N/A 3450000.00 1926.93 Agency Collateralized Mortgage Obligation FNMA_02-74 N/A 31392FRJ8 2032-11-25 4.17658 N/A 8400000.00 1353.02 Agency Collateralized Mortgage Obligation FNMA_03-33 N/A 31393BGV1 2033-05-25 4.47658 N/A 1125000.00 4000.73 Agency Collateralized Mortgage Obligation FNMA_03-7 N/A 31392HX40 2033-02-25 4.47658 N/A 14725164.00 23152.24 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 2034-12-25 4.07658 N/A 700000.00 4090.84 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 2.27342 N/A 33422321.00 220540.31 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.27342 N/A 50000000.00 219120.20 Agency Collateralized Mortgage Obligation FNMA_10-142 N/A 31398SKQ5 2040-07-25 4.12658 N/A 125000.00 2707.72 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 2.22342 N/A 107252046.00 429831.41 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 2.27342 N/A 128376008.00 628707.50 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.37342 N/A 36714285.00 177465.14 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 2.42342 N/A 29250000.00 393089.96 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 2.42342 N/A 240214.00 2214.30 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.97342 N/A 45267000.00 574355.14 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.72342 N/A 91164018.00 549098.30 Agency Collateralized Mortgage Obligation FNMA_12-30N N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 20398.45 Agency Collateralized Mortgage Obligation FNMA_12-40G N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 83619.58 Agency Collateralized Mortgage Obligation FNMA_12-58B N/A 3136A6JP0 2042-06-25 4.22658 N/A 30284159.00 1118501.72 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 162433.83 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.22658 N/A 150000.00 13716.93 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 2.34342 N/A 68500000.00 243444.07 Agency Collateralized Mortgage Obligation FNMA_12-83 N/A 3136A7B27 2042-08-25 1.67342 N/A 42404350.00 197881.69 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 2.22342 N/A 123256386.00 1941376.90 Agency Collateralized Mortgage Obligation FNMA_13-115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 538300.00 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.37342 N/A 13066000.00 179051.18 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 79602.63 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 3.02342 N/A 69433333.00 768002.03 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 2.42342 N/A 65450000.00 804892.45 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 2.47342 N/A 32328000.00 190742.58 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.87342 N/A 85000000.00 940515.77 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.92342 N/A 61902119.00 711506.19 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.87342 N/A 160000000.00 1035755.49 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.89342 N/A 59885082.00 575283.44 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 2.52342 N/A 24418550.00 280557.86 Agency Collateralized Mortgage Obligation FNMA_16-106A N/A 3136AUZG9 2047-01-25 2.27342 N/A 26845225.00 549877.76 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 1.23039 N/A 4820101.00 1374505.45 Agency Collateralized Mortgage Obligation FNMA_16-32A N/A 3136ASTL0 2042-11-25 1.23039 N/A 2724659.00 720303.23 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 2.27342 N/A 20000000.00 493133.52 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 2.27342 N/A 38400349.00 1169105.21 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 2.27342 N/A 18582352.00 492966.04 Agency Collateralized Mortgage Obligation FNMA_16-84 N/A 3136AUKP5 2046-11-25 4.22658 N/A 19000000.00 3107358.15 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 2.37342 N/A 141990914.00 2410458.57 Agency Collateralized Mortgage Obligation FNMA_17-66B N/A 3136AYAL7 2047-09-25 4.07658 N/A 3500000.00 998565.86 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.97342 N/A 23967000.00 394237.52 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 2.32342 N/A 14527000.00 471978.14 Agency Collateralized Mortgage Obligation FNMA_19-38H N/A 3136B5ES0 2049-07-25 4.17658 N/A 31967403.00 6899358.38 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 2.32342 N/A 104126044.00 2983335.85 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 2.27342 N/A 22607858.00 428684.50 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 2.32342 N/A 36516371.00 779192.70 Agency Collateralized Mortgage Obligation FNMA_19-67 N/A 3136B64Y6 2049-11-25 4.17658 N/A 2175000.00 675293.14 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 2.27342 N/A 32999250.00 998414.40 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 2.27342 N/A 4500000.00 122490.86 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 2.32342 N/A 33282680.00 970955.42 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 2.32342 N/A 110398000.00 3394934.90 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 2.22342 N/A 11870512.00 441629.42 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1126256.01 Agency Collateralized Mortgage Obligation FNMA_21-25B N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2019844.52 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0.1379 N/A 25000000.00 467916.45 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 6846000.00 4151541.44 Agency Collateralized Mortgage Obligation FNMA_21-95F N/A 3136BKUQ3 2051-08-25 3 N/A 18765500.00 1451010.68 Agency Collateralized Mortgage Obligation FNMA_22-10 N/A 3136BL4A5 2040-05-25 2.25 N/A 250000.00 121492.95 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 5895895.83 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1522733.36 Agency Collateralized Mortgage Obligation FNMA_22-7G N/A 3136BLUE8 2050-07-25 3 N/A 29250000.00 2336237.96 Agency Collateralized Mortgage Obligation FNMA_23-14B N/A 3136BPL33 2053-04-25 5.5 N/A 500000.00 586470.59 Agency Collateralized Mortgage Obligation FNMA_23-28D N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3762633.99 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 2.3379 N/A 74472971.00 1989746.31 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.9379 N/A 74500000.00 2241257.22 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 2.2379 N/A 105302659.00 2864475.11 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 1.5879 N/A 30000000.00 358843.45 Agency Collateralized Mortgage Obligation FNMA_24-74F N/A 3136BS3U7 2054-10-25 4.5121 N/A 6631589.00 5682975.86 Agency Collateralized Mortgage Obligation FNMA_24-7E N/A 3136BQZ51 2054-02-25 6.5 N/A 22071153.00 2196676.34 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 2.27342 N/A 27901889.00 2209841.19 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 2.27342 N/A 69606673.00 5311011.24 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 2.32342 N/A 96587793.00 7258124.73 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCL4 2055-12-25 4.5 N/A 1691000.00 1424675.96 Agency Collateralized Mortgage Obligation FNMA_25-102B N/A 3136BYCR1 2055-12-25 1.1879 N/A 123916130.00 3206879.88 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.8379 N/A 164996762.00 7618132.23 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.8379 N/A 141430551.00 6025157.25 Agency Collateralized Mortgage Obligation FNMA_25-20A N/A 3136BVCY2 2055-03-25 0.8379 N/A 135833334.00 1589497.71 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.500001 N/A 535378.00 84481.77 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 2.27342 N/A 52006853.00 4157943.07 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 2.22342 N/A 50544901.00 3678073.51 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 2.1879 N/A 100000000.00 2447819.79 Agency Collateralized Mortgage Obligation FNMA_25-45A N/A 3136BWEG7 2055-06-25 1.4379 N/A 222035474.00 6694851.20 Agency Collateralized Mortgage Obligation FNMA_25-70C N/A 3136BXKF0 2055-09-25 5.0121 N/A 1400000.00 1258646.10 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 1.4879 N/A 101000000.00 1578166.12 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 1.4879 N/A 77000000.00 1238815.44 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.7779 N/A 50000000.00 1993441.18 Agency Collateralized Mortgage Obligation FNMA_26-22B N/A 3136G5HK9 2056-04-25 1.3879 N/A 210371335.00 5142652.94 Agency Collateralized Mortgage Obligation FNMA_26-22D N/A 3136G5UH1 2056-04-25 1.1379 N/A 119571493.00 2735120.81 Agency Collateralized Mortgage Obligation FNMA_26-30A N/A 3136G5TE0 2056-05-25 0.05 N/A 82500000.00 116139.35 Agency Collateralized Mortgage Obligation FNMA_26-30C N/A 3136G5TK6 2056-05-25 3.1879 N/A 59955733.00 5845561.05 Agency Collateralized Mortgage Obligation FNMA_26-30D N/A 3136G5TU4 2056-05-25 2.5979 N/A 40035288.00 3010797.52 Agency Collateralized Mortgage Obligation FNMA_26-39A N/A 3136G5Y79 2056-06-25 4.75 N/A 3161848.00 2822358.62 Agency Collateralized Mortgage Obligation FNMA_26-39A N/A 3136G5Y61 2037-06-25 4.75 N/A 2157189.00 2200644.37 Agency Collateralized Mortgage Obligation FNMA_26-39A N/A 3136G53Y4 2056-06-25 4.75 N/A 7058824.00 6454902.39 Agency Collateralized Mortgage Obligation FNMA_26-39A N/A 3136G52V1 2056-06-25 1.25117 N/A 123778610.00 3782924.21 Agency Collateralized Mortgage Obligation FNMA_26-39B N/A 3136G54A5 2056-06-25 4.64883 N/A 13275000.00 13470946.12 Agency Collateralized Mortgage Obligation FNMA_26-39C N/A 3136G53B4 2056-06-25 4.40021 N/A 50000000.00 50181245.61 Agency Collateralized Mortgage Obligation FNMA_26-39D N/A 3136G54F4 2056-06-25 4.5 N/A 46843480.00 45115517.71 Agency Collateralized Mortgage Obligation FNMA_26-39E N/A 3136G53K4 2056-04-25 4 N/A 7941039.00 7580747.00 Agency Collateralized Mortgage Obligation FNMA_26-39F N/A 3136G53N8 2049-10-25 3.5 N/A 1791560.00 181667.57 Agency Collateralized Mortgage Obligation FNMA_26-39F N/A 3136G53M0 2049-10-25 2.193 N/A 42724304.00 3275572.70 Agency Collateralized Mortgage Obligation FNMA_26-39G N/A 3136G53V0 2056-06-25 6 N/A 33316155.00 32330652.03 Agency Collateralized Mortgage Obligation FNMA_26-39G N/A 3136G55C0 2056-06-25 5 N/A 100000000.00 98556388.89 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYYX4 2056-02-25 0.05 N/A 54174289.00 43272.47 Agency Collateralized Mortgage Obligation FNMA_98-46 N/A 31359ULD5 2028-05-18 4.26365 N/A 150000000.00 19270.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2266 N/A 3133TQFM4 2030-11-15 4.20733 N/A 17300000.00 63.68 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.74267 N/A 46000000.00 208434.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4631 N/A 3137BSZD8 2046-11-15 4.25733 N/A 10300000.00 1651418.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 86899.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2099444.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H36E7 2051-10-25 3 N/A 11222368.00 1070492.29 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6668571.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5330 N/A 3137HAFW1 2053-08-25 4.6621 N/A 1500000.00 878847.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5480 N/A 3137HHKD2 2053-10-25 5.09516 N/A 3067000.00 1609654.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5539 N/A 3137HL3Y6 2055-05-25 5.1121 N/A 1049000.00 680430.36 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5570 N/A 3137HMM23 2055-05-25 5.0121 N/A 1641000.00 1160655.40 Agency Collateralized Mortgage Obligation GNMA_20-127A N/A 38382HV56 2050-06-20 3.5 N/A 50703921.00 3383962.91 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 195655.19 Agency Collateralized Mortgage Obligation GNMA_21-127 N/A 38381DXY1 2062-11-16 2 N/A 500000.00 312496.97 Agency Collateralized Mortgage Obligation GNMA_21-132 N/A 38381DYY0 2063-04-16 1.75 N/A 1500000.00 860591.52 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FVE0 2051-12-20 3.5 N/A 55000000.00 3876313.04 Agency Collateralized Mortgage Obligation GNMA_22-20B N/A 38383GM65 2052-01-20 3.5 N/A 31377047.00 2062760.00 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 879617.83 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB30 2065-05-16 4 N/A 872325.00 646266.43 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 859813.51 Agency Collateralized Mortgage Obligation GNMA_25-114F N/A 38381PTD5 2055-07-20 1.55487 N/A 122266498.00 4328524.82 Agency Collateralized Mortgage Obligation GNMA_25-114F N/A 38381PTE3 2055-07-20 1.54487 N/A 140050715.00 4920755.02 Agency Collateralized Mortgage Obligation GNMA_25-189D N/A 38385H8B6 2055-11-20 3.57487 N/A 7500000.00 865902.40 Agency Collateralized Mortgage Obligation GNMA_25-196N N/A 38385JFA6 2065-11-20 4.75 N/A 983802.00 827999.41 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MDH0 2067-01-16 5 N/A 328571.00 315971.91 Agency Collateralized Mortgage Obligation GNMA_25-66E N/A 38385EV92 2055-04-20 1.64487 N/A 80000000.00 1973834.43 Agency Collateralized Mortgage Obligation GNMA_26-2B N/A 38385LDG0 2049-03-20 4.5 N/A 5066477.00 4952599.37 Agency Collateralized Mortgage Obligation GNMA_26-47C N/A 38385NNX8 2056-03-20 5.5 N/A 3439892.00 3451982.54 Agency Collateralized Mortgage Obligation GNMA_26-47C N/A 38385NNV2 2056-03-20 5.5 N/A 1341000.00 1177798.73 Agency Collateralized Mortgage Obligation GNMA_26-47G N/A 38385NPX6 2056-03-20 0 N/A 1612372.00 934514.75 Agency Collateralized Mortgage Obligation GNMA_26-61R N/A 38385RZT5 2052-04-20 4.5 N/A 12677587.00 2239323.89 Agency Collateralized Mortgage Obligation GNMA_26-68B N/A 38385RAR6 2056-04-20 4.5 N/A 349879.00 330708.43 Agency Collateralized Mortgage Obligation GNMA_26-68D N/A 38385RBJ3 2056-04-20 0 N/A 1222950.00 876086.51 Agency Collateralized Mortgage Obligation GNMA_26-82A N/A 38385SET6 2056-05-20 1.35986 N/A 500000000.00 18410482.50 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SFL2 2037-06-20 4.5 N/A 25129853.00 25293021.14 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SFA6 2037-05-20 5 N/A 27067746.00 27710574.90 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SFC2 2056-05-20 0 N/A 355000000.00 174305.00 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SP80 2056-05-20 1.2962286 N/A 355000000.00 15158520.32 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SEW9 2052-01-20 4.75 N/A 50000000.00 49289022.22 Agency Collateralized Mortgage Obligation GNMA_26-82B N/A 38385SHQ9 2056-05-20 1.95681 N/A 173928569.00 10564108.64 Agency Collateralized Mortgage Obligation GNMA_26-82C N/A 38385SFS7 2056-05-20 8.825 N/A 27500000.00 29296526.88 Agency Collateralized Mortgage Obligation GNMA_26-82D N/A 38385SFT5 2043-11-20 5 N/A 133661201.00 137092001.86 Agency Collateralized Mortgage Obligation GNMA_26-82E N/A 38385SFX6 2056-05-20 4.74782 N/A 118367891.00 121219013.06 Agency Collateralized Mortgage Obligation GNMA_26-82E N/A 38385SJE4 2056-05-20 1.25218 N/A 118367891.00 4344106.93 Agency Collateralized Mortgage Obligation GNMA_26-82E N/A 38385SQ89 2056-05-20 5 N/A 18367892.00 17163176.66 Agency Collateralized Mortgage Obligation GNMA_26-82G N/A 38385SGD9 2050-12-20 2.58288 N/A 44541162.00 4556815.65 Agency Collateralized Mortgage Obligation GNMA_26-82H N/A 38385SGF4 2050-03-20 2.33288 N/A 120167312.00 10180721.28 Agency Collateralized Mortgage Obligation GNMA_26-82H N/A 38385SGE7 2049-06-20 4 N/A 1750147.00 255577.47 Agency Collateralized Mortgage Obligation GNMA_26-82J N/A 38385SGG2 2049-04-20 1.82288 N/A 51415214.00 3153537.75 Agency Collateralized Mortgage Obligation GNMA_26-82J N/A 38385SGH0 2048-10-20 4 N/A 1198050.00 152224.23 Agency Collateralized Mortgage Obligation GNMA_26-82K N/A 38385SGJ6 2051-07-20 3.5 N/A 123565719.00 18603834.98 Agency Collateralized Mortgage Obligation GNMA_26-82L N/A 38385SGK3 2052-01-20 4 N/A 127565521.00 20188150.83 Agency Collateralized Mortgage Obligation GNMA_26-82M N/A 38385SGL1 2050-07-20 4.5 N/A 67880429.00 12528962.30 Agency Collateralized Mortgage Obligation GNMA_26-82N N/A 38385SGM9 2046-07-20 3.5 N/A 10808228.00 1593708.05 Agency Collateralized Mortgage Obligation GNMA_26-82P N/A 38385SGQ0 2056-05-20 5.5 N/A 2500000.00 2449994.44 Agency Collateralized Mortgage Obligation GNMA_26-82P N/A 38385SGP2 2049-03-20 5.5 N/A 1106998.00 62673.55 Agency Collateralized Mortgage Obligation GNMA_26-82P N/A 38385SGN7 2049-03-20 5 N/A 12176981.00 12129720.79 Agency Collateralized Mortgage Obligation GNMA_26-82Q N/A 38385SGT4 2066-05-20 4.75 N/A 862000.00 807592.67 Agency Collateralized Mortgage Obligation GNMA_26-82Q N/A 38385SGS6 2065-12-20 4.75 N/A 93857939.00 93194217.37 Agency Collateralized Mortgage Obligation GNMA_26-82Q N/A 38385SGR8 2066-05-20 4.34285 N/A 107692307.00 107837768.34 Agency Collateralized Mortgage Obligation GNMA_26-82R N/A 38385SKT9 2056-05-20 1.25715 N/A 89563159.00 4146173.07 Agency Collateralized Mortgage Obligation GNMA_26-82R N/A 38385SJS3 2056-05-20 5 N/A 74267000.00 72728253.77 Agency Collateralized Mortgage Obligation GNMA_26-82R N/A 38385SGZ0 2056-05-20 4.74285 N/A 44563159.00 45636360.74 Agency Collateralized Mortgage Obligation GNMA_26-91A N/A 38381SG43 2065-10-16 0 N/A 87309976.00 222684.76 Agency Collateralized Mortgage Obligation GNMA_26-91A N/A 38381SH75 2065-10-16 0 N/A 87309976.00 78499021.87 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SG50 2056-04-16 4.5 N/A 4100000.00 4042600.00 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SM38 2067-03-16 0 N/A 2566667.00 2526755.32 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SM20 2067-03-16 0 N/A 13384892.00 13125452.64 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SM95 2067-03-16 0 N/A 14465959.00 14403552.86 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SH42 2067-03-16 0 N/A 130193626.00 8017338.41 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SM46 2067-03-16 0 N/A 39535082.00 37679740.14 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SL96 2067-03-16 0 N/A 5641026.00 5497287.02 Agency Collateralized Mortgage Obligation GNMA_26-91B N/A 38381SK89 2058-02-16 0.5 N/A 500000.00 9535.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 140342.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-122 N/A 38381PMX8 2055-03-20 5 N/A 1500000.00 1431688.31 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2000000000.00 2000000000.00 0.0104 N Y Y N Citibank NA Citibank NA 3.78000000 N/A E57ODZWZ7FF32TWEFA76 BYJ1LMJM3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 100.00 96.90 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 N/A 16000.00 21144.35 U.S. Treasuries (including strips) 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 100.00 73.03 U.S. Treasuries (including strips) 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 N/A 12386500.00 8375819.06 U.S. Treasuries (including strips) 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 N/A 1383000.00 856518.77 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 N/A 8100.00 9891.34 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 N/A 9000.00 10686.70 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 N/A 58093600.00 66573100.96 U.S. Treasuries (including strips) 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 N/A 54004900.00 61155408.50 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 N/A 100.00 130.52 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 100.00 96.06 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 400.00 381.70 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 N/A 2300.00 3135.86 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 15600.00 15616.34 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 100.00 86.82 U.S. Treasuries (including strips) 02.500 FGPC G18533 G N/A 3128MMSX2 2029-12-01 2.5 N/A 12000.00 593.43 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 N/A 1000.00 176.45 Agency Mortgage-Backed Securities 03.000 FGPC G08791 G N/A 3128MJ2Z2 2047-12-01 3 N/A 1000.00 141.24 Agency Mortgage-Backed Securities 03.000 FGPC G08886 G N/A 3128MJ6Y1 2049-05-01 3 N/A 1000.00 85.96 Agency Mortgage-Backed Securities 03.000 FGPC G08887 G N/A 3128MJ6Z8 2049-06-01 3 N/A 8000.00 780.35 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G N/A 3128MJVR8 2045-01-01 3.5 N/A 15000.00 1205.82 Agency Mortgage-Backed Securities 03.500 FGPC G08659 G N/A 3128MJWV8 2045-08-01 3.5 N/A 32000.00 2922.17 Agency Mortgage-Backed Securities 03.500 FGPC G15745 G N/A 3128META9 2028-08-01 3.5 N/A 4000.00 7.62 Agency Mortgage-Backed Securities 03.500 FGPC G16396 G N/A 3128MFKH0 2033-02-01 3.5 N/A 6000.00 645.75 Agency Mortgage-Backed Securities 03.500 FGPC J31961 G N/A 31307NFA7 2027-03-01 3.5 N/A 1000.00 5.97 Agency Mortgage-Backed Securities 04.000 FGPC A86314 G N/A 312933AP9 2039-05-01 4 N/A 10000.00 85.06 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G N/A 31292SCG3 2045-02-01 4 N/A 7000.00 294.10 Agency Mortgage-Backed Securities 04.000 FGPC G08669 G N/A 3128MJW71 2045-09-01 4 N/A 2000.00 153.37 Agency Mortgage-Backed Securities 04.000 FGPC G08682 G N/A 3128MJXL9 2045-12-01 4 N/A 4000.00 379.96 Agency Mortgage-Backed Securities 04.000 FGPC G08694 G N/A 3128MJXY1 2046-02-01 4 N/A 1000.00 90.06 Agency Mortgage-Backed Securities 04.000 FGPC G08775 G N/A 3128MJ2H2 2047-08-01 4 N/A 3000.00 310.69 Agency Mortgage-Backed Securities 04.000 FGPC G08872 G N/A 3128MJ6J4 2049-04-01 4 N/A 2000.00 138.51 Agency Mortgage-Backed Securities 04.000 FGPC G14308 G N/A 3128MDAH6 2026-11-01 4 N/A 19000.00 2.65 Agency Mortgage-Backed Securities 04.000 FGPC G14667 G N/A 3128MDMQ3 2027-02-01 4 N/A 109983.00 0.01 Agency Mortgage-Backed Securities 04.000 FGPC G14668 G N/A 3128MDMR1 2026-12-01 4 N/A 145996.00 0.00 Agency Mortgage-Backed Securities 04.000 FGPC G14993 G N/A 3128MDXW8 2027-05-01 4 N/A 14000.00 4.61 Agency Mortgage-Backed Securities 04.000 FGPC G15152 G N/A 3128MD5M1 2026-07-01 4 N/A 329999.00 0.64 Agency Mortgage-Backed Securities 04.500 FGPC G14388 G N/A 3128MDCZ4 2026-07-01 4.5 N/A 1964.00 0.00 Agency Mortgage-Backed Securities 04.500 FGPC G14554 G N/A 3128MDH71 2026-07-01 4.5 N/A 274000.00 0.99 Agency Mortgage-Backed Securities 04.500 FGPC G14615 G N/A 3128MDK44 2026-09-01 4.5 N/A 14000.00 1.76 Agency Mortgage-Backed Securities 04.500 FGPC G14922 G N/A 3128MDVP5 2026-09-01 4.5 N/A 96000.00 0.48 Agency Mortgage-Backed Securities 04.500 FGPC G16357 G N/A 3128MFJA7 2026-09-01 4.5 N/A 24000.00 0.00 Agency Mortgage-Backed Securities 05.000 FGPC G01840 G N/A 3128LXBH2 2035-07-01 5 N/A 105000.00 844.77 Agency Mortgage-Backed Securities 05.500 FGPC C91260 G N/A 3128P7MH3 2029-07-01 5.5 N/A 119000.00 1745.05 Agency Mortgage-Backed Securities 06.500 FGPC C54218 G N/A 31298QVK1 2031-07-01 6.5 N/A 20690.00 0.48 Agency Mortgage-Backed Securities 07.000 FGPC C00512 G N/A 31292GR99 2027-04-01 7 N/A 81000.00 3.16 Agency Mortgage-Backed Securities 07.000 FGPC C00557 G N/A 31292GTN6 2027-10-01 7 N/A 18000.00 2.22 Agency Mortgage-Backed Securities 07.000 FGPC C00581 G N/A 31292GUE4 2028-02-01 7 N/A 21000.00 3.20 Agency Mortgage-Backed Securities 07.000 FGPC C00666 G N/A 31292GW36 2028-10-01 7 N/A 22000.00 7.31 Agency Mortgage-Backed Securities 07.000 FGPC C00698 G N/A 31292GX35 2028-12-01 7 N/A 6000.00 1.13 Agency Mortgage-Backed Securities 07.000 FGPC C00756 G N/A 31292GZV1 2029-04-01 7 N/A 1000.00 0.64 Agency Mortgage-Backed Securities 07.000 FGPC C00895 G N/A 31292G7G5 2029-12-01 7 N/A 5000.00 1.81 Agency Mortgage-Backed Securities 07.000 FGPC C01188 G N/A 31292HJ96 2031-06-01 7 N/A 32000.00 14.09 Agency Mortgage-Backed Securities 07.000 FGPC C12818 G N/A 31292XDX4 2028-07-01 7 N/A 5000.00 4.67 Agency Mortgage-Backed Securities 07.000 FGPC C33000 G N/A 31293YKM7 2029-11-01 7 N/A 40000.00 7.65 Agency Mortgage-Backed Securities 07.000 FGPC C34991 G N/A 31294BRL1 2029-12-01 7 N/A 10000.00 3.28 Agency Mortgage-Backed Securities 07.000 FGPC C37697 G N/A 31294ERS0 2030-04-01 7 N/A 15000.00 1.52 Agency Mortgage-Backed Securities 07.000 FGPC C54269 G N/A 31298QW61 2031-07-01 7 N/A 5000.00 10.48 Agency Mortgage-Backed Securities 07.000 FGPC C67630 G N/A 31287TPP4 2032-06-01 7 N/A 75000.00 70.18 Agency Mortgage-Backed Securities 07.000 FGPC G00606 G N/A 31283GU70 2026-11-01 7 N/A 25000.00 0.05 Agency Mortgage-Backed Securities 07.000 FGPC G00750 G N/A 31283GZP5 2027-07-01 7 N/A 15000.00 1.09 Agency Mortgage-Backed Securities 07.000 FGPC G00762 G N/A 31283GZ34 2027-09-01 7 N/A 15000.00 2.26 Agency Mortgage-Backed Securities 07.000 FGPC G00810 G N/A 31283G3T2 2027-11-01 7 N/A 7096.00 0.87 Agency Mortgage-Backed Securities 07.000 FGPC G01129 G N/A 31283HHE8 2030-06-01 7 N/A 45000.00 14.02 Agency Mortgage-Backed Securities 07.000 FGPC G01148 G N/A 31283HHZ1 2030-11-01 7 N/A 10000.00 1.32 Agency Mortgage-Backed Securities 07.000 FGPC G01309 G N/A 31283HN27 2031-08-01 7 N/A 40000.00 14.95 Agency Mortgage-Backed Securities 07.000 FGPC G01324 G N/A 31283HPH2 2031-10-01 7 N/A 18000.00 11.86 Agency Mortgage-Backed Securities 07.500 FGPC C00555 G N/A 31292GTL0 2027-10-01 7.5 N/A 69000.00 11.90 Agency Mortgage-Backed Securities 07.500 FGPC C00566 G N/A 31292GTX4 2027-12-01 7.5 N/A 15000.00 1.45 Agency Mortgage-Backed Securities 07.500 FGPC C00896 G N/A 31292G7H3 2029-12-01 7.5 N/A 2000.00 0.44 Agency Mortgage-Backed Securities 07.500 FGPC C00910 G N/A 31292HAK0 2030-01-01 7.5 N/A 50000.00 19.95 Agency Mortgage-Backed Securities 07.500 FGPC C32288 G N/A 31293XRH3 2029-10-01 7.5 N/A 6000.00 2.24 Agency Mortgage-Backed Securities 07.500 FGPC G00551 G N/A 31283GTG2 2026-10-01 7.5 N/A 73000.00 0.27 Agency Mortgage-Backed Securities 07.500 FGPC G00608 G N/A 31283GU96 2026-12-01 7.5 N/A 98151.00 4.86 Agency Mortgage-Backed Securities 07.500 FGPC G00921 G N/A 31283HAW5 2028-04-01 7.5 N/A 149000.00 7.96 Agency Mortgage-Backed Securities 07.500 FGPC G04768 G N/A 3128M6TZ1 2037-10-01 7.5 N/A 100000.00 1.59 Agency Mortgage-Backed Securities 08.500 FGPC C01010 G N/A 31292HDP6 2030-06-01 8.5 N/A 60000.00 6.66 Agency Mortgage-Backed Securities 08.500 FGPC G00544 G N/A 31283GS99 2026-10-01 8.5 N/A 5000.00 0.08 Agency Mortgage-Backed Securities 08.500 FGPC G00884 G N/A 31283G6V4 2027-12-01 8.5 N/A 68000.00 4.52 Agency Mortgage-Backed Securities 08.500 FGPC G00936 G N/A 31283HBD6 2027-08-01 8.5 N/A 50000.00 2.01 Agency Mortgage-Backed Securities 08.500 FGPC G00994 G N/A 31283HC78 2028-08-01 8.5 N/A 50420.00 5.85 Agency Mortgage-Backed Securities 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 600.00 549.09 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 100.00 99.93 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 300.00 284.05 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 99880100.00 85461548.10 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 100.00 99.35 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 100.00 99.03 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 19100.00 18201.20 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 1000.00 627.70 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 100.00 62.38 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 600.00 572.45 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 2500.00 2488.03 U.S. Treasuries (including strips) 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 N/A 12081300.00 19266419.82 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 2000.00 1994.46 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 200.00 188.01 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 50611800.00 59638375.36 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 2000.00 1774.49 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 4600.00 4284.45 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 400.00 396.86 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 100.60 U.S. Treasuries (including strips) 1 TRIB 46 N/A 912810RR1 2046-02-15 1 N/A 2755900.00 2864793.67 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 2328100.00 2253178.43 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 63950100.00 43626444.03 U.S. Treasuries (including strips) 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 N/A 1152000.00 1835945.97 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 100.00 65.30 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 525900.00 327452.65 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 14357700.00 21617215.01 U.S. Treasuries (including strips) 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 N/A 779400.00 1145507.80 U.S. Treasuries (including strips) 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 N/A 76400.00 72887.46 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 7546400.00 5704468.62 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 2800.00 2733.34 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 200.00 126.42 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 25903600.00 16065530.13 U.S. Treasuries (including strips) 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 N/A 231595800.00 385770715.16 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 200.00 152.66 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 2195000.00 1548600.49 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 100.00 97.93 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 3836200.00 2234397.02 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 N/A 400.00 400.94 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 2200.00 1803.96 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 2000.00 1625.72 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 300.00 299.27 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 500.00 503.82 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 1000.00 973.86 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 1300.00 1285.62 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 100.00 99.86 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 500.00 405.84 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 N/A 100.00 99.76 U.S. Treasuries (including strips) 3 3/8 TRIB 32 N/A 912810FQ6 2032-04-15 3.375 N/A 19611300.00 40055237.95 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 300.00 238.05 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 3619800.00 2906656.78 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 5000.00 4941.71 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 200.00 202.01 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 73155500.00 155969715.27 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 23600.00 21683.39 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 100.00 101.44 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 N/A 2000.00 2023.46 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 935700.00 2013216.43 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 700.00 554.24 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 21300.00 16099.21 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 7237300.00 5408310.62 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 4000.00 4088.04 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 16900.00 16880.31 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 9000.00 8947.81 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 100.00 100.70 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 100.00 89.74 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 4400.00 4497.24 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 9000.00 9174.26 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 100.00 102.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 2000.00 1821.37 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 800.00 806.91 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 9600.00 9731.62 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 400.00 401.36 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 200.00 198.69 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 1000.00 1005.17 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 2000.00 2009.76 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 1100.00 1115.82 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 700.00 707.69 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 200.00 201.90 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 3100.00 2988.85 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 3000.00 3080.27 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 8600.00 8851.12 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 2200.00 2252.19 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 1000.00 1010.35 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 700.00 711.25 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 600.00 599.62 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 9410800.00 9873897.69 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 14582200.00 15733008.52 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 4000.00 4131.36 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 13000.00 13328.59 U.S. Treasuries (including strips) FEPC 02.500 CIZA2855 N/A 31329LE40 2027-09-01 2.5 N/A 13000.00 183.37 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5376 N/A 3131X86M3 2028-05-01 2.5 N/A 33000.00 872.91 Agency Mortgage-Backed Securities FEPC 02.500 CIZK7625 N/A 3131XBPJ2 2030-07-01 2.5 N/A 59304.00 4463.43 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9886 N/A 3131Y46X7 2027-03-01 3 N/A 450000.00 3006.90 Agency Mortgage-Backed Securities FEPC 03.000 3XZN0197 N/A 3131Y6GE3 2027-05-01 3 N/A 250000.00 2137.40 Agency Mortgage-Backed Securities FEPC 03.000 CIZA2667 N/A 31329K6C3 2026-10-01 3 N/A 1935354.00 3378.60 Agency Mortgage-Backed Securities FEPC 03.000 CIZA2685 N/A 31329K6W9 2027-02-01 3 N/A 52000.00 256.20 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3704 N/A 3131X7DH8 2026-11-01 3 N/A 35000.00 86.37 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3747 N/A 3131X7EU8 2026-12-01 3 N/A 262000.00 1001.15 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3774 N/A 3131X7FP8 2026-12-01 3 N/A 771760.00 2899.21 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3788 N/A 3131X7F52 2026-12-01 3 N/A 7630.00 15.06 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3848 N/A 3131X7HZ4 2027-01-01 3 N/A 153000.00 524.68 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3865 N/A 3131X7JJ8 2027-01-01 3 N/A 884116.00 2809.09 Agency Mortgage-Backed Securities FEPC 03.000 CIZK4162 N/A 3131X7TT5 2027-05-01 3 N/A 182000.00 1303.28 Agency Mortgage-Backed Securities FEPC 03.000 CIZK4458 N/A 3131X75T1 2027-09-01 3 N/A 63000.00 591.55 Agency Mortgage-Backed Securities FEPC 03.000 CIZK4682 N/A 3131X8FX9 2027-11-01 3 N/A 525000.00 4136.34 Agency Mortgage-Backed Securities FEPC 03.000 CIZK5022 N/A 3131X8SK3 2028-02-01 3 N/A 7000.00 135.07 Agency Mortgage-Backed Securities FEPC 03.000 CIZK6181 N/A 3131X92N3 2028-11-01 3 N/A 25100.00 671.02 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7381 N/A 3131XBFW4 2030-05-01 3 N/A 35000.00 2526.27 Agency Mortgage-Backed Securities FEPC 03.000 CLZL3152 N/A 3131XJQD7 2042-05-01 3 N/A 54516.00 4471.36 Agency Mortgage-Backed Securities FEPC 03.000 CLZL3855 N/A 3131XKH85 2042-10-01 3 N/A 27569.00 4881.15 Agency Mortgage-Backed Securities FEPC 03.000 CLZL6960 N/A 3131XNWV1 2043-08-01 3 N/A 25321.00 3838.85 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2457 N/A 31329KWS9 2037-05-01 3 N/A 4000.00 498.48 Agency Mortgage-Backed Securities FEPC 03.500 CIZK3510 N/A 3131X63T5 2026-09-01 3.5 N/A 246000.00 142.85 Agency Mortgage-Backed Securities FEPC 03.500 CIZK3841 N/A 3131X7HS0 2027-01-01 3.5 N/A 26000.00 66.61 Agency Mortgage-Backed Securities FEPC 03.500 CIZK3882 N/A 3131X7J33 2027-02-01 3.5 N/A 121000.00 180.50 Agency Mortgage-Backed Securities FEPC 03.500 CIZK7462 N/A 3131XBJF7 2027-03-01 3.5 N/A 7000.00 41.75 Agency Mortgage-Backed Securities FEPC 03.500 CIZK7527 N/A 3131XBLG2 2030-07-01 3.5 N/A 10000.00 575.66 Agency Mortgage-Backed Securities FEPC 03.500 CIZN3121 N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 71.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2956 N/A 3131XJH96 2042-04-01 3.5 N/A 40000.00 4432.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3119 N/A 3131XJPC0 2042-05-01 3.5 N/A 17000.00 2316.18 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3238 N/A 3131XJS37 2042-06-01 3.5 N/A 11000.00 871.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZL6483 N/A 3131XNFY4 2043-07-01 3.5 N/A 17000.00 3853.35 Agency Mortgage-Backed Securities FEPC 03.500 CLZL6674 N/A 3131XNMX8 2043-07-01 3.5 N/A 30000.00 3192.83 Agency Mortgage-Backed Securities FEPC 03.500 CLZM1028 N/A 3131XUD95 2046-04-01 3.5 N/A 10000.00 972.96 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3749 N/A 3131XXEW7 2047-07-01 3.5 N/A 1000.00 111.03 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2349 N/A 31329KTE4 2034-08-01 3.5 N/A 62000.00 4561.53 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2403 N/A 31329KU44 2036-01-01 3.5 N/A 39000.00 4763.61 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2409 N/A 31329KVA9 2036-04-01 3.5 N/A 18000.00 2205.06 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2498 N/A 31329KX33 2038-03-01 3.5 N/A 32332.00 4708.37 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2505 N/A 31329KYA6 2038-05-01 3.5 N/A 40000.00 4366.73 Agency Mortgage-Backed Securities FEPC 04.000 CIZK3339 N/A 3131X6V80 2026-06-25 4 N/A 23000.00 4.92 Agency Mortgage-Backed Securities FEPC 04.000 CIZK3340 N/A 3131X6V98 2026-06-25 4 N/A 47000.00 5.71 Agency Mortgage-Backed Securities FEPC 04.000 CIZK3779 N/A 3131X7FU7 2026-12-01 4 N/A 111000.00 295.53 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1294 N/A 31329JNK9 2041-11-01 4 N/A 39918.00 3467.20 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1383 N/A 31329JRC3 2045-02-01 4 N/A 10000.00 419.63 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4555 N/A 31329NBY3 2045-05-01 4 N/A 14000.00 1485.85 Agency Mortgage-Backed Securities FEPC 04.000 CLZA6946 N/A 31329QWF4 2049-05-01 4 N/A 17000.00 1260.26 Agency Mortgage-Backed Securities FEPC 04.000 CLZI8782 N/A 3131WMXK7 2039-05-01 4 N/A 434000.00 3687.01 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0796 N/A 3131WQ3D7 2040-12-01 4 N/A 40000.00 2327.68 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0961 N/A 3131WRB61 2040-12-01 4 N/A 38000.00 3333.16 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1054 N/A 3131WRE35 2041-01-01 4 N/A 40000.00 1969.83 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1082 N/A 3131WRFX8 2041-01-01 4 N/A 25000.00 1122.14 Agency Mortgage-Backed Securities FEPC 04.000 CLZL1185 N/A 3131XGJ66 2041-04-01 4 N/A 23286.00 1373.83 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2362 N/A 3131XHTT3 2041-12-01 4 N/A 57000.00 2800.44 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2410 N/A 3131XHVB9 2041-11-01 4 N/A 25000.00 951.90 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9104 N/A 3131XRDH4 2045-02-01 4 N/A 43000.00 3677.15 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9234 N/A 3131XRHK3 2045-03-01 4 N/A 45000.00 3358.89 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6217 N/A 3131Y04A7 2048-04-01 4 N/A 2000.00 321.81 Agency Mortgage-Backed Securities FEPC 04.000 CLZM7370 N/A 3131Y2FK9 2048-07-01 4 N/A 3000.00 240.94 Agency Mortgage-Backed Securities FEPC 04.000 CLZM8576 N/A 3131Y3Q58 2048-10-01 4 N/A 18000.00 1215.45 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1241 N/A 3131Y7LW5 2048-11-01 4 N/A 6000.00 870.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1448 N/A 3131Y7TD9 2048-11-01 4 N/A 11000.00 918.84 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4476 N/A 3132A46M5 2042-03-01 4 N/A 28160.00 2196.77 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2181 N/A 31329KM68 2030-10-01 4 N/A 103000.00 1881.57 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2238 N/A 31329KPX6 2032-01-01 4 N/A 62000.00 2217.94 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2453 N/A 31329KWN0 2037-03-01 4 N/A 26000.00 3846.86 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2465 N/A 31329KW26 2037-06-01 4 N/A 24815.00 4318.61 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2515 N/A 31329KYL2 2038-07-01 4 N/A 10000.00 1227.13 Agency Mortgage-Backed Securities FEPC 04.500 3LZL0733 N/A 3131XFY61 2036-01-01 4.5 N/A 1150000.00 4867.39 Agency Mortgage-Backed Securities FEPC 04.500 4PZL0906 N/A 3131XGAF5 2034-08-01 4.5 N/A 130000.00 4008.93 Agency Mortgage-Backed Securities FEPC 04.500 CLZA4325 N/A 31329MYW4 2043-10-01 4.5 N/A 19000.00 2850.98 Agency Mortgage-Backed Securities FEPC 04.500 CLZA4903 N/A 31329NNU8 2047-04-01 4.5 N/A 20000.00 1991.93 Agency Mortgage-Backed Securities FEPC 04.500 CLZI4554 N/A 3131WHBX4 2035-08-01 4.5 N/A 55619.00 201.08 Agency Mortgage-Backed Securities FEPC 04.500 CLZI9140 N/A 3131WNEM2 2039-09-01 4.5 N/A 110129.00 2992.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZI9836 N/A 3131WN4V3 2040-03-01 4.5 N/A 210000.00 4097.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZI9850 N/A 3131WN5K6 2040-03-01 4.5 N/A 43053.00 2244.32 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0358 N/A 3131WQMF1 2040-09-01 4.5 N/A 198000.00 3582.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0492 N/A 3131WQRM1 2040-09-01 4.5 N/A 1377.00 39.23 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0919 N/A 3131WRAU9 2040-12-01 4.5 N/A 2000.00 147.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ1067 N/A 3131WRFG5 2041-01-01 4.5 N/A 42000.00 2373.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ1183 N/A 3131WRJ48 2041-02-01 4.5 N/A 9000.00 123.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ1244 N/A 3131WRLZ6 2041-02-01 4.5 N/A 128000.00 3412.64 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ1413 N/A 3131WRSA4 2041-03-01 4.5 N/A 35000.00 1090.39 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1302 N/A 3131XGNT1 2041-05-01 4.5 N/A 55003.00 1572.48 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1701 N/A 3131XG3J5 2041-07-01 4.5 N/A 1000.00 40.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1795 N/A 3131XG7G7 2041-08-01 4.5 N/A 8000.00 209.77 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1941 N/A 3131XHEN2 2041-09-01 4.5 N/A 90000.00 1819.13 Agency Mortgage-Backed Securities FEPC 04.500 CLZM1327 N/A 3131XUPL5 2046-07-01 4.5 N/A 6783.00 926.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1256 N/A 3131Y7MD6 2048-11-01 4.5 N/A 1000.00 34.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2728 N/A 3132A3A59 2039-07-01 4.5 N/A 108000.00 2324.86 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2782 N/A 3132A3CT5 2039-10-01 4.5 N/A 67000.00 1341.96 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2788 N/A 3132A3CZ1 2039-10-01 4.5 N/A 72000.00 1936.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3379 N/A 3132A3XG0 2041-08-01 4.5 N/A 50000.00 1500.59 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3665 N/A 3132A4CA4 2041-10-01 4.5 N/A 3962.00 207.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4381 N/A 3132A42N7 2039-06-01 4.5 N/A 2000.00 39.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4386 N/A 3132A42T4 2039-07-01 4.5 N/A 57789.00 1452.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4398 N/A 3132A43F3 2039-10-01 4.5 N/A 220000.00 4840.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4445 N/A 3132A45E4 2041-05-01 4.5 N/A 27000.00 631.76 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2112 N/A 31329KKZ6 2029-03-01 4.5 N/A 556000.00 1455.92 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2117 N/A 31329KK60 2029-04-01 4.5 N/A 428000.00 1549.11 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2146 N/A 31329KL36 2029-12-01 4.5 N/A 338481.00 3570.37 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2155 N/A 31329KMC5 2030-03-01 4.5 N/A 125748.00 1188.32 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2323 N/A 31329KSL9 2033-11-01 4.5 N/A 38000.00 2488.50 Agency Mortgage-Backed Securities FEPC 05.000 3LZL0688 N/A 3131XFXR6 2033-07-01 5 N/A 1850000.00 4192.91 Agency Mortgage-Backed Securities FEPC 05.000 CLZA0920 N/A 31329JAV9 2033-10-01 5 N/A 10000.00 77.53 Agency Mortgage-Backed Securities FEPC 05.000 CLZI0861 N/A 3131WC5W4 2033-10-01 5 N/A 260332.00 1785.86 Agency Mortgage-Backed Securities FEPC 05.000 CLZI2406 N/A 3131WEU77 2034-08-01 5 N/A 5000.00 379.76 Agency Mortgage-Backed Securities FEPC 05.000 CLZI3332 N/A 3131WFVZ1 2035-07-01 5 N/A 108520.00 4030.79 Agency Mortgage-Backed Securities FEPC 05.000 CLZI3393 N/A 3131WFXW6 2035-08-01 5 N/A 286000.00 4627.79 Agency Mortgage-Backed Securities FEPC 05.000 CLZI3405 N/A 3131WFYA3 2035-08-01 5 N/A 464130.00 2615.16 Agency Mortgage-Backed Securities FEPC 05.000 CLZI3781 N/A 3131WGFW4 2035-10-01 5 N/A 21000.00 271.04 Agency Mortgage-Backed Securities FEPC 05.000 CLZI4553 N/A 3131WHBW6 2035-08-01 5 N/A 36000.00 157.45 Agency Mortgage-Backed Securities FEPC 05.000 CLZI8703 N/A 3131WMU46 2039-04-01 5 N/A 179000.00 1278.37 Agency Mortgage-Backed Securities FEPC 05.000 CLZJ0270 N/A 3131WQJP3 2040-08-01 5 N/A 40000.00 566.36 Agency Mortgage-Backed Securities FEPC 05.000 CLZJ0272 N/A 3131WQJR9 2040-08-01 5 N/A 25000.00 447.01 Agency Mortgage-Backed Securities FEPC 05.000 CLZL1351 N/A 3131XGQC5 2041-05-01 5 N/A 62000.00 3014.85 Agency Mortgage-Backed Securities FEPC 05.000 CLZS0889 N/A 3132A07A8 2035-07-01 5 N/A 162156.00 1302.98 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2715 N/A 3132A3AQ3 2039-02-01 5 N/A 419613.00 3471.74 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2828 N/A 3132A3D98 2039-08-01 5 N/A 43000.00 967.91 Agency Mortgage-Backed Securities FEPC 05.000 CLZS4010 N/A 3132A4N38 2041-06-01 5 N/A 13041.00 1006.28 Agency Mortgage-Backed Securities FEPC 05.000 CTZA1990 N/A 31329KF74 2027-02-01 5 N/A 6655283.00 2382.58 Agency Mortgage-Backed Securities FEPC 05.000 CTZA2210 N/A 31329KN34 2031-06-01 5 N/A 75000.00 1909.52 Agency Mortgage-Backed Securities FEPC 05.410 6GZM9139 N/A 3131Y4EL4 2037-08-01 5.41 N/A 450000.00 3524.47 Agency Mortgage-Backed Securities FEPC 05.440 6IZM9667 N/A 3131Y4W42 2038-02-01 5.44 N/A 2486.00 286.04 Agency Mortgage-Backed Securities FEPC 05.500 4LZJ9580 N/A 3131X1UD1 2037-06-01 5.5 N/A 180000.00 305.42 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0602 N/A 31329HU33 2029-04-01 5.5 N/A 108000.00 113.64 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0858 N/A 31329H5T4 2032-10-01 5.5 N/A 83000.00 197.73 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0896 N/A 31329H7H8 2033-06-01 5.5 N/A 333000.00 2105.65 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0900 N/A 31329H7M7 2033-07-01 5.5 N/A 144000.00 925.72 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0936 N/A 31329JBD8 2034-01-01 5.5 N/A 82000.00 663.86 Agency Mortgage-Backed Securities FEPC 05.500 CLZA0944 N/A 31329JBM8 2034-03-01 5.5 N/A 108000.00 996.71 Agency Mortgage-Backed Securities FEPC 05.500 CLZA4419 N/A 31329M4C1 2039-12-01 5.5 N/A 7000.00 734.80 Agency Mortgage-Backed Securities FEPC 05.500 CLZI0630 N/A 3131WCVX3 2033-09-01 5.5 N/A 26000.00 336.46 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1139 N/A 3131WDHQ2 2033-12-01 5.5 N/A 33000.00 679.90 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1780 N/A 3131WD6R2 2034-05-01 5.5 N/A 101000.00 1211.01 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1899 N/A 3131WEDC5 2034-05-01 5.5 N/A 60006.00 1045.77 Agency Mortgage-Backed Securities FEPC 05.500 CLZI2200 N/A 3131WENR1 2034-07-01 5.5 N/A 81000.00 713.91 Agency Mortgage-Backed Securities FEPC 05.500 CLZI2379 N/A 3131WEUC6 2034-09-01 5.5 N/A 26000.00 850.79 Agency Mortgage-Backed Securities FEPC 05.500 CLZI4815 N/A 3131WHK48 2036-03-01 5.5 N/A 65000.00 320.14 Agency Mortgage-Backed Securities FEPC 05.500 CLZI5412 N/A 3131WJAM5 2036-12-01 5.5 N/A 15000.00 74.71 Agency Mortgage-Backed Securities FEPC 05.500 CLZI6128 N/A 3131WJYZ0 2036-10-01 5.5 N/A 255000.00 579.94 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7596 N/A 3131WLNM6 2038-06-01 5.5 N/A 43692.00 204.46 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7873 N/A 3131WLXA1 2038-08-01 5.5 N/A 445000.00 1774.24 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9251 N/A 3131WNH49 2039-09-01 5.5 N/A 65000.00 1687.55 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ3118 N/A 3131WTPB1 2028-11-01 5.5 N/A 15000.00 26.07 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ5581 N/A 3131WWFW9 2032-01-01 5.5 N/A 2065000.00 2141.95 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ6443 N/A 3131WXEQ1 2032-09-01 5.5 N/A 1000000.00 1144.30 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ6838 N/A 3131WXS37 2033-02-01 5.5 N/A 40000.00 106.97 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ6958 N/A 3131WXWT5 2033-03-01 5.5 N/A 62000.00 357.98 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ6974 N/A 3131WXXB3 2033-04-01 5.5 N/A 33000.00 530.07 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7004 N/A 3131WXX98 2033-04-01 5.5 N/A 52000.00 112.96 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7077 N/A 3131WX2J0 2033-05-01 5.5 N/A 305000.00 854.52 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7112 N/A 3131WX3V2 2033-04-01 5.5 N/A 162000.00 272.49 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7120 N/A 3131WX4D1 2033-05-01 5.5 N/A 204000.00 1717.26 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7125 N/A 3131WX4J8 2033-05-01 5.5 N/A 82000.00 72.16 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7135 N/A 3131WX4U3 2033-05-01 5.5 N/A 25000.00 64.59 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ7157 N/A 3131WX5S7 2033-05-01 5.5 N/A 500000.00 3701.90 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0719 N/A 3132A0YQ3 2033-06-01 5.5 N/A 152000.00 535.25 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0726 N/A 3132A0YX8 2033-06-01 5.5 N/A 526000.00 701.92 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0944 N/A 3132A1BM5 2035-10-01 5.5 N/A 295000.00 2035.51 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1002 N/A 3132A1DF8 2036-02-01 5.5 N/A 373000.00 2385.90 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1149 N/A 3132A1H23 2036-09-01 5.5 N/A 535000.00 1528.83 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1330 N/A 3132A1PP3 2037-02-01 5.5 N/A 243000.00 932.02 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1666 N/A 3132A1Z72 2037-09-01 5.5 N/A 5000.00 54.95 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1687 N/A 3132A12U7 2037-11-01 5.5 N/A 57000.00 294.63 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2120 N/A 3132A2K92 2038-04-01 5.5 N/A 60000.00 880.74 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2254 N/A 3132A2QF2 2038-08-01 5.5 N/A 207000.00 1476.81 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2378 N/A 3132A2UB6 2036-01-01 5.5 N/A 45000.00 386.18 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2540 N/A 3132A2ZD7 2039-01-01 5.5 N/A 223000.00 1617.69 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2586 N/A 3132A22T8 2038-12-01 5.5 N/A 8000.00 50.25 Agency Mortgage-Backed Securities FEPC 06.000 3BZL0572 N/A 3131XFT59 2034-12-01 6 N/A 184808.00 2688.91 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0514 N/A 31329HSB8 2027-12-01 6 N/A 85000.00 13.02 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0523 N/A 31329HSL6 2028-01-01 6 N/A 35000.00 11.80 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0528 N/A 31329HSR3 2028-02-01 6 N/A 108900.00 9.14 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0530 N/A 31329HST9 2028-04-01 6 N/A 69000.00 17.83 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0738 N/A 31329HZB0 2031-01-01 6 N/A 25000.00 21.25 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0748 N/A 31329HZM6 2031-04-01 6 N/A 56000.00 50.86 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0778 N/A 31329H2K6 2031-09-01 6 N/A 250505.00 358.33 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0784 N/A 31329H2R1 2031-11-01 6 N/A 53000.00 42.12 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0851 N/A 31329H5L1 2032-09-01 6 N/A 13000.00 25.30 Agency Mortgage-Backed Securities FEPC 06.000 CLZA1004 N/A 31329JDH7 2037-07-01 6 N/A 1509.00 74.86 Agency Mortgage-Backed Securities FEPC 06.000 CLZI0450 N/A 3131WCQB7 2033-08-01 6 N/A 35000.00 156.22 Agency Mortgage-Backed Securities FEPC 06.000 CLZI2312 N/A 3131WER97 2034-05-01 6 N/A 31900.00 700.54 Agency Mortgage-Backed Securities FEPC 06.000 CLZI2884 N/A 3131WFFZ9 2034-11-01 6 N/A 95700.00 887.00 Agency Mortgage-Backed Securities FEPC 06.000 CLZI4835 N/A 3131WHLQ8 2036-03-01 6 N/A 210000.00 1553.20 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5123 N/A 3131WHVQ7 2036-08-01 6 N/A 1348630.00 3318.50 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5203 N/A 3131WHX85 2036-09-01 6 N/A 20000.00 99.49 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5248 N/A 3131WHZM2 2036-09-01 6 N/A 15399.00 154.73 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5258 N/A 3131WHZX8 2036-10-01 6 N/A 315000.00 3549.15 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5398 N/A 3131WH7K7 2036-11-01 6 N/A 48295.00 779.07 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5402 N/A 3131WJAB9 2036-11-01 6 N/A 165224.00 564.53 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6193 N/A 3131WJ3A9 2037-06-01 6 N/A 1884055.00 4137.17 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6330 N/A 3131WKA75 2037-08-01 6 N/A 481921.00 2301.50 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6370 N/A 3131WKCF5 2037-08-01 6 N/A 55256.00 74.35 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6440 N/A 3131WKEM8 2037-08-01 6 N/A 52953.00 1640.88 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6512 N/A 3131WKGV6 2037-09-01 6 N/A 20000.00 298.03 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6550 N/A 3131WKH37 2037-09-01 6 N/A 64234.00 426.15 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6617 N/A 3131WKK66 2037-09-01 6 N/A 1079736.00 2757.21 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6879 N/A 3131WKUC2 2037-12-01 6 N/A 102000.00 255.91 Agency Mortgage-Backed Securities FEPC 06.000 CLZI7408 N/A 3131WLGR3 2038-04-01 6 N/A 503559.00 2844.31 Agency Mortgage-Backed Securities FEPC 06.000 CLZI7457 N/A 3131WLJA7 2038-05-01 6 N/A 87227.00 2209.89 Agency Mortgage-Backed Securities FEPC 06.000 CLZI7835 N/A 3131WLV47 2038-07-01 6 N/A 4000.00 50.84 Agency Mortgage-Backed Securities FEPC 06.000 CLZI7929 N/A 3131WLY28 2036-12-01 6 N/A 40515.00 56.74 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ3810 N/A 3131WUGT9 2029-07-01 6 N/A 9000.00 11.05 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6327 N/A 3131WXA44 2032-08-01 6 N/A 32000.00 35.46 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6746 N/A 3131WXP71 2032-12-01 6 N/A 23048.00 15.24 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6782 N/A 3131WXRB0 2033-01-01 6 N/A 402796.00 1743.50 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6908 N/A 3131WXU91 2033-02-01 6 N/A 987819.00 2263.46 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6932 N/A 3131WXVZ2 2033-03-01 6 N/A 4000.00 24.82 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ7098 N/A 3131WX3F7 2033-05-01 6 N/A 25000.00 30.12 Agency Mortgage-Backed Securities FEPC 06.000 CLZS0419 N/A 3132A0PC4 2028-07-01 6 N/A 22000.00 8.56 Agency Mortgage-Backed Securities FEPC 06.000 CLZS0758 N/A 3132A0ZX7 2033-10-01 6 N/A 7000.00 30.26 Agency Mortgage-Backed Securities FEPC 06.000 CLZS0846 N/A 3132A05F9 2035-02-01 6 N/A 56699.00 465.98 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1055 N/A 3132A1E42 2036-03-01 6 N/A 327968.00 1326.14 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1192 N/A 3132A1KD5 2036-11-01 6 N/A 190822.00 825.73 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1393 N/A 3132A1RN6 2037-05-01 6 N/A 145666.00 789.99 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1597 N/A 3132A1X25 2037-08-01 6 N/A 1433021.00 2748.07 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1725 N/A 3132A14J0 2037-11-01 6 N/A 628750.00 3222.37 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1824 N/A 3132A2AZ5 2037-12-01 6 N/A 911045.00 4318.92 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1825 N/A 3132A2A28 2038-01-01 6 N/A 200473.00 1168.59 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1856 N/A 3132A2BZ4 2038-01-01 6 N/A 259844.00 1667.80 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1865 N/A 3132A2CA8 2038-01-01 6 N/A 33538.00 157.62 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1874 N/A 3132A2CK6 2038-02-01 6 N/A 6000.00 56.13 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1992 N/A 3132A2F98 2038-03-01 6 N/A 31000.00 246.44 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2417 N/A 3132A2VJ8 2038-10-01 6 N/A 93000.00 1507.29 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2435 N/A 3132A2V41 2038-11-01 6 N/A 510842.00 2927.90 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2437 N/A 3132A2V66 2038-11-01 6 N/A 1030929.00 3938.09 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2792 N/A 3132A3C57 2038-04-01 6 N/A 618637.00 4893.26 Agency Mortgage-Backed Securities FEPC 06.000 CLZS3225 N/A 3132A3SN1 2037-11-01 6 N/A 7107.00 108.99 Agency Mortgage-Backed Securities FEPC 06.000 CTZA2036 N/A 31329KHM9 2027-12-01 6 N/A 590000.00 456.87 Agency Mortgage-Backed Securities FEPC 06.000 CTZA2088 N/A 31329KJ96 2028-08-01 6 N/A 1000000.00 2459.18 Agency Mortgage-Backed Securities FEPC 06.000 CTZJ9298 N/A 3131X1KK6 2028-08-01 6 N/A 42040.00 87.03 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0512 N/A 31329HR94 2028-01-01 6.5 N/A 7227008.00 807.09 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0550 N/A 31329HTF8 2028-09-01 6.5 N/A 1618281.00 463.49 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0583 N/A 31329HUG4 2029-03-01 6.5 N/A 4750000.00 2183.09 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0598 N/A 31329HUX7 2029-05-01 6.5 N/A 1599371.00 933.39 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0604 N/A 31329HU58 2029-04-01 6.5 N/A 275000.00 319.71 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0607 N/A 31329HU82 2029-06-01 6.5 N/A 9015499.00 4223.42 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0619 N/A 31329HVL2 2029-07-01 6.5 N/A 11127825.00 4185.71 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0765 N/A 31329HZ61 2031-08-01 6.5 N/A 5000.00 3.00 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0777 N/A 31329H2J9 2031-10-01 6.5 N/A 196835.00 143.06 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0787 N/A 31329H2U4 2031-12-01 6.5 N/A 800000.00 743.62 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0963 N/A 31329JB89 2034-05-01 6.5 N/A 150000.00 1584.74 Agency Mortgage-Backed Securities FEPC 06.500 CLZI0633 N/A 3131WCV21 2033-09-01 6.5 N/A 354743.00 1709.41 Agency Mortgage-Backed Securities FEPC 06.500 CLZI0811 N/A 3131WC3U0 2033-10-01 6.5 N/A 13800.00 309.22 Agency Mortgage-Backed Securities FEPC 06.500 CLZI1043 N/A 3131WDEQ5 2033-11-01 6.5 N/A 486271.00 642.23 Agency Mortgage-Backed Securities FEPC 06.500 CLZI2706 N/A 3131WFAF8 2034-11-01 6.5 N/A 191107.00 4787.65 Agency Mortgage-Backed Securities FEPC 06.500 CLZI4257 N/A 3131WGWS4 2036-03-01 6.5 N/A 70000.00 267.56 Agency Mortgage-Backed Securities FEPC 06.500 CLZI4322 N/A 3131WGYT0 2036-03-01 6.5 N/A 79000.00 1041.43 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6480 N/A 3131WKFV7 2037-09-01 6.5 N/A 675831.00 2135.30 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6551 N/A 3131WKH45 2037-09-01 6.5 N/A 30000.00 70.52 Agency Mortgage-Backed Securities FEPC 06.500 CLZI8217 N/A 3131WMDW3 2038-10-01 6.5 N/A 87040.00 909.03 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3504 N/A 3131WT3M1 2029-04-01 6.5 N/A 33849.00 21.92 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3799 N/A 3131WUGG7 2029-07-01 6.5 N/A 500000.00 330.40 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ4272 N/A 3131WUW95 2029-06-01 6.5 N/A 4922602.00 4026.99 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ4601 N/A 3131WVDE3 2030-11-01 6.5 N/A 2141567.00 716.38 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ4726 N/A 3131WVHB5 2030-09-01 6.5 N/A 322099.00 379.42 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5127 N/A 3131WVVU7 2031-06-01 6.5 N/A 100590.00 859.97 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5185 N/A 3131WVXN1 2031-07-01 6.5 N/A 75000.00 60.03 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5473 N/A 3131WWCJ1 2031-10-01 6.5 N/A 25000.00 23.47 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5483 N/A 3131WWCU6 2031-11-01 6.5 N/A 619753.00 884.28 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5694 N/A 3131WWKF0 2032-01-01 6.5 N/A 82982.00 88.63 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5917 N/A 3131WWSE5 2032-04-01 6.5 N/A 75000.00 39.36 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6174 N/A 3131WW2F0 2032-06-01 6.5 N/A 1476999.00 478.01 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6408 N/A 3131WXDM1 2032-09-01 6.5 N/A 25000.00 84.88 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6471 N/A 3131WXFL1 2032-09-01 6.5 N/A 14000.00 22.27 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0420 N/A 3132A0PD2 2028-07-01 6.5 N/A 93000.00 22.28 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0510 N/A 3132A0R73 2030-11-01 6.5 N/A 15000.00 5.86 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0656 N/A 3132A0WR3 2032-08-01 6.5 N/A 275000.00 351.50 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0666 N/A 3132A0W36 2030-12-01 6.5 N/A 110000.00 127.37 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0683 N/A 3132A0XL5 2032-11-01 6.5 N/A 2251859.00 4123.53 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0754 N/A 3132A0ZT6 2033-11-01 6.5 N/A 1369621.00 4616.23 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0839 N/A 3132A04Y9 2032-12-01 6.5 N/A 5000.00 39.95 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1782 N/A 3132A16T6 2037-11-01 6.5 N/A 170000.00 753.48 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1918 N/A 3132A2DX7 2038-02-01 6.5 N/A 935000.00 3649.47 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3288 N/A 3132A3UM0 2039-09-01 6.5 N/A 26172.00 395.37 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3345 N/A 3132A3WE6 2039-02-01 6.5 N/A 63000.00 1670.97 Agency Mortgage-Backed Securities FEPC 06.500 CTZA1946 N/A 31329KET7 2026-07-01 6.5 N/A 5100000.00 534.89 Agency Mortgage-Backed Securities FEPC 06.500 CTZA1977 N/A 31329KFS8 2027-01-01 6.5 N/A 1820000.00 462.11 Agency Mortgage-Backed Securities FEPC 06.500 CTZJ9145 N/A 3131X1ES6 2026-11-01 6.5 N/A 1090490.00 3290.56 Agency Mortgage-Backed Securities FEPC 06.500 CTZJ9156 N/A 3131X1E56 2027-02-01 6.5 N/A 1598842.00 3791.06 Agency Mortgage-Backed Securities FEPC 07.000 3LZL0670 N/A 3131XFW71 2030-08-01 7 N/A 10000000.00 1282.87 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0620 N/A 31329HVM0 2029-07-01 7 N/A 5332888.00 2508.25 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0625 N/A 31329HVS7 2029-08-01 7 N/A 40000.00 14.82 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0658 N/A 31329HWT4 2030-03-01 7 N/A 345471.00 390.84 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0715 N/A 31329HYL9 2030-11-01 7 N/A 6000.00 3.38 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0766 N/A 31329HZ79 2031-08-01 7 N/A 30000.00 26.74 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0773 N/A 31329H2E0 2031-09-01 7 N/A 45000.00 31.46 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0831 N/A 31329H4Q1 2032-05-01 7 N/A 160000.00 354.80 Agency Mortgage-Backed Securities FEPC 07.000 CLZI1341 N/A 3131WDP26 2030-01-01 7 N/A 103811.00 1157.06 Agency Mortgage-Backed Securities FEPC 07.000 CLZI2571 N/A 3131WE2C7 2034-08-01 7 N/A 110348.00 3065.99 Agency Mortgage-Backed Securities FEPC 07.000 CLZI2911 N/A 3131WFGU9 2034-12-01 7 N/A 77661.00 2255.33 Agency Mortgage-Backed Securities FEPC 07.000 CLZI3188 N/A 3131WFRH6 2035-02-01 7 N/A 143397.00 1888.69 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ3108 N/A 3131WTNZ0 2028-11-01 7 N/A 15000.00 72.40 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ3425 N/A 3131WTYW5 2029-04-01 7 N/A 5000.00 6.38 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ3819 N/A 3131WUG44 2029-07-01 7 N/A 625000.00 423.25 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ4127 N/A 3131WUSQ2 2030-02-01 7 N/A 92495.00 122.24 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ4133 N/A 3131WUSW9 2030-02-01 7 N/A 192107.00 99.61 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5502 N/A 3131WWDF8 2031-11-01 7 N/A 370193.00 1469.92 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5993 N/A 3131WWUS1 2032-04-01 7 N/A 643176.00 3006.65 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6044 N/A 3131WWWD2 2032-04-01 7 N/A 700000.00 4768.28 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6175 N/A 3131WW2G8 2032-06-01 7 N/A 25000.00 17.57 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6192 N/A 3131WW2Z6 2032-06-01 7 N/A 336539.00 2143.52 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6201 N/A 3131WW3J1 2032-06-01 7 N/A 1150000.00 853.47 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6206 N/A 3131WW3P7 2032-06-01 7 N/A 843467.00 1670.02 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0326 N/A 3132A0LF1 2027-09-01 7 N/A 5000.00 0.75 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0343 N/A 3132A0LY0 2026-11-01 7 N/A 3377999.00 26.41 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0433 N/A 3132A0PS9 2028-11-01 7 N/A 100000.00 20.60 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0461 N/A 3132A0QN9 2029-09-01 7 N/A 55930.00 17.21 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0529 N/A 3132A0SS6 2031-02-01 7 N/A 440000.00 67.90 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0550 N/A 3132A0TF3 2031-03-01 7 N/A 702000.00 1552.47 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0551 N/A 3132A0TG1 2031-04-01 7 N/A 129000.00 33.27 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0555 N/A 3132A0TL0 2031-04-01 7 N/A 75000.00 23.44 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0584 N/A 3132A0UH7 2031-09-01 7 N/A 60000.00 26.78 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0586 N/A 3132A0UK0 2031-09-01 7 N/A 71000.00 31.52 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0588 N/A 3132A0UM6 2031-10-01 7 N/A 5000.00 1.71 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0763 N/A 3132A0Z41 2033-11-01 7 N/A 14000.00 52.32 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0802 N/A 3132A03K0 2033-11-01 7 N/A 5000.00 24.16 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0472 N/A 31329HQZ7 2027-06-01 7.5 N/A 50000.00 2.88 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0626 N/A 31329HVT5 2029-07-01 7.5 N/A 50000.00 28.68 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0632 N/A 31329HVZ1 2029-09-01 7.5 N/A 44000.00 21.51 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0682 N/A 31329HXK2 2030-06-01 7.5 N/A 1066737.00 95.19 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0710 N/A 31329HYF2 2030-11-01 7.5 N/A 116473.00 26.50 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0768 N/A 31329HZ95 2031-07-01 7.5 N/A 40000.00 43.52 Agency Mortgage-Backed Securities FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 N/A 38800.00 857.85 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ3964 N/A 3131WUMM7 2029-10-01 7.5 N/A 25000.00 27.45 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4012 N/A 3131WUN53 2029-11-01 7.5 N/A 300238.00 631.98 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4092 N/A 3131WURM2 2030-01-01 7.5 N/A 88895.00 58.21 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4501 N/A 3131WVAA4 2030-07-01 7.5 N/A 320201.00 236.97 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4608 N/A 3131WVDM5 2030-11-01 7.5 N/A 1000.00 0.31 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4658 N/A 3131WVE77 2030-12-01 7.5 N/A 2000000.00 4020.04 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4739 N/A 3131WVHQ2 2030-10-01 7.5 N/A 25000.00 19.26 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4869 N/A 3131WVMS2 2031-02-01 7.5 N/A 173937.00 2201.96 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4987 N/A 3131WVRG3 2031-04-01 7.5 N/A 289737.00 1429.06 Agency Mortgage-Backed Securities FEPC 08.000 CLZA0648 N/A 31329HWH0 2029-12-01 8 N/A 4826400.00 1387.86 Agency Mortgage-Backed Securities FEPC 08.000 CLZA0674 N/A 31329HXB2 2030-04-01 8 N/A 7601596.00 1256.53 Agency Mortgage-Backed Securities FEPC 08.000 CLZA0688 N/A 31329HXR7 2030-07-01 8 N/A 4800000.00 791.35 Agency Mortgage-Backed Securities FEPC 08.000 CLZA0692 N/A 31329HXV8 2030-08-01 8 N/A 1247757.00 256.80 Agency Mortgage-Backed Securities FEPC 08.000 CLZA1588 N/A 31329JXR3 2026-07-01 8 N/A 201488.00 0.49 Agency Mortgage-Backed Securities FEPC 08.000 CLZA1596 N/A 31329JXZ5 2026-09-01 8 N/A 1685000.00 36.80 Agency Mortgage-Backed Securities FEPC 08.000 CLZA1610 N/A 31329JYF8 2026-12-01 8 N/A 1609483.00 140.60 Agency Mortgage-Backed Securities FEPC 08.000 CLZJ5090 N/A 3131WVUP9 2030-11-01 8 N/A 710400.00 3267.02 Agency Mortgage-Backed Securities FEPC 08.000 CLZS0403 N/A 3132A0NU6 2028-03-01 8 N/A 400000.00 13.31 Agency Mortgage-Backed Securities FEPC 08.500 CLZA0689 N/A 31329HXS5 2030-07-01 8.5 N/A 101750.00 41.42 Agency Mortgage-Backed Securities FEPC 08.500 CLZJ3917 N/A 3131WUK64 2029-09-01 8.5 N/A 100000.00 68.98 Agency Mortgage-Backed Securities FEPC 08.500 CLZJ4122 N/A 3131WUSK5 2030-02-01 8.5 N/A 206604.00 44.97 Agency Mortgage-Backed Securities FEPC 08.500 CLZJ4571 N/A 3131WVCG9 2030-04-01 8.5 N/A 286960.00 3259.33 Agency Mortgage-Backed Securities FEPC 08.500 CLZS0306 N/A 3132A0KT2 2027-05-01 8.5 N/A 837819.00 27.08 Agency Mortgage-Backed Securities FKAR 02.480 WNWN0048 N/A 3132XEBS9 2036-12-01 2.48 N/A 2286.00 1860.78 Agency Mortgage-Backed Securities FMAR 1B1225 G N/A 3128JLHB8 2033-09-01 6.5 N/A 7108.00 34.88 Agency Mortgage-Backed Securities FNAR XX.XXX LB906675 N/A 31411FJU9 2037-01-01 6.107 N/A 74937.00 948.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO3236 N/A 3140JXS25 2049-11-01 2.77 N/A 2577.00 546.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO8857 N/A 3140K4ZX1 2049-11-01 3.131 N/A 3884.00 418.02 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7993 N/A 3140MM3B2 2052-08-01 4.603 N/A 1000.00 689.07 Agency Mortgage-Backed Securities FNAR XX.XXX WS767510 N/A 31404FVB6 2034-04-01 5.705 N/A 93449.00 895.24 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0000 N/A 31419AAA5 2034-10-01 6.069 N/A 24309.00 1012.27 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0251 N/A 31419AH59 2039-01-01 6.05 N/A 4955.00 242.12 Agency Mortgage-Backed Securities GNII SF 004696 M N/A 36202FGD2 2040-05-20 4.5 N/A 1000.00 32.32 Agency Mortgage-Backed Securities GNII SF 004881 M N/A 36202FM60 2040-12-20 3.5 N/A 1024.00 57.94 Agency Mortgage-Backed Securities GNII SF 004923 M N/A 36202FPG5 2041-01-20 4.5 N/A 1000.00 45.98 Agency Mortgage-Backed Securities GNII SF 004945 M N/A 36202FP67 2041-02-20 4 N/A 1000.00 48.16 Agency Mortgage-Backed Securities GNII SF 005063 M N/A 36202FTU0 2041-05-20 6 N/A 1000.00 26.14 Agency Mortgage-Backed Securities GNII SF 005082 M N/A 36202FUF1 2041-06-20 4.5 N/A 1000.00 37.68 Agency Mortgage-Backed Securities GNII SF 005203 M N/A 36202FX84 2041-10-20 4 N/A 1000.00 45.14 Agency Mortgage-Backed Securities GNII SF BX2402 C N/A 3617Q6U38 2050-10-20 2.5 N/A 1024.00 407.71 Agency Mortgage-Backed Securities GNII SF CB4371 C N/A 3617UP2C2 2051-09-20 4 N/A 1000.00 374.34 Agency Mortgage-Backed Securities GNII SF CE3762 C N/A 3617VSFB3 2051-08-20 4 N/A 1000.00 753.89 Agency Mortgage-Backed Securities GNII SF CH3468 C N/A 3617WUZ90 2051-09-20 2.5 N/A 1000.00 600.75 Agency Mortgage-Backed Securities GNII SF CH6381 C N/A 3617WYCS5 2051-10-20 3.5 N/A 1000.00 765.24 Agency Mortgage-Backed Securities GNII SF CK1532 C N/A 3617XVVZ3 2051-11-20 2.5 N/A 1000.00 697.86 Agency Mortgage-Backed Securities GNII SF CK8204 C N/A 3617Y4DH2 2052-02-20 3 N/A 1000.00 755.04 Agency Mortgage-Backed Securities GNII SF CK9285 C N/A 3617Y5J67 2052-03-20 4 N/A 1000.00 738.56 Agency Mortgage-Backed Securities GNII SF CL4955 C N/A 3617YCQG2 2052-03-20 3 N/A 1000.00 446.04 Agency Mortgage-Backed Securities GNII SF CL5518 C N/A 3617YDDX7 2052-03-20 3 N/A 1000.00 462.55 Agency Mortgage-Backed Securities GNII SF CL7285 C N/A 3617YFCW5 2052-03-20 3.375 N/A 1000.00 718.94 Agency Mortgage-Backed Securities GNII SF CL7351 C N/A 3617YFEY9 2052-03-20 3.625 N/A 1000.00 792.55 Agency Mortgage-Backed Securities GNII SF CM0870 C N/A 3617YK6F8 2052-04-20 4 N/A 1008.00 492.29 Agency Mortgage-Backed Securities GNII SF CM0871 C N/A 3617YK6G6 2052-04-20 4 N/A 1000.00 596.45 Agency Mortgage-Backed Securities GNII SF CM8288 C N/A 3617YUF58 2052-04-20 4 N/A 1000.00 686.04 Agency Mortgage-Backed Securities GNII SF CO6774 C N/A 3617FJQ37 2052-08-20 4.5 N/A 1000.00 902.37 Agency Mortgage-Backed Securities GNII SF CV4138 C N/A 3618F0S34 2053-07-20 5 N/A 984686.00 850706.80 Agency Mortgage-Backed Securities GNII SF CX1430 C N/A 3618FMST9 2053-09-20 6 N/A 1000.00 600.08 Agency Mortgage-Backed Securities GNII SF CY1122 C N/A 3618G0G77 2053-12-20 7.5 N/A 1024.00 690.22 Agency Mortgage-Backed Securities GNII SF CY2991 C N/A 3618G2KC7 2053-11-20 7.5 N/A 1000.00 741.87 Agency Mortgage-Backed Securities GNII SF CZ1338 C N/A 3618GCPX4 2054-04-20 6.5 N/A 1000.00 751.86 Agency Mortgage-Backed Securities GNII SF CZ1486 C N/A 3618GCUK6 2054-05-20 7 N/A 1000.00 944.88 Agency Mortgage-Backed Securities GNII SF DB0503 C N/A 3618H2RY1 2054-05-20 6.5 N/A 1000.00 795.40 Agency Mortgage-Backed Securities GNII SF DB9981 C N/A 3618HDCS6 2054-05-20 8 N/A 1000.00 732.23 Agency Mortgage-Backed Securities GNII SF DB9982 C N/A 3618HDCT4 2054-05-20 8 N/A 1000.00 812.83 Agency Mortgage-Backed Securities GNII SF DB9983 C N/A 3618HDCU1 2054-05-20 8 N/A 1000.00 616.91 Agency Mortgage-Backed Securities GNII SF DC4725 C N/A 3618HKHA4 2054-05-20 7.5 N/A 1000.00 905.61 Agency Mortgage-Backed Securities GNII SF DC4727 C N/A 3618HKHC0 2054-05-20 7.5 N/A 1000.00 977.24 Agency Mortgage-Backed Securities GNII SF DC4728 C N/A 3618HKHD8 2054-05-20 7.5 N/A 1000.00 926.56 Agency Mortgage-Backed Securities GNII SF DD0117 C N/A 3618HSDW3 2054-06-20 7 N/A 1000.00 746.98 Agency Mortgage-Backed Securities GNII SF DD1699 C N/A 3618HT3G7 2054-07-20 7.5 N/A 1000.00 671.37 Agency Mortgage-Backed Securities GNII SF DD2621 C N/A 3618HU4E8 2054-08-20 7 N/A 1000.00 612.96 Agency Mortgage-Backed Securities GNII SF DF5139 C N/A 3618JNV85 2054-10-20 6.5 N/A 1008.00 1020.35 Agency Mortgage-Backed Securities GNII SF DF5212 C N/A 3618JNYH2 2054-10-20 8 N/A 1000.00 1058.89 Agency Mortgage-Backed Securities GNII SF DF9050 C N/A 3618JTBT8 2055-04-20 7 N/A 1000.00 1037.42 Agency Mortgage-Backed Securities GNII SF DG6660 C N/A 3618K3MH7 2055-01-20 6.5 N/A 1000.00 937.58 Agency Mortgage-Backed Securities GNII SF DH4160 C N/A 3618KCTR8 2055-03-20 6 N/A 1000.00 1030.82 Agency Mortgage-Backed Securities GNII SF DH5546 C N/A 3618KEET6 2055-04-20 7 N/A 1000.00 1034.29 Agency Mortgage-Backed Securities GNII SF DI2082 C N/A 3618NKJ31 2055-04-20 6.5 N/A 1000.00 1043.67 Agency Mortgage-Backed Securities GNII SF DI3710 C N/A 3618NMDP4 2055-04-20 7 N/A 1000.00 420.50 Agency Mortgage-Backed Securities GNII SF DI5372 C N/A 3618NN6H8 2055-04-20 7 N/A 1000.00 1045.91 Agency Mortgage-Backed Securities GNII SF DI5735 C N/A 3618NPLQ6 2055-03-20 7 N/A 1000.00 678.04 Agency Mortgage-Backed Securities GNII SF DJ6662 C N/A 3618KTMK3 2055-04-20 7 N/A 1000.00 1076.90 Agency Mortgage-Backed Securities GNII SF DK0449 C N/A 3618KYQA0 2055-05-20 7 N/A 1000.00 897.61 Agency Mortgage-Backed Securities GNII SF DK8440 C N/A 3618L8LV5 2055-07-20 7.5 N/A 1000.00 1071.30 Agency Mortgage-Backed Securities GNII SF DK9460 C N/A 3618L9QM8 2055-07-20 5.5 N/A 1000.00 963.11 Agency Mortgage-Backed Securities GNII SF DQ3348 C N/A 3618MVWH2 2056-02-20 5 N/A 1000.00 993.38 Agency Mortgage-Backed Securities GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 N/A 1008.00 81.48 Agency Mortgage-Backed Securities GNII SF MA2520 M N/A 36179QYR6 2045-01-20 3 N/A 1000.00 82.64 Agency Mortgage-Backed Securities GNII SF MA2522 M N/A 36179QYT2 2045-01-20 4 N/A 1024.00 74.15 Agency Mortgage-Backed Securities GNII SF MA2603 M N/A 36179Q3L3 2045-02-20 4.5 N/A 1000.00 58.36 Agency Mortgage-Backed Securities GNII SF MA2679 M N/A 36179Q6Q9 2045-03-20 4 N/A 1024.00 94.40 Agency Mortgage-Backed Securities GNII SF MA2753 M N/A 36179RBW8 2045-04-20 3 N/A 1024.00 85.67 Agency Mortgage-Backed Securities GNII SF MA2754 M N/A 36179RBX6 2045-04-20 3.5 N/A 1024.00 70.20 Agency Mortgage-Backed Securities GNII SF MA2826 M N/A 36179RD71 2045-05-20 3.5 N/A 1000.00 73.79 Agency Mortgage-Backed Securities GNII SF MA2891 M N/A 36179RF87 2045-06-20 3 N/A 1024.00 93.71 Agency Mortgage-Backed Securities GNII SF MA2962 M N/A 36179RJF7 2045-07-20 4 N/A 1024.00 78.43 Agency Mortgage-Backed Securities GNII SF MA3034 M N/A 36179RLP2 2045-08-20 3.5 N/A 1024.00 88.63 Agency Mortgage-Backed Securities GNII SF MA3105 M N/A 36179RNW5 2045-09-20 3.5 N/A 1000.00 86.23 Agency Mortgage-Backed Securities GNII SF MA3243 M N/A 36179RS83 2045-11-20 3 N/A 1024.00 112.32 Agency Mortgage-Backed Securities GNII SF MA3245 M N/A 36179RTA7 2045-11-20 4 N/A 1024.00 76.67 Agency Mortgage-Backed Securities GNII SF MA3521 M N/A 36179R4E6 2046-03-20 3.5 N/A 1024.00 93.30 Agency Mortgage-Backed Securities GNII SF MA3596 M N/A 36179R7H6 2046-04-20 3 N/A 1024.00 98.02 Agency Mortgage-Backed Securities GNII SF MA3662 M N/A 36179SB71 2046-05-20 3 N/A 1024.00 107.35 Agency Mortgage-Backed Securities GNII SF MA3873 M N/A 36179SJS7 2046-08-20 3 N/A 1024.00 117.55 Agency Mortgage-Backed Securities GNII SF MA3875 M N/A 36179SJU2 2046-07-20 4 N/A 1024.00 95.62 Agency Mortgage-Backed Securities GNII SF MA4127 M N/A 36179SSQ1 2046-12-20 3.5 N/A 1008.00 131.47 Agency Mortgage-Backed Securities GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 N/A 1000.00 131.56 Agency Mortgage-Backed Securities GNII SF MA4261 M N/A 36179SWW3 2047-02-20 3 N/A 1008.00 144.60 Agency Mortgage-Backed Securities GNII SF MA4900 M N/A 36179TNR2 2047-12-20 3.5 N/A 1024.00 118.44 Agency Mortgage-Backed Securities GNII SF MA5465 M N/A 36179UCA8 2048-09-20 3.5 N/A 1000.00 102.04 Agency Mortgage-Backed Securities GNII SF MA6222 M N/A 36179U4F6 2049-10-20 5 N/A 1008.00 116.11 Agency Mortgage-Backed Securities GNII SF MA6284 M N/A 36179U6V9 2049-11-20 3.5 N/A 1000.00 116.57 Agency Mortgage-Backed Securities GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 N/A 1024.00 241.88 Agency Mortgage-Backed Securities GNII SF MA7192 M N/A 36179V7D6 2051-02-20 2 N/A 1024.00 486.24 Agency Mortgage-Backed Securities GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 N/A 1000.00 496.07 Agency Mortgage-Backed Securities GNII SF MA7371 M N/A 36179WFL7 2051-05-20 4.5 N/A 1000.00 318.33 Agency Mortgage-Backed Securities GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 N/A 1024.00 531.57 Agency Mortgage-Backed Securities GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 N/A 1000.00 502.54 Agency Mortgage-Backed Securities GNII SF MA7475 M N/A 36179WJU3 2051-07-20 4 N/A 1000.00 434.32 Agency Mortgage-Backed Securities GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 N/A 1000.00 534.41 Agency Mortgage-Backed Securities GNII SF MA7706 M N/A 36179WR34 2051-11-20 3 N/A 1000.00 574.38 Agency Mortgage-Backed Securities GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 1000.00 592.20 Agency Mortgage-Backed Securities GNII SF MA7935 M N/A 36179WY85 2052-02-20 2 N/A 1000.00 600.15 Agency Mortgage-Backed Securities GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 1000.00 611.69 Agency Mortgage-Backed Securities GNII SF MA7939 M N/A 36179WZC5 2052-02-20 4 N/A 1000.00 620.78 Agency Mortgage-Backed Securities GNII SF MA7987 M N/A 36179W2U1 2052-03-20 2.5 N/A 1000.00 604.31 Agency Mortgage-Backed Securities GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 N/A 1000.00 651.74 Agency Mortgage-Backed Securities GNII SF MA7990 M N/A 36179W2X5 2052-04-20 4 N/A 1000.00 660.00 Agency Mortgage-Backed Securities GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 N/A 1000.00 652.29 Agency Mortgage-Backed Securities GNII SF MA8046 M N/A 36179W5F1 2052-05-20 4.5 N/A 1000.00 686.59 Agency Mortgage-Backed Securities GNII SF MA8148 M N/A 36179XBR6 2052-07-20 3 N/A 1000.00 626.39 Agency Mortgage-Backed Securities GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 N/A 1008.00 711.77 Agency Mortgage-Backed Securities GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 1000.00 607.24 Agency Mortgage-Backed Securities GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 N/A 1040.00 618.83 Agency Mortgage-Backed Securities GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 N/A 1024.00 653.84 Agency Mortgage-Backed Securities GNII SF MA8874 M N/A 36179X2F2 2051-05-20 3 N/A 1000.00 641.13 Agency Mortgage-Backed Securities GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 N/A 1024.00 678.51 Agency Mortgage-Backed Securities GNII SF MA9173 M N/A 36179YFN9 2053-09-20 6.5 N/A 1008.00 383.67 Agency Mortgage-Backed Securities GNII SF MA9241 M N/A 36179YHS6 2053-10-20 5.5 N/A 1000.00 691.07 Agency Mortgage-Backed Securities GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 N/A 1000.00 717.67 Agency Mortgage-Backed Securities GNII SF MA9363 M N/A 36179YML5 2053-11-20 6 N/A 1024.00 503.77 Agency Mortgage-Backed Securities GNII SF MA9664 M N/A 36179YWZ3 2054-05-20 3.5 N/A 1024.00 746.81 Agency Mortgage-Backed Securities GNII SF MA9782 M N/A 36179Y2P8 2054-05-20 7 N/A 1024.00 356.71 Agency Mortgage-Backed Securities GNII SF MA9907 M N/A 36180AAG8 2054-09-20 6 N/A 1024.00 552.96 Agency Mortgage-Backed Securities GNII SF MB0095 M N/A 3618N5C98 2054-07-20 7 N/A 1008.00 428.33 Agency Mortgage-Backed Securities GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 N/A 1000.00 877.28 Agency Mortgage-Backed Securities GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 N/A 1000.00 729.54 Agency Mortgage-Backed Securities GNII SF MB0483 M N/A 3618N5RD3 2055-07-20 4.5 N/A 1040.00 980.33 Agency Mortgage-Backed Securities GNII SF MB0559 M N/A 3618N5TR0 2055-07-20 7 N/A 1000.00 600.65 Agency Mortgage-Backed Securities GNII SF MB0683 M N/A 3618N5XM6 2055-10-20 4 N/A 1000.00 918.73 Agency Mortgage-Backed Securities GNII SF MB0689 M N/A 3618N5XT1 2054-05-20 7 N/A 1000.00 949.90 Agency Mortgage-Backed Securities GNII SF MB0817 M N/A 3618N54B2 2055-10-20 7 N/A 1000.00 1014.47 Agency Mortgage-Backed Securities GNII SF MB0869 M N/A 3618N56F1 2055-12-20 4 N/A 1024.00 947.19 Agency Mortgage-Backed Securities GNII SP 788186 C N/A 3622AD6X1 2055-09-20 5.5 N/A 1040.00 1012.37 Agency Mortgage-Backed Securities GNII SP 788190 C N/A 3622AD7B8 2055-09-20 5.5 N/A 1024.00 1002.76 Agency Mortgage-Backed Securities GNII SP 788194 C N/A 3622AD7F9 2055-09-20 5.5 N/A 1024.00 1009.14 Agency Mortgage-Backed Securities GNPL PN DL3184 N/A 3618LERD6 2060-09-15 4.63 N/A 6173.00 5926.24 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4258 N/A 3140NYWU1 2030-08-01 4.255 N/A 1004.00 1000.39 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6580 N/A 3140Q2J25 2033-03-01 4.07 N/A 3676.00 3578.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6618 N/A 3140Q2K80 2034-09-01 4.1 N/A 2943.00 2842.25 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-25 2026-09-25 2026-09-25 N N N 0.0378 1000000000.00 1000000000.00 0.0052 N N N Y Citibank NA Citibank NA 3.61000000 N/A E57ODZWZ7FF32TWEFA76 BYJ5B21Q9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 N/A 100.00 124.75 U.S. Treasuries (including strips) 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 N/A 313000.00 193846.98 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 N/A 2000.00 2185.13 U.S. Treasuries (including strips) 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 N/A 12448300.00 14096514.79 U.S. Treasuries (including strips) 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 N/A 9090700.00 9196688.05 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 N/A 400.00 522.09 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 516100.00 447506.34 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 N/A 856300.00 911132.34 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 200.00 171.13 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 100.00 99.72 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 505600.00 595773.37 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 16478000.00 9146491.98 U.S. Treasuries (including strips) 1 TRIB 46 N/A 912810RR1 2046-02-15 1 N/A 100.00 103.95 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 339900.00 328961.53 U.S. Treasuries (including strips) 1 TRIB 49 N/A 912810SG4 2049-02-15 1 N/A 2015600.00 1883644.60 U.S. Treasuries (including strips) 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 N/A 700.00 1115.59 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 7750300.00 11668993.05 U.S. Treasuries (including strips) 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 N/A 7338000.00 10784881.01 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 28100.00 17762.39 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 1971100.00 1222485.15 U.S. Treasuries (including strips) 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 N/A 30061700.00 50073980.22 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 45221700.00 40896495.99 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 4600.00 4540.61 U.S. Treasuries (including strips) 3 3/8 TRIB 32 N/A 912810FQ6 2032-04-15 3.375 N/A 330700.00 675440.55 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 100.00 213.20 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 160700.00 345755.99 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 103900.00 76676.78 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 138500.00 138298.28 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 237900.00 243208.91 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 200.00 200.44 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 4300.00 4428.51 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 33000.00 35568.18 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 3000.00 3115.26 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.81 N/A 300.00 300.99 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 150000000.00 150000000.00 0.0008 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.70000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2010-158 MS N/A 38377RBW4 2040-12-20 2.5658 N/A 28490000.00 7177650.43 Agency Collateralized Mortgage Obligation GNRA 2013-039 GS N/A 38378JUY6 2041-03-20 2.0658 N/A 58981198.00 7969386.12 Agency Collateralized Mortgage Obligation GNRA 2020-169 IO N/A 38380RFW5 2062-07-16 0.8525 N/A 119000000.00 6151080.32 Agency Collateralized Mortgage Obligation GNRA 2022-004 IO N/A 38381EQB7 2064-03-16 0.8573 N/A 150000000.00 8503669.21 Agency Collateralized Mortgage Obligation GNRA 2022-06O IO N/A 38382YPU1 2068-08-20 0.4905 N/A 280743642.00 6132511.13 Agency Collateralized Mortgage Obligation GNRA 2022-128 PS N/A 38383UAJ9 2052-07-20 8.0829 N/A 15182019.00 11009035.02 Agency Collateralized Mortgage Obligation GNRA 2023-02O IA N/A 38382YL27 2073-01-20 0.5813 N/A 269339702.00 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strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 95.83 96.58 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 40956291.67 38758120.30 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 20804458.33 18668975.17 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 51776354.17 52546425.01 U.S. Treasuries (including strips) 4 1/4 TPRN 39 N/A 912803DG5 2039-05-15 0 N/A 143.75 78.48 U.S. Treasuries (including strips) 4 1/4 TPRN E 35 N/A 912821SR7 2035-08-15 0 N/A 3210.42 2134.61 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 1533.33 1546.58 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 479.17 480.80 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 N/A 479.17 481.26 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 14903233.33 14922988.92 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 95.83 96.89 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 47.92 48.36 U.S. Treasuries (including strips) 4 1/8 TPRN 53 N/A 912803GU1 2053-08-15 0 N/A 47.92 12.05 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 287.50 290.23 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 1918822.92 1846161.06 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 62129900.00 58905867.93 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 188390604.17 193431483.97 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 38823712.50 38933754.51 U.S. Treasuries (including strips) 4 3/8 TPRN 39 N/A 912803DJ9 2039-11-15 0 N/A 3018.75 1592.66 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 25242356.25 24238632.09 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 33015925.00 31773222.45 U.S. Treasuries (including strips) 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 N/A 3677556.25 3517411.59 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 1936647.92 1975581.51 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 47.92 48.33 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 479.17 488.65 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 3067481.25 3199167.85 U.S. Treasuries (including strips) 4 5/8 TPRN 40 N/A 912803DK6 2040-02-15 0 N/A 191.67 99.64 U.S. Treasuries (including strips) 4 5/8 TPRN 55 N/A 912803HH9 2055-02-15 0 N/A 239.58 56.60 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 47.92 49.49 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 33541379.17 30178813.61 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 47.92 40.74 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 1054.17 1065.84 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 23900402.08 24263119.84 U.S. Treasuries (including strips) 4 TPRN F 35 N/A 912821TF2 2035-11-15 0 N/A 95.83 62.92 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 527.08 542.83 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 335.42 358.12 U.S. Treasuries (including strips) 5 3/8 TPRN 31 N/A 912803CK7 2031-02-15 0 N/A 45089.58 37134.11 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 47.92 48.62 U.S. Treasuries (including strips) 6 1/4 TPRN 30 N/A 912803CH4 2030-05-15 0 N/A 431.25 366.45 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 143.75 148.47 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 335.42 343.89 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 95.83 100.33 U.S. Treasuries (including strips) BILL 06/16/26 N/A 912797UA3 2026-06-16 0 N/A 335.42 334.81 U.S. Treasuries (including strips) BILL 06/18/26 N/A 912797TD9 2026-06-18 0 N/A 47.92 47.82 U.S. Treasuries (including strips) BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 N/A 575.00 571.42 U.S. Treasuries (including strips) BILL 08/04/26 N/A 912797US4 2026-08-04 0 N/A 479022.92 475808.67 U.S. Treasuries (including strips) TINT 02/15/28 N/A 912833RY8 2028-02-15 0 N/A 0.72 0.68 U.S. Treasuries (including strips) TINT 02/15/31 N/A 912833XZ8 2031-02-15 0 N/A 3.20 2.63 U.S. Treasuries (including strips) TINT 02/15/37 N/A 9128337F1 2037-02-15 0 N/A 34.76 21.18 U.S. Treasuries (including strips) TINT 02/15/38 N/A 912833Z60 2038-02-15 0 N/A 2.76 1.59 U.S. Treasuries (including strips) TINT 02/15/42 N/A 912834LB2 2042-02-15 0 N/A 0.74 0.34 U.S. Treasuries (including strips) TINT 02/15/44 N/A 912834NF1 2044-02-15 0 N/A 0.48 0.19 U.S. Treasuries (including strips) TINT 02/15/45 N/A 912834PH5 2045-02-15 0 N/A 2.02 0.76 U.S. Treasuries (including strips) TINT 02/15/46 N/A 912834PZ5 2046-02-15 0 N/A 0.48 0.17 U.S. Treasuries (including strips) TINT 02/15/47 N/A 912834RB6 2047-02-15 0 N/A 1.48 0.50 U.S. Treasuries (including strips) TINT 02/15/48 N/A 912834TF5 2048-02-15 0 N/A 0.15 0.05 U.S. Treasuries (including strips) TINT 02/15/49 N/A 912834UH9 2049-02-15 0 N/A 3.45 1.06 U.S. Treasuries (including strips) TINT 02/15/52 N/A 912834B56 2052-02-15 0 N/A 10.90 2.88 U.S. Treasuries (including strips) TINT 02/15/53 N/A 912834F94 2053-02-15 0 N/A 15.84 3.98 U.S. Treasuries (including strips) TINT 02/15/54 N/A 912834K56 2054-02-15 0 N/A 2.62 0.63 U.S. Treasuries (including strips) TINT 02/15/55 N/A 912834YK8 2055-02-15 0 N/A 0.48 0.11 U.S. Treasuries (including strips) TINT 05/15/32 N/A 9128337R5 2032-05-15 0 N/A 463.14 359.65 U.S. Treasuries (including strips) TINT 05/15/33 N/A 9128337T1 2033-05-15 0 N/A 0.48 0.35 U.S. Treasuries (including strips) TINT 05/15/34 N/A 9128337V6 2034-05-15 0 N/A 59.67 42.05 U.S. Treasuries (including strips) TINT 05/15/35 N/A 912833X88 2035-05-15 0 N/A 7187500.00 4814259.38 U.S. Treasuries (including strips) TINT 05/15/37 N/A 912833Y46 2037-05-15 0 N/A 0.05 0.03 U.S. Treasuries (including strips) TINT 05/15/38 N/A 912834AE8 2038-05-15 0 N/A 2.38 1.35 U.S. Treasuries (including strips) TINT 05/15/43 N/A 912834MM7 2043-05-15 0 N/A 95.43 39.98 U.S. Treasuries (including strips) TINT 05/15/45 N/A 912834KB3 2045-05-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) TINT 05/15/49 N/A 912834UR7 2049-05-15 0 N/A 2.94 0.89 U.S. Treasuries (including strips) TINT 05/15/50 N/A 912834VV7 2050-05-15 0 N/A 81.67 23.44 U.S. Treasuries (including strips) TINT 05/15/51 N/A 912834WZ7 2051-05-15 0 N/A 16.56 4.53 U.S. Treasuries (including strips) TINT 05/15/54 N/A 912834XP8 2054-05-15 0 N/A 2.06 0.49 U.S. Treasuries (including strips) TINT 08/15/27 N/A 912833PE4 2027-08-15 0 N/A 0.48 0.46 U.S. Treasuries (including strips) TINT 08/15/36 N/A 9128337E4 2036-08-15 0 N/A 33.66 21.08 U.S. Treasuries (including strips) TINT 08/15/37 N/A 912833Z52 2037-08-15 0 N/A 27.85 16.50 U.S. Treasuries (including strips) TINT 08/15/39 N/A 912834EP9 2039-08-15 0 N/A 42860.19 22559.93 U.S. Treasuries (including strips) TINT 08/15/40 N/A 912834JB5 2040-08-15 0 N/A 0.48 0.24 U.S. Treasuries (including strips) TINT 08/15/43 N/A 912834MT2 2043-08-15 0 N/A 1221877.96 504387.55 U.S. Treasuries (including strips) TINT 08/15/44 N/A 912834NV6 2044-08-15 0 N/A 0.48 0.19 U.S. Treasuries (including strips) TINT 08/15/45 N/A 912834PM4 2045-08-15 0 N/A 624949.32 229590.76 U.S. Treasuries (including strips) TINT 08/15/46 N/A 912834QP6 2046-08-15 0 N/A 0.48 0.17 U.S. Treasuries (including strips) TINT 08/15/47 N/A 912834RR1 2047-08-15 0 N/A 1.40 0.46 U.S. Treasuries (including strips) TINT 08/15/48 N/A 912834TV0 2048-08-15 0 N/A 336820.58 106056.72 U.S. Treasuries (including strips) TINT 08/15/51 N/A 912834XG8 2051-08-15 0 N/A 1.27 0.34 U.S. Treasuries (including strips) TINT 08/15/52 N/A 912834D47 2052-08-15 0 N/A 2.74 0.70 U.S. Treasuries (including strips) TINT 08/15/54 N/A 912834XW3 2054-08-15 0 N/A 0.48 0.12 U.S. Treasuries (including strips) TINT 11/15/29 N/A 912833XT2 2029-11-15 0 N/A 5240.15 4541.43 U.S. Treasuries (including strips) TINT 11/15/33 N/A 9128337U8 2033-11-15 0 N/A 4.27 3.09 U.S. Treasuries (including strips) TINT 11/15/34 N/A 9128337W4 2034-11-15 0 N/A 5.27 3.62 U.S. Treasuries (including strips) TINT 11/15/37 N/A 912834AD0 2037-11-15 0 N/A 0.48 0.28 U.S. Treasuries (including strips) TINT 11/15/38 N/A 912834DU9 2038-11-15 0 N/A 3.81 2.10 U.S. Treasuries (including strips) TINT 11/15/41 N/A 912834KV9 2041-11-15 0 N/A 7347594.49 3371186.57 U.S. Treasuries (including strips) TINT 11/15/44 N/A 912834PB8 2044-11-15 0 N/A 14438.54 5538.97 U.S. Treasuries (including strips) TINT 11/15/45 N/A 912834PT9 2045-11-15 0 N/A 19.62 7.12 U.S. Treasuries (including strips) TINT 11/15/48 N/A 912834UB2 2048-11-15 0 N/A 2.39 0.74 U.S. Treasuries (including strips) TINT 11/15/51 N/A 912834A65 2051-11-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 1150000000.00 1150000000.00 0.0060 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.62000000 N/A 254900BN8XS34XZDJ223 BYJ5B21H9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 N/A 17112400.00 22614411.99 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 N/A 3512800.00 4257347.21 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 30599700.00 42439497.04 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 N/A 600.00 805.70 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 2300.00 2298.48 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 400.00 342.26 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 300.00 285.94 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 715900.00 672782.08 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 21028800.00 13488042.61 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 100.00 54.45 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 73000.00 64738.73 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 600.00 580.69 U.S. Treasuries (including strips) 1 TRIB 49 N/A 912810SG4 2049-02-15 1 N/A 100.00 93.45 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91282CMB4 2027-12-15 4 N/A 7741400.00 7882083.44 U.S. Treasuries (including strips) 4.98 FCOR 26-32 ET N/A 3133ETSM0 2032-08-11 4.98 N/A 10879000.00 11003847.40 Agency Debentures and Agency Strips 5.30 FCOR 26-40 AW N/A 3133ETK22 2040-10-22 5.3 N/A 1000.00 985.44 Agency Debentures and Agency Strips 5.70 FCOR 26-45 S N/A 3133ETVY0 2045-09-08 5.7 N/A 2866000.00 2875644.09 Agency Debentures and Agency Strips FEPC 01.500 CLRA4524 N/A 3133KLAZ0 2051-02-01 1.5 N/A 1048.00 542.18 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 N/A 3013.00 2002.86 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2069 N/A 3133USJN2 2050-11-01 2.5 N/A 244235.00 161555.79 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0509 N/A 3132ACR69 2048-08-01 3 N/A 3588.00 991.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ4352 N/A 3142GUZS5 2055-06-01 5 N/A 2000.00 1862.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 2411957.00 1983009.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1956 N/A 3142GSE61 2054-07-01 5.5 N/A 1064.00 1009.00 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 N/A 1000.00 704.31 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0015 N/A 3142J6AR4 2055-06-01 6.5 N/A 2048.00 1304.81 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4237 N/A 31418DV74 2051-01-01 2 N/A 1000.00 521.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9477 N/A 3140XDQ74 2051-11-01 2.5 N/A 1000.00 587.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4322 N/A 3140W4YU5 2055-10-01 3 N/A 1000.00 862.68 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 1000.00 691.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2003 N/A 3140J6GM3 2047-10-01 4 N/A 1000.00 100.31 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 8064340.00 562162.04 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1407 N/A 3140Q8R56 2038-03-01 4 N/A 2490804.00 635602.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0467 N/A 3140N4QV2 2052-12-01 4.5 N/A 951240.00 689056.05 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8967 N/A 3140QU6D3 2054-08-01 5 N/A 1000.00 763.53 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8970 N/A 3140QU6G6 2054-08-01 5 N/A 1000.00 891.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9482 N/A 3140QVRC0 2054-11-01 5.5 N/A 2032.00 1792.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0119 N/A 3140Y6DZ0 2055-03-01 6 N/A 1000.00 898.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0864 N/A 3140Y66A3 2055-08-01 6 N/A 1087.00 1065.61 Agency Mortgage-Backed Securities FNMS 07.000 CLDE7732 N/A 3140BLSW3 2055-06-01 7 N/A 1000.00 1068.58 Agency Mortgage-Backed Securities GNII ET DM5591 C N/A 3618LVF82 2065-09-20 7 N/A 906630.00 944919.30 Agency Mortgage-Backed Securities GNII ET DS2611 C N/A 3618VN3U3 2066-05-20 6 N/A 25905661.00 26649688.86 Agency Mortgage-Backed Securities GNII RG CG8613 C N/A 3617WNSA1 2046-09-20 4 N/A 4000.00 1955.84 Agency Mortgage-Backed Securities GNII SF 004882 M N/A 36202FM78 2040-12-20 4 N/A 25382050.00 1190519.87 Agency Mortgage-Backed Securities GNII SF 005304 M N/A 36202F3M6 2042-01-20 3.5 N/A 14745342.00 969730.80 Agency Mortgage-Backed Securities GNII SF BX5449 C N/A 3617QABS5 2050-08-20 3 N/A 2000.00 662.67 Agency Mortgage-Backed Securities GNII SF CT5725 C N/A 3618BBLE7 2053-09-20 7.5 N/A 1000.00 824.86 Agency Mortgage-Backed Securities GNII SF CU0335 C N/A 3618BHLQ7 2053-09-20 7 N/A 3512560.00 2248495.74 Agency Mortgage-Backed Securities GNII SF CU9171 C N/A 3618BTFL9 2053-06-20 6.5 N/A 4344.00 2437.22 Agency Mortgage-Backed Securities GNII SF CV0621 C N/A 3618BVVN2 2053-09-20 7 N/A 2274412.00 1529440.17 Agency Mortgage-Backed Securities GNII SF CV2676 C N/A 3618BX6M8 2055-11-20 7.5 N/A 1314746.00 1420966.42 Agency Mortgage-Backed Securities GNII SF CV2682 C N/A 3618BX6T3 2055-08-20 7.5 N/A 11494039.00 12395569.08 Agency Mortgage-Backed Securities GNII SF CV6239 C N/A 3618F24Y8 2053-08-20 7 N/A 2581649.00 1816338.09 Agency Mortgage-Backed Securities GNII SF CV6241 C N/A 3618F25A9 2053-08-20 7 N/A 4321319.00 2920697.90 Agency Mortgage-Backed Securities GNII SF CV6318 C N/A 3618F3AT0 2053-10-20 7 N/A 1758109.00 1620250.55 Agency Mortgage-Backed Securities GNII SF CV6323 C N/A 3618F3AY9 2053-10-20 7 N/A 11649007.00 10146827.17 Agency Mortgage-Backed Securities GNII SF CV6949 C N/A 3618F3WJ8 2053-06-20 6.5 N/A 2000.00 759.30 Agency Mortgage-Backed Securities GNII SF CV7430 C N/A 3618F4HF1 2053-07-20 6 N/A 1000.00 1030.39 Agency Mortgage-Backed Securities GNII SF CV9349 C N/A 3618F6L61 2053-07-20 6.5 N/A 972424.00 806379.69 Agency Mortgage-Backed Securities GNII SF CX0785 C N/A 3618FL2S1 2053-09-20 7 N/A 2770378.00 2202776.54 Agency Mortgage-Backed Securities GNII SF CX5467 C N/A 3618FSCC0 2053-10-20 6.5 N/A 1000.00 947.92 Agency Mortgage-Backed Securities GNII SF CX6094 C N/A 3618FSXX1 2053-11-20 7.5 N/A 1000.00 699.49 Agency Mortgage-Backed Securities GNII SF CX8471 C N/A 3618FVMU2 2053-10-20 6.5 N/A 1000.00 677.93 Agency Mortgage-Backed Securities GNII SF CX8670 C N/A 3618FVT35 2053-10-20 6.5 N/A 1000.00 500.31 Agency Mortgage-Backed Securities GNII SF CZ8933 C N/A 3618GL4S8 2054-01-20 8 N/A 739858.00 356384.21 Agency Mortgage-Backed Securities GNII SF DF7613 C N/A 3618JRN69 2055-03-20 7 N/A 5349817.00 5635930.08 Agency Mortgage-Backed Securities GNII SF DF7617 C N/A 3618JRPA8 2055-03-20 7 N/A 2785966.00 2936657.98 Agency Mortgage-Backed Securities GNII SF DH8933 C N/A 3618KH4S2 2055-03-20 7 N/A 1000.00 991.31 Agency Mortgage-Backed Securities GNII SF DH8936 C N/A 3618KH4V5 2055-03-20 7 N/A 1000.00 957.19 Agency Mortgage-Backed Securities GNII SF DH8947 C N/A 3618KH5G7 2055-03-20 7.5 N/A 3850528.00 3730645.51 Agency Mortgage-Backed Securities GNII SF DI1425 C N/A 3618NJSN0 2055-03-20 7 N/A 11537393.00 10480271.41 Agency Mortgage-Backed Securities GNII SF DJ4218 C N/A 3618KQVK9 2055-07-20 6.5 N/A 1249.00 1333.67 Agency Mortgage-Backed Securities GNII SF DJ4219 C N/A 3618KQVL7 2055-07-20 7 N/A 8823383.00 9332999.86 Agency Mortgage-Backed Securities GNII SF DK7884 C N/A 3618L7XM4 2055-09-20 7 N/A 6121058.00 6529027.14 Agency Mortgage-Backed Securities GNII SF DL7326 C N/A 3618LKD70 2055-08-20 7.5 N/A 7698304.00 8303024.57 Agency Mortgage-Backed Securities GNII SF DL8227 C N/A 3618LLD86 2055-09-20 6.5 N/A 58183768.00 61373876.27 Agency Mortgage-Backed Securities GNII SF DM0811 C N/A 3618LP3U9 2055-09-20 7.5 N/A 23715738.00 23500952.58 Agency Mortgage-Backed Securities GNII SF DM6291 C N/A 3618LV7C2 2055-09-20 7.5 N/A 2338513.00 2524575.27 Agency Mortgage-Backed Securities GNII SF DN5616 C N/A 3618M8GZ1 2055-09-20 7 N/A 1000.00 1046.76 Agency Mortgage-Backed Securities GNII SF DN5618 C N/A 3618M8G32 2055-09-20 7 N/A 1000.00 1048.79 Agency Mortgage-Backed Securities GNII SF DN5619 C N/A 3618M8G40 2055-09-20 7 N/A 23025.00 24305.24 Agency Mortgage-Backed Securities GNII SF DN5621 C N/A 3618M8G65 2055-10-20 7 N/A 1000.00 1050.20 Agency Mortgage-Backed Securities GNII SF DN9439 C N/A 3618MCPY5 2055-12-20 7.5 N/A 3047093.00 3295796.09 Agency Mortgage-Backed Securities GNII SF DN9452 C N/A 3618MCQD0 2055-12-20 6.5 N/A 1000.00 1072.21 Agency Mortgage-Backed Securities GNII SF DN9459 C N/A 3618MCQL2 2055-11-20 7 N/A 14093938.00 14945936.16 Agency Mortgage-Backed Securities GNII SF DP0260 C N/A 3618MEJD4 2056-01-20 7 N/A 4001478.00 4280737.85 Agency Mortgage-Backed Securities GNII SF DP3937 C N/A 3618MJLS7 2056-01-20 6.5 N/A 4273427.00 4583092.11 Agency Mortgage-Backed Securities GNII SF DQ0336 C N/A 3618MSLR9 2056-03-20 5.5 N/A 5210311.00 5391466.57 Agency Mortgage-Backed Securities GNII SF DQ1177 C N/A 3618MTJW9 2056-02-20 6.5 N/A 1888933.00 1987755.41 Agency Mortgage-Backed Securities GNII SF DQ2271 C N/A 3618MUQY4 2056-03-20 5.5 N/A 4980425.00 5151953.42 Agency Mortgage-Backed Securities GNII SF DQ2624 C N/A 3618MU4H5 2056-03-20 7 N/A 2549458.00 2694037.50 Agency Mortgage-Backed Securities GNII SF DQ2632 C N/A 3618MU4R3 2056-04-20 6.5 N/A 3146826.00 3323791.09 Agency Mortgage-Backed Securities GNII SF DR1236 C N/A 3618V9LR1 2056-04-20 5.5 N/A 2000.00 2072.48 Agency Mortgage-Backed Securities GNII SF DR1664 C N/A 3618V9Z54 2056-04-20 7 N/A 1704302.00 1818916.55 Agency Mortgage-Backed Securities GNII SF DR8273 C N/A 3618VHFN9 2056-04-20 6 N/A 960991.00 994667.58 Agency Mortgage-Backed Securities GNII SF MA4777 M N/A 36179TJW6 2047-10-20 3 N/A 1007.00 126.54 Agency Mortgage-Backed Securities GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 N/A 325853568.00 36565512.62 Agency Mortgage-Backed Securities GNII SF MA4899 M N/A 36179TNQ4 2047-12-20 3 N/A 1000.00 130.88 Agency Mortgage-Backed Securities GNII SF MA5528 M N/A 36179UD90 2048-10-20 4 N/A 3063.00 264.07 Agency Mortgage-Backed Securities GNII SF MA6930 M N/A 36179VVX5 2050-10-20 2 N/A 149000000.00 65570192.97 Agency Mortgage-Backed Securities GNII SF MA7312 M N/A 36179WDR6 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Farm Credit Bank Variable Rate Notes 3.69500040 3133ETX36 254900C5LP6DN9OP9V83 US3133ETX369 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-04-19 2027-04-19 N N N 0.0378 79997006.40 79997006.40 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.67499880 3133EWRH5 254900C5LP6DN9OP9V83 US3133EWRH51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-10 2027-08-10 2027-08-10 N N N 0.0375 164884638.90 164884638.90 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75000120 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-09-24 2027-09-24 N N N 0.0376 245234146.50 245234146.50 0.0013 N N N N Federal Farm 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492500611.78 492500611.78 0.0026 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.73500000 3130B4XY2 2549001DPIFGXC1TOL40 US3130B4XY20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-02-10 2027-02-10 N N N 0.0379 99785562.87 99785562.87 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BAUN5 2549001DPIFGXC1TOL40 US3130BAUN50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-20 2026-11-20 N N N 0.0375 449679415.42 449679415.42 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130B97L8 2549001DPIFGXC1TOL40 US3130B97L88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-26 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AA+ 2026-06-01 2026-06-18 2026-06-18 N N N 0.0387 445255899.16 445255899.16 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74500080 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-02-05 2027-02-05 N N N 0.0377 318177428.10 318177428.10 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130BA4E4 2549001DPIFGXC1TOL40 US3130BA4E48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-07 2026-07-07 N N N 0.0364 222597228.63 222597228.63 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-12-18 2026-12-18 N N N 0.0376 100002628.00 100002628.00 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-03-18 2027-03-18 N N N 0.0379 480835201.22 480835201.22 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-04-09 2027-04-09 N N N 0.0378 185699301.25 185699301.25 0.0010 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-09-08 2026-09-08 N N N 0.0391 670603688.30 670603688.30 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130BA4B0 2549001DPIFGXC1TOL40 US3130BA4B09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-28 2026-07-28 N N N 0.0371 222598486.32 222598486.32 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.80000160 3130B84H2 2549001DPIFGXC1TOL40 US3130B84H22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-10-15 2027-10-15 N N N 0.0389 399958460.00 399958460.00 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-31 2026-11-30 2026-11-30 N N N 0.0374 223890000.00 223890000.00 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71000160 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2028-05-12 2028-05-12 N N N 0.0379 178173237.85 178173237.85 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-19 2026-08-19 N N N 0.0375 222367307.10 222367307.10 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-23 2026-11-23 N N N 0.0375 444296439.52 444296439.52 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71000160 3130B54R6 2549001DPIFGXC1TOL40 US3130B54R67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-02-12 2027-02-12 N N N 0.0377 400135568.00 400135568.00 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130BAHE0 2549001DPIFGXC1TOL40 US3130BAHE09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-28 2026-07-28 N N N 0.0365 349996398.50 349996398.50 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130B9KM1 2549001DPIFGXC1TOL40 US3130B9KM16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-23 2026-06-23 N N N 0.0381 443922185.52 443922185.52 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B9P95 2549001DPIFGXC1TOL40 US3130B9P954 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-18 2026-06-18 N N N 0.0385 442496398.05 442496398.05 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63499920 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-09-03 2026-09-03 N N N 0.0377 446969816.74 446969816.74 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B8QE5 2549001DPIFGXC1TOL40 US3130B8QE52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-25 2026-06-25 N N N 0.0380 223477704.86 223477704.86 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130B8F64 2549001DPIFGXC1TOL40 US3130B8F643 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-04 2026-06-04 N N N 0.0437 444399875.57 444399875.57 0.0023 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8EX6 2549001DPIFGXC1TOL40 US3130B8EX61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-30 2026-06-30 N N N 0.0381 222217102.25 222217102.25 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-09-04 2026-09-04 N N N 0.0379 216682321.61 216682321.61 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BAGR2 2549001DPIFGXC1TOL40 US3130BAGR21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2028-01-24 2028-01-24 N N N 0.0378 156546404.05 156546404.05 0.0008 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B1TL1 2549001DPIFGXC1TOL40 US3130B1TL16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-26 2026-06-26 N N N 0.0383 631315074.42 631315074.42 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70500120 3130BAWN3 2549001DPIFGXC1TOL40 US3130BAWN33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2028-05-26 2028-05-26 N N N 0.0378 99899594.41 99899594.41 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-18 2026-08-18 N N N 0.0375 108149108.84 108149108.84 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8SD5 2549001DPIFGXC1TOL40 US3130B8SD51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-02 2026-06-02 N N N 0.0486 460639580.82 460639580.82 0.0024 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-21 2026-08-21 N N N 0.0374 462449251.68 462449251.68 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BAS32 2549001DPIFGXC1TOL40 US3130BAS320 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-18 2026-11-18 N N N 0.0375 446813958.92 446813958.92 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-29 2026-10-29 N N N 0.0374 447775000.00 447775000.00 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-04 2026-08-04 N N N 0.0365 446965673.33 446965673.33 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.00000000 3130BAWE3 2549001DPIFGXC1TOL40 US3130BAWE34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-03 2028-05-28 2028-06-02 N N N 0.0377 249795000.00 249795000.00 0.0013 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-24 2026-07-24 N N N 0.0372 446953974.98 446953974.98 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-14 2026-10-14 N N N 0.0374 222485000.00 222485000.00 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-08-24 2026-08-24 N N N 0.0374 223477286.95 223477286.95 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B9GT1 2549001DPIFGXC1TOL40 US3130B9GT15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-16 2026-06-16 N N N 0.0387 445196741.14 445196741.14 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-01-04 2027-01-04 N N N 0.0376 224995135.50 224995135.50 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63499920 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-06 2026-10-06 N N N 0.0374 670597250.54 670597250.54 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71499840 3130B7YQ1 2549001DPIFGXC1TOL40 US3130B7YQ18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-04-02 2027-04-02 N N N 0.0380 399975140.00 399975140.00 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130B8ME9 2549001DPIFGXC1TOL40 US3130B8ME98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-17 2026-07-17 N N N 0.0375 445254728.12 445254728.12 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-23 2026-10-23 N N N 0.0374 358023847.16 358023847.16 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-13 2026-10-13 N N N 0.0374 442874583.70 442874583.70 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-02-25 2027-02-25 N N N 0.0376 800008759.98 800008759.98 0.0042 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BASH1 2549001DPIFGXC1TOL40 US3130BASH11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-26 2026-10-26 N N N 0.0378 669077422.64 669077422.64 0.0035 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-19 2026-11-19 N N N 0.0381 312226671.41 312226671.41 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B9EK2 2549001DPIFGXC1TOL40 US3130B9EK24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-06-08 2026-06-08 N N N 0.0410 486198439.30 486198439.30 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8F56 2549001DPIFGXC1TOL40 US3130B8F569 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-02 2026-07-02 N N N 0.0380 489168293.41 489168293.41 0.0026 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-21 2026-07-21 N N N 0.0373 446689688.80 446689688.80 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-21 2026-10-21 N N N 0.0374 311469582.63 311469582.63 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70500120 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-05-17 2027-05-17 N N N 0.0378 287483229.95 287483229.95 0.0015 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-30 2026-11-30 N N N 0.0377 227921650.14 227921650.14 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-01-28 2027-01-28 N N N 0.0375 447775000.00 447775000.00 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-23 2026-11-23 N N N 0.0375 448848321.30 448848321.30 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BANR4 2549001DPIFGXC1TOL40 US3130BANR48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-07 2026-10-07 N N N 0.0375 441918744.95 441918744.95 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-03 2026-11-03 N N N 0.0376 446797377.28 446797377.28 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B8ZJ4 2549001DPIFGXC1TOL40 US3130B8ZJ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-02 2026-07-02 N N N 0.0376 163088677.34 163088677.34 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62000160 3130B8ZK1 2549001DPIFGXC1TOL40 US3130B8ZK12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-07-02 2026-07-02 N N N 0.0376 122223871.86 122223871.86 0.0006 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.75999840 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-10-16 2026-10-16 N N N 0.0380 344682924.54 344682924.54 0.0018 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.73500000 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2027-05-05 2027-05-05 N N N 0.0378 266780010.00 266780010.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.75999840 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-09-23 2026-09-23 N N N 0.0382 418384049.02 418384049.02 0.0022 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.75999840 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-11-20 2026-11-20 N N N 0.0377 669402660.69 669402660.69 0.0035 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.75999840 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-01 2026-12-11 2026-12-11 N N N 0.0379 570151739.50 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FGPC N31276 G N/A 31281BMZ0 2036-01-01 4.5 N/A 2915.00 23.57 Agency Mortgage-Backed Securities 04.500 FGPC Q57827 G N/A 3132Y1VV7 2048-07-01 4.5 N/A 1000.00 255.50 Agency Mortgage-Backed Securities 04.500 FGPC Q61909 G N/A 3132VNDP5 2049-02-01 4.5 N/A 1472470.00 303652.98 Agency Mortgage-Backed Securities 04.500 FGPC Q62179 G N/A 3132VNM59 2049-03-01 4.5 N/A 28451788.00 5352401.06 Agency Mortgage-Backed Securities 04.500 FGPC V84386 G N/A 3132L92T1 2048-06-01 4.5 N/A 901250.00 107682.37 Agency Mortgage-Backed Securities 04.500 FGPC V84653 G N/A 3132LAE24 2048-09-01 4.5 N/A 191290489.00 29741170.90 Agency Mortgage-Backed Securities 05.000 FGPC L00016 G N/A 3128DFAR9 2035-11-01 5 N/A 6521.00 215.99 Agency Mortgage-Backed Securities 05.000 FGPC Q58035 G N/A 3132Y14V7 2048-08-01 5 N/A 1879246.00 517077.87 Agency Mortgage-Backed Securities 05.000 FGPC Q58036 G N/A 3132Y14W5 2048-08-01 5 N/A 1494721.00 386592.43 Agency Mortgage-Backed Securities 05.000 FGPC Q58368 G N/A 3132Y2JN7 2048-09-01 5 N/A 1000.00 240.47 Agency Mortgage-Backed Securities 05.000 FGPC Q58716 G N/A 3132Y2VJ2 2048-09-01 5 N/A 1296255.00 465635.15 Agency Mortgage-Backed Securities 05.500 FGPC N31136 G N/A 31281BHM5 2034-09-01 5.5 N/A 37349.00 46.00 Agency Mortgage-Backed Securities 06.000 FGPC P51360 G N/A 3128C6QM4 2036-09-01 6 N/A 17984.00 734.18 Agency Mortgage-Backed Securities 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 29384000.00 29026604.66 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 2033300.00 2043009.16 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 300.00 221.77 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 833900.00 853002.23 U.S. Treasuries (including strips) 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 N/A 66806000.00 64768510.67 U.S. Treasuries (including strips) FEPC 01.500 CIQN4926 N/A 3133GBPK4 2036-02-01 1.5 N/A 7701228.00 3640098.91 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3653 N/A 3133KKBW8 2050-10-01 1.5 N/A 1000.00 455.39 Agency Mortgage-Backed Securities FEPC 02.000 CIQN5018 N/A 3133GBSF2 2036-01-01 2 N/A 247755.00 115693.99 Agency Mortgage-Backed Securities FEPC 02.000 CISB8052 N/A 3132D55M0 2035-07-01 2 N/A 998000.00 299562.57 Agency Mortgage-Backed Securities FEPC 02.000 CISB8069 N/A 3132D56E7 2035-10-01 2 N/A 498000.00 174159.21 Agency Mortgage-Backed Securities FEPC 02.000 CLQB6998 N/A 3133ADX35 2050-12-01 2 N/A 2688000.00 1356475.30 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3563 N/A 3133KJ5Y4 2050-09-01 2 N/A 1906990.00 902271.93 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5846 N/A 3133KMP74 2051-09-01 2 N/A 246000.00 141159.93 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 N/A 1000.00 597.10 Agency Mortgage-Backed Securities FEPC 02.500 CISB0732 N/A 3132CWY57 2037-06-01 2.5 N/A 48999.00 31173.74 Agency Mortgage-Backed Securities FEPC 02.500 CISB8035 N/A 3132D54U3 2035-03-01 2.5 N/A 1000.00 166.53 Agency Mortgage-Backed Securities FEPC 02.500 CISB8240 N/A 3132D6EM8 2038-02-01 2.5 N/A 101144.00 76749.98 Agency Mortgage-Backed Securities FEPC 02.500 CLQA6376 N/A 3133A1CM2 2050-01-01 2.5 N/A 193000.00 60369.95 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2516 N/A 3133A8YM3 2050-08-01 2.5 N/A 510000.00 181131.03 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2682 N/A 3133A86T9 2050-08-01 2.5 N/A 485000.00 207838.42 Agency Mortgage-Backed Securities FEPC 02.500 CLQC4818 N/A 3133APK73 2051-08-01 2.5 N/A 691999.00 441964.59 Agency Mortgage-Backed Securities FEPC 02.500 CLQC6820 N/A 3133ARSH9 2051-08-01 2.5 N/A 4669632.00 3001919.86 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2148 N/A 3133AYL57 2051-12-01 2.5 N/A 323671.00 196279.12 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2595 N/A 3133KH3C8 2050-05-01 2.5 N/A 1000.00 351.70 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6397 N/A 3133KNDA8 2051-11-01 2.5 N/A 59587.00 34799.18 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 19000.00 11470.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1658 N/A 3132DNZX4 2052-04-01 2.5 N/A 119000.00 80621.50 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7521 N/A 3132DVLA1 2050-07-01 2.5 N/A 1000.00 442.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7552 N/A 3132DVL94 2052-01-01 2.5 N/A 1765000.00 1059445.46 Agency Mortgage-Backed Securities FEPC 03.000 CLQA3615 N/A 31339UAQ3 2049-10-01 3 N/A 485334.00 120428.87 Agency Mortgage-Backed Securities FEPC 03.000 CLQB4522 N/A 3133ABAX8 2050-10-01 3 N/A 7071870.00 2343956.26 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0590 N/A 3133AJUP6 2051-04-01 3 N/A 2439360.00 1435468.38 Agency Mortgage-Backed Securities FEPC 03.000 CLQC1955 N/A 3133ALE46 2051-05-01 3 N/A 5056087.00 2469710.34 Agency Mortgage-Backed Securities FEPC 03.000 CLQC9160 N/A 3133AUE95 2051-10-01 3 N/A 723000.00 440957.61 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6680 N/A 3133B4M51 2052-02-01 3 N/A 23000.00 14699.28 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 N/A 999000.00 633398.43 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 N/A 19000.00 13072.73 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1991 N/A 3131XVF83 2046-10-01 3 N/A 1000.00 155.16 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0289 N/A 3132ACKA7 2047-08-01 3 N/A 1000.00 213.69 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0121 N/A 31334WD24 2049-06-01 3.5 N/A 1000.00 247.79 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 1823319.00 492769.57 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3343 N/A 31339SWC5 2049-09-01 3.5 N/A 3157481.00 502299.44 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6910 N/A 3133A1VB5 2050-02-01 3.5 N/A 1077963.00 314658.50 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6986 N/A 3133KNXP3 2052-03-01 3.5 N/A 881186.00 557126.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0415 N/A 3132DMN84 2043-01-01 3.5 N/A 2048.00 734.58 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0821 N/A 3132DM4E2 2052-01-01 3.5 N/A 206000.00 117875.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8186 N/A 3132DWCX9 2051-11-01 3.5 N/A 410148.00 198949.92 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2662 N/A 3131XV5X9 2047-02-01 3.5 N/A 1000.00 101.43 Agency Mortgage-Backed Securities FEPC 04.000 CLQA8511 N/A 3133A3N46 2050-03-01 4 N/A 1000.00 342.67 Agency Mortgage-Backed Securities FEPC 04.000 CLQE8679 N/A 3133BJUC4 2052-08-01 4 N/A 1411370.00 511032.92 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0050 N/A 3132DMBT1 2047-01-01 4 N/A 1000.00 179.41 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1325 N/A 3132DNPJ6 2052-08-01 4 N/A 1480000.00 1050351.26 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1883 N/A 3132DPCU0 2052-06-01 4 N/A 62000.00 44527.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1067 N/A 31329JFG7 2040-09-01 4 N/A 4472097.00 138798.88 Agency Mortgage-Backed Securities FEPC 04.000 CLZL1185 N/A 3131XGJ66 2041-04-01 4 N/A 1000.00 59.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0541 N/A 3132ACS68 2048-06-01 4 N/A 2000.00 357.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0399 N/A 31334WNQ0 2049-06-01 4.5 N/A 1457622.00 419114.35 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 2247317.00 250645.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0903 N/A 31334XAC3 2049-06-01 4.5 N/A 999926.00 329484.33 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6377 N/A 3133BGCN6 2052-07-01 4.5 N/A 2909732.00 1613079.47 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8833 N/A 3133BJY63 2052-09-01 4.5 N/A 262944.00 160801.05 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9156 N/A 3133BKE54 2052-09-01 4.5 N/A 3811082.00 2874508.26 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8711 N/A 3133BWVC4 2053-02-01 4.5 N/A 4674720.00 4262765.07 Agency Mortgage-Backed Securities FEPC 04.500 CLQG2418 N/A 3133C2VK1 2053-04-01 4.5 N/A 578882.00 455491.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQG7209 N/A 3133C8AJ4 2053-07-01 4.5 N/A 5512389.00 5062523.50 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7396 N/A 3133KPGD4 2052-05-01 4.5 N/A 48625460.00 32891336.37 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7522 N/A 3133KPLB2 2052-06-01 4.5 N/A 88000.00 56455.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5961 N/A 3131YCTS5 2049-05-01 4.5 N/A 3035360.00 722356.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6041 N/A 3131YCWA0 2049-05-01 4.5 N/A 1520906.00 659848.40 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2690 N/A 3132A27B2 2039-05-01 4.5 N/A 1000.00 34.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4023 N/A 3132A4PG7 2044-09-01 4.5 N/A 1000.00 73.49 Agency Mortgage-Backed Securities FEPC 04.500 CTSC0334 N/A 3132D9LP7 2043-01-01 4.5 N/A 164000.00 98354.66 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5395 N/A 3133BE7G2 2052-07-01 5 N/A 1042917.00 758752.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5600 N/A 3133BFGH7 2052-07-01 5 N/A 1344410.00 728121.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5672 N/A 3133BFJR2 2052-07-01 5 N/A 1039174.00 626631.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7202 N/A 3133BHAB2 2052-08-01 5 N/A 1661804.00 1479420.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 1613651.00 519626.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8032 N/A 3133BH4R4 2052-08-01 5 N/A 50000000.00 30815508.61 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8439 N/A 3133BJLU4 2052-08-01 5 N/A 3442154.00 2383874.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8748 N/A 3133BJWH1 2052-08-01 5 N/A 1000268.00 684300.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9145 N/A 3133BKES4 2052-09-01 5 N/A 2199760.00 1023309.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9574 N/A 3133BKT74 2052-09-01 5 N/A 1109076.00 709207.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9646 N/A 3133BKWF2 2052-09-01 5 N/A 732092.00 614973.22 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0730 N/A 3133BMY33 2052-10-01 5 N/A 1476840.00 1383037.95 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0808 N/A 3133BM3R4 2052-10-01 5 N/A 5124960.00 3963276.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1000 N/A 3133BNDD2 2052-10-01 5 N/A 1758600.00 1148955.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1101 N/A 3133BNGJ6 2052-10-01 5 N/A 1096608.00 698121.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1105 N/A 3133BNGN7 2052-10-01 5 N/A 2904600.00 1883888.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1231 N/A 3133C1LL2 2053-04-01 5 N/A 1566500.00 1161833.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6247 N/A 3133C65G0 2053-06-01 5 N/A 4957824.00 3315803.24 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7681 N/A 3133KPRA8 2052-07-01 5 N/A 53622637.00 33039113.91 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7788 N/A 3133KPUM8 2052-08-01 5 N/A 44200268.00 32112962.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8538 N/A 3133KQPX8 2053-02-01 5 N/A 34297280.00 29112759.44 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8668 N/A 3133KQTZ9 2053-03-01 5 N/A 1000.00 747.74 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9263 N/A 3133KRJG0 2053-06-01 5 N/A 53974373.00 41056703.67 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5661 N/A 3142GWJF7 2056-01-01 5 N/A 2042.00 1993.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6592 N/A 3132DUKD8 2054-10-01 5 N/A 240000.00 206953.75 Agency Mortgage-Backed Securities FEPC 05.000 CLZN1436 N/A 3131Y7SZ1 2048-11-01 5 N/A 2000.00 199.56 Agency Mortgage-Backed Securities FEPC 05.500 CISB8266 N/A 3132D6FF2 2038-11-01 5.5 N/A 1000.00 469.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQE8795 N/A 3133BJXY3 2052-08-01 5.5 N/A 1150519.00 850698.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1354 N/A 3133BNQF3 2052-10-01 5.5 N/A 8168997.00 5333497.07 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 6077279.00 4029002.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3431 N/A 3133BQY42 2052-11-01 5.5 N/A 1000.00 726.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4944 N/A 3133BSP55 2052-12-01 5.5 N/A 1000.00 692.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4945 N/A 3133BSP63 2052-12-01 5.5 N/A 7390600.00 4751263.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6331 N/A 3133BUA80 2053-01-01 5.5 N/A 1688404.00 1344119.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6884 N/A 3133BUUH8 2053-02-01 5.5 N/A 1019.00 702.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7235 N/A 3133BVBC8 2053-01-01 5.5 N/A 1493876.00 1074558.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8264 N/A 3133BWFD0 2053-02-01 5.5 N/A 1000.00 727.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 1152300.00 1113439.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1048 N/A 3133C1EV8 2053-04-01 5.5 N/A 1217786.00 1050288.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1361534.00 1037721.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQG5155 N/A 3133C5WQ0 2053-06-01 5.5 N/A 1000.00 925.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQG5833 N/A 3133C6PS2 2053-07-01 5.5 N/A 13010.00 9323.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6211 N/A 3133C63U1 2053-06-01 5.5 N/A 42482386.00 26921603.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 249002.00 225622.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7367 N/A 3133C8FG5 2053-07-01 5.5 N/A 1450390.00 1118009.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 N/A 2979071.00 2597136.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7932 N/A 3133C8Y58 2053-08-01 5.5 N/A 1000.00 954.74 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8760 N/A 3133C9WV1 2053-08-01 5.5 N/A 1070684.00 686373.40 Agency Mortgage-Backed Securities FEPC 05.500 CLQG9197 N/A 3133CAGE4 2053-08-01 5.5 N/A 2537920.00 1733822.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 648000.00 406926.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 1024.00 857.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8206 N/A 3133WFDK0 2054-06-01 5.5 N/A 2660180.00 2223086.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5272 N/A 3133CV2D5 2054-09-01 5.5 N/A 1008.00 881.42 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8834 N/A 3133D0Y70 2054-11-01 5.5 N/A 8653857.00 6327810.94 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9065 N/A 3133D1CA5 2054-11-01 5.5 N/A 1024.00 830.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8209 N/A 3133KQDN3 2053-01-01 5.5 N/A 1024.00 812.26 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 43055850.00 31319557.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8548 N/A 3133KQP91 2053-02-01 5.5 N/A 40429105.00 32825777.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 35399000.00 26361572.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2605 N/A 3132DP3N6 2053-04-01 5.5 N/A 98000.00 74201.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3235 N/A 3132DQSY3 2053-06-01 5.5 N/A 133460.00 99761.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3822 N/A 3132E0G71 2053-09-01 5.5 N/A 5156000.00 3982163.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5639 N/A 3132DTHQ6 2054-06-01 5.5 N/A 58062.00 48088.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6008 N/A 3132DTU99 2054-08-01 5.5 N/A 44186600.00 32549789.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 92821139.00 66564465.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 N/A 6437043.00 5757012.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 N/A 13313927.00 9274721.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 12178414.00 8912009.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 N/A 390000.00 290094.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 1000.00 740.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1772 N/A 31427N6J3 2055-06-01 5.5 N/A 1612612.00 1542749.75 Agency Mortgage-Backed Securities FEPC 05.500 CLTB1521 N/A 3142K2VP2 2056-05-01 5.5 N/A 2000.00 2028.66 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5261 N/A 3133LPZ26 2035-09-01 5.5 N/A 1532098.00 1237126.45 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5271 N/A 3133LP2C0 2035-11-01 5.5 N/A 832500.00 795279.12 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 N/A 3132CXK43 2039-07-01 6 N/A 754445.00 362744.35 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 1000.00 242.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4594 N/A 3133BSC75 2052-12-01 6 N/A 2647029.00 1667542.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4929 N/A 3133BSPN6 2052-12-01 6 N/A 1024.00 637.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 N/A 13646264.00 6855524.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5482 N/A 3133BTCT5 2052-12-01 6 N/A 40979000.00 27877973.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6336 N/A 3133BUBD8 2053-01-01 6 N/A 1631250.00 1257215.12 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6492 N/A 3133BUF93 2053-01-01 6 N/A 8760833.00 3948068.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7343 N/A 3133BVEQ4 2053-02-01 6 N/A 323476.00 201896.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7454 N/A 3133BVH73 2053-02-01 6 N/A 3664331.00 2969406.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7618 N/A 3133C8PB5 2053-07-01 6 N/A 46642063.00 28505413.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQH2626 N/A 3133CE4K5 2053-10-01 6 N/A 7278122.00 6102287.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4699 N/A 3133CHGG4 2053-11-01 6 N/A 2116640.00 1559793.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5988 N/A 3133CJUM1 2053-12-01 6 N/A 3721256.00 2588932.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4567 N/A 3133WBCC8 2054-05-01 6 N/A 242304.00 222048.98 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7279 N/A 3133WECQ1 2054-06-01 6 N/A 592792.00 601355.66 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5642 N/A 3133CWHT2 2054-09-01 6 N/A 479598.00 454143.99 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9873 N/A 3133KR6J8 2053-09-01 6 N/A 40848942.00 28407033.71 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 N/A 3133KSC59 2053-10-01 6 N/A 39211220.00 28545894.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5749 N/A 3142GWL72 2056-01-01 6 N/A 1078.00 1066.36 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 1607639.00 1238094.40 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 N/A 398000.00 234571.14 Agency Mortgage-Backed Securities FEPC 06.500 CISB8358 N/A 3132D6JB7 2039-12-01 6.5 N/A 68491.00 51610.94 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6773 N/A 3133C7Q26 2053-07-01 6.5 N/A 1048380.00 748905.86 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1726 N/A 3133CD4K7 2053-10-01 6.5 N/A 1000.00 785.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQH2147 N/A 3133CEL42 2053-09-01 6.5 N/A 18577677.00 9954951.30 Agency Mortgage-Backed Securities FEPC 06.500 CLQH2818 N/A 3133CFDX4 2053-10-01 6.5 N/A 2782963.00 1292099.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6186 N/A 3133CJ2T7 2053-12-01 6.5 N/A 7950830.00 5830568.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7571 N/A 3133WEMU1 2054-06-01 6.5 N/A 245924.00 184564.23 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9548 N/A 3133WGTD7 2054-07-01 6.5 N/A 4020533.00 2306075.29 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ4230 N/A 3133CUVX1 2054-09-01 6.5 N/A 10395833.00 7100139.85 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1024 N/A 3142GRD64 2054-03-01 6.5 N/A 1000.00 710.25 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 61876543.00 28726879.55 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8464 N/A 3132DWMM2 2054-09-01 6.5 N/A 38630056.00 19196327.12 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8486 N/A 3132DWNB5 2055-01-01 6.5 N/A 2635471.00 1416043.01 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8526 N/A 3132DWPK3 2055-04-01 6.5 N/A 13370368.00 7233074.98 Agency Mortgage-Backed Securities FEPC 06.500 ZLSI2126 N/A 3133USLF6 2054-03-25 6.5 N/A 52455.00 44245.65 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4465 N/A 3133CG6A0 2053-11-01 7 N/A 1058961.00 658729.89 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4471 N/A 3133CG6G7 2053-11-01 7 N/A 1148515.00 339890.70 Agency Mortgage-Backed Securities FEPC 07.000 CLQH6533 N/A 3133CKHJ0 2053-12-01 7 N/A 1044284.00 729871.48 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9253 N/A 3133WGH65 2054-07-01 7 N/A 374002.00 248866.52 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6983 N/A 3140KSXM4 2037-01-01 1.5 N/A 2344610.00 1326264.26 Agency Mortgage-Backed Securities FNMS 01.500 CICA9422 N/A 3140QHPG4 2036-03-01 1.5 N/A 97422.00 40456.73 Agency Mortgage-Backed Securities FNMS 01.500 CNFA0049 N/A 3140W0BT1 2031-07-01 1.5 N/A 1995000.00 1236564.91 Agency Mortgage-Backed Securities FNMS 02.000 CIBE7425 N/A 3140FTHB0 2032-04-01 2 N/A 52214.00 13591.48 Agency Mortgage-Backed Securities FNMS 02.000 CIBT3978 N/A 3140LSM45 2036-06-01 2 N/A 9998000.00 5181808.55 Agency Mortgage-Backed Securities FNMS 02.000 CIFA1529 N/A 3140W1VX8 2038-03-01 2 N/A 3171431.00 2506747.82 Agency Mortgage-Backed Securities FNMS 02.000 CLBP8076 N/A 3140KF6N0 2050-08-01 2 N/A 82822144.00 33511365.91 Agency Mortgage-Backed Securities FNMS 02.000 CLBP8105 N/A 3140KGAF0 2050-08-01 2 N/A 5241787.00 2273447.57 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2643 N/A 3140L05D5 2051-02-01 2 N/A 558000.00 269782.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBT7046 N/A 3140LVZL6 2051-07-01 2 N/A 1000.00 532.91 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7103 N/A 3140M83M9 2051-12-01 2 N/A 3139282.00 1834391.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4122 N/A 3140MHSL4 2052-03-01 2 N/A 295000.00 181717.01 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6798 N/A 3140QERU8 2050-08-01 2 N/A 14266231.00 6584731.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6902 N/A 3140QEU42 2050-09-01 2 N/A 3097000.00 1561451.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7011 N/A 3140QEYH9 2050-09-01 2 N/A 7111664.00 3446392.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 N/A 3140QGYP6 2051-02-01 2 N/A 4128000.00 2289281.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2784 N/A 3140QNCW0 2052-01-01 2 N/A 337005.00 207995.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2927 N/A 3140QNHD7 2052-02-01 2 N/A 1466000.00 936747.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3035 N/A 3140QNLR1 2052-03-01 2 N/A 852000.00 544659.39 Agency Mortgage-Backed Securities FNMS 02.000 CLFA0821 N/A 3140W04F9 2051-07-01 2 N/A 3962000.00 2943811.11 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1352 N/A 3140W1QE6 2052-02-01 2 N/A 606000.00 450097.70 Agency Mortgage-Backed Securities FNMS 02.000 CLFA2878 N/A 3140W3FU8 2052-04-01 2 N/A 1000.00 767.39 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4122 N/A 3140W4SL2 2053-12-01 2 N/A 1000.00 781.30 Agency Mortgage-Backed Securities FNMS 02.500 CIBP8820 N/A 3140KGYS6 2035-07-01 2.5 N/A 411054.00 83820.22 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 32000.00 12281.56 Agency Mortgage-Backed Securities FNMS 02.500 CICA6872 N/A 3140QET69 2035-08-01 2.5 N/A 627000.00 218604.76 Agency Mortgage-Backed Securities FNMS 02.500 CICA7253 N/A 3140QFBX6 2035-10-01 2.5 N/A 433649.00 170488.32 Agency Mortgage-Backed Securities FNMS 02.500 CICA8794 N/A 3140QGXY8 2036-01-01 2.5 N/A 11444155.00 4141791.78 Agency Mortgage-Backed Securities FNMS 02.500 CLAL6851 N/A 3138EPTH7 2043-10-01 2.5 N/A 1108.00 239.74 Agency Mortgage-Backed Securities FNMS 02.500 CLAR9130 N/A 3138W7EC4 2043-04-01 2.5 N/A 429536.00 71689.02 Agency Mortgage-Backed Securities FNMS 02.500 CLAU4278 N/A 3138X3XG2 2043-09-01 2.5 N/A 207000.00 33565.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBD8428 N/A 3140FGLJ6 2046-09-01 2.5 N/A 346796.00 93309.78 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1150 N/A 3140KLH47 2050-10-01 2.5 N/A 1000.00 460.49 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1967 N/A 3140LQFH8 2052-02-01 2.5 N/A 649854.00 453813.20 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 N/A 1477660.00 895257.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBU7102 N/A 3140M83L1 2051-12-01 2.5 N/A 3253672.00 1956503.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5514 N/A 3140QDDU5 2050-04-01 2.5 N/A 8130002.00 3043432.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 N/A 63942633.00 27215038.42 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6307 N/A 3140QEAH5 2050-07-01 2.5 N/A 586347.00 226205.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6528 N/A 3140QEHE5 2050-07-01 2.5 N/A 1024.00 384.29 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 N/A 61562540.00 28522039.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8132 N/A 3140QGBA4 2050-12-01 2.5 N/A 1000.00 437.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 N/A 29044.00 16067.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9090 N/A 3140QHC45 2051-02-01 2.5 N/A 686781.00 378835.02 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1027 N/A 3140QLD94 2051-07-01 2.5 N/A 1000.00 591.11 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2291 N/A 3140QMRM8 2051-12-01 2.5 N/A 98000.00 66442.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 5205040.00 3346108.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1330 N/A 3140W1PQ0 2053-07-01 2.5 N/A 6994992.00 5426490.82 Agency Mortgage-Backed Securities FNMS 02.500 CTCA7430 N/A 3140QFHG7 2040-10-01 2.5 N/A 499000.00 238256.59 Agency Mortgage-Backed Securities FNMS 02.500 GLCA9497 N/A 3140QHRT4 2051-03-01 2.5 N/A 8240169.00 4769388.17 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0618 N/A 3140FXVL3 2062-03-01 2.5 N/A 2000.00 1279.01 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0697 N/A 3140FXX31 2062-12-01 2.5 N/A 43591392.00 28391319.23 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 N/A 1024.00 780.76 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0680 N/A 3140FXXJ6 2062-09-01 2.5 N/A 3189.00 1891.04 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0829 N/A 3140FX4P4 2064-06-01 2.5 N/A 1000.00 764.64 Agency Mortgage-Backed Securities FNMS 03.000 CICA5464 N/A 3140QDCA0 2035-03-01 3 N/A 443460.00 122300.22 Agency Mortgage-Backed Securities FNMS 03.000 CICA8374 N/A 3140QGJU2 2035-12-01 3 N/A 1101133.00 459644.81 Agency Mortgage-Backed Securities FNMS 03.000 CICA9100 N/A 3140QHDE2 2035-12-01 3 N/A 219924.00 37854.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9432 N/A 3138ERPS3 2046-10-01 3 N/A 153000.00 35641.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAO8115 N/A 3138M0AR1 2042-08-01 3 N/A 951810.00 189750.82 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ4057 N/A 3138MKQK5 2043-04-01 3 N/A 14109640.00 2330776.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAR5877 N/A 3138W3Q71 2043-01-01 3 N/A 5115024.00 1126279.76 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6746 N/A 3138W4P88 2043-03-01 3 N/A 1411266.00 279558.17 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4976 N/A 3138WEQ69 2045-05-01 3 N/A 26044932.00 3218216.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4977 N/A 3138WEQ77 2045-05-01 3 N/A 3024.00 404.80 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4979 N/A 3138WEQ93 2045-05-01 3 N/A 262070272.00 29706125.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5072 N/A 3138WET66 2045-06-01 3 N/A 221511424.00 26740625.94 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7155 N/A 3138WG5R1 2046-05-01 3 N/A 6897120.00 902695.82 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7800 N/A 3138WHU26 2046-08-01 3 N/A 487578000.00 64523313.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7883 N/A 3138WHXM9 2046-09-01 3 N/A 149988352.00 33077736.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7892 N/A 3138WHXW7 2046-09-01 3 N/A 1040.00 138.23 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7914 N/A 3138WHYL0 2046-09-01 3 N/A 231309056.00 33167433.94 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8793 N/A 3138WJXX1 2047-02-01 3 N/A 27022520.00 7762241.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS9448 N/A 3138WKQA6 2047-04-01 3 N/A 24422880.00 4909027.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAT3038 N/A 3138WQLU4 2043-04-01 3 N/A 12390000.00 2174065.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5611 N/A 3138WTGV2 2043-05-01 3 N/A 3741800.00 847531.11 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5893 N/A 3138WTRP3 2043-06-01 3 N/A 196261176.00 31750317.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAT7933 N/A 3138WVY70 2043-07-01 3 N/A 1120.00 185.19 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1624 N/A 3138X0YW2 2043-07-01 3 N/A 7805288.00 1742009.44 Agency Mortgage-Backed Securities FNMS 03.000 CLAY1380 N/A 3138YERA7 2045-04-01 3 N/A 1040.00 186.69 Agency Mortgage-Backed Securities FNMS 03.000 CLAY7018 N/A 3138YLYQ8 2045-04-01 3 N/A 1000.00 126.22 Agency Mortgage-Backed Securities FNMS 03.000 CLAY9314 N/A 3138YPK43 2045-05-01 3 N/A 1611500.00 601486.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ0834 N/A 3138YR4U9 2045-07-01 3 N/A 10957760.00 2231293.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ0857 N/A 3138YR5T1 2045-07-01 3 N/A 3295000.00 599427.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBC2815 N/A 3140EXDV2 2046-09-01 3 N/A 216068864.00 32945354.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8018 N/A 3140FF4C2 2046-09-01 3 N/A 164438272.00 32557533.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBK5178 N/A 3140HJXG1 2048-05-01 3 N/A 123724.00 32607.01 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3484 N/A 3140J72S3 2048-02-01 3 N/A 845000.00 239237.60 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7245 N/A 3140K3BP6 2050-01-01 3 N/A 811000.00 197207.76 Agency Mortgage-Backed Securities FNMS 03.000 CLBP2337 N/A 3140K9S34 2050-02-01 3 N/A 5406943.00 1567912.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7820 N/A 3140KFVN2 2050-07-01 3 N/A 228000.00 75630.78 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9421 N/A 3140KHPF2 2050-07-01 3 N/A 1000.00 443.86 Agency Mortgage-Backed Securities FNMS 03.000 CLBR8552 N/A 3140L7QE5 2051-04-01 3 N/A 4869716.00 1796149.92 Agency Mortgage-Backed Securities FNMS 03.000 CLBU7841 N/A 3140M9WB9 2051-12-01 3 N/A 5275340.00 2982828.03 Agency Mortgage-Backed Securities FNMS 03.000 CLBU9889 N/A 3140MB7B2 2052-01-01 3 N/A 28954.00 15332.78 Agency Mortgage-Backed Securities FNMS 03.000 CLBV0178 N/A 3140MDFU7 2052-01-01 3 N/A 608437.00 416486.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7832 N/A 3140MMV21 2052-07-01 3 N/A 2901320.00 1943691.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCA2922 N/A 3140QAG87 2048-12-01 3 N/A 634989.00 98324.56 Agency Mortgage-Backed Securities FNMS 03.000 CLCA3960 N/A 3140QBMJ4 2049-08-01 3 N/A 343000.00 102967.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4550 N/A 3140QCBU9 2049-11-01 3 N/A 359960.00 66226.46 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7531 N/A 3140QFLM9 2050-10-01 3 N/A 99000.00 52933.91 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8046 N/A 3140QF5G0 2050-12-01 3 N/A 7209000.00 3637496.32 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9297 N/A 3140QHKK0 2051-02-01 3 N/A 1024.00 535.74 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0095 N/A 3140QKC97 2051-04-01 3 N/A 3671000.00 2206352.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 123149.00 82303.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1051 N/A 3140QLEZ5 2051-06-01 3 N/A 8160651.00 4156856.28 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 15307.00 10479.20 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1920 N/A 3140QMD27 2051-06-01 3 N/A 10496000.00 6740194.49 Agency Mortgage-Backed 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CIAW3638 N/A 3138XTBG9 2029-06-01 3.5 N/A 1000.00 42.33 Agency Mortgage-Backed Securities FNMS 03.500 CICA4895 N/A 3140QCNM4 2034-12-01 3.5 N/A 1015000.00 255004.39 Agency Mortgage-Backed Securities FNMS 03.500 CICB3393 N/A 3140QNXX5 2037-04-01 3.5 N/A 41000.00 21619.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ7680 N/A 3138E0RA9 2041-12-01 3.5 N/A 2046.00 124.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAK2974 N/A 3138E7JU9 2042-05-01 3.5 N/A 14098000.00 2511737.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6731 N/A 3138EBPR0 2042-03-01 3.5 N/A 447960288.00 31095305.02 Agency Mortgage-Backed Securities FNMS 03.500 CLAK7376 N/A 3138ECFS7 2042-03-01 3.5 N/A 10154499.00 2719946.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3000 N/A 3138EKKN4 2042-12-01 3.5 N/A 823000.00 135292.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAL5938 N/A 3138ENS42 2044-10-01 3.5 N/A 41638144.00 7409700.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 1637000.00 303221.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8521 N/A 3138ETPF7 2046-04-01 3.5 N/A 183995.00 46747.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ3651 N/A 3138MKBV7 2042-11-01 3.5 N/A 4754416.00 790516.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7190 N/A 3138MN7C8 2043-07-01 3.5 N/A 7013256.00 1343548.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3916 N/A 3138W1K63 2043-02-01 3.5 N/A 1219748.00 157924.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8840 N/A 3138W6ZE9 2043-04-01 3.5 N/A 1569131.00 83464.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4525 N/A 3138WEA33 2045-03-01 3.5 N/A 1040.00 198.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5247 N/A 3138WEZM4 2045-06-01 3.5 N/A 331045888.00 31388708.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5310 N/A 3138WE3U1 2045-07-01 3.5 N/A 1000.00 201.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5372 N/A 3138WE6J3 2045-07-01 3.5 N/A 245480960.00 26947758.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5566 N/A 3138WFFG6 2045-08-01 3.5 N/A 1040.00 218.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5997 N/A 3138WFUX2 2045-10-01 3.5 N/A 194073856.00 27854821.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7160 N/A 3138WG5W0 2046-05-01 3.5 N/A 8910996.00 2012194.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7162 N/A 3138WG5Y6 2046-05-01 3.5 N/A 9997000.00 1953240.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7595 N/A 3138WHNM0 2046-07-01 3.5 N/A 14993000.00 3828828.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 44386070.00 10693080.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9740 N/A 3138WKZE8 2047-06-01 3.5 N/A 1000.00 102.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9940 N/A 3138WLBJ1 2047-07-01 3.5 N/A 1140.00 249.53 Agency Mortgage-Backed Securities FNMS 03.500 CLAT0360 N/A 3138WMMJ7 2043-05-01 3.5 N/A 19082817.00 2077934.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAT1004 N/A 3138WNDJ5 2043-04-01 3.5 N/A 1024.00 128.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAT9804 N/A 3138WX3N5 2043-06-01 3.5 N/A 1000.00 119.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAV5021 N/A 3138XGSK0 2044-02-01 3.5 N/A 5105860.00 990282.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAY4198 N/A 3138YHUY4 2045-05-01 3.5 N/A 61968495.00 5428542.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2076 N/A 3138YTJW5 2045-09-01 3.5 N/A 1024.00 254.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ5897 N/A 3138YXRT4 2045-10-01 3.5 N/A 17891260.00 2243659.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0904 N/A 3140EVAE7 2046-05-01 3.5 N/A 2480474.00 623247.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBH7398 N/A 3140GWGG2 2047-08-01 3.5 N/A 209108480.00 28683199.64 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2383 N/A 3140H3UH7 2047-11-01 3.5 N/A 1642084.00 669828.62 Agency Mortgage-Backed 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CLBV5395 N/A 3140MJ7H2 2052-04-01 3.5 N/A 1000.00 497.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0271 N/A 3140Q7JR9 2047-08-01 3.5 N/A 3380842.00 615772.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0317 N/A 3140Q7K71 2047-09-01 3.5 N/A 200061440.00 27851291.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0771 N/A 3140Q72D8 2047-11-01 3.5 N/A 7255790.00 1014455.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1079 N/A 3140Q8FV2 2048-01-01 3.5 N/A 1024.00 118.96 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3576 N/A 3140QA6N5 2049-05-01 3.5 N/A 174945280.00 29736637.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 222001.00 24527.17 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5740 N/A 3140QDLW2 2050-05-01 3.5 N/A 6214538.00 2153853.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 2280857.00 1105296.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCB0543 N/A 3140QKS90 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Mortgage-Backed Securities FNMS 03.500 U3BF0209 N/A 3140FXGT3 2042-02-01 3.5 N/A 663000.00 150640.33 Agency Mortgage-Backed Securities FNMS 03.500 U3BM7365 N/A 3140JCFF6 2043-02-01 3.5 N/A 1000.00 562.67 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0354 N/A 3140FXMC3 2053-01-01 3.5 N/A 211465.00 90158.64 Agency Mortgage-Backed Securities FNMS 03.500 ZC310231 N/A 31374CSU1 2044-04-01 3.5 N/A 1997000.00 1517845.42 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5307 N/A 3140J93R0 2033-12-01 4 N/A 37485360.00 5399574.38 Agency Mortgage-Backed Securities FNMS 04.000 CICA2406 N/A 3140Q9U84 2033-10-01 4 N/A 1000.00 121.19 Agency Mortgage-Backed Securities FNMS 04.000 CLAL4334 N/A 3138ELY80 2043-10-01 4 N/A 12063260.00 1867168.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9578 N/A 3138ERUC2 2045-06-01 4 N/A 233000.00 32555.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9478 N/A 3138WKQ81 2047-04-01 4 N/A 9188544.00 2023747.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9831 N/A 3138WK4R3 2047-06-01 4 N/A 548000.00 44965.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAT4918 N/A 3138WSPC6 2043-05-01 4 N/A 2584025.00 280513.27 Agency Mortgage-Backed Securities FNMS 04.000 CLAU9318 N/A 3138X9K81 2043-10-01 4 N/A 248000.00 39399.52 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5818 N/A 3138XVPC8 2044-08-01 4 N/A 1659830.00 263589.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBC6941 N/A 3140F2WB2 2046-03-01 4 N/A 2517784.00 886198.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBC8746 N/A 3140F4WG7 2046-06-01 4 N/A 858000.00 136890.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8609 N/A 3140FUR75 2047-03-01 4 N/A 1000.00 149.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 17651843.00 4897956.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2700 N/A 3140H4AA2 2048-04-01 4 N/A 8281238.00 1829829.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1066 N/A 3140J5FG9 2047-02-01 4 N/A 451996.00 55053.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3211 N/A 3140J7R98 2047-12-01 4 N/A 1000.00 211.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3693 N/A 3140J8C76 2046-04-01 4 N/A 250000.00 45785.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 559560.00 174508.11 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 193883596.00 32346743.92 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2039 N/A 3140Q9HR7 2048-07-01 4 N/A 1024.00 71.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2626 N/A 3140Q94L4 2048-11-01 4 N/A 123115.00 29887.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3254 N/A 3140QATL4 2048-02-01 4 N/A 10886470.00 3006271.80 Agency Mortgage-Backed Securities FNMS 04.000 CLCA6761 N/A 3140QEQP0 2050-08-01 4 N/A 9989630.00 3728891.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2923 N/A 3140QNG97 2052-02-01 4 N/A 5003504.00 2694313.46 Agency Mortgage-Backed 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37413.78 Agency Mortgage-Backed Securities FNMS 04.500 CLAZ8665 N/A 3140E1TX1 2045-11-01 4.5 N/A 1000.00 285.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBD0976 N/A 3140F8CN5 2046-04-01 4.5 N/A 3530480.00 269918.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBD9278 N/A 3140FHJY4 2046-11-01 4.5 N/A 157000.00 39681.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7668 N/A 3140GWQW6 2047-10-01 4.5 N/A 1070340.00 301713.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 N/A 1862000.00 384061.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2042 N/A 3140HFHU6 2048-05-01 4.5 N/A 23590110.00 4314135.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6879 N/A 3140HLUD6 2048-07-01 4.5 N/A 1235764.00 296655.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8692 N/A 3140HNUS9 2048-07-01 4.5 N/A 1945518.00 401074.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8841 N/A 3140HNZF2 2048-08-01 4.5 N/A 35452639.00 6038578.62 Agency 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CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 N/A 2575000.00 1759458.20 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4613 N/A 3140QQDT9 2052-09-01 4.5 N/A 297000.00 223251.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 75000.00 57339.93 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 N/A 34857200.00 26310971.26 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6718 N/A 3140QSPC9 2053-07-01 4.5 N/A 1008.00 861.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6720 N/A 3140QSPE5 2053-07-01 4.5 N/A 6036000.00 4958035.04 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9736 N/A 3140QVZA5 2055-01-01 4.5 N/A 2913234.00 2652649.37 Agency Mortgage-Backed Securities FNMS 04.500 CLDC6985 N/A 3140AUXP3 2054-12-01 4.5 N/A 76000.00 71156.97 Agency Mortgage-Backed Securities FNMS 04.500 CLDD4985 N/A 3140B5RF6 2055-05-01 4.5 N/A 197228.00 187580.42 Agency Mortgage-Backed Securities FNMS 04.500 CLDD5030 N/A 3140B5SU2 2055-03-01 4.5 N/A 1227984.00 1165174.23 Agency Mortgage-Backed Securities FNMS 04.500 CLDD6866 N/A 3140B7TY9 2055-02-01 4.5 N/A 458957.00 436322.70 Agency Mortgage-Backed Securities FNMS 04.500 CLDF8869 N/A 3140U02B2 2056-01-01 4.5 N/A 2839744.00 2486941.47 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1363 N/A 3140U4QR3 2056-03-01 4.5 N/A 2368948.00 2277009.97 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1601 N/A 3140U4X79 2056-02-01 4.5 N/A 253366.00 242959.34 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1784 N/A 3140U46W4 2056-02-01 4.5 N/A 1005219.00 959541.48 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2999 N/A 3140U6KM5 2056-03-01 4.5 N/A 2873016.00 2667318.53 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3426 N/A 3140U6YY4 2056-03-01 4.5 N/A 1000.00 959.86 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5128 N/A 3140U8VW7 2056-04-01 4.5 N/A 1000.00 961.89 Agency Mortgage-Backed Securities FNMS 04.500 CLDG8295 N/A 3140UCGD7 2056-05-01 4.5 N/A 231888.00 223300.95 Agency Mortgage-Backed Securities FNMS 04.500 CLDG9038 N/A 3140UDBG3 2056-05-01 4.5 N/A 1000.00 963.87 Agency Mortgage-Backed Securities FNMS 04.500 CLDG9039 N/A 3140UDBH1 2056-05-01 4.5 N/A 1363949.00 1315463.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4445 N/A 3140W45F0 2053-02-01 4.5 N/A 1000.00 943.33 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9881 N/A 3140XR6T7 2053-05-01 4.5 N/A 3680044.00 2919964.86 Agency Mortgage-Backed Securities FNMS 04.500 CTCA1914 N/A 3140Q9DU4 2038-06-01 4.5 N/A 13263305.00 3013996.21 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2078 N/A 3140Q9JY0 2038-07-01 4.5 N/A 1000.00 238.31 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2080 N/A 3140Q9J20 2038-07-01 4.5 N/A 22898771.00 3861956.53 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2082 N/A 3140Q9J46 2038-07-01 4.5 N/A 7162907.00 2151276.65 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2239 N/A 3140Q9PZ0 2038-08-01 4.5 N/A 5109399.00 1036090.82 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0170 N/A 3140FXFL1 2057-02-01 4.5 N/A 1000.00 238.40 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0187 N/A 3140FXF56 2057-01-01 4.5 N/A 20762720.00 5266796.42 Agency Mortgage-Backed Securities FNMS 04.500 I6BF0833 N/A 3140FX4T6 2064-06-01 4.5 N/A 36165086.00 31811103.56 Agency Mortgage-Backed Securities FNMS 04.500 K0762521 N/A 31404AD27 2033-11-01 4.5 N/A 7023743.00 184648.53 Agency Mortgage-Backed Securities FNMS 04.500 R3BF0369 N/A 3140FXMT6 2048-08-01 4.5 N/A 1000.00 321.56 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0202 N/A 3140FXGL0 2051-01-01 4.5 N/A 395940.00 88926.67 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1823350.00 186467.90 Agency Mortgage-Backed Securities FNMS 05.000 CIDC7050 N/A 3140AUZQ9 2039-11-01 5 N/A 1045286.00 864489.91 Agency Mortgage-Backed Securities FNMS 05.000 CIDG8254 N/A 3140UCE49 2041-04-01 5 N/A 3645525.00 3660358.80 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 200458970.00 1734491.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4448 N/A 3140JL5J9 2049-01-01 5 N/A 10672547.00 218561.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9486 N/A 3140JSRG6 2049-04-01 5 N/A 1049590.00 316576.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBU5361 N/A 3140M65X7 2054-12-01 5 N/A 88000.00 80576.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBU5468 N/A 3140M7CE9 2055-01-01 5 N/A 2705536.00 2652562.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBU5815 N/A 3140M7N98 2055-03-01 5 N/A 2878372.00 2522236.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 1206705.00 484993.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8291 N/A 3140MNF92 2052-07-01 5 N/A 2445483.00 1607582.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9971 N/A 3140MQCH0 2052-06-01 5 N/A 1498000.00 928419.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0712 N/A 3140MRYJ0 2052-06-01 5 N/A 3703760.00 2325088.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2778 N/A 3140MUCQ1 2056-05-01 5 N/A 5151360.00 5145267.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3907 N/A 3140MVKV9 2052-08-01 5 N/A 2997402.00 1971064.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6139 N/A 3140MXZD9 2052-08-01 5 N/A 2455217.00 1918937.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6356 N/A 3140MYB27 2052-08-01 5 N/A 3692909.00 1707809.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6421 N/A 3140MYD33 2052-08-01 5 N/A 2614516.00 1821610.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7646 N/A 3140N0P82 2052-08-01 5 N/A 1136702.00 375709.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7943 N/A 3140N0ZH1 2052-08-01 5 N/A 2638484.00 1944830.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 737280.00 416800.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8587 N/A 3140N1RH8 2052-10-01 5 N/A 1005633.00 796385.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8948 N/A 3140N15J8 2052-09-01 5 N/A 5893000.00 4799645.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 N/A 1085028.00 648675.22 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1012266.00 577373.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1347 N/A 3140N5P99 2052-11-01 5 N/A 2286400.00 1880351.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 N/A 3140N6SJ2 2052-12-01 5 N/A 503000.00 422161.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2470 N/A 3140N6W81 2052-12-01 5 N/A 4730610.00 3616924.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2814 N/A 3140N7DU1 2052-11-01 5 N/A 2359040.00 1954640.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4106 N/A 3140N8R42 2053-02-01 5 N/A 3005356.00 1773950.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4138 N/A 3140N8S41 2052-12-01 5 N/A 1008.00 644.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8880 N/A 3140ND2N6 2053-04-01 5 N/A 87497.00 63083.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9041 N/A 3140NEBK0 2053-04-01 5 N/A 517514.00 387424.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 5445302.00 3842588.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0889 N/A 3140NG7B0 2053-04-01 5 N/A 44768.00 35868.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3392 N/A 3140NKXW6 2053-06-01 5 N/A 1053320.00 796019.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4854 N/A 3140NMMC8 2053-06-01 5 N/A 1484308.00 740170.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3229 N/A 3140QAST8 2049-03-01 5 N/A 6304650.00 1469051.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3649 N/A 3140QPBT3 2052-05-01 5 N/A 1008.00 698.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3883 N/A 3140QPJ57 2052-06-01 5 N/A 10588071.00 6622975.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 N/A 22634.00 15892.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4351 N/A 3140QPZR1 2052-08-01 5 N/A 1000.00 730.81 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 N/A 8541088.00 7086599.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6202 N/A 3140QR3L5 2053-05-01 5 N/A 35355698.00 28440013.98 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6434 N/A 3140QSEG2 2053-06-01 5 N/A 160866.00 139340.78 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6859 N/A 3140QSTR2 2053-08-01 5 N/A 37000000.00 30742684.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6904 N/A 3140QSU66 2053-08-01 5 N/A 41352684.00 33465483.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8118 N/A 3140QUAU0 2054-02-01 5 N/A 8080040.00 6446283.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8316 N/A 3140QUG26 2054-04-01 5 N/A 1604640.00 1369863.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8982 N/A 3140QU6U5 2054-08-01 5 N/A 136000.00 120484.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9476 N/A 3140QVQ64 2054-11-01 5 N/A 33446272.00 30231364.87 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0386 N/A 3140Y6NC0 2055-05-01 5 N/A 1000.00 930.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0424 N/A 3140Y6PJ3 2055-05-01 5 N/A 1000.00 961.28 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2712 N/A 3140Y9AN4 2056-05-01 5 N/A 1024.00 1022.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0948 N/A 3140AABS5 2054-04-01 5 N/A 89799.00 80478.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDB2732 N/A 3140ACBA0 2054-04-01 5 N/A 2042853.00 980911.16 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3674 N/A 3140ARCL2 2054-10-01 5 N/A 1055787.00 914044.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5514 N/A 3140ATDU7 2054-11-01 5 N/A 1502960.00 1454055.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5581 N/A 3140ATFX9 2054-11-01 5 N/A 7332896.00 5838465.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6386 N/A 3140AUCY7 2054-11-01 5 N/A 1008.00 974.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDC7617 N/A 3140AVPB1 2054-11-01 5 N/A 875460.00 850653.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDC9742 N/A 3140AXZG5 2055-01-01 5 N/A 1119318.00 1030120.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDD1735 N/A 3140B14V5 2055-02-01 5 N/A 2035776.00 1433039.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDD2497 N/A 3140B2X33 2055-02-01 5 N/A 7085752.00 6920557.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0956 N/A 3140BRB24 2055-10-01 5 N/A 1381932.00 1356039.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2392 N/A 3140BSUS4 2055-11-01 5 N/A 1438362.00 1421564.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2770 N/A 3140BTCG8 2056-03-01 5 N/A 1000.00 991.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4139 N/A 3140BUS52 2055-11-01 5 N/A 1916873.00 1885394.52 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4428 N/A 3140BU4N9 2055-11-01 5 N/A 5807120.00 5719510.37 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5054 N/A 3140BVTL4 2055-11-01 5 N/A 499007.00 474455.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1165000.00 1156731.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7765 N/A 3140BYTX2 2056-01-01 5 N/A 1008.00 987.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8614 N/A 3140U0SC2 2056-01-01 5 N/A 1000.00 956.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8770 N/A 3140U0W86 2056-02-01 5 N/A 6879395.00 6790232.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9505 N/A 3140U1R31 2056-01-01 5 N/A 2560872.00 2521854.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0147 N/A 3140U3EV9 2056-01-01 5 N/A 3218128.00 3175209.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1352 N/A 3140U4QE2 2056-03-01 5 N/A 1921921.00 1893549.81 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1817 N/A 3140U5AT3 2056-02-01 5 N/A 3242982.00 3177903.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1851 N/A 3140U5BV7 2056-02-01 5 N/A 1269714.00 1252629.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1912 N/A 3140U5DS2 2056-03-01 5 N/A 2548608.00 2518240.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2349 N/A 3140U5TF3 2056-03-01 5 N/A 1470500.00 1452863.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2842 N/A 3140U6EQ3 2056-03-01 5 N/A 2372904.00 2355691.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2844 N/A 3140U6ES9 2056-03-01 5 N/A 489728.00 486899.10 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2879 N/A 3140U6FV1 2056-02-01 5 N/A 3925792.00 3874999.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3576 N/A 3140U66N9 2056-03-01 5 N/A 1952599.00 1929945.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3583 N/A 3140U66V1 2056-03-01 5 N/A 1588846.00 1581707.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3596 N/A 3140U67J7 2056-03-01 5 N/A 2293771.00 2261306.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3934 N/A 3140U7LQ3 2056-03-01 5 N/A 2953923.00 2935435.17 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3935 N/A 3140U7LR1 2056-03-01 5 N/A 4362419.00 4332640.18 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4202 N/A 3140U7U42 2056-03-01 5 N/A 1949275.00 1927788.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4216 N/A 3140U7VJ8 2056-04-01 5 N/A 1163650.00 1151549.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4242 N/A 3140U7WC2 2056-04-01 5 N/A 1199000.00 1191556.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4244 N/A 3140U7WE8 2056-04-01 5 N/A 491125.00 486661.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4608 N/A 3140U8DN7 2056-04-01 5 N/A 2189440.00 2178251.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4609 N/A 3140U8DP2 2056-03-01 5 N/A 1000.00 990.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5044 N/A 3140U8TA8 2056-03-01 5 N/A 214651.00 211334.57 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6099 N/A 3140U9X52 2056-04-01 5 N/A 13826.00 13605.12 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6197 N/A 3140U93F3 2056-04-01 5 N/A 1006.00 996.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6400 N/A 3140UADE2 2056-04-01 5 N/A 4195845.00 4156389.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6657 N/A 3140UAMF9 2056-04-01 5 N/A 1000.00 993.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9040 N/A 3140UDBJ7 2056-05-01 5 N/A 1168072.00 1165335.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9803 N/A 3140UD3M9 2056-05-01 5 N/A 4532484.00 4486775.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1780 N/A 3140UG6S6 2056-06-01 5 N/A 1000.00 990.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 N/A 7255.00 6539.82 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0624 N/A 3140W0VS1 2054-11-01 5 N/A 6993704.00 6604236.58 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2198 N/A 3140W2NQ0 2055-07-01 5 N/A 6632323.00 6027278.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3251 N/A 3140W3TH2 2055-11-01 5 N/A 584008.00 569844.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4438 N/A 3140W44Y0 2056-02-01 5 N/A 3654460.00 3575136.98 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3658 N/A 3140XKB41 2053-01-01 5 N/A 2942129.00 2241645.93 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 264298.00 216191.76 Agency Mortgage-Backed Securities FNMS 05.500 CL995867 N/A 31416CJL1 2039-06-01 5.5 N/A 38609152.00 691617.12 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 1024.00 39.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBV1684 N/A 3140ME2S4 2055-05-01 5.5 N/A 1169980.00 1169083.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 996972.00 742469.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1107 N/A 3140N5GR9 2052-10-01 5.5 N/A 1750450.00 980392.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4145 N/A 3140N8TB4 2052-12-01 5.5 N/A 2905536.00 1687622.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 995069.00 581298.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6302 N/A 3140NBAC5 2053-02-01 5.5 N/A 1055897.00 828704.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6629 N/A 3140NBLK5 2053-02-01 5.5 N/A 3187400.00 2056994.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9008 N/A 3140NEAJ4 2053-04-01 5.5 N/A 1049550.00 664273.15 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1338 N/A 3140NHPY8 2054-02-01 5.5 N/A 1756885.00 1659916.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1814 N/A 3140NJAQ7 2053-05-01 5.5 N/A 1360200.00 709098.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3184 N/A 3140NKRE3 2053-04-01 5.5 N/A 1098764.00 531462.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6826 N/A 3140NPSQ4 2053-07-01 5.5 N/A 682130.00 305134.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6988 N/A 3140NPXS4 2053-07-01 5.5 N/A 1995624.00 1689556.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 N/A 5353729.00 3669397.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4634 N/A 3140QQEG6 2052-09-01 5.5 N/A 1619200.00 1578530.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4913 N/A 3140QQN76 2052-10-01 5.5 N/A 38362341.00 28440030.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4917 N/A 3140QQPB5 2052-10-01 5.5 N/A 835000.00 547918.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5133 N/A 3140QQV36 2052-11-01 5.5 N/A 1000.00 755.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5135 N/A 3140QQV51 2052-11-01 5.5 N/A 39521655.00 28880011.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5231 N/A 3140QQY58 2052-12-01 5.5 N/A 9717696.00 7327757.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 N/A 48989248.00 33293272.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 N/A 8004200.00 6485099.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5470 N/A 3140QRCG6 2053-01-01 5.5 N/A 2471.00 1792.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5762 N/A 3140QRML4 2053-02-01 5.5 N/A 55000.00 36226.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5905 N/A 3140QRR39 2053-03-01 5.5 N/A 5783645.00 4085654.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5989 N/A 3140QRUP6 2053-03-01 5.5 N/A 2259972.00 1675745.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6618 N/A 3140QSK83 2053-06-01 5.5 N/A 77671168.00 64094662.26 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7049 N/A 3140QSZP9 2053-09-01 5.5 N/A 37904060.00 28580628.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 N/A 4541088.00 3773764.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 N/A 42552520.00 31271482.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7984 N/A 3140QT2S7 2054-02-01 5.5 N/A 2245000.00 1722008.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 N/A 1000.00 837.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 N/A 487993.00 420909.48 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8838 N/A 3140QUZC3 2054-07-01 5.5 N/A 4346256.00 3750315.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8842 N/A 3140QUZG4 2054-07-01 5.5 N/A 2000.00 1749.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8939 N/A 3140QU4Z6 2054-05-01 5.5 N/A 2621860.00 1959739.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9059 N/A 3140QVB52 2054-08-01 5.5 N/A 3375563.00 2829658.36 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9325 N/A 3140QVLF9 2054-10-01 5.5 N/A 5179744.00 4141500.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9326 N/A 3140QVLG7 2054-10-01 5.5 N/A 205968.00 182923.90 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 N/A 31206452.00 28035734.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9739 N/A 3140QVZD9 2055-01-01 5.5 N/A 1120.00 1030.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 N/A 30165486.00 26565166.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 N/A 923490.00 852068.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 N/A 1000.00 965.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5967 N/A 3140A6TZ9 2053-12-01 5.5 N/A 107334.00 103987.95 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0283 N/A 3140A9J50 2054-03-01 5.5 N/A 1008.00 761.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1987 N/A 3140ABF59 2054-10-01 5.5 N/A 1086762.00 863228.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2561 N/A 3140ABZ32 2054-06-01 5.5 N/A 1404592.00 1394266.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3998 N/A 3140ADNQ0 2054-05-01 5.5 N/A 2155696.00 1908529.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5275 N/A 3140AE2H1 2054-06-01 5.5 N/A 2260266.00 1780767.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 N/A 3140AE2K4 2054-06-01 5.5 N/A 2321160.00 1772762.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5285 N/A 3140AE2T5 2054-06-01 5.5 N/A 1008.00 825.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5584 N/A 3140AFF27 2054-06-01 5.5 N/A 1172115.00 1106010.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5938 N/A 3140AFS49 2054-06-01 5.5 N/A 8576891.00 7380993.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDB9254 N/A 3140AKH81 2054-08-01 5.5 N/A 1035860.00 1013817.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1613 N/A 3140ANYK9 2054-10-01 5.5 N/A 5107990.00 3280965.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3490 N/A 3140AQ2Y7 2054-10-01 5.5 N/A 11135.00 11033.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3722 N/A 3140ARD49 2054-11-01 5.5 N/A 770544.00 579948.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4371 N/A 3140AR2D1 2054-10-01 5.5 N/A 5355700.00 4748500.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4377 N/A 3140AR2K5 2054-10-01 5.5 N/A 1320555.00 1001722.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDC7008 N/A 3140AUYE7 2054-12-01 5.5 N/A 1932690.00 1515757.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDC9823 N/A 3140AX4H7 2055-01-01 5.5 N/A 1129806.00 897455.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDD0223 N/A 3140B0G93 2055-03-01 5.5 N/A 51841.00 50995.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDD0401 N/A 3140B0NT1 2055-02-01 5.5 N/A 7615976.00 7251937.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1108 N/A 3140B1GS9 2055-01-01 5.5 N/A 1065774.00 843732.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9209 N/A 3140BAGT7 2055-06-01 5.5 N/A 1161469.00 1047580.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDE0953 N/A 3140BDBX7 2055-06-01 5.5 N/A 1311844.00 1310186.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2085 N/A 3140BEJ74 2055-06-01 5.5 N/A 2095316.00 1953872.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2153 N/A 3140BEMB1 2055-06-01 5.5 N/A 81595.00 68671.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDE5161 N/A 3140BHWX5 2055-06-01 5.5 N/A 2690820.00 2698226.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6707 N/A 3140BKNZ3 2055-08-01 5.5 N/A 30322752.00 29132227.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDE7987 N/A 3140BL2V3 2055-09-01 5.5 N/A 1405368.00 1206846.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8729 N/A 3140BMVX5 2055-09-01 5.5 N/A 35111424.00 32763481.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8968 N/A 3140BM6E5 2055-10-01 5.5 N/A 1024.00 999.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0790 N/A 3140BQ2Y6 2055-10-01 5.5 N/A 1008.00 979.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1081 N/A 3140BRFX2 2055-10-01 5.5 N/A 1068050.00 1080838.55 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1125 N/A 3140BRHB8 2055-10-01 5.5 N/A 1234400.00 1245785.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3099 N/A 3140BTNR2 2055-12-01 5.5 N/A 1584845.00 1598011.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5304 N/A 3140BV3N8 2055-12-01 5.5 N/A 1232481.00 1245732.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6417 N/A 3140BXDX1 2055-12-01 5.5 N/A 2108456.00 2134053.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6795 N/A 3140BXRR9 2055-12-01 5.5 N/A 5006568.00 5053231.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8017 N/A 3140BY4B7 2055-12-01 5.5 N/A 1288663.00 1300873.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8372 N/A 3140U0JS7 2056-02-01 5.5 N/A 1613100.00 1307330.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8570 N/A 3140U0QY6 2056-01-01 5.5 N/A 3566424.00 3499678.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8837 N/A 3140U0ZB6 2056-01-01 5.5 N/A 5353976.00 4787206.05 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8916 N/A 3140U04A2 2056-01-01 5.5 N/A 1097461.00 808947.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9733 N/A 3140U1Y74 2056-01-01 5.5 N/A 1000.00 989.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0318 N/A 3140U3K83 2056-02-01 5.5 N/A 1375552.00 1187289.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1202 N/A 3140U4KQ1 2056-02-01 5.5 N/A 1522504.00 1546370.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1369 N/A 3140U4QX0 2056-03-01 5.5 N/A 1000.00 1015.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1389 N/A 3140U4RK7 2056-02-01 5.5 N/A 2609536.00 2653313.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2199 N/A 3140U5NR3 2056-01-01 5.5 N/A 1642640.00 1655723.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3055 N/A 3140U6MD3 2056-03-01 5.5 N/A 6090369.00 6131870.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3264 N/A 3140U6TW4 2056-03-01 5.5 N/A 1890760.00 1915982.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3300 N/A 3140U6U28 2056-04-01 5.5 N/A 2641894.00 2695862.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4247 N/A 3140U7WH1 2056-04-01 5.5 N/A 1437000.00 1450377.40 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4547 N/A 3140U8BR0 2056-04-01 5.5 N/A 1395850.00 1422685.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5093 N/A 3140U8UT5 2056-03-01 5.5 N/A 3088685.00 3130389.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5207 N/A 3140U8YD6 2056-04-01 5.5 N/A 1183117.00 1198486.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5389 N/A 3140U87B0 2056-03-01 5.5 N/A 2020.00 2071.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6250 N/A 3140U95L8 2056-04-01 5.5 N/A 4416308.00 4474559.34 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7990 N/A 3140UB2Y8 2056-04-01 5.5 N/A 1001.00 1013.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8347 N/A 3140UCHZ7 2056-05-01 5.5 N/A 5811539.00 5894472.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8349 N/A 3140UCH38 2056-05-01 5.5 N/A 5712850.00 5804435.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9894 N/A 3140UD7G8 2056-05-01 5.5 N/A 5072134.00 5140027.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1162 N/A 3140UGJG8 2056-06-01 5.5 N/A 1000.00 1011.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1566 N/A 3140UGW40 2056-06-01 5.5 N/A 623765.00 638375.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1899 N/A 3140UHDD9 2056-06-01 5.5 N/A 2375362.00 2429890.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2017 N/A 3140UHG38 2056-06-01 5.5 N/A 1000.00 1024.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0716 N/A 3140W0YN9 2054-07-01 5.5 N/A 25328.00 23970.52 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1454 N/A 3140W1TL7 2054-11-01 5.5 N/A 5652590.00 4893520.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2007 N/A 3140W2GR6 2055-04-01 5.5 N/A 1000.00 820.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 N/A 23337397.00 22008553.49 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 N/A 5889248.00 5600198.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2434 N/A 3140W2V40 2055-07-01 5.5 N/A 1824272.00 1715284.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2497 N/A 3140W2X30 2055-09-01 5.5 N/A 4324059.00 4041723.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2630 N/A 3140W24Q1 2055-08-01 5.5 N/A 4013000.00 3933438.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3261 N/A 3140W3TT6 2055-10-01 5.5 N/A 52001.00 49062.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3747 N/A 3140W4EV5 2054-11-01 5.5 N/A 34125342.00 31161736.28 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4012 N/A 3140XKN63 2053-03-01 5.5 N/A 1000.00 752.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 N/A 7805040.00 6268361.21 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9042 N/A 3140XRBL8 2054-08-01 5.5 N/A 1024.00 859.06 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9682 N/A 3140XRXL4 2054-11-01 5.5 N/A 1024.00 900.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9785 N/A 3140XR2T1 2054-11-01 5.5 N/A 1000.00 891.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9871 N/A 3140XR6H3 2054-11-01 5.5 N/A 1000.00 863.20 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 N/A 2393000.00 655484.40 Agency Mortgage-Backed Securities FNMS 06.000 CIDE2821 N/A 3140BFD36 2040-06-01 6 N/A 218658.00 217487.47 Agency Mortgage-Backed Securities FNMS 06.000 CIDG9916 N/A 3140UEAS6 2041-05-01 6 N/A 1000.00 1036.08 Agency Mortgage-Backed Securities FNMS 06.000 CL872247 N/A 31409JBQ2 2036-05-01 6 N/A 103789360.00 229844.01 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 N/A 31409JC65 2036-05-01 6 N/A 80522496.00 677327.63 Agency Mortgage-Backed Securities FNMS 06.000 CL879495 N/A 31409VC84 2036-02-01 6 N/A 22708878.00 268130.52 Agency Mortgage-Backed Securities FNMS 06.000 CL881723 N/A 31409XSL4 2036-03-01 6 N/A 38734003.00 228938.77 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1683 N/A 3140ME2R6 2055-05-01 6 N/A 74464.00 64883.28 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2070 N/A 3140N6JQ6 2052-11-01 6 N/A 1004571.00 379824.47 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3526 N/A 3140N74L1 2055-10-01 6 N/A 92293.00 62719.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4083 N/A 3140N8RD2 2053-02-01 6 N/A 989896.00 889913.62 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 N/A 3338700.00 2112536.44 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9444 N/A 3140NEP66 2053-03-01 6 N/A 7684540.00 3723060.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2148 N/A 3140NJL69 2053-06-01 6 N/A 1379376.00 801831.73 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3476 N/A 3140NK2J9 2053-05-01 6 N/A 1000.00 431.42 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9868 N/A 3140NS6E9 2053-10-01 6 N/A 787888.00 791536.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 43724992.00 28427442.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5653 N/A 3140QRH71 2053-02-01 6 N/A 1024.00 780.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 N/A 6253672.00 4578036.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5854 N/A 3140QRQG1 2053-03-01 6 N/A 47915712.00 30233799.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5992 N/A 3140QRUS0 2053-03-01 6 N/A 50000000.00 33562149.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6095 N/A 3140QRXZ1 2053-04-01 6 N/A 8014490.00 5205504.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6191 N/A 3140QR2Z5 2053-05-01 6 N/A 7850374.00 5837947.14 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6192 N/A 3140QR3A9 2053-05-01 6 N/A 8014360.00 6137300.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6839 N/A 3140QSS51 2053-08-01 6 N/A 1040.00 794.05 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 N/A 3140QSZR5 2053-09-01 6 N/A 37301267.00 27963131.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7127 N/A 3140QS4M0 2053-09-01 6 N/A 12108130.00 9173943.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7304 N/A 3140QTDJ5 2053-10-01 6 N/A 41719245.00 30400273.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 1000.00 735.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 N/A 36551344.00 28567148.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8165 N/A 3140QUCB0 2054-03-01 6 N/A 1000.00 637.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 39503116.00 31124890.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8713 N/A 3140QUVF0 2054-06-01 6 N/A 3406009.00 3069945.42 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8847 N/A 3140QUZM1 2054-07-01 6 N/A 34719340.00 28298824.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9987 N/A 3140QWCZ3 2055-02-01 6 N/A 1000.00 895.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 N/A 2084468.00 1850509.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5943 N/A 3140AFS98 2054-06-01 6 N/A 1000.00 773.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7292 N/A 3140AHC67 2054-07-01 6 N/A 1000.00 753.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8176 N/A 3140AJCN6 2054-08-01 6 N/A 1165984.00 983937.78 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8615 N/A 3140AJSD1 2054-06-01 6 N/A 542229.00 551057.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3867 N/A 3140ARJM3 2054-11-01 6 N/A 3582493.00 2723571.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4593 N/A 3140ASC71 2054-11-01 6 N/A 1629633.00 1462233.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4739 N/A 3140ASHR2 2055-07-01 6 N/A 1231896.00 1253399.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7489 N/A 3140AVKB6 2054-12-01 6 N/A 2355200.00 1956398.67 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7619 N/A 3140AVPD7 2054-10-01 6 N/A 284604.00 291384.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9628 N/A 3140AXVW4 2055-01-01 6 N/A 1696420.00 1542536.95 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9957 N/A 3140AYB38 2055-01-01 6 N/A 1650638.00 1094984.53 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4796 N/A 3140B5KJ5 2055-02-01 6 N/A 1401008.00 1438825.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8500 N/A 3140B9NS4 2055-05-01 6 N/A 31766.00 26055.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDD9393 N/A 3140BANK8 2055-05-01 6 N/A 1566300.00 1626873.78 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0615 N/A 3140BCVH2 2055-06-01 6 N/A 353226.00 308101.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDE5058 N/A 3140BHTQ4 2055-08-01 6 N/A 2339949.00 1872133.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDE5141 N/A 3140BHWB3 2055-07-01 6 N/A 4047441.00 4014985.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7424 N/A 3140BLHA3 2055-08-01 6 N/A 1814642.00 1846344.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8188 N/A 3140BMC24 2055-07-01 6 N/A 3045101.00 2317370.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9207 N/A 3140BNGR3 2055-10-01 6 N/A 1279500.00 433727.71 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9786 N/A 3140BN2U1 2055-10-01 6 N/A 38000.00 35855.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9966 N/A 3140BPCC5 2055-09-01 6 N/A 4657592.00 3833028.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1058 N/A 3140BRE88 2055-10-01 6 N/A 1948080.00 1985156.93 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1905 N/A 3140BSDK0 2055-10-01 6 N/A 1473632.00 1413042.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2766 N/A 3140BTCC7 2056-03-01 6 N/A 1000.00 1034.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9080 N/A 3140U1CS2 2056-01-01 6 N/A 4606179.00 4511720.79 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9937 N/A 3140U2BF9 2056-01-01 6 N/A 1160663.00 1192229.71 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0700 N/A 3140U3X63 2056-01-01 6 N/A 1088252.00 1129215.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDG3294 N/A 3140U6UU6 2056-03-01 6 N/A 1160000.00 1196270.68 Agency Mortgage-Backed Securities FNMS 06.000 CLDG4478 N/A 3140U76Q0 2056-03-01 6 N/A 1264180.00 1304630.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5387 N/A 3140U86Z8 2056-03-01 6 N/A 1166310.00 1200525.34 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5411 N/A 3140U9AM0 2056-02-01 6 N/A 1003.00 684.26 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6401 N/A 3140UADF9 2056-04-01 6 N/A 1002.00 1031.62 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9564 N/A 3140UDTW9 2056-05-01 6 N/A 1000.00 1034.49 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9808 N/A 3140UD3S6 2056-05-01 6 N/A 4650040.00 4797560.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9932 N/A 3140UEBA4 2056-05-01 6 N/A 1000.00 1029.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0011 N/A 3140W0AM7 2054-12-01 6 N/A 1000.00 692.14 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0735 N/A 3140W0Y90 2055-02-01 6 N/A 2794070.00 2354636.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0822 N/A 3140W04G7 2055-02-01 6 N/A 1024.00 873.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1573 N/A 3140W1XB4 2055-03-01 6 N/A 6954660.00 4925942.32 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1963 N/A 3140W2FD8 2055-06-01 6 N/A 2000.00 1715.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2008 N/A 3140W2GS4 2054-09-01 6 N/A 46088504.00 32373438.96 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2012 N/A 3140W2GW5 2055-05-01 6 N/A 1000.00 549.35 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2328 N/A 3140W2SS1 2055-06-01 6 N/A 34362.00 30604.03 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3240 N/A 3140W3S67 2055-08-01 6 N/A 1024.00 856.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3324 N/A 3140W3VS5 2055-08-01 6 N/A 2051.00 1882.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 N/A 2869248.00 2790004.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3794 N/A 3140W4GC5 2055-02-01 6 N/A 1024.00 973.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5977 N/A 3140XMUB0 2053-10-01 6 N/A 1024.00 768.82 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 N/A 1024.00 883.50 Agency Mortgage-Backed Securities FNMS 06.000 CTBV1454 N/A 3140METL0 2045-04-01 6 N/A 2376400.00 2232230.10 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0814 N/A 3138EG3Y8 2040-06-01 6.5 N/A 1000.00 25.94 Agency Mortgage-Backed Securities FNMS 06.500 CLAL2859 N/A 3138EKE92 2031-11-01 6.5 N/A 19924127.00 489311.88 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4136 N/A 3140M5S22 2053-09-01 6.5 N/A 1000.00 748.11 Agency Mortgage-Backed Securities FNMS 06.500 CLBV5832 N/A 3140MKPS5 2055-07-01 6.5 N/A 3531240.00 2775904.61 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0913 N/A 3140NHAP3 2053-03-01 6.5 N/A 1731499.00 1028937.57 Agency Mortgage-Backed Securities FNMS 06.500 CLBY1837 N/A 3140NJBF0 2053-05-01 6.5 N/A 1799879.00 910593.25 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7516 N/A 3140QTK65 2053-11-01 6.5 N/A 40888244.00 29215523.59 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7604 N/A 3140QTNW5 2053-12-01 6.5 N/A 50317745.00 25955231.61 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7907 N/A 3140QTYD5 2053-11-01 6.5 N/A 1934930.00 799155.23 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 N/A 51941582.00 32844772.07 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 N/A 42586861.00 30407602.93 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8864 N/A 3140QUZ66 2054-07-01 6.5 N/A 35794245.00 28387037.84 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9743 N/A 3140QVZH0 2055-01-01 6.5 N/A 40872144.00 29342575.59 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9834 N/A 3140QV4U5 2055-01-01 6.5 N/A 43852585.00 26745189.00 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 350900.00 279099.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1473 N/A 3140A1T72 2053-09-01 6.5 N/A 10101759.00 4545947.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDA2726 N/A 3140A3A45 2053-12-01 6.5 N/A 5286845.00 1311610.42 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3178 N/A 3140A3Q89 2053-11-01 6.5 N/A 1789061.00 1533689.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4711 N/A 3140A5GV4 2053-12-01 6.5 N/A 1070344.00 487464.13 Agency Mortgage-Backed Securities FNMS 06.500 CLDB0446 N/A 3140A9P87 2054-05-01 6.5 N/A 2218038.00 2281017.58 Agency Mortgage-Backed Securities FNMS 06.500 CLDB0479 N/A 3140A9Q94 2054-05-01 6.5 N/A 1168412.00 816763.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1816 N/A 3140ABAS4 2054-04-01 6.5 N/A 58000.00 40971.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5196 N/A 3140AEX20 2054-07-01 6.5 N/A 8227730.00 5737657.25 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7735 N/A 3140AHSZ6 2054-06-01 6.5 N/A 1025528.00 889658.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8006 N/A 3140AH3Q3 2054-07-01 6.5 N/A 1347310.00 1163905.36 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9989 N/A 3140ALC35 2054-07-01 6.5 N/A 179324.00 138369.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0377 N/A 3140AMM32 2054-08-01 6.5 N/A 1000.00 882.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1413 N/A 3140ANSB6 2054-08-01 6.5 N/A 1287621.00 1225460.84 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1414 N/A 3140ANSC4 2054-08-01 6.5 N/A 1701489.00 1450329.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7679 N/A 3140AVQ95 2054-12-01 6.5 N/A 3180104.00 2703052.62 Agency Mortgage-Backed Securities FNMS 06.500 CLDC8582 N/A 3140AWRC5 2054-11-01 6.5 N/A 525501.00 547040.73 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9630 N/A 3140AXVY0 2055-01-01 6.5 N/A 3033275.00 2338884.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9909 N/A 3140AYAK1 2055-01-01 6.5 N/A 1657941.00 749905.04 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0569 N/A 3140B0T32 2055-03-01 6.5 N/A 2073759.00 1618959.15 Agency Mortgage-Backed Securities FNMS 06.500 CLDD8615 N/A 3140B9SD2 2055-05-01 6.5 N/A 2321572.00 1317409.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1074 N/A 3140BDFQ8 2055-06-01 6.5 N/A 3749897.00 3347694.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2431 N/A 3140BEVZ8 2055-05-01 6.5 N/A 2784732.00 1959950.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDE3278 N/A 3140BFUC7 2055-07-01 6.5 N/A 2318870.00 1401984.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDE4335 N/A 3140BGY98 2055-07-01 6.5 N/A 990000.00 914496.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5602 N/A 3140BJGL5 2055-08-01 6.5 N/A 1706770.00 1593240.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8686 N/A 3140BMUL2 2055-09-01 6.5 N/A 1048582.00 1047877.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8701 N/A 3140BMU32 2055-09-01 6.5 N/A 1675024.00 1735759.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1103 N/A 3140BRGM5 2055-10-01 6.5 N/A 2293433.00 1611753.72 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1644 N/A 3140BRZJ1 2055-10-01 6.5 N/A 9024928.00 8870950.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2338 N/A 3140BSS40 2055-10-01 6.5 N/A 998740.00 1045963.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4157 N/A 3140BUTP7 2055-11-01 6.5 N/A 713346.00 617187.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDG0782 N/A 3140U32Q3 2056-01-01 6.5 N/A 5622952.00 5235217.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDG2827 N/A 3140U6D92 2056-03-01 6.5 N/A 4808068.00 5040720.94 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9956 N/A 3140UEB22 2056-05-01 6.5 N/A 1000.00 1051.00 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1140 N/A 3140W1HS5 2054-06-01 6.5 N/A 43494656.00 30949936.35 Agency 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1000.00 176.76 Agency Mortgage-Backed Securities FNMS 07.000 CLDF0479 N/A 3140BQQ95 2055-09-01 7 N/A 635913.00 679705.79 Agency Mortgage-Backed Securities FNMS 07.000 CLDF1073 N/A 3140BRFP9 2055-10-01 7 N/A 1075481.00 936374.25 Agency Mortgage-Backed Securities FNMS 07.000 CLDF3886 N/A 3140BUJ86 2055-11-01 7 N/A 1885796.00 1817843.24 Agency Mortgage-Backed Securities FNMS 07.000 CLFA1135 N/A 3140W1HM8 2054-06-01 7 N/A 9251360.00 6568888.30 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7877 N/A 3140QTXF1 2053-12-01 7.5 N/A 8943874.00 3907392.72 Agency Mortgage-Backed Securities FNMS 07.500 CLDA7676 N/A 3140A8Q62 2053-12-01 7.5 N/A 1897150.00 294259.11 Agency Mortgage-Backed Securities FNMS 07.500 CLDC2619 N/A 3140AP4D3 2055-04-01 7.5 N/A 1000.00 1068.76 Agency Mortgage-Backed Securities FNMS 07.500 CLDD3905 N/A 3140B4KT6 2055-02-01 7.5 N/A 1016172.00 1086796.05 Agency Mortgage-Backed Securities FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 N/A 511475.00 465520.53 Agency 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2026-11-30 1.25 N/A 2000.00 1987.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 100.00 86.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 1000.00 898.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 1000.00 994.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 306900.00 310523.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 17097200.00 17360976.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 100.00 96.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 200.00 200.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 400.00 188.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 175300.00 166640.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 300.00 305.93 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 1250000000.00 1250000000.00 0.0065 N Y Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.63000000 N/A 549300H47WTHXPU08X20 BYJ5B21W6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 300.00 260.48 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 400.00 370.65 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 100.00 100.04 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 N/A 118152800.00 117694079.26 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 49999800.00 49055061.39 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 100.00 98.01 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 400.00 402.25 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 10374900.00 10501859.03 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 17453000.00 17778042.37 U.S. Treasuries (including strips) BILL 06/23/26 N/A 912797UB1 2026-06-23 0 N/A 39411000.00 39323625.81 U.S. Treasuries (including strips) BILL 08/20/26 N/A 912797TX5 2026-08-20 0 N/A 17896000.00 17753136.23 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 1000.00 991.32 U.S. Treasuries (including strips) TRFR BK 10/31/26 N/A 91282CLT6 2026-10-31 3.832968661 N/A 2881200.00 2891977.42 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 250000000.00 250000000.00 0.0013 N Y Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.63000000 N/A 549300H47WTHXPU08X20 BYJ5CUH30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 400.00 409.34 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 119828000.00 101999599.42 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 100000000.00 100000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 3.62000000 N/A 549300H47WTHXPU08X20 BYJ5B2205 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 300.00 294.85 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 4400.00 2953.78 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 1000.00 689.64 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 100.00 57.00 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 N/A 30599500.00 30692809.64 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 2500.00 2011.15 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 500.00 393.67 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 100.00 74.78 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 100.00 86.23 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 100.00 89.39 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 N/A 2900.00 2954.71 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 100.00 96.16 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 78137200.00 71284323.65 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 600.00 527.64 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 8000.00 8024.50 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 4300.00 4637.33 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 3.61000000 N/A 549300H47WTHXPU08X20 BYJ5B2247 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 6361700.00 6063476.37 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 203000.00 201385.85 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 64900.00 64865.47 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 193000.00 184252.34 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 N/A 8092300.00 8089158.58 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 N/A 8942500.00 8879841.26 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 25000.00 25214.02 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 N/A 90000.00 89351.23 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 53844800.00 54094347.74 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 579911200.00 572098972.22 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 N/A 1649300.00 1660117.07 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 270200.00 279537.77 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 2188100.00 2222267.23 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 143000.00 145239.97 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 850886400.00 869462400.21 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 20000.00 20074.47 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 22500.00 22861.32 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 11500.00 11849.32 U.S. Treasuries (including strips) BILL 02/18/27 N/A 912797TV9 2027-02-18 0 N/A 6554800.00 6384860.26 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 1500000000.00 1500000000.00 0.0078 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 3.61000000 N/A 549300H47WTHXPU08X20 BYJ5B22B1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 12090200.00 10571087.79 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 17356600.00 16551779.99 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 22900.00 22840.07 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 3510100.00 3300703.44 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 20772000.00 19542848.69 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 10068000.00 9999236.11 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 6120000.00 5842400.06 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 24119900.00 23142116.69 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 38923500.00 37804057.13 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 11591500.00 11506602.34 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 521006400.00 514669439.02 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 42262000.00 41791772.78 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 N/A 48246300.00 48065509.39 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 966057600.00 961719507.85 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 22000000.00 22046094.98 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 N/A 700022000.00 700065730.34 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 62000000.00 62550410.31 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875 N/A 196713200.00 195085333.06 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 541733600.00 550565234.46 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 17413000.00 17625078.42 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 2159289600.00 2223113051.50 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 55011000.00 57580023.12 U.S. Treasuries (including strips) BILL 02/18/27 N/A 912797TV9 2027-02-18 0 N/A 16311600.00 15888705.46 U.S. Treasuries (including strips) BILL 06/30/26 N/A 912797UC9 2026-06-30 0 N/A 11296700.00 11263804.01 U.S. Treasuries (including strips) BILL 07/02/26 N/A 912797TF4 2026-07-02 0 N/A 2663100.00 2654817.76 U.S. Treasuries (including strips) BILL 08/13/26 N/A 912797TW7 2026-08-13 0 N/A 11867400.00 11781254.54 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 544106400.00 539384100.55 U.S. Treasuries (including strips) BILL 09/22/26 N/A 912797VD6 2026-09-22 0 N/A 11969500.00 11833490.57 U.S. Treasuries (including strips) BILL 11/27/26 N/A 912797SU2 2026-11-27 0 N/A 1194600.00 1173047.03 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 6007000000.00 6007000000.00 0.0314 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.63000000 N/A 549300H47WTHXPU08X20 BYJ5B8B36 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 24780500.00 23618840.26 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 100009600.00 99697299.30 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 319815600.00 305341916.26 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 39999000.00 39680948.72 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 53223900.00 48762723.57 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 23777900.00 23532856.92 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 25000500.00 24844304.84 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 111996600.00 106467221.95 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 410300.00 390030.78 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 48784600.00 45891430.63 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 22900.00 22506.84 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 30203600.00 28834632.66 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 20529700.00 19318311.36 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 2071200.00 1947641.65 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 1498400.00 1421453.56 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 20531300.00 20391072.34 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 1582600.00 1562634.85 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 2647100.00 2527028.95 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 90984300.00 87295937.68 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 11738200.00 11400608.46 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 1760200.00 1700739.79 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 94179500.00 94220257.99 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 49519700.00 48528204.19 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 4458800.00 4404567.96 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 N/A 50851700.00 50831959.43 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 88195900.00 87214590.24 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 N/A 48998200.00 48826468.77 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 7265600.00 7291863.98 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 N/A 3414000.00 3352226.34 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 46458100.00 46154364.01 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 22416000.00 22558522.54 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 212406400.00 210317823.12 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 77967900.00 76412741.25 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 31013800.00 30361352.24 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 N/A 46337700.00 46339423.61 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 96992700.00 97178650.82 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 17805400.00 18049851.81 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 61500.00 62063.66 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 N/A 910300.00 891462.43 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 12840100.00 12865306.18 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 2250100.00 2249366.65 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 N/A 38965300.00 38819287.55 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 N/A 15245700.00 15135799.80 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 N/A 457900.00 457022.24 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 N/A 54035500.00 54478405.24 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 4514600.00 4494327.14 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 N/A 46061400.00 45792658.45 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 105062600.00 106179712.15 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 251847600.00 253675405.52 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 46707700.00 46883097.48 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 4700.00 4766.96 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 50895900.00 51659147.50 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 57825700.00 56562876.49 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 2457300.00 2457416.93 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 N/A 59000600.00 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N/A 69327881.00 18478202.62 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2993210.00 116501.15 Agency Mortgage-Backed Securities 03.500 FGPC U90828 G N/A 3132H34M2 2043-02-01 3.5 N/A 1000.00 177.55 Agency Mortgage-Backed Securities 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 N/A 972839.00 142718.00 Agency Mortgage-Backed Securities 04.000 FGPC G07556 G N/A 3128M9WR9 2043-11-01 4 N/A 455564.00 71143.33 Agency Mortgage-Backed Securities 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 N/A 2051.00 145.63 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2455476.27 Agency Mortgage-Backed Securities 04.000 FGPC U99117 G N/A 3132H7DX9 2045-02-01 4 N/A 5112985.00 1072137.45 Agency Mortgage-Backed Securities 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-20 5.875 N/A 2020618.00 192347.41 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 2570812.00 355791.35 Agency 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02.500 CIAS4860 N/A 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 69310.16 Agency Mortgage-Backed Securities FNMS 02.500 CIBO2231 N/A 3140JWPR5 2034-09-01 2.5 N/A 138000.00 30577.61 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 67932.40 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4361 N/A 31418DZ39 2036-06-01 2.5 N/A 1000.00 446.60 Agency Mortgage-Backed Securities FNMS 02.500 CJMA3850 N/A 31418DH47 2034-11-01 2.5 N/A 1000.00 66.58 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5570 N/A 3140KDFL9 2050-06-01 2.5 N/A 1024.00 373.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 N/A 1000.00 461.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5882 N/A 3140KRRC5 2050-11-01 2.5 N/A 332716.00 176678.02 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ8435 N/A 3140KULR1 2050-12-01 2.5 N/A 99001.00 40094.28 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0980 N/A 3140KYCS1 2051-05-01 2.5 N/A 56987260.00 28607380.89 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2227 N/A 3140L0PM3 2051-08-01 2.5 N/A 1024.00 606.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2176 N/A 3140LQM23 2052-02-01 2.5 N/A 1000.00 621.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7713 N/A 3140LWSB4 2051-09-01 2.5 N/A 1000.00 704.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8884 N/A 3140MA2S2 2052-03-01 2.5 N/A 2481813.00 1582855.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 N/A 1000.00 594.05 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3214 N/A 3140MGSC6 2052-02-01 2.5 N/A 201400.00 105998.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4119 N/A 3140MHSH3 2052-03-01 2.5 N/A 613356.00 392807.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 N/A 1024.00 393.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6081 N/A 3140QDXK5 2050-06-01 2.5 N/A 1026.00 399.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6407 N/A 3140QEDM1 2050-07-01 2.5 N/A 19358423.00 6762192.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6578 N/A 3140QEJY9 2050-08-01 2.5 N/A 5622.00 2245.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7131 N/A 3140QE4R0 2050-09-01 2.5 N/A 1024.00 429.42 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 1000.00 509.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9107 N/A 3140QHDM4 2051-02-01 2.5 N/A 1024.00 572.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 27434.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 1093967.00 636212.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1250 N/A 3140QLL87 2051-07-01 2.5 N/A 63811.00 37874.54 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 39254.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 94004.00 60431.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 120970.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 N/A 3140QNFD9 2052-02-01 2.5 N/A 135000.00 77058.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 N/A 19000.00 12759.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 N/A 1024.00 855.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4015 N/A 3140X7N96 2050-08-01 2.5 N/A 8829177.00 4120000.40 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 1039000.00 622859.58 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ8454 N/A 3138MQMC4 2027-12-01 2.5 N/A 2418000.00 45983.41 Agency Mortgage-Backed Securities FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 N/A 1000.00 123.27 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 N/A 1000.00 762.46 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 336.72 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 98258.86 Agency Mortgage-Backed Securities FNMS 03.000 CIAW0938 N/A 3138XQBG5 2029-04-01 3 N/A 7107995.00 250332.89 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 N/A 2000.00 1049.42 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ7185 N/A 3138MN6X3 2043-06-01 3 N/A 7081488.00 600542.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 402000.00 87633.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7003 N/A 3138WGX90 2046-04-01 3 N/A 1000.00 129.53 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36129664.00 4918696.82 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7730 N/A 3138WHSU7 2046-08-01 3 N/A 283617792.00 60160884.19 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7882 N/A 3138WHXL1 2046-09-01 3 N/A 1024.00 224.47 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7904 N/A 3138WHYA4 2046-09-01 3 N/A 2370596.00 372627.97 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7982 N/A 3138WH2Q4 2046-09-01 3 N/A 20857381.00 3118470.82 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 N/A 136992320.00 28269488.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8116 N/A 3138WJAS7 2046-10-01 3 N/A 1985.00 291.81 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8419 N/A 3138WJK98 2046-12-01 3 N/A 1000.00 287.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 N/A 3138WJM96 2046-12-01 3 N/A 10514524.00 1943822.73 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 30756000.00 6036369.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAX9648 N/A 3138YBWJ8 2045-04-01 3 N/A 22126324.00 2947787.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10996900.00 1802284.56 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1493 N/A 3140EVUT2 2046-08-01 3 N/A 47205998.00 8431156.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 287.49 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8064 N/A 3140FF6A4 2046-10-01 3 N/A 1024.00 195.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBH8154 N/A 3140GXBY6 2047-11-01 3 N/A 301485.00 61129.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1280.00 429.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7245 N/A 3140K3BP6 2050-01-01 3 N/A 1000.00 243.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 398000.00 94363.01 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 N/A 1000.00 429.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2451 N/A 3140MFWM1 2052-06-01 3 N/A 13063.00 9458.28 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7616 N/A 3140MMPA0 2052-03-01 3 N/A 67764.00 45656.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 N/A 223000.00 135173.61 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 N/A 664868.00 448236.37 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 501.64 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 N/A 3140QLH41 2051-07-01 3 N/A 2000.00 1176.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 1024.00 701.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 697810.00 434921.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 478000.00 267872.91 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3237 N/A 3140QNS37 2052-03-01 3 N/A 70929.00 45192.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 N/A 1000.00 689.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4799 N/A 3140W5KM5 2052-05-01 3 N/A 17349248.00 15181348.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 1000.00 467.70 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9365 N/A 3140XDMP8 2051-11-01 3 N/A 1001.00 557.38 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 1000.00 615.30 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3377 N/A 31418CXF6 2048-05-01 3 N/A 1000.00 154.66 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1000.00 694.50 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 424236.00 298178.96 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 400654.01 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ2544 N/A 3140H3ZJ8 2037-12-01 3 N/A 1000.00 152.52 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1237 N/A 31418ALT3 2032-11-01 3 N/A 1000.00 80.44 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 1000.00 674.42 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 675000.00 176890.25 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2078 N/A 3138XDJY7 2028-11-01 3.5 N/A 862857.00 30542.43 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ5965 N/A 3138YXTX3 2030-07-01 3.5 N/A 765000.00 44961.66 Agency Mortgage-Backed Securities FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 N/A 193999.00 26754.92 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5826 N/A 31418FPL5 2040-09-01 3.5 N/A 50068.00 45272.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6513 N/A 31417DGX5 2042-10-01 3.5 N/A 1008.00 157.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 24529861.00 1921962.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6954 N/A 3138EPWQ3 2045-06-01 3.5 N/A 1000.00 157.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9565 N/A 3138ERTX8 2046-09-01 3.5 N/A 1025.00 246.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8866 N/A 3138W6Z82 2043-06-01 3.5 N/A 663428.00 144624.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0037 N/A 3138W9BF6 2043-07-01 3.5 N/A 8283.00 791.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7043476.92 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 43782272.00 3551675.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6339 N/A 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4212810.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1084.00 255.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8583 N/A 3138WJRD2 2047-01-01 3.5 N/A 1024.00 137.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 3000.00 643.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2972868.00 578116.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAY4198 N/A 3138YHUY4 2045-05-01 3.5 N/A 2650280.00 232168.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 187.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9162998.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 N/A 1008.00 255.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2784548.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1023.00 147.32 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 140.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 2099.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 72962823.00 9398808.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 130753.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBN0508 N/A 3140JGR64 2048-09-01 3.5 N/A 1000.00 86.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 178.70 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1009 N/A 3140K8DP3 2050-07-01 3.5 N/A 1000.00 636.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0687 N/A 3140Q7XR3 2042-11-01 3.5 N/A 638088.00 60387.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 377003.00 41652.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 25348.05 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 216801.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 362.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 484.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1100034.00 693444.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 4063614.92 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 17000.00 11629.16 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4053 N/A 3140QPQF7 2052-07-01 3.5 N/A 939800.00 744670.53 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 102803.00 70523.49 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 28868.95 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 N/A 33000.00 23223.44 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1460.35 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 266966.78 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7561 N/A 3140XPMK2 2047-04-01 3.5 N/A 1000.00 749.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1025.00 126.78 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 N/A 1000.00 113.39 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 N/A 1024.00 99.91 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 261268.91 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 169.41 Agency Mortgage-Backed Securities FNMS 03.500 CWAL3441 N/A 3138EKZF5 2028-04-01 3.5 N/A 1001.00 16.74 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2525042.86 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ6881 N/A 3140H8UF0 2033-06-01 4 N/A 2206584.00 247348.21 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4787 N/A 3140J9J93 2033-10-01 4 N/A 498000.00 75137.31 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 N/A 3140Q9YZ0 2033-10-01 4 N/A 923835.00 157344.92 Agency Mortgage-Backed Securities FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 N/A 1633334.00 255226.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 1022.00 71.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAH6783 N/A 3138A8RD0 2041-03-01 4 N/A 1032.00 53.01 Agency Mortgage-Backed Securities FNMS 04.000 CLAK9847 N/A 3138EE5H8 2042-05-01 4 N/A 4087549.00 210237.01 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 168.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5314 N/A 3138WE3Y3 2045-07-01 4 N/A 394000.00 76731.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5220 N/A 3138XUYS5 2044-05-01 4 N/A 1000.00 173.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7081 N/A 3140FE2P8 2047-03-01 4 N/A 3872956.00 404314.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9215 N/A 3140HBGZ5 2048-06-01 4 N/A 1280.00 123.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 45157.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 1231997.00 101011.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 185.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 12246.00 3819.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 N/A 4001.00 346.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBV5405 N/A 3140MKAF9 2052-04-01 4 N/A 1000.00 578.80 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 1501999.00 250587.35 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 990695.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 189.09 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 10973.11 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 8012981.97 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3612 N/A 3140QPAN7 2052-05-01 4 N/A 1120.00 753.39 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 31771.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3910 N/A 3140QPKY2 2052-06-01 4 N/A 2110000.00 1602496.85 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 57000.00 39100.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4156 N/A 3140QPTN7 2047-07-01 4 N/A 225000.00 134237.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 25988384.00 18429025.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5563 N/A 3140W6FD9 2053-07-01 4 N/A 1000.00 935.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8421 N/A 3140XQLB1 2053-12-01 4 N/A 1080.00 844.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 N/A 1000.00 69.70 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 1000.00 777.72 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 658.52 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 365997.00 28585.86 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1606000.00 485419.61 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 76475.02 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 695.93 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1000.00 285.87 Agency Mortgage-Backed Securities FNMS 04.500 CICB4514 N/A 3140QQAQ8 2037-09-01 4.5 N/A 364946.00 180406.58 Agency Mortgage-Backed Securities FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 N/A 110823.00 59726.48 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 N/A 169837.00 82572.85 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 N/A 1000.00 916.14 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6060 N/A 31418FWW3 2041-05-01 4.5 N/A 8525476.00 8389444.16 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7936 N/A 3138EQZA3 2045-09-01 4.5 N/A 65227.00 10473.02 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4354 N/A 3138WDZU8 2045-01-01 4.5 N/A 1000.00 147.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 245.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4468 N/A 3140J86E8 2048-09-01 4.5 N/A 1000.00 252.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 133.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 26270.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2623 N/A 3140MF4H3 2052-07-01 4.5 N/A 99000.00 66969.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 74000.00 42738.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5195262.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 N/A 2000.00 1335.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9774 N/A 3140N22G5 2053-06-01 4.5 N/A 149981.00 137632.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBX6417 N/A 3140NBDX6 2053-02-01 4.5 N/A 2000.00 1471.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 34629768.38 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 319.80 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 3000.00 2077.49 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 35297.05 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 1000.00 797.14 Agency Mortgage-Backed Securities FNMS 04.500 CLDF1647 N/A 3140BRZM4 2055-10-01 4.5 N/A 1000.00 958.95 Agency Mortgage-Backed Securities FNMS 04.500 CLDF2290 N/A 3140BSRL3 2055-09-01 4.5 N/A 1000.00 956.06 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3808 N/A 3140BUGS5 2055-12-01 4.5 N/A 1000.00 959.19 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5940 N/A 3140BWS66 2055-12-01 4.5 N/A 1000.00 955.19 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4517 N/A 3140W5AT1 2055-02-01 4.5 N/A 32156640.00 29555721.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5237 N/A 3140W5ZB3 2056-04-01 4.5 N/A 4286916.00 4128788.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 N/A 25045.00 16237.32 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 5979.00 4301.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 1000.00 710.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7610 N/A 3140XPN47 2054-04-01 4.5 N/A 1000.00 869.40 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 N/A 3140XRR56 2054-02-01 4.5 N/A 25962000.00 22114827.40 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 1000.00 803.44 Agency Mortgage-Backed Securities FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 N/A 1024.00 995.53 Agency Mortgage-Backed Securities FNMS 04.500 GLBM6653 N/A 3140JBMB9 2040-07-01 4.5 N/A 483091.00 180729.95 Agency Mortgage-Backed Securities FNMS 04.500 RE916462 N/A 31411WFB8 2037-05-01 4.5 N/A 1000.00 56.64 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 102.27 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5168 N/A 31418EW63 2038-10-01 5 N/A 10000.00 5603.33 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5951 N/A 31418FTH0 2041-01-01 5 N/A 1000.00 950.94 Agency Mortgage-Backed Securities FNMS 05.000 CL190377 N/A 31368HM26 2036-11-01 5 N/A 1032.00 9.31 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1001.00 8.66 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 329000.00 57463.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 7000.00 1459.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 255665.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBP1925 N/A 3140K9D71 2050-04-01 5 N/A 1724558.00 285331.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9858512.00 8681641.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 N/A 1024.00 815.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 231000.00 143960.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4925 N/A 3140MWPK6 2053-04-01 5 N/A 267472.00 186624.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 290000.00 170450.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9389 N/A 3140N2NF4 2052-09-01 5 N/A 1032.00 734.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9916 N/A 3140N3AS8 2052-10-01 5 N/A 300000.00 193307.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6086 N/A 3140NAXQ1 2053-03-01 5 N/A 159428.00 92049.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 N/A 117613.00 83051.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 N/A 1000.00 719.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9144 N/A 3140NEES0 2053-04-01 5 N/A 31727.00 29762.19 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 751.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0945 N/A 3140NHBP2 2053-05-01 5 N/A 1000.00 774.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2247 N/A 3140NJP99 2053-05-01 5 N/A 430774.00 336991.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2251 N/A 3140NJQD9 2053-05-01 5 N/A 1000.00 711.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4181 N/A 3140NLUF4 2053-06-01 5 N/A 386859.00 289579.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 N/A 1000.00 108.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3985 N/A 3140QBNB0 2049-08-01 5 N/A 1000.00 144.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 647.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4621 N/A 3140QQD36 2052-09-01 5 N/A 330260.00 244265.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4834 N/A 3140QQLQ6 2052-10-01 5 N/A 50893.00 38770.82 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7906503.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 N/A 5000.00 4009.98 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 2112.00 1702.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 27757611.80 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 4033.00 3786.24 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 1040.00 993.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1506 N/A 3140Y7U89 2055-11-01 5 N/A 1024.00 1005.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1824 N/A 3140Y8A22 2056-01-01 5 N/A 1000.00 980.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 N/A 1024.00 1014.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 N/A 1000.00 919.37 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 N/A 1704070.00 1615448.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDD3220 N/A 3140B3SJ2 2055-02-01 5 N/A 684079.00 672755.70 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0421 N/A 3140BQPF2 2055-10-01 5 N/A 1000.00 922.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 984.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 29156707.00 27894979.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 N/A 4144376.00 4074172.95 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 992.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 979.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4673 N/A 3140U8FP0 2056-05-01 5 N/A 1000.00 991.03 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 N/A 4057656.00 4022485.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4637 N/A 3140W5EK6 2056-02-01 5 N/A 16694018.00 16563578.11 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4710 N/A 3140W5GU2 2054-04-01 5 N/A 51453579.00 49657497.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4741 N/A 3140W5HT4 2055-02-01 5 N/A 1000.00 969.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4806 N/A 3140W5KU7 2056-03-01 5 N/A 7020893.00 6891184.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3150 N/A 3140XJQC0 2052-11-01 5 N/A 1024.00 705.23 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 2048.00 1585.96 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 1000.00 834.77 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1000.00 851.00 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 N/A 2204255.00 2033679.17 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 28245534.00 27326225.03 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-05-01 5 N/A 1104.00 1089.59 Agency Mortgage-Backed Securities FNMS 05.000 CNCB5952 N/A 3140QRTJ2 2033-03-01 5 N/A 1253406.00 512037.15 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 73879.08 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 1105002.00 102557.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5152 N/A 3140M6WN9 2054-11-01 5.5 N/A 1000.00 931.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6516 N/A 3140MLG20 2055-12-01 5.5 N/A 1003.00 1017.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 63601.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 N/A 3140N7ZM5 2052-11-01 5.5 N/A 4032.00 3157.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 90853.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6880 N/A 3140NBUE9 2053-02-01 5.5 N/A 1000.00 677.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0630 N/A 3140NGVY3 2053-04-01 5.5 N/A 63423.00 61840.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 48250.00 33697.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 851.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 1000.00 611.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000004.00 8210649.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 25911736.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 6032987.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 1024.00 831.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 38000.00 29594.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 783.92 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7237 N/A 3140QTBF5 2053-10-01 5.5 N/A 525669.00 442202.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 1000.00 887.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9739 N/A 3140QVZD9 2055-01-01 5.5 N/A 2216255.00 2038776.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1000.00 978.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1223 N/A 3140Y7LD8 2055-10-01 5.5 N/A 1024.00 970.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 N/A 1049.00 1040.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 3072.00 3007.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2675 N/A 3140Y86M3 2056-05-01 5.5 N/A 1000.00 1015.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3709 N/A 3140ADDP3 2054-07-01 5.5 N/A 2000.00 1685.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5276 N/A 3140AE2J7 2054-06-01 5.5 N/A 941608.00 733305.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 N/A 4439193.00 4009341.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1851.95 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 N/A 1000.00 1000.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4646 N/A 3140BVEU0 2055-11-01 5.5 N/A 1000.00 964.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5120 N/A 3140BVVN7 2055-12-01 5.5 N/A 1000.00 1016.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2030.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6090 N/A 3140BWXU7 2056-01-01 5.5 N/A 1007.00 961.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6418 N/A 3140BXDY9 2055-12-01 5.5 N/A 1003.00 1012.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6439 N/A 3140BXEM4 2055-12-01 5.5 N/A 7247653.00 7305552.35 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6916 N/A 3140BXVJ2 2055-12-01 5.5 N/A 1015.00 994.26 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7410 N/A 3140BYGU2 2055-12-01 5.5 N/A 1009.00 1009.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8205 N/A 3140U0DK0 2056-01-01 5.5 N/A 1073.00 1082.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1888 N/A 3140U5C20 2056-02-01 5.5 N/A 1000.00 1019.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 4045391.54 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 72611584.00 65737695.84 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5536 N/A 3140W6EJ7 2055-10-01 5.5 N/A 1024.00 1024.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4072 N/A 3140XKQ29 2053-03-01 5.5 N/A 1000.00 805.20 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6786 N/A 3140XNRG1 2054-02-01 5.5 N/A 3317481.00 2414896.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 721.58 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 1000.00 708.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 1000.00 665.28 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 95273244.00 65383609.03 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 1000.00 715.66 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1024.00 758.11 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1034.00 883.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6054 N/A 31418FWQ6 2056-05-01 5.5 N/A 3306180.00 3324617.58 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0567 N/A 3140FXTZ5 2061-09-01 5.5 N/A 1057.00 745.21 Agency Mortgage-Backed Securities FNMS 06.000 CIDC1082 N/A 3140ANFY0 2039-08-01 6 N/A 1000.00 127.66 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5178 N/A 31418EXG0 2038-10-01 6 N/A 1000.00 426.09 Agency Mortgage-Backed Securities FNMS 06.000 CL735502 N/A 31402RDF3 2035-04-01 6 N/A 1171.00 7.79 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 8602000.00 80051.65 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 459319.59 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1879438.00 29585.65 Agency Mortgage-Backed Securities FNMS 06.000 CL865885 N/A 31409A6W4 2036-03-01 6 N/A 7012.00 58.54 Agency Mortgage-Backed Securities FNMS 06.000 CL906131 N/A 31411EVY0 2037-01-01 6 N/A 1001.00 6.18 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 N/A 3138EK7L3 2039-07-01 6 N/A 1000.00 63.13 Agency Mortgage-Backed Securities FNMS 06.000 CLBV5991 N/A 3140MKUR1 2055-08-01 6 N/A 732000.00 570492.36 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2116 N/A 3140N6K68 2052-12-01 6 N/A 2000.00 1697.46 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 N/A 1001.00 623.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 597.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6343 N/A 3140NPBM1 2053-07-01 6 N/A 143765.00 128776.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 9234275.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5315 N/A 3140QQ3Z6 2052-12-01 6 N/A 1813300.00 1248230.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 34650923.45 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 31261272.00 21630411.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 N/A 1000.00 722.61 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 400000.00 280821.53 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 9625731.00 6956002.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7127 N/A 3140QS4M0 2053-09-01 6 N/A 1024.00 775.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 880.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 3704514.00 2556129.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 48997128.00 40146605.43 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 N/A 1040.00 949.92 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1164 N/A 3140Y7JJ8 2055-10-01 6 N/A 4597178.00 4467134.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 N/A 1000.00 1001.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 245482.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7832712.00 6853354.90 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5151 N/A 3140A5WM6 2053-12-01 6 N/A 1000.00 745.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2271 N/A 3140APQZ0 2054-09-01 6 N/A 1279000.00 523482.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDC5696 N/A 3140ATKJ4 2054-11-01 6 N/A 1000.00 701.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDD0837 N/A 3140B04X3 2055-01-01 6 N/A 1032.00 862.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2425 N/A 3140B2VT8 2055-02-01 6 N/A 1000.00 856.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0099 N/A 3140BCDD1 2055-06-01 6 N/A 2016.00 2100.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDE5892 N/A 3140BJRN9 2055-08-01 6 N/A 1008.00 918.45 Agency Mortgage-Backed 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48781.79 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 1008.00 604.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 1000.00 586.36 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 1024.00 609.21 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5674 N/A 31418FJU2 2055-04-01 6 N/A 1000.00 671.18 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5911 N/A 31418FR90 2055-12-01 6 N/A 1000.00 911.72 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5742 N/A 31418FLY1 2045-06-01 6 N/A 1000.00 749.03 Agency Mortgage-Backed Securities FNMS 06.500 CIBY1327 N/A 3140NHPM4 2039-01-01 6.5 N/A 118753.00 42823.50 Agency Mortgage-Backed Securities FNMS 06.500 CLBV1731 N/A 3140ME4R4 2055-06-01 6.5 N/A 1008.00 619.67 Agency Mortgage-Backed Securities FNMS 06.500 CLBV1865 N/A 3140MFCB7 2055-06-01 6.5 N/A 1008.00 575.44 Agency Mortgage-Backed Securities FNMS 06.500 CLBX3002 N/A 3140N7KQ2 2052-12-01 6.5 N/A 1000.00 897.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9551 N/A 3140NETH8 2053-03-01 6.5 N/A 1000.00 749.86 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2372 N/A 3140NJT61 2053-05-01 6.5 N/A 2000.00 1625.73 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6131 N/A 3140NNY58 2053-09-01 6.5 N/A 622223.00 631683.57 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8601 N/A 3140NRRX6 2053-08-01 6.5 N/A 2000.00 1292.26 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5330 N/A 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 12206571.66 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7278 N/A 3140QTCQ0 2053-10-01 6.5 N/A 1024.00 653.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1054.00 504.97 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7867 N/A 3140QTW54 2054-01-01 6.5 N/A 1000.00 398.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 1024.00 792.36 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1268 N/A 3140Y7MS4 2055-10-01 6.5 N/A 1024.00 961.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2623 N/A 3140AB4H5 2054-03-01 6.5 N/A 55329.00 25851.18 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4821 N/A 3140AELB3 2054-06-01 6.5 N/A 749793.00 772357.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7737 N/A 3140AHS37 2054-06-01 6.5 N/A 4000.00 3290.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0482 N/A 3140AMRC7 2054-08-01 6.5 N/A 1000.00 675.35 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2648 N/A 3140AP5J9 2055-04-01 6.5 N/A 1000.00 956.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2758 N/A 3140AQB43 2055-04-01 6.5 N/A 1000.00 599.50 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7534 N/A 3140AVLQ2 2055-01-01 6.5 N/A 773645.00 797577.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9715 N/A 3140AXYM3 2055-01-01 6.5 N/A 1000.00 807.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2519 N/A 3140B2YR9 2055-02-01 6.5 N/A 968376.00 510805.25 Agency Mortgage-Backed Securities FNMS 06.500 CLDD3013 N/A 3140B3K35 2055-02-01 6.5 N/A 1000.00 641.45 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4408 N/A 3140B43S7 2055-03-01 6.5 N/A 1001.00 512.02 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6420 N/A 3140B7D26 2055-03-01 6.5 N/A 3337155.00 2273116.47 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1166 N/A 3140BDJL5 2055-06-01 6.5 N/A 1024.00 825.04 Agency Mortgage-Backed Securities FNMS 06.500 CLDE9408 N/A 3140BNN20 2055-09-01 6.5 N/A 3544.00 3300.84 Agency Mortgage-Backed Securities FNMS 06.500 CLDF0319 N/A 3140BQK91 2055-09-01 6.5 N/A 1000.00 595.63 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1072 N/A 3140BRFN4 2055-10-01 6.5 N/A 1006.00 903.59 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2335 N/A 3140BSSZ1 2055-10-01 6.5 N/A 1000.00 1051.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4681 N/A 3140BVFX3 2055-11-01 6.5 N/A 3059010.00 2979253.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5512 N/A 3140BWDS4 2055-11-01 6.5 N/A 1086000.00 1139022.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6364 N/A 3140BXCA2 2055-12-01 6.5 N/A 1000.00 996.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDF7683 N/A 3140BYRD8 2055-12-01 6.5 N/A 1000.00 1036.64 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4732 N/A 3140XLHJ0 2053-02-01 6.5 N/A 1000.00 680.98 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5648 N/A 31418FH26 2055-03-01 6.5 N/A 1000.00 543.38 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5824 N/A 31418FPJ0 2055-09-01 6.5 N/A 1000.00 761.29 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5947 N/A 31418FTD9 2056-01-01 6.5 N/A 1024.00 979.02 Agency Mortgage-Backed Securities FNMS 06.500 ZLFP0145 N/A 3140XTET4 2055-02-25 6.5 N/A 1000.00 841.78 Agency Mortgage-Backed Securities FNMS 07.000 CLBJ1391 N/A 3140H2RM2 2053-09-01 7 N/A 1078894.00 893753.82 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 N/A 1000.00 658.43 Agency Mortgage-Backed Securities FNMS 07.000 CLDD7030 N/A 3140B7Y49 2055-04-01 7 N/A 1000.00 789.15 Agency Mortgage-Backed Securities FNMS 07.000 CLDD8848 N/A 3140B9ZN2 2055-08-01 7 N/A 1000.00 967.96 Agency Mortgage-Backed Securities FNMS 07.000 CLDG9966 N/A 3140UECC9 2056-05-01 7 N/A 1504950.00 1610476.48 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7411 N/A 3140XPGV5 2054-02-01 7 N/A 47014194.00 33488866.07 Agency Mortgage-Backed Securities FNMS 07.500 CLBU4787 N/A 3140M6J95 2054-06-01 7.5 N/A 3000.00 1096.14 Agency Mortgage-Backed Securities FNMS 07.500 CLDB6729 N/A 3140AGPP3 2054-06-01 7.5 N/A 1203898.00 243189.50 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2500000000.00 2500000000.00 0.0131 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.65000000 N/A 549300H47WTHXPU08X20 BYJ4Y6436 U.S. Treasury Repurchase Agreement, if collateralized 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Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.68000000 N/A FOR8UP27PHTHYVLBNG30 BRWP0DCM0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 06.000 FGPC P20603 G N/A 31283YRX8 2034-05-01 6 N/A 731000.00 7018.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6653 N/A 3132DUMA2 2053-08-01 3.5 N/A 262000.00 211301.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-05-01 5 N/A 20522912.00 20255044.67 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 8078272.00 4907257.42 Agency Mortgage-Backed Securities FEPC 06.000 CLTA4080 N/A 3142JSRA5 2056-01-01 6 N/A 3451840.00 3566079.20 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ0207 N/A 3131WQGQ4 2040-07-01 6 N/A 490552.00 59814.60 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3868 N/A 3140XKJN1 2030-01-01 2.5 N/A 15225000.00 4495824.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1534 N/A 3140QLV45 2051-09-01 2.5 N/A 14000000.00 8196896.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7522 N/A 3140FFLC3 2046-09-01 3.5 N/A 57060.00 7410.66 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4427 N/A 3138WD4M0 2045-02-01 4.5 N/A 100000.00 17997.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBM1732 N/A 3140J54S5 2047-07-01 4.5 N/A 125000.00 20497.78 Agency Mortgage-Backed Securities FNMS 05.000 CL725231 N/A 31402CVY5 2034-02-01 5 N/A 1004202.00 7650.85 Agency Mortgage-Backed Securities FNMS 06.000 CL256674 N/A 31371NCK9 2037-04-01 6 N/A 1222500.00 8090.84 Agency Mortgage-Backed Securities GNII AP 784710 M N/A 3622AADP6 2048-11-20 3.5 N/A 710000.00 28484.08 Agency Mortgage-Backed Securities GNII ET DC2501 C N/A 3618HGX64 2064-04-20 3.5 N/A 548983.00 482163.30 Agency Mortgage-Backed Securities GNII ET DE7656 C N/A 3618JDQH3 2063-07-20 3 N/A 275092.00 237319.50 Agency Mortgage-Backed Securities GNII ET DM7574 C N/A 3618LXMX5 2065-08-20 2 N/A 587813.00 450934.08 Agency Mortgage-Backed Securities GNII JM MA0665 M N/A 36179MW22 2042-10-20 2.5 N/A 6272920.00 1221662.16 Agency Mortgage-Backed Securities GNII JM MA5125 M N/A 36179TVS1 2048-03-20 3 N/A 570306.00 30817.48 Agency Mortgage-Backed Securities GNII JM MA5390 M N/A 36179T7B5 2048-08-20 5 N/A 300000.00 12617.72 Agency Mortgage-Backed Securities GNII JM MA6330 M N/A 36179VA75 2049-12-20 3.5 N/A 10006800.00 995351.47 Agency Mortgage-Backed Securities GNII JM MA9351 M N/A 36179YL85 2053-11-20 6.5 N/A 619478.00 102320.43 Agency Mortgage-Backed Securities GNII RG CM1118 C N/A 3617YLG32 2043-07-20 2.5 N/A 1792322.00 843810.63 Agency Mortgage-Backed Securities GNII SF 005232 M N/A 36202FY59 2041-11-20 3.5 N/A 1000000.00 63792.58 Agency Mortgage-Backed Securities GNII SF 759449 C N/A 36230UQA0 2041-01-20 4 N/A 580000.00 61610.84 Agency Mortgage-Backed Securities GNII SF 770804 C N/A 36176NDH1 2041-06-20 5 N/A 101219.00 8735.58 Agency Mortgage-Backed Securities GNII SF AA8363 C N/A 36178GJG0 2044-03-20 4 N/A 5510440.00 108749.43 Agency Mortgage-Backed Securities GNII SF AH5889 C N/A 36182NRJ4 2045-05-20 3.75 N/A 75250.00 30178.38 Agency Mortgage-Backed Securities GNII SF AI6224 C N/A 36198S4H4 2034-05-20 4 N/A 5540690.00 73159.70 Agency Mortgage-Backed Securities GNII SF AJ9079 C N/A 36183FCQ0 2044-10-20 4 N/A 1540154.00 336970.14 Agency Mortgage-Backed Securities GNII SF BA7589 C N/A 3617ALNE6 2048-06-20 5 N/A 2392110.00 376577.92 Agency Mortgage-Backed Securities GNII SF BF9479 C N/A 3617GGQ81 2048-03-20 4 N/A 180000.00 29210.48 Agency Mortgage-Backed Securities GNII SF BG2388 C N/A 3617GLUM4 2048-03-20 5 N/A 196548.00 78454.04 Agency Mortgage-Backed Securities GNII SF BG3768 C N/A 3617GNFH8 2048-07-20 5 N/A 14589440.00 1013656.96 Agency Mortgage-Backed Securities GNII SF BM7233 C N/A 3617JYBA0 2049-05-20 3.5 N/A 439902.00 132330.76 Agency Mortgage-Backed Securities GNII SF BZ6343 C N/A 3617U2BL3 2050-11-20 2 N/A 2753000.00 1352438.93 Agency Mortgage-Backed Securities GNII SF CL5523 C N/A 3617YDD41 2052-04-20 3 N/A 100000.00 51487.09 Agency Mortgage-Backed Securities GNII SF DF2428 C N/A 3618JKVV0 2054-10-20 5 N/A 1340906.00 1310674.14 Agency Mortgage-Backed Securities GNII SF DH0486 C N/A 3618K8RF5 2055-03-20 6.5 N/A 8783968.00 6512028.35 Agency Mortgage-Backed Securities GNII SF DH3021 C N/A 3618KBLA5 2055-02-20 6.5 N/A 378079.00 278320.55 Agency Mortgage-Backed Securities GNII SF DH3121 C N/A 3618KBPE3 2055-03-20 6.5 N/A 1250042.00 690272.22 Agency Mortgage-Backed Securities GNII SF DH4860 C N/A 3618KDMH5 2055-06-20 6.5 N/A 934422.00 976313.82 Agency Mortgage-Backed Securities GNII SF DH7690 C N/A 3618KGRK6 2055-02-20 6.5 N/A 1478640.00 1147994.65 Agency Mortgage-Backed Securities GNII SF DI0165 C N/A 3618NHFE8 2055-04-20 6.5 N/A 1855438.00 1640391.39 Agency Mortgage-Backed Securities GNII SF DI0809 C N/A 3618NH3S0 2055-04-20 6.5 N/A 669758.00 545265.61 Agency Mortgage-Backed Securities GNII SF DI3589 C N/A 3618NL7A6 2055-05-20 6.5 N/A 1275000.00 1110146.32 Agency Mortgage-Backed Securities GNII SF DI4324 C N/A 3618NMYV8 2055-04-20 6.5 N/A 660251.00 689095.31 Agency Mortgage-Backed Securities GNII SF DI4529 C N/A 3618NNA67 2055-08-20 6.5 N/A 1301460.00 1398302.06 Agency Mortgage-Backed Securities GNII SF DI6912 C N/A 3618NQVD2 2055-03-20 6.5 N/A 720489.00 582122.86 Agency Mortgage-Backed Securities GNII SF DI8054 C N/A 3618NR5P2 2055-03-20 6.5 N/A 482867.00 413401.51 Agency Mortgage-Backed Securities GNII SF DJ2625 C N/A 3618KN4J9 2055-04-20 6.5 N/A 814865.00 850137.43 Agency Mortgage-Backed Securities GNII SF DJ3735 C N/A 3618KQEG7 2055-03-20 6.5 N/A 2365588.00 1468390.55 Agency Mortgage-Backed Securities GNII SF DJ5279 C N/A 3618KR2L7 2055-07-20 6.5 N/A 68545280.00 60133641.62 Agency Mortgage-Backed Securities GNII SF DJ6790 C N/A 3618KTRK8 2055-04-20 6.5 N/A 691163.00 720677.79 Agency Mortgage-Backed Securities GNII SF DJ9493 C N/A 3618KWRN5 2055-11-20 6 N/A 1563472.00 1634609.41 Agency Mortgage-Backed Securities GNII SF DK0428 C N/A 3618KYPM5 2055-06-20 6.5 N/A 650632.00 680395.99 Agency Mortgage-Backed Securities GNII SF DK1252 C N/A 3618L0L91 2056-04-20 6.5 N/A 1021160.00 1076789.02 Agency Mortgage-Backed Securities GNII SF DK1295 C N/A 3618L0NL2 2055-06-20 6.5 N/A 617529.00 432965.38 Agency Mortgage-Backed Securities GNII SF DK3166 C N/A 3618L2QT8 2055-08-20 6 N/A 1355188.00 1415020.95 Agency Mortgage-Backed Securities GNII SF DK3178 C N/A 3618L2Q76 2055-08-20 6.5 N/A 2389152.00 1859299.92 Agency Mortgage-Backed Securities GNII SF DK7916 C N/A 3618L7YM3 2055-08-20 6.5 N/A 798673.00 835416.35 Agency Mortgage-Backed Securities GNII SF DK8051 C N/A 3618L75L7 2055-07-20 6.5 N/A 936291.00 894005.30 Agency Mortgage-Backed Securities GNII SF DL0985 C N/A 3618LCCW4 2056-04-20 5.5 N/A 2706400.00 2737458.77 Agency Mortgage-Backed Securities GNII SF DL2775 C N/A 3618LECL4 2055-07-20 6.5 N/A 6725910.00 5071521.94 Agency Mortgage-Backed Securities GNII SF DL3078 C N/A 3618LEM33 2055-08-20 6.5 N/A 465597.00 489135.70 Agency Mortgage-Backed Securities GNII SF DL3079 C N/A 3618LEM41 2055-08-20 6.5 N/A 535057.00 562000.96 Agency Mortgage-Backed Securities GNII SF DL5312 C N/A 3618LG3V7 2055-11-20 6 N/A 10130032.00 10396074.53 Agency Mortgage-Backed Securities GNII SF DL5722 C N/A 3618LHLB9 2055-09-20 6 N/A 1514312.00 1493105.94 Agency Mortgage-Backed Securities GNII SF DL8655 C N/A 3618LLTL0 2055-09-20 6.5 N/A 1227736.00 1307693.47 Agency Mortgage-Backed Securities GNII SF DM0712 C N/A 3618LPYH4 2055-09-20 6 N/A 1735180.00 1811371.69 Agency Mortgage-Backed Securities GNII SF DM3571 C N/A 3618LS6G1 2055-10-20 6 N/A 11932816.00 12339426.20 Agency Mortgage-Backed Securities GNII SF DM4739 C N/A 3618LUHQ2 2055-09-20 6 N/A 3174436.00 3302656.37 Agency Mortgage-Backed Securities GNII SF DM4901 C N/A 3618LUNS1 2056-04-20 6 N/A 1416884.00 1478159.51 Agency Mortgage-Backed Securities GNII SF DM8057 C N/A 3618LX5S5 2055-12-20 6.5 N/A 917108.00 964253.08 Agency Mortgage-Backed Securities GNII SF DM8430 C N/A 3618LYLK2 2055-10-20 6 N/A 3732184.00 3435995.73 Agency Mortgage-Backed Securities GNII SF DM8775 C N/A 3618LYXC7 2055-11-20 6.5 N/A 1040824.00 1092744.64 Agency Mortgage-Backed Securities GNII SF DM8791 C N/A 3618LYXU7 2055-10-20 6 N/A 1722742.00 1791927.77 Agency Mortgage-Backed Securities GNII SF DM9952 C N/A 3618M1BV0 2055-11-20 6.5 N/A 642473.00 673574.58 Agency Mortgage-Backed Securities GNII SF DN4849 C N/A 3618M7L61 2055-10-20 6.5 N/A 727462.00 763985.99 Agency Mortgage-Backed Securities GNII SF DN5014 C N/A 3618M7SB3 2055-10-20 6.5 N/A 680746.00 577177.92 Agency Mortgage-Backed Securities GNII SF DN6604 C N/A 3618M9KR2 2056-03-20 6 N/A 5842152.00 6023800.57 Agency Mortgage-Backed Securities GNII SF DN6656 C N/A 3618M9MD1 2056-03-20 5.5 N/A 357592.00 362528.84 Agency Mortgage-Backed Securities GNII SF DN7844 C N/A 3618MAWD7 2055-10-20 6 N/A 4163424.00 4387768.98 Agency Mortgage-Backed Securities GNII SF DN7851 C N/A 3618MAWL9 2055-10-20 6.5 N/A 2129436.00 2304259.69 Agency Mortgage-Backed Securities GNII SF DN7952 C N/A 3618MAZR3 2055-12-20 6.5 N/A 3140492.00 3298116.35 Agency Mortgage-Backed Securities GNII SF DN8690 C N/A 3618MBUP0 2056-01-20 6.5 N/A 528893.00 555111.12 Agency Mortgage-Backed Securities GNII SF DN8972 C N/A 3618MB6H5 2056-02-20 6.5 N/A 1005138.00 1057033.57 Agency Mortgage-Backed Securities GNII SF DO3415 C N/A 3618NYYL4 2055-10-20 6.5 N/A 1403218.00 1515983.11 Agency Mortgage-Backed Securities GNII SF DO5661 C N/A 3618V2JE8 2056-02-20 6.5 N/A 572112.00 601906.50 Agency Mortgage-Backed Securities GNII SF DO7601 C N/A 3618V4NS8 2055-12-20 5.5 N/A 4337192.00 4383855.57 Agency Mortgage-Backed Securities GNII SF DP2268 C N/A 3618MGQV1 2056-03-20 6 N/A 1255366.00 1318431.07 Agency Mortgage-Backed Securities GNII SF DP2622 C N/A 3618MG4F0 2056-05-20 6 N/A 1764452.00 1835424.73 Agency Mortgage-Backed Securities GNII SF DP4804 C N/A 3618MKKR7 2056-05-20 6 N/A 1582740.00 1639688.04 Agency Mortgage-Backed Securities GNII SF DP6159 C N/A 3618MLZY4 2056-03-20 5.5 N/A 14240704.00 14443620.26 Agency Mortgage-Backed Securities GNII SF DP6743 C N/A 3618MMP49 2056-02-20 6.5 N/A 1597482.00 1681967.43 Agency Mortgage-Backed Securities GNII SF DP6875 C N/A 3618MMT86 2056-02-20 5.5 N/A 2120076.00 2185865.34 Agency Mortgage-Backed Securities GNII SF DP7282 C N/A 3618MNCT6 2056-02-20 6.5 N/A 1976872.00 2081086.98 Agency Mortgage-Backed Securities GNII SF DP7283 C N/A 3618MNCU3 2056-02-20 6.5 N/A 693317.00 729687.38 Agency Mortgage-Backed Securities GNII SF DP8818 C N/A 3618MPYP5 2056-01-20 6 N/A 1443046.00 1483234.33 Agency Mortgage-Backed Securities GNII SF DP9468 C N/A 3618MQQV9 2056-01-20 6.5 N/A 1991374.00 2089018.95 Agency Mortgage-Backed Securities GNII SF DQ4090 C N/A 3618MWRK9 2056-03-20 6 N/A 1603052.00 1663550.44 Agency Mortgage-Backed Securities GNII SF DQ4192 C N/A 3618MWUR0 2056-05-20 5.5 N/A 2393080.00 2481556.42 Agency Mortgage-Backed Securities GNII SF DQ5071 C N/A 3618MXT41 2056-05-20 6.5 N/A 1518674.00 1609151.37 Agency Mortgage-Backed Securities GNII SF DQ6100 C N/A 3618MYX51 2056-04-20 5.5 N/A 1866104.00 1891460.72 Agency Mortgage-Backed Securities GNII SF DQ6184 C N/A 3618MY2R7 2056-05-20 5.5 N/A 1012068.00 1037575.94 Agency Mortgage-Backed Securities GNII SF DQ6185 C N/A 3618MY2S5 2056-05-20 5.5 N/A 3286072.00 3359097.65 Agency Mortgage-Backed Securities GNII SF DQ6189 C N/A 3618MY2W6 2056-05-20 5.5 N/A 9473104.00 9657571.65 Agency Mortgage-Backed Securities GNII SF DQ6197 C N/A 3618MY3E5 2056-05-20 5.5 N/A 8629660.00 8756151.64 Agency Mortgage-Backed Securities GNII SF DQ6331 C N/A 3618N0A83 2056-05-20 6 N/A 1518746.00 1582589.02 Agency Mortgage-Backed Securities GNII SF DQ7410 C N/A 3618N1GT9 2056-03-20 6 N/A 2016692.00 2087671.77 Agency Mortgage-Backed Securities GNII SF DQ7517 C N/A 3618N1K64 2056-04-20 6.5 N/A 1161246.00 1224486.05 Agency Mortgage-Backed Securities GNII SF DQ7781 C N/A 3618N1UE6 2056-04-20 6 N/A 1012738.00 1051355.33 Agency Mortgage-Backed Securities GNII SF DQ7787 C N/A 3618N1UL0 2056-04-20 6.5 N/A 2849976.00 3000120.11 Agency Mortgage-Backed Securities GNII SF DQ7805 C N/A 3618N1U63 2056-03-20 6 N/A 1598148.00 1670548.89 Agency Mortgage-Backed Securities GNII SF DQ7900 C N/A 3618N1X52 2056-02-20 6.5 N/A 1288118.00 1356077.07 Agency Mortgage-Backed Securities GNII SF DQ9364 C N/A 3618N3MM3 2056-05-20 6 N/A 1709694.00 1771209.93 Agency Mortgage-Backed Securities GNII SF DR2627 C N/A 3618VA4L0 2056-05-20 6 N/A 3554648.00 3694387.14 Agency Mortgage-Backed Securities GNII SF DR3148 C N/A 3618VBP92 2056-05-20 5.5 N/A 6886200.00 6997658.50 Agency Mortgage-Backed Securities GNII SF DR3398 C N/A 3618VBX36 2056-05-20 6 N/A 1208458.00 1264383.83 Agency Mortgage-Backed Securities GNII SF DR3748 C N/A 3618VCEV3 2056-03-20 6 N/A 1651814.00 1720216.70 Agency Mortgage-Backed Securities GNII SF DR3752 C N/A 3618VCEZ4 2056-03-20 6.5 N/A 1525802.00 1607556.32 Agency Mortgage-Backed Securities GNII SF DR3952 C N/A 3618VCL94 2056-04-20 5.5 N/A 64373760.00 65345524.89 Agency Mortgage-Backed Securities GNII SF DR4416 C N/A 3618VC3Z6 2055-11-20 6 N/A 1373048.00 1429960.40 Agency Mortgage-Backed Securities GNII SF DR4421 C N/A 3618VC4E2 2055-12-20 6 N/A 1027882.00 1068144.12 Agency Mortgage-Backed Securities GNII SF DR4423 C N/A 3618VC4G7 2055-11-20 6 N/A 1424616.00 1476700.08 Agency Mortgage-Backed Securities GNII SF DR6748 C N/A 3618VFP93 2056-05-20 6 N/A 1264050.00 1311442.61 Agency Mortgage-Backed Securities GNII SF DR7236 C N/A 3618VGBD7 2056-05-20 5.5 N/A 15519472.00 15770682.25 Agency Mortgage-Backed Securities GNII SF DR7241 C N/A 3618VGBJ4 2056-05-20 6 N/A 7269864.00 7554345.90 Agency Mortgage-Backed Securities GNII SF DR8294 C N/A 3618VHGB4 2056-05-20 5.5 N/A 1755070.00 1780797.18 Agency Mortgage-Backed Securities GNII SF DR8389 C N/A 3618VHKA1 2056-05-20 6 N/A 3180520.00 3312106.59 Agency Mortgage-Backed Securities GNII SF DR8884 C N/A 3618VH2R4 2056-05-20 5.5 N/A 2415624.00 2454725.17 Agency Mortgage-Backed Securities GNII SF DS1569 C N/A 3618VMW66 2056-05-20 5.5 N/A 20105500.00 20430943.27 Agency Mortgage-Backed Securities GNII SF DS2038 C N/A 3618VNHP9 2056-05-20 6 N/A 1758256.00 1842831.04 Agency Mortgage-Backed Securities GNII SF DS4716 C N/A 3618VRGZ9 2056-05-20 6 N/A 4273576.00 4427342.11 Agency Mortgage-Backed Securities GNII SF MA3662 M N/A 36179SB71 2046-05-20 3 N/A 2504812.00 262598.70 Agency Mortgage-Backed Securities GNII SF MA4070 M N/A 36179SQX8 2046-11-20 4 N/A 518833.00 46196.18 Agency Mortgage-Backed Securities GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 N/A 294000.00 35639.82 Agency Mortgage-Backed Securities GNII SF MA4837 M N/A 36179TLS2 2047-11-20 3.5 N/A 250000000.00 29152531.64 Agency Mortgage-Backed Securities GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 N/A 110034048.00 10215540.75 Agency Mortgage-Backed Securities GNII SF MA5599 M N/A 36179UGG1 2037-09-20 6 N/A 52000.00 7938.89 Agency Mortgage-Backed Securities GNII SF MA6478 M N/A 36179VFT2 2049-08-20 5 N/A 11991000.00 1639372.16 Agency Mortgage-Backed Securities GNII SF MA6512 M N/A 36179VGV6 2035-03-20 2.5 N/A 1730000.00 266556.76 Agency Mortgage-Backed Securities GNII SF MA6657 M N/A 36179VME7 2050-05-20 3.5 N/A 1190000.00 239395.88 Agency Mortgage-Backed Securities GNII SF MA6792 M N/A 36179VRM4 2035-08-20 2 N/A 1876048.00 531574.38 Agency Mortgage-Backed Securities GNII SF MA6969 M N/A 36179VW63 2035-11-20 3 N/A 872917.00 256927.15 Agency Mortgage-Backed Securities GNII SF MA7313 M N/A 36179WDS4 2051-04-20 3 N/A 315443.00 133678.71 Agency Mortgage-Backed Securities GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 N/A 511000.00 253493.52 Agency Mortgage-Backed Securities GNII SF MA7371 M N/A 36179WFL7 2051-05-20 4.5 N/A 79201.00 25211.96 Agency Mortgage-Backed Securities GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 N/A 93432704.00 44271059.53 Agency Mortgage-Backed Securities GNII SF MA7591 M N/A 36179WNG9 2051-09-20 3.5 N/A 6682712.00 3746560.34 Agency Mortgage-Backed Securities GNII SF MA7594 M N/A 36179WNK0 2049-02-20 5 N/A 386757.00 150412.38 Agency Mortgage-Backed Securities GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 250736128.00 153373409.84 Agency Mortgage-Backed Securities GNII SF MA8197 M N/A 36179XDA1 2052-07-20 2.5 N/A 42798080.00 24961857.95 Agency Mortgage-Backed Securities GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 N/A 40000.00 27795.56 Agency Mortgage-Backed Securities GNII SF MA8349 M N/A 36179XH25 2052-10-20 5.5 N/A 51056128.00 31895483.67 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 2901000.00 1951079.06 Agency Mortgage-Backed Securities GNII SF MA8947 M N/A 36179X5G7 2053-06-20 5 N/A 424000.00 329032.00 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 30000000.00 20314852.70 Agency Mortgage-Backed Securities GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 N/A 204992.00 160369.81 Agency Mortgage-Backed Securities GNII SF MA9105 M N/A 36179YDJ0 2053-07-20 5 N/A 16289000.00 12845965.44 Agency Mortgage-Backed Securities GNII SF MA9106 M N/A 36179YDK7 2053-06-20 5.5 N/A 264000.00 180107.03 Agency Mortgage-Backed Securities GNII SF MA9169 M N/A 36179YFJ8 2053-06-20 4.5 N/A 1842000.00 1533963.96 Agency Mortgage-Backed Securities GNII SF MA9364 M N/A 36179YMM3 2053-11-20 6.5 N/A 3696228.00 1261160.20 Agency Mortgage-Backed Securities GNII SF MA9486 M N/A 36179YRF3 2054-01-20 4.5 N/A 429421.00 372202.71 Agency Mortgage-Backed Securities GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 N/A 30000000.00 16295265.66 Agency Mortgage-Backed Securities GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 N/A 3000000.00 2120538.93 Agency Mortgage-Backed Securities GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 N/A 8203264.00 6244118.45 Agency Mortgage-Backed Securities GNII SF MB0367 M N/A 3618N5MR7 2055-05-20 6 N/A 14107840.00 9194018.17 Agency Mortgage-Backed Securities GNII SF MB0874 M N/A 3618N56L8 2056-01-20 6.5 N/A 176474112.00 182135316.57 Agency Mortgage-Backed Securities GNII SF MB0940 M N/A 3618N6BJ5 2055-10-20 7 N/A 44188160.00 45166246.60 Agency Mortgage-Backed Securities GNMI SF 544305 X N/A 36212UU66 2036-12-15 5 N/A 200000.00 16898.01 Agency Mortgage-Backed Securities GNMI SF 550613 X N/A 36213CVE7 2035-08-15 5 N/A 2310116.00 21957.38 Agency Mortgage-Backed Securities GNMI SF 593249 X N/A 36201UBS2 2032-10-15 6.5 N/A 34203776.00 37857.63 Agency Mortgage-Backed Securities GNMI SF 615958 X N/A 36290SJB8 2033-09-15 5 N/A 25511936.00 176107.79 Agency Mortgage-Backed Securities GNMI SF 628095 X N/A 36291GXY7 2034-05-15 5.5 N/A 10075424.00 74937.60 Agency Mortgage-Backed Securities GNMI SF 677209 X N/A 36295QKW9 2038-08-15 5.5 N/A 917202.00 43478.46 Agency Mortgage-Backed Securities GNMI SF 677552 X N/A 36295QWM8 2037-11-15 6 N/A 6669616.00 53546.79 Agency Mortgage-Backed Securities GNMI SF 682953 X N/A 36295WWN3 2041-08-15 5.5 N/A 900000.00 64642.97 Agency Mortgage-Backed Securities GNMI SF 687827 X N/A 36296DD88 2038-08-15 5.5 N/A 10000000.00 61180.31 Agency Mortgage-Backed Securities GNMI SF 697974 X N/A 36296QMX4 2040-06-15 5 N/A 13669695.00 220445.75 Agency Mortgage-Backed Securities GNMI SF 700822 X N/A 36296TSK0 2038-10-15 6 N/A 936877.00 5868.25 Agency Mortgage-Backed Securities GNMI SF 704665 X N/A 36296XZ64 2039-08-15 5 N/A 197194.00 6218.40 Agency Mortgage-Backed Securities GNMI SF 723324 X N/A 3620A9SM4 2039-09-15 4 N/A 80000.00 6008.42 Agency Mortgage-Backed Securities GNMI SF 723719 X N/A 3620AAAU2 2040-01-15 5 N/A 81000.00 10227.31 Agency Mortgage-Backed Securities GNMI SF 748382 X N/A 3620C4M72 2042-02-15 4 N/A 1590292.00 110790.50 Agency Mortgage-Backed Securities GNMI SF 748479 X N/A 3620C4Q86 2040-08-15 4 N/A 2737000.00 102599.96 Agency Mortgage-Backed Securities GNMI SF 757621 X N/A 36230SPE8 2041-05-15 5 N/A 1766142.00 93311.61 Agency Mortgage-Backed Securities GNMI SF 759207 X N/A 36230UGQ6 2041-02-15 4 N/A 161918.00 18468.68 Agency Mortgage-Backed Securities GNMI SF 761681 X N/A 36176B6S1 2041-05-15 4.29 N/A 30000.00 10083.47 Agency Mortgage-Backed Securities GNMI SF 793057 X N/A 36177MMF6 2042-02-15 3.1 N/A 1259992.00 371821.47 Agency Mortgage-Backed Securities GNMI SF 796307 X N/A 36177RAH4 2042-11-15 4 N/A 4708520.00 662179.71 Agency Mortgage-Backed Securities GNMI SF AA6001 X N/A 36178DU25 2043-01-15 2.5 N/A 112106.00 14153.67 Agency Mortgage-Backed Securities GNMI SF AC0656 X N/A 36178YWR2 2043-04-15 2.5 N/A 75034.00 22123.55 Agency Mortgage-Backed Securities GNMI SF AD1378 X N/A 36180CQ77 2033-04-15 3.5 N/A 1014472.00 359829.45 Agency Mortgage-Backed Securities GNMI SF AE7714 X N/A 36181BSB7 2043-08-15 3 N/A 411379.00 35073.74 Agency Mortgage-Backed Securities GNMI SF AM8200 X N/A 36185BDD5 2045-07-15 4 N/A 2519940.00 445796.85 Agency Mortgage-Backed Securities GNMI SF AV1853 X N/A 36195CBW1 2047-12-15 3.5 N/A 267096.00 52025.14 Agency Mortgage-Backed Securities GNMI SF BC1102 X N/A 3617B4GK7 2047-07-15 4 N/A 254593.00 53945.99 Agency Mortgage-Backed Securities GNMI SF BD7135 X N/A 3617BN4U6 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2038-07-01 5 N/A 1023308.00 257112.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UF5V2 2056-05-01 5 N/A 5592168.00 5519178.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EF21 2052-06-01 4.5 N/A 11000.00 7497.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNL83 2052-03-01 2.5 N/A 1913852.00 1285206.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0MF9 2040-07-01 4.5 N/A 13000.00 10564.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC6R2 2050-03-01 4.5 N/A 800000.00 243379.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DGN6 2049-10-01 4 N/A 8000.00 1043.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403WE37 2034-02-01 5.5 N/A 1398110.00 14997.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ETP5 2038-05-01 6 N/A 8750000.00 4211106.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31374CND4 2038-06-01 5 N/A 3313364.00 49051.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMAP1 2053-07-01 5 N/A 155000.00 113342.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FHLE5 2046-10-01 3.5 N/A 55000.00 14724.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBT6 2052-02-01 3 N/A 1221736.00 741372.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6E7 2051-11-01 3.5 N/A 657000.00 316880.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH5W3 2052-02-01 2.5 N/A 2688000.00 1780637.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDHF7 2053-04-01 5.5 N/A 253000.00 169356.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.5 N/A 9000.00 5785.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EWG2 2043-02-01 3 N/A 479000.00 85845.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRSG5 2056-05-01 5 N/A 2077628.00 2053417.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138NWAN9 2043-02-01 3 N/A 119429.00 21200.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8VQ3 2044-01-01 3 N/A 33000.00 8277.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCP51 2044-11-01 5 N/A 121751.00 57387.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YMB0 2030-03-01 4.5 N/A 1000000.00 10968.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLPN2 2050-06-01 3.5 N/A 60000.00 43076.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGF77 2050-12-01 3.5 N/A 510000.00 257658.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4J6 2039-04-01 5 N/A 35000.00 20249.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELU2 2052-12-01 3.5 N/A 15000.00 11068.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETDU7 2029-03-01 4 N/A 98304.00 32.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EGXA7 2041-07-01 5 N/A 450000.00 36823.93 Agency Mortgage-Backed 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJ7B8 2027-02-01 4 N/A 196608.00 40.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F12J0 2031-07-01 2.5 N/A 829743.00 90744.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6NW6 2055-05-01 6 N/A 348437.00 332344.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR6X8 2053-08-01 5.5 N/A 2100000.00 1961977.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CJS4 2032-04-01 3.5 N/A 291000.00 22661.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7MK8 2032-03-01 2 N/A 563000.00 93933.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHBX9 2046-05-01 4.5 N/A 5000.00 443.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8AN7 2050-04-01 3.5 N/A 87000.00 31605.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMM9 2038-01-01 4.5 N/A 25000.00 13892.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTMX4 2053-11-01 6 N/A 1297312.00 1099191.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 739000.00 68073.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DWA6 2030-11-01 3 N/A 320150.00 86335.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNVT8 2051-12-01 2.5 N/A 250000.00 180676.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGEZ6 2050-12-01 2.5 N/A 155000.00 87310.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMPT7 2053-10-01 6 N/A 18000.00 12946.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 1450000.00 302318.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCA4 2049-06-01 4 N/A 957000.00 258638.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH2V8 2052-08-01 4.5 N/A 27000.00 19424.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406NYM0 2035-05-01 5.5 N/A 120000.00 2161.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ5Z2 2038-06-01 3.5 N/A 2000.00 1246.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MEQ6 2035-09-01 5.5 N/A 8000.00 63.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP46 2053-03-01 6 N/A 748000.00 399448.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDM6 2039-10-01 5 N/A 31000.00 20738.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMT4 2053-01-01 5.5 N/A 15000.00 9979.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNUV2 2052-04-01 2.5 N/A 175000.00 110323.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416W5Z1 2030-11-01 4 N/A 224000.00 5020.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.5 N/A 171000.00 149748.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGL25 2052-02-01 3 N/A 380000.00 197379.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ7E9 2052-12-01 6 N/A 20000.00 14740.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q92N2 2048-11-01 4.5 N/A 124000.00 32367.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRJG1 2054-10-01 5.5 N/A 20000.00 17340.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DNJ7 2050-04-01 3.5 N/A 106000.00 15980.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDL79 2051-10-01 3 N/A 5000.00 2788.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF22 2053-06-01 5.5 N/A 355000.00 261958.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLF52 2053-05-01 5.5 N/A 35000.00 27904.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4C8 2052-08-01 5.5 N/A 600000.00 366693.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JV6 2049-12-01 3 N/A 5000.00 1645.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLWV0 2055-09-01 6 N/A 30357312.00 28312393.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYD8 2051-04-01 3 N/A 904301.00 396076.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RUW7 2035-11-01 5.5 N/A 440000.00 3233.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKA67 2052-11-01 5.5 N/A 65000.00 37060.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELKY8 2033-08-01 4 N/A 265000.00 16874.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF85 2040-01-01 5 N/A 41000.00 28280.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CKK9 2032-05-01 3 N/A 104000.00 10001.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418QV67 2040-04-01 5.5 N/A 484238.00 23488.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHH42 2051-02-01 4 N/A 19000.00 11339.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW55 2038-03-01 4.5 N/A 55000.00 30858.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNUS9 2052-04-01 2.5 N/A 4536216.00 2666109.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 22000.00 14940.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XABZ4 2050-08-01 4.5 N/A 206000.00 53498.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXG9 2054-05-01 6 N/A 155000.00 117876.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-01-01 3 N/A 2361000.00 79568.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X54P5 2050-03-01 2.5 N/A 275000.00 96057.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FC88 2054-10-01 4 N/A 10000.00 8775.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411JAF3 2037-10-01 5.5 N/A 419027.00 34388.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRRT2 2053-03-01 5 N/A 160000.00 126867.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 409415.00 290249.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTNV7 2053-12-01 6 N/A 4072000.00 2248429.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MSC80 2043-02-01 3 N/A 285773.00 36583.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQEM3 2052-09-01 6 N/A 500000.00 314896.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJUY7 2051-10-01 2.5 N/A 3925000.00 2659620.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YGJ0 2029-10-01 4.5 N/A 370000.00 3872.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.5 N/A 725525.00 544869.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2GY2 2051-10-01 2.5 N/A 39979008.00 22334289.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NQ40 2028-02-01 5.5 N/A 3000000.00 6132.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CQM9 2027-10-01 3 N/A 3210000.00 77717.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJKA5 2026-09-01 4 N/A 71999.00 2.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENY60 2029-03-01 4.5 N/A 131069.00 24.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409X4F3 2036-05-01 5.5 N/A 1022126.00 3969.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LCE7 2033-09-01 5.5 N/A 642818.00 4457.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESL5 2043-05-01 5.5 N/A 220000.00 118941.74 Agency Mortgage-Backed Securities FEDERAL 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.5 N/A 17000.00 13143.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJA2 2035-02-01 5.5 N/A 270000.00 6096.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BJZ0 2034-11-01 4 N/A 286000.00 23314.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPN43 2049-06-01 4.5 N/A 135000.00 34346.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ADH7 2039-05-01 6 N/A 7250000.00 117908.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.5 N/A 100000.00 83901.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L73Z3 2051-05-01 2.5 N/A 20000.00 13100.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ESAD0 2044-05-01 5.5 N/A 52000.00 8056.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHVB0 2052-07-01 5 N/A 200000.00 134313.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.5 N/A 25000.00 16012.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDXH4 2046-09-01 4.5 N/A 62000.00 31537.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DKM3 2029-12-01 2.5 N/A 1250000.00 147657.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFA43 2051-11-01 2.5 N/A 134450.00 73514.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS39 2053-07-01 5.5 N/A 160000.00 122519.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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GNMA_21-228C N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2067393.91 Agency Collateralized Mortgage Obligation GNMA_21-58A N/A 38382REJ3 2051-02-20 3 N/A 66333312.00 4634497.01 Agency Collateralized Mortgage Obligation GNMA_22-104B N/A 38383TTM5 2052-06-20 4.5 N/A 30000000.00 20060773.88 Agency Collateralized Mortgage Obligation GNMA_22-136D N/A 38383UPT1 2052-08-20 2.37487 N/A 40000000.00 2408720.44 Agency Collateralized Mortgage Obligation GNMA_22-154C N/A 38383YWN8 2052-09-20 2.32487 N/A 13509072.00 843136.90 Agency Collateralized Mortgage Obligation GNMA_22-177E N/A 38383UC81 2052-10-20 4.72513 N/A 50000000.00 34858667.42 Agency Collateralized Mortgage Obligation GNMA_22-22B N/A 38383MRX8 2052-02-20 3 N/A 100000000.00 57184107.42 Agency Collateralized Mortgage Obligation GNMA_22-60K N/A 38383PBJ9 2051-02-20 3 N/A 45809600.00 5220852.43 Agency Collateralized Mortgage Obligation GNMA_23-100B N/A 38384B4A6 2053-07-20 6 N/A 2000000.00 2059049.33 Agency Collateralized Mortgage Obligation 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83042543.60 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FD73 2055-04-20 2.32487 N/A 13844352.00 1259726.07 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FC58 2055-03-20 2.32487 N/A 56307520.00 3708194.84 Agency Collateralized Mortgage Obligation GNMA_25-63H N/A 38385E2P8 2055-04-20 4.67513 N/A 11371900.00 7524312.09 Agency Collateralized Mortgage Obligation GNMA_25-71A N/A 38385FQ79 2055-04-20 1.52487 N/A 150000000.00 4356044.21 Agency Collateralized Mortgage Obligation GNMA_25-79A N/A 38385GUQ0 2053-11-20 1.57487 N/A 50000000.00 1424429.16 Agency Collateralized Mortgage Obligation GNMA_25-83C N/A 38385GPQ6 2055-05-20 2.17487 N/A 18000000.00 1081822.16 Agency Collateralized Mortgage Obligation GNMA_25-84G N/A 38385GAX7 2055-05-20 1.47487 N/A 70000000.00 2640012.11 Agency Collateralized Mortgage Obligation GNMA_26-10J N/A 38385LV54 2056-01-20 5.5 N/A 27619552.00 4732187.03 Agency Collateralized Mortgage Obligation GNMA_26-26K N/A 38385NGD0 2054-07-20 1.67487 N/A 118855040.00 4505025.51 Agency Collateralized Mortgage Obligation GNMA_26-2E N/A 38385LDV7 2056-01-20 6 N/A 19214272.00 3163838.49 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MAQ9 2056-02-20 2.62487 N/A 55983808.00 4528115.25 Agency Collateralized Mortgage Obligation GNMA_26-43A N/A 38385NXX7 2056-03-20 0 N/A 235634688.00 231042.71 Agency Collateralized Mortgage Obligation GNMA_26-46N N/A 38385PFM6 2056-03-20 0.48487 N/A 1113000000.00 12369216.91 Agency Collateralized Mortgage Obligation GNMA_26-4K N/A 38385LNN4 2056-01-20 1.47487 N/A 100000000.00 3919451.55 Agency Collateralized Mortgage Obligation GNMA_26-5L N/A 38385LCG1 2055-12-20 2.07487 N/A 50000000.00 3575324.46 Agency Collateralized Mortgage Obligation GNMA_26-80A N/A 38385SK51 2056-05-20 2.00083 N/A 139737920.00 10724495.15 Agency Collateralized Mortgage Obligation GNMA_51-71N N/A 38385HVA2 2055-10-20 1.07487 N/A 75000000.00 2246755.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL 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Agency Collateralized Mortgage Obligation GNMA_23-65C N/A 38384AGD9 2053-05-20 2.52487 N/A 56699998.00 2518445.97 Agency Collateralized Mortgage Obligation GNMA_23-70K N/A 38384AEQ2 2052-08-20 4 N/A 56461446.00 5606076.56 Agency Collateralized Mortgage Obligation GNMA_23-74 N/A 38381JER4 2063-01-16 1.02292 N/A 87381802.00 6100428.53 Agency Collateralized Mortgage Obligation GNMA_23-75A N/A 38384AWV1 2053-05-20 1.77487 N/A 200000000.00 2902848.49 Agency Collateralized Mortgage Obligation GNMA_23-75D N/A 38384AWZ2 2050-06-20 4 N/A 50000000.00 7390455.51 Agency Collateralized Mortgage Obligation GNMA_23-76B N/A 38383X4S0 2053-05-20 1.92487 N/A 110913710.00 3118553.40 Agency Collateralized Mortgage Obligation GNMA_23-7A N/A 38383VFZ6 2053-01-20 2.57487 N/A 55555555.00 2311529.75 Agency Collateralized Mortgage Obligation GNMA_23-82D N/A 38384AQ63 2053-06-20 2.42487 N/A 14105893.00 946531.45 Agency Collateralized Mortgage Obligation GNMA_24-112C N/A 38384UAV1 2054-07-20 2.97487 N/A 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38384YBC4 2054-10-20 1.87487 N/A 34493453.00 1580548.91 Agency Collateralized Mortgage Obligation GNMA_24-159F N/A 38384YBX8 2064-10-20 1.92487 N/A 192270000.00 2132424.53 Agency Collateralized Mortgage Obligation GNMA_24-171A N/A 38384XQC0 2054-10-20 1.89487 N/A 60000000.00 2698718.48 Agency Collateralized Mortgage Obligation GNMA_24-180G N/A 38384YV40 2064-11-20 1.82487 N/A 50000000.00 1185421.74 Agency Collateralized Mortgage Obligation GNMA_24-181P N/A 38384X5G4 2054-11-20 1.77487 N/A 50000000.00 1068823.13 Agency Collateralized Mortgage Obligation GNMA_24-181U N/A 38384X5W9 2054-11-20 0.97487 N/A 70000000.00 1259206.09 Agency Collateralized Mortgage Obligation GNMA_24-184D N/A 38384XYX5 2054-11-20 2.97487 N/A 7629641.00 372944.36 Agency Collateralized Mortgage Obligation GNMA_24-184S N/A 38384XE66 2054-11-20 2.37487 N/A 19535580.00 1050722.44 Agency Collateralized Mortgage Obligation GNMA_24-193B N/A 38381LG89 2066-07-16 1.22431 N/A 73928804.00 6327933.09 Agency Collateralized 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2055-07-20 3.47487 N/A 43530630.00 4510265.89 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N4K1 2054-02-20 1.97487 N/A 3531090.00 109782.04 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N4X3 2054-09-20 1.57487 N/A 132565800.00 3178884.44 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N3V8 2053-12-20 3.22487 N/A 27347312.00 1386496.64 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N7U6 2055-05-20 6.5 N/A 5618800.00 700666.85 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N5S3 2053-05-20 2.52487 N/A 130258920.00 6347936.07 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N6K9 2055-03-20 1.67487 N/A 99948996.00 3129123.90 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N7V4 2055-02-20 5.99999 N/A 4789198.00 610348.01 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N6A1 2055-02-20 2.17487 N/A 84474088.00 3537682.75 Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation GNMA_25-175F N/A 38385HEQ6 2055-10-20 2.37487 N/A 75346524.00 7122694.47 Agency Collateralized Mortgage Obligation GNMA_25-188M N/A 38385JTE3 2053-02-20 6.5 N/A 423077.00 58305.11 Agency Collateralized Mortgage Obligation GNMA_25-190B N/A 38385JU35 2055-11-20 3.57487 N/A 30000000.00 3175715.51 Agency Collateralized Mortgage Obligation GNMA_25-194G N/A 38385JVM2 2047-05-20 5.5 N/A 988910.00 93366.58 Agency Collateralized Mortgage Obligation GNMA_25-194H N/A 38385JVW0 2050-08-20 6 N/A 763125.00 88739.46 Agency Collateralized Mortgage Obligation GNMA_25-195C N/A 38384TCL4 2066-03-16 0.96274 N/A 52074005.00 4114965.26 Agency Collateralized Mortgage Obligation GNMA_25-198D N/A 38385JJV6 2055-11-20 1.85487 N/A 67342036.00 3576140.99 Agency Collateralized Mortgage Obligation GNMA_25-1CC N/A 38385CJN9 2055-01-20 2.29487 N/A 46000000.00 3714723.74 Agency Collateralized Mortgage Obligation GNMA_25-1Q N/A 38385CFD5 2055-01-20 2.32487 N/A 16800000.00 1195010.56 Agency Collateralized Mortgage Obligation GNMA_25-1S N/A 38385CFV5 2055-01-20 1.62487 N/A 30000000.00 1377541.53 Agency Collateralized Mortgage Obligation GNMA_25-205A N/A 38385K4S6 2055-11-20 1.82487 N/A 136084286.00 7323648.34 Agency Collateralized Mortgage Obligation GNMA_25-206 N/A 38383JCS2 2064-04-16 0.80335 N/A 100000000.00 5887470.21 Agency Collateralized Mortgage Obligation GNMA_25-20A N/A 38385CYG7 2055-01-20 2.34487 N/A 40790443.00 2331392.78 Agency Collateralized Mortgage Obligation GNMA_25-216K N/A 38385KP53 2055-12-20 1.82487 N/A 55523764.00 2722463.89 Agency Collateralized Mortgage Obligation GNMA_25-216K N/A 38385KN48 2055-08-20 5.5 N/A 1150989.00 237308.19 Agency Collateralized Mortgage Obligation GNMA_25-216K N/A 38385KN63 2055-01-20 5.5 N/A 136364.00 25491.66 Agency Collateralized Mortgage Obligation GNMA_25-22L N/A 38385CV47 2053-11-20 2.97487 N/A 10436638.00 231670.76 Agency Collateralized Mortgage Obligation GNMA_25-2K N/A 38385BT75 2055-01-20 2.33487 N/A 27259840.00 2524735.52 Agency Collateralized Mortgage Obligation GNMA_25-2K N/A 38385BS84 2055-01-20 2.33487 N/A 40532251.00 2902332.67 Agency Collateralized Mortgage Obligation GNMA_25-38 N/A 38381L8C9 2062-01-16 0.64331 N/A 50000000.00 1909130.08 Agency Collateralized Mortgage Obligation GNMA_25-44A N/A 38385EAJ3 2055-03-20 1.67487 N/A 144861059.00 5809458.81 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FC58 2055-03-20 2.32487 N/A 56307526.00 3708195.24 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FD73 2055-04-20 2.32487 N/A 28108243.00 2557626.86 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FC82 2055-04-20 2.32487 N/A 26019713.00 2027567.86 Agency Collateralized Mortgage Obligation GNMA_25-69G N/A 38385FCG4 2055-04-20 2.97487 N/A 8719664.00 497379.23 Agency Collateralized Mortgage Obligation GNMA_25-69J N/A 38385FDG3 2055-04-20 1.72487 N/A 121538462.00 1580373.25 Agency Collateralized Mortgage Obligation GNMA_25-83C N/A 38385GPQ6 2055-05-20 2.17487 N/A 18252054.00 1096970.92 Agency Collateralized Mortgage Obligation GNMA_25-85D N/A 38385E5J9 2055-05-20 1.54487 N/A 59334036.00 1454416.97 Agency Collateralized Mortgage Obligation GNMA_25-99D N/A 38381NRN0 2055-06-20 2.32487 N/A 50000000.00 3483105.89 Agency Collateralized Mortgage Obligation GNMA_26-20B N/A 38384TMJ8 2066-03-16 0.97342 N/A 26081122.00 2123800.17 Agency Collateralized Mortgage Obligation GNMA_26-24B N/A 38385MLU8 2056-02-20 1.47487 N/A 40430931.00 2247082.02 Agency Collateralized Mortgage Obligation GNMA_26-32D N/A 38385MWA0 2056-02-20 1.47487 N/A 25000000.00 1328779.73 Agency Collateralized Mortgage Obligation GNMA_26-35F N/A 38385MUS3 2050-07-20 5.5 N/A 372727.00 48331.05 Agency Collateralized Mortgage Obligation GNMA_26-35F N/A 38385MTW6 2056-02-20 5.5 N/A 10330818.00 2426841.06 Agency Collateralized Mortgage Obligation GNMA_26-39B N/A 38381SQN0 2065-12-16 1.0017 N/A 65530710.00 5734473.18 Agency Collateralized Mortgage Obligation 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHA8 2039-12-01 3.5 N/A 12204983.00 10393253.97 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-04 2026-06-04 2026-06-04 N N N 0.0365 2000000000.00 2000000000.00 0.0104 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.62000000 N/A VYVVCKR63DVZZN70PB21 BYJ5B23D6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB0427 M N/A 3618N5PM5 2055-06-20 7 N/A 61093900.00 31620000.37 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 31000000.00 31000000.00 0.0002 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.61000000 N/A VYVVCKR63DVZZN70PB21 BYJ5B23H7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 1395743.00 1389423.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 15275228.00 14463007.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 80557871.00 80342194.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 69664833.00 70666776.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 379343.00 371852.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 21978733.00 21455461.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 52582304.00 50402744.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 3405.00 3403.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 3528486.00 3567573.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 250905.00 247482.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 102195.00 103018.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 3567352.00 3563270.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 73430080.00 75352670.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 93058533.00 94989040.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 45726476.00 46566457.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 98649047.00 97515658.35 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 550000000.00 550000000.00 0.0029 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.61000000 N/A VYVVCKR63DVZZN70PB21 BYJ5B23J3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 211695900.00 212790434.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 41290500.00 42209628.58 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 250000000.00 250000000.00 0.0013 N Y Y N BlackRock Liquidity Funds 2026-06-04 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer