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FNMS 05.000 CLBU5438 N/A 3140M7BG5 2054-12-01 5 412909.72 401681.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4559 N/A 3140M6B51 2054-05-01 5.5 267213.84 269405.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9469 N/A 3140LLQX2 2028-10-01 5.125 379400.00 383857.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH8097 N/A 3140GW7K3 2047-09-01 3.5 152985.38 139283.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2163 N/A 3140QMMM3 2051-11-01 3 381565.53 332896.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD9834 N/A 3133B74T2 2052-04-01 3.5 218463.13 197582.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0754 N/A 3138LQZU1 2042-04-01 3.5 271027.47 252886.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS5689 N/A 3140LGKB7 2029-05-01 2.885 161600.00 154745.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA6351 N/A 3140QEBV3 2040-07-01 2.5 337113.80 301660.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAU3156 N/A 3138X2QJ6 2033-08-01 3.5 190030.11 183668.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU6494 N/A 3140M8GC7 2052-01-01 2.5 179831.79 151102.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2031 N/A 3132DPHG6 2053-01-01 5 200422.33 197707.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1341 N/A 3140KYP32 2051-02-01 2 263384.97 211762.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3560 N/A 3132DQ5V4 2053-05-01 5.5 258149.33 259176.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV7735 N/A 3140MMSZ2 2052-04-01 3 202614.23 176550.13 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3223 N/A 3140NXSM6 2035-02-01 5.04 240901.40 243939.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLCA3794 N/A 3140QBGC6 2049-07-01 4 339772.89 315656.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6789 N/A 3140W7RK8 2055-12-01 5.5 601611.44 604332.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 N/A 3142GXJK4 2056-05-01 5 328580.80 319296.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0961 N/A 3133W5B65 2056-08-01 5 154764.27 151041.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4820 N/A 3140HJLA7 2048-09-01 4 231030.61 214390.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 314377.74 300951.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP2136 N/A 3138M5LS6 2042-08-01 4 274004.01 262189.87 Agency Mortgage-Backed Securities USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 44980.00 42824.95 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 40364.00 35417.01 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 120932.00 121090.28 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 16420.00 16372.39 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 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(if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0400 166585.16 166585.16 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0392 299858.63 299858.63 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0384 299648.74 299648.74 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0367 299826.92 299826.92 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0432 299139.30 299139.30 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.730%, 1/14/2028 3.730 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-14 2028-01-14 N N N .0373 149992.17 149992.17 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0391 149811.96 149811.96 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency 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2026-09-01 2027-02-24 2027-02-24 N N N .0370 200001.02 200001.02 .0027 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0428 299918.13 299918.13 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/25/2027 3.705 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-25 2027-03-25 N N N .0368 150013.19 150013.19 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.750%, 3/17/2028 3.750 3130BBV36 2549001DPIFGXC1TOL40 US3130BBV363 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-17 2028-03-17 N N N .0375 124999.27 124999.27 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 3/24/2027 3.700 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N .0370 325000.00 325000.00 .0044 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/5/2027 3.800 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N .0403 293955.00 293955.00 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0390 148491.87 148491.87 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0391 494602.50 494602.50 .0068 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/11/2027 3.740 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0371 99995.74 99995.74 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0374 74983.36 74983.36 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.785%, 9/16/2026 3.785 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-16 2026-09-16 N N N .0331 100002.42 100002.42 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/19/2027 3.695 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-19 2027-04-19 N N N .0375 99957.20 99957.20 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 11/23/2027 3.730 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-23 2027-11-23 N N N .0371 100016.34 100016.34 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 1/6/2028 3.735 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-06 2028-01-06 N N N .0373 149994.36 149994.36 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/12/2028 3.730 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-12 2028-01-12 N N N .0365 150138.54 150138.54 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0370 59997.63 59997.63 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/1/2027 3.800 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-01 2027-10-01 N N N .0376 100032.61 100032.61 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 4/9/2027 3.730 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-09 2027-04-09 N N N .0370 200005.61 200005.61 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 4/22/2027 3.760 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-22 2027-04-22 N N N .0374 175001.78 175001.78 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 5/27/2027 3.765 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-27 2027-05-27 N N N .0376 100004.46 100004.46 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 6/4/2027 3.755 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-04 2027-06-04 N N N .0374 249986.11 249986.11 .0034 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 6/17/2027 3.745 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-17 2027-06-17 N N N .0371 250022.89 250022.89 .0034 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/29/2027 3.780 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-29 2027-07-29 N N N .0375 200037.36 200037.36 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 3/11/2027 3.760 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N .0372 150000.91 150000.91 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 11/26/2027 3.765 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-26 2027-11-26 N N N .0375 100016.18 100016.18 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/1/2028 3.780 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2028-09-01 2028-09-01 N N N .0378 70000.00 70000.00 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/20/2028 3.730 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-20 2028-01-20 N N N .0373 99987.42 99987.42 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 1/26/2028 3.745 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-26 2028-01-26 N N N .0375 199956.75 199956.75 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 1/28/2028 3.750 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-28 2028-01-28 N N N .0374 99998.81 99998.81 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/2/2028 3.740 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N .0376 74977.96 74977.96 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/9/2028 3.740 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-09 2028-02-09 N N N .0373 50004.92 50004.92 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/11/2028 3.745 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-11 2028-02-11 N N N .0374 99998.65 99998.65 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/17/2028 3.740 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N .0373 50005.12 50005.12 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/25/2028 3.745 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-25 2028-02-25 N N N .0377 99955.80 99955.80 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/9/2028 3.740 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-09 2028-03-09 N N N .0373 100000.33 100000.33 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N .0375 150042.08 150042.08 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/24/2028 3.780 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-24 2028-07-24 N N N .0378 249997.79 249997.79 .0034 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 8/7/2028 3.775 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-07 2028-08-07 N N N .0377 199997.80 199997.80 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 8/25/2028 3.770 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N .0377 299998.77 299998.77 .0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 10/16/2026 3.790 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N .0366 150005.81 150005.81 .0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.780%, 9/2/2027 3.780 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-02 2027-09-02 N N N .0371 250118.48 250118.48 .0034 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.745%, 6/16/2027 3.745 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-16 2027-06-16 N N N .0374 200018.31 200018.31 .0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.870%, 7/7/2028 3.870 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N .0381 300261.87 300261.87 .0041 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 10/23/2026 3.790 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-23 2026-10-23 N N N .0361 200028.87 200028.87 .0027 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.910%, 11/5/2027 3.910 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-05 2027-11-05 N N N .0372 150311.28 150311.28 .0021 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 12/11/2026 3.790 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-11 2026-12-11 N N N .0354 100049.68 100049.68 .0014 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 12/22/2027 3.730 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-22 2027-12-22 N N N .0372 300004.79 300004.79 .0041 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 1/7/2028 3.730 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-07 2028-01-07 N N N .0374 99978.23 99978.23 .0014 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.740%, 5/8/2028 3.740 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N .0373 200031.30 200031.30 .0027 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.735%, 6/8/2028 3.735 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-08 2028-06-08 N N N .0375 149931.83 149931.83 .0021 N N N N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 9/10/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 466415.52 465295.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 248560.29 246257.06 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 472536.48 477706.63 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 337177.44 328715.19 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 14007.36 12025.32 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-08 2026-09-10 Y J.P. Morgan Securities LLC 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0371 1500000.00 1500000.00 .0205 N N Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0365 747684.89 747684.89 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0379 346833.71 346833.71 .0047 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0379 743215.09 743215.09 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0387 395182.23 395182.23 .0054 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0387 246988.90 246988.90 .0034 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0390 492477.36 492477.36 .0067 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0388 97927.11 97927.11 .0013 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0388 146890.66 146890.66 .0020 N Y Y N United States Treasury United States Treasury Bills, 3.640%, 9/10/2026 3.640 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N .0332 599455.12 599455.12 .0082 N Y Y N United States Treasury United States Treasury Bills, 3.730%, 10/22/2026 3.730 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N .0373 746032.31 746032.31 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0398 340483.58 340483.58 .0047 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0381 396111.05 396111.05 .0054 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 9/15/2026 3.615 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0342 599156.89 599156.89 .0082 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 9/22/2026 3.590 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N .0354 1097659.41 1097659.41 .0150 N Y Y N United States Treasury United States Treasury Bills, 3.630%, 9/29/2026 3.630 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N .0363 747840.80 747840.80 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0404 387783.13 387783.13 .0053 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0365 996410.00 996410.00 .0136 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0368 1493524.31 1493524.31 .0204 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 2/4/2027 3.855 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N .0393 344181.61 344181.61 .0047 N Y Y N United States Treasury United States Treasury Bills, 3.790%, 11/10/2026 3.790 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N .0375 744566.98 744566.98 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.970%, 9/2/2027 3.970 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0417 239912.06 239912.06 .0033 N Y Y N United States Treasury United States Treasury Bills, 3.830%, 2/11/2027 3.830 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N .0395 343894.86 343894.86 .0047 N Y Y N United States Treasury United States Treasury Bills, 3.785%, 12/8/2026 3.785 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N .0381 742328.44 742328.44 .0101 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 12/22/2026 3.750 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N .0386 741143.54 741143.54 .0101 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0400 247436.52 247436.52 .0034 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0388 199087.50 199087.50 .0027 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0393 99120.31 99120.31 .0014 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0413 98900.78 98900.78 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 9/15/2026 4.625 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0375 350112.66 350112.66 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 2/15/2027 4.125 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N .0399 100059.38 100059.38 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.375%, 7/15/2027 4.375 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N .0418 200315.62 200315.62 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.500%, 9/30/2026 3.500 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0393 149939.94 149939.94 .0021 N Y Y N United States Treasury United States Treasury Notes, 3.956%, 10/31/2026 3.956 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N .0378 500100.24 500100.24 .0068 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0386 350298.05 350298.05 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0398 200105.47 200105.47 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.849%, 1/31/2027 3.849 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N .0375 1000304.23 1000304.23 .0137 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0402 199826.17 199826.17 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.911%, 4/30/2027 3.911 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N .0376 1000917.05 1000917.05 .0137 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0413 199611.98 199611.98 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0417 199318.75 199318.75 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.856%, 7/31/2028 3.856 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N .0385 749957.78 749957.78 .0103 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.670%, 9/1/2026 3.670 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLBY7322 N/A 3140NQD47 2053-09-01 5.5 224866.00 226503.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 3608.14 3241.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6557 N/A 3140KEJB5 2050-08-01 2.5 359715.55 302590.33 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA4539 N/A 3133KLBG1 2051-02-01 1.5 370780.00 277710.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH2149 N/A 3133CEL67 2053-10-01 6.5 273873.81 288128.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3470 N/A 3131XW2B8 2047-06-01 3.5 12886.40 11782.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2551 N/A 31427PZR8 2055-09-01 6.5 258031.09 269739.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0033 N/A 31427MBB6 2052-06-01 3 106047.54 93964.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9448 N/A 31426UQA5 2055-07-01 6.5 295314.82 308337.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7240 N/A 3140XPBJ7 2052-03-01 2.5 434951.66 359636.88 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA6332 N/A 3140W7BA7 2056-07-01 7 3971738.24 4190177.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1291 N/A 3140W1NH2 2055-04-01 5 952193.71 931974.51 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8889 N/A 3140QU2X3 2054-07-01 7 207142.89 221363.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6590 N/A 3140QEKC5 2050-08-01 2.5 362526.51 305034.64 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 N/A 3132DSUY6 2052-03-01 2.5 914821.73 760535.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7428 N/A 31426SHE2 2055-07-01 6 437175.99 447224.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP6441 N/A 3140KEEP9 2050-07-01 2.5 374572.40 314266.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5365 N/A 3133KY6A2 2045-08-01 6 225042.87 229874.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2318 N/A 3142GSSG4 2054-09-01 6.5 261886.49 274675.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6437 N/A 3142GXEK9 2056-04-01 5.5 21.13 21.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4066 N/A 3140BUQU9 2055-11-01 5.5 37480.35 37417.89 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 474616.11 283915.95 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 1774617.21 1336014.35 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0372 11248000.00 11248000.00 .1538 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, REPO, 3.670%, 9/1/2026 3.670 930NXW009 VYVVCKR63DVZZN70PB21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF AB7797 C N/A 36178UUW1 2042-11-20 3.5 2169.25 1901.31 Agency Mortgage-Backed Securities GNMA GNII SF DO5738 C N/A 3618V2LT2 2056-02-20 5.5 16887.29 17207.95 Agency Mortgage-Backed Securities GNMA GNII SF MB1343 M N/A 3618N6P50 2056-08-20 5 1381317.60 1347097.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0932 M N/A 3618N6BA4 2056-02-20 3 200658.59 175563.62 Agency Mortgage-Backed Securities GNMA GNII SF MB0626 M N/A 3618N5VU0 2055-09-20 7 69177.07 71749.65 Agency Mortgage-Backed Securities GNMA GNII SF MB0305 M N/A 3618N5KT5 2055-04-20 4 11231.36 10215.93 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 8502.48 8700.07 Agency Mortgage-Backed Securities GNMA GNII SF DQ8387 C N/A 3618N2J80 2056-04-20 6.5 3474.51 3635.07 Agency Mortgage-Backed Securities GNMA GNII SF DK7847 C N/A 3618L7WG8 2055-07-20 7 17912.62 19183.53 Agency Mortgage-Backed Securities GNMA GNII SF DK7345 C N/A 3618L7ES2 2055-07-20 6 2057.76 2136.21 Agency Mortgage-Backed Securities GNMA GNII SF DK3277 C N/A 3618L2UA4 2055-06-20 6 4031.25 4135.37 Agency Mortgage-Backed Securities GNMA GNII SF DJ3114 C N/A 3618KPN79 2055-08-20 6 1082.01 1115.86 Agency Mortgage-Backed Securities GNMA GNII SF DJ1863 C N/A 3618KNB85 2055-04-20 6.5 1860.15 1947.00 Agency Mortgage-Backed Securities GNMA GNII SF 003879 M N/A 36202EJY6 2036-07-20 6 2.97 3.11 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 4491033.08 4141061.84 Agency Mortgage-Backed Securities GNMA GNII SF CZ1894 C N/A 3618GDC73 2054-01-20 6.5 1759.12 1837.64 Agency Mortgage-Backed Securities GNMA GNII SF 004945 M N/A 36202FP67 2041-02-20 4 2.85 2.70 Agency Mortgage-Backed Securities GNMA GNII SF MA6999 M N/A 36179VX47 2050-11-20 4.5 3286.91 3158.54 Agency Mortgage-Backed Securities GNMA GNII SF MA0463 M N/A 36179MQQ6 2042-10-20 4 77.54 73.54 Agency Mortgage-Backed Securities GNMA GNII SF MA3937 M N/A 36179SLS4 2046-09-20 3.5 110639.37 100693.63 Agency Mortgage-Backed Securities GNMA GNII SF MA0938 M N/A 36179NBF4 2043-04-20 5.5 23.75 24.30 Agency Mortgage-Backed Securities GNMA GNII SF MA6996 M N/A 36179VXZ8 2050-11-20 3 2254.81 1976.27 Agency Mortgage-Backed Securities GNMA GNII SF CK4938 C N/A 3617Y0PX2 2052-03-20 3 191.95 167.87 Agency Mortgage-Backed Securities GNMA GNII SF MA6932 M N/A 36179VVZ0 2050-10-20 3 107005.91 93602.99 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 2635.30 2305.89 Agency Mortgage-Backed Securities GNMA GNII SF CU0339 C N/A 3618BHLU8 2053-08-20 7 38380.38 40347.08 Agency Mortgage-Backed Securities GNMA GNII SF CD1323 C N/A 3617VBPG8 2051-06-20 2.5 732.53 599.15 Agency Mortgage-Backed Securities GNMA GNII SF CN0935 C N/A 3617YYBC9 2049-07-20 4 2217.57 2032.22 Agency Mortgage-Backed Securities GNMA GNII SF DL3096 C N/A 3618LENM0 2055-08-20 6.5 2126.95 2247.23 Agency Mortgage-Backed Securities GNMA GNII SF DO4990 C N/A 3618V1RK7 2056-01-20 6 702.12 729.53 Agency Mortgage-Backed Securities GNMA GNII SF DO8320 C N/A 3618V5G53 2056-02-20 6.5 3778.42 3953.03 Agency Mortgage-Backed Securities GNMA GNII SF DQ5204 C N/A 3618MXX95 2056-06-20 5.5 11200.41 11376.26 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 83506.66 75956.27 Agency Mortgage-Backed Securities GNMA GNII SF DT1264 C N/A 3618W0MM9 2056-08-20 5 11370.75 11131.39 Agency Mortgage-Backed Securities GNMA GNII SF DK3235 C N/A 3618L2SY5 2055-07-20 6 9999.18 10282.08 Agency Mortgage-Backed Securities GNMA GNII SF DT1238 C N/A 3618W0LT5 2056-08-20 6.5 4327.54 4533.49 Agency Mortgage-Backed Securities GNMA GNII SF DG4830 C N/A 3618K1LK5 2055-03-20 7 3131.07 3297.87 Agency Mortgage-Backed Securities GNMA GNII SF DT2093 C N/A 3618W1KE7 2056-06-20 5 3259.54 3190.94 Agency Mortgage-Backed Securities GNMA GNII SF DL3529 C N/A 3618LE4N9 2055-07-20 7 4957.25 5197.19 Agency Mortgage-Backed Securities GNMA GNII SF MA4514 M N/A 36179TAP0 2047-06-20 5.5 2195.96 2238.99 Agency Mortgage-Backed Securities GNMA GNII SF DT6418 C N/A 3618W6DX2 2056-06-20 5 3893.39 3811.44 Agency Mortgage-Backed Securities GNMA GNII SF MA9597 M N/A 36179YUW2 2052-05-20 1.5 289.37 225.01 Agency Mortgage-Backed Securities GNMA GNII SF DT1081 C N/A 3618W0FW5 2056-07-20 5 2918.22 2856.80 Agency Mortgage-Backed Securities GNMA GNII SF DR4110 C N/A 3618VCR72 2056-05-20 5.5 8157.04 8253.89 Agency Mortgage-Backed Securities GNMA GNII SF DR6211 C N/A 3618VE3U3 2056-06-20 5.5 11086.29 11220.99 Agency Mortgage-Backed Securities GNMA GNII SF DT5551 C N/A 3618W5EY1 2056-08-20 5.5 9863.66 9972.64 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 39143.66 38173.94 Agency Mortgage-Backed Securities GNMA GNII SF DS3422 C N/A 3618VPYT7 2056-06-20 5 2462.44 2410.60 Agency Mortgage-Backed Securities FHLB FHOR 23-26 8F N/A 3130AQ6Q1 2026-12-21 2.25 5428.91 5424.54 Agency Debentures and Agency Strips FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.5 221281.54 181813.69 Agency Mortgage-Backed Securities FNMA FNRA CL100FA R25F100 N/A 3136BX4N1 2055-12-25 4.8932 92053.03 91881.12 Agency Collateralized Mortgage Obligation GNMA GNII SF DG4603 C N/A 3618K1DG3 2055-01-20 7 3284.75 3459.73 Agency Mortgage-Backed Securities GNMA GNII SF DE0617 C N/A 3618J5VJ0 2054-06-20 6.5 25785.27 26957.41 Agency Mortgage-Backed Securities GNMA GNII SF DD9128 C N/A 3618J3D97 2054-08-20 6.5 4619.07 4826.31 Agency Mortgage-Backed Securities GNMA GNII SF DC1960 C N/A 3618HGE99 2054-07-20 6.5 2747.57 2877.57 Agency Mortgage-Backed Securities GNMA GNII SF DB0003 C N/A 3618H2AC7 2054-04-20 7 1781.74 1870.85 Agency Mortgage-Backed Securities GNMA GNII SF CZ8579 C N/A 3618GLQ88 2054-02-20 7 2047.05 2194.88 Agency Mortgage-Backed Securities GNMA GNII SF CZ3714 C N/A 3618GFDT9 2054-01-20 7.5 1392.09 1509.45 Agency Mortgage-Backed Securities GNMA GNII SF CZ3450 C N/A 3618GEZP6 2054-01-20 7.5 599.87 625.02 Agency Mortgage-Backed Securities GNMA GNII SF CX3292 C N/A 3618FPUR3 2053-11-20 6.5 16340.10 17095.66 Agency Mortgage-Backed Securities GNMA GNII SF AD8884 C N/A 36180M2R7 2043-03-20 3.5 68.35 60.61 Agency Mortgage-Backed Securities GNMA GNII SF CI6779 C N/A 3617XBQ83 2040-06-20 5 1195.41 1189.01 Agency Mortgage-Backed Securities GNMA GNII SF BW1745 C N/A 3617NS5E7 2050-08-20 3 585.50 511.99 Agency Mortgage-Backed Securities GNMA GNII SF BD0491 C N/A 3617BFRL8 2048-01-20 4.5 1492.23 1409.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9671 M N/A 36179YW83 2054-05-20 7 64.79 67.61 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 1453.35 1277.51 Agency Mortgage-Backed Securities GNMA GNII SF 734374 C N/A 3620AM2F8 2041-04-20 4.5 419.69 401.51 Agency Mortgage-Backed Securities GNMA GNII SF 004193 M N/A 36202EUS6 2038-07-20 5 1.43 1.42 Agency Mortgage-Backed Securities GNMA GNII SF 002897 M N/A 36202DGE5 2030-03-20 8 36.08 37.41 Agency Mortgage-Backed Securities GNMA GNII SF AX5408 C N/A 36196HAH3 2046-11-20 3 679.66 595.43 Agency Mortgage-Backed Securities GNMA GNII SF DU6618 C N/A 3618WJK73 2056-08-20 6 6510.38 6678.54 Agency Mortgage-Backed Securities GNMA GNII SF DT6450 C N/A 3618W6EX1 2056-07-20 5 3280.38 3231.72 Agency Mortgage-Backed Securities GNMA GNII SF DT3399 C N/A 3618W2X43 2056-07-20 6 3766.58 3886.16 Agency Mortgage-Backed Securities GNMA GNII SF MA8181 M N/A 36179XCS3 2037-09-20 6.5 33.99 35.30 Agency Mortgage-Backed Securities GNMA GNII SF MA8944 M N/A 36179X5D4 2053-06-20 3.5 4784.71 4301.15 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 2326978.42 2036078.19 Agency Mortgage-Backed Securities GNMA GNII SF MA8099 M N/A 36179W7L6 2052-06-20 3.5 230434.24 206933.55 Agency Mortgage-Backed Securities GNMA GNII SF DT2061 C N/A 3618W1JE9 2056-07-20 5.5 5547.26 5596.54 Agency Mortgage-Backed Securities GNMA GNII SF DT1325 C N/A 3618W0PJ3 2056-08-20 5.5 20324.07 20268.90 Agency Mortgage-Backed Securities GNMA GNII SF DS8791 C N/A 3618VVXU2 2056-06-20 5 3183.34 3136.15 Agency Mortgage-Backed Securities GNMA GNII SF DS3796 C N/A 3618VQGD0 2056-05-20 5 3985.61 3921.56 Agency Mortgage-Backed Securities GNMA GNII SF DS0107 C N/A 3618VLDL6 2056-08-20 5.5 2704.30 2740.87 Agency Mortgage-Backed Securities GNMA GNII SF DR9921 C N/A 3618VKAW7 2056-07-20 5.5 2477.97 2503.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 59569.75 52122.70 Agency Mortgage-Backed Securities GNMA GNII SF MA6768 M N/A 36179VQV5 2050-07-20 4 8610.51 7986.45 Agency Mortgage-Backed Securities GNMA GNII SF MA6479 M N/A 36179VFU9 2050-02-20 5.5 28.06 28.62 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 4779.62 4184.27 Agency Mortgage-Backed Securities GNMA GNII SF MA5712 M N/A 36179UKZ4 2049-01-20 5 2730.16 2710.22 Agency Mortgage-Backed Securities GNMA GNII SF MA5597 M N/A 36179UGE6 2048-11-20 5 4397.75 4368.13 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 123.55 108.38 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 57.50 51.87 Agency Mortgage-Backed Securities GNMA GNII SF DR6205 C N/A 3618VE3N9 2056-06-20 5.5 3083.27 3157.20 Agency Mortgage-Backed Securities GNMA GNII SF DR6175 C N/A 3618VE2G5 2056-05-20 5 17512.09 17143.50 Agency Mortgage-Backed Securities GNMA GNII SF DR4164 C N/A 3618VCTV7 2056-06-20 5.5 44480.54 44863.31 Agency Mortgage-Backed Securities GNMA GNII SF DR1238 C N/A 3618V9LT7 2056-04-20 5.5 1159.42 1159.66 Agency Mortgage-Backed Securities GNMA GNII SF MA4585 M N/A 36179TCW3 2047-07-20 3 334.37 295.56 Agency Mortgage-Backed Securities GNMA GNII SF MA3172 M N/A 36179RQZ5 2045-10-20 3 300.45 267.04 Agency Mortgage-Backed Securities GNMA GNII SF MA2070 M N/A 36179QJP7 2044-02-20 2 200.26 166.39 Agency Mortgage-Backed Securities GNMA GNII SF MA1920 M N/A 36179QDZ1 2044-05-20 4 55.01 52.08 Agency Mortgage-Backed Securities GNMA GNII SF MA0393 M N/A 36179MNJ5 2042-09-20 4 179.06 169.83 Agency Mortgage-Backed Securities GNMA GNII SF MA0223 M N/A 36179MG87 2042-07-20 5 127.88 127.59 Agency Mortgage-Backed Securities USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.8496 126029.85 126552.48 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.9096 9579.08 9623.61 U.S. Treasuries (including strips) USTR TRFR BK 10/31/26 N/A 91282CLT6 2026-10-31 3.9556 2298.94 2307.31 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 16682.49 16455.79 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 3082.26 3007.05 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 943247.00 926013.88 U.S. Treasuries (including strips) USTR BILL 12/08/26 N/A 912797WE3 2026-12-08 0 72590.83 71838.07 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 10000000.00 10000000.00 .1367 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/8/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII ET DU3303 C N/A 3618WEU40 2066-08-20 6.5 3181.56 3306.90 Agency Mortgage-Backed Securities GNMA GNII ET DU3595 C N/A 3618WE7G9 2066-08-20 6.5 1704.43 1771.58 Agency Mortgage-Backed Securities GNMA GNII ET DU3594 C N/A 3618WE7F1 2066-08-20 6 11862.47 12121.03 Agency Mortgage-Backed Securities GNMA GNII ET DU1889 C N/A 3618WDC26 2066-08-20 6.5 2370.29 2463.67 Agency Mortgage-Backed Securities GNMA GNII ET DT8858 C N/A 3618W8ZX4 2066-08-20 6 8076.34 8251.37 Agency Mortgage-Backed Securities GNMA GNCL CL CN7575 N/A 3617F7MY9 2067-02-15 5.45 7936.62 8035.88 Agency Mortgage-Backed Securities GNMA GNPL PN CL6602 N/A 3617YEKP4 2064-02-15 3.11 1842.87 1609.74 Agency Mortgage-Backed Securities GNMA GNCL CL DJ4690 N/A 3618KRF74 2067-09-15 5.25 4693.34 4605.53 Agency Mortgage-Backed Securities GNMA GNPL PN DS7503 N/A 3618VUKQ7 2061-09-15 5.65 13480.00 13870.71 Agency Mortgage-Backed Securities GNMA GNCL CL DK8585 N/A 3618L8RE7 2067-10-15 6 8517.06 8897.46 Agency Mortgage-Backed Securities GNMA GNPL PN BY5325 N/A 3617QM4J7 2063-12-15 2.66 2875.98 2395.73 Agency Mortgage-Backed Securities GNMA GNCL CL DO7376 N/A 3618V4FR9 2068-05-15 5.6 2228.42 2168.59 Agency Mortgage-Backed Securities GNMA GNPL PN DO5681 N/A 3618V2J24 2061-04-15 5.03 4983.35 4845.52 Agency Mortgage-Backed Securities GNMA GNII ET DT7617 C N/A 3618W7PA7 2066-08-20 6 2838.32 2900.19 Agency Mortgage-Backed Securities GNMA GNPL PN DO5685 N/A 3618V2J65 2061-05-15 5.44 4988.64 5024.84 Agency Mortgage-Backed Securities GNMA GNII ET DT1296 C N/A 3618W0NM8 2066-07-20 6 1988.99 2032.35 Agency Mortgage-Backed Securities GNMA GNII ET DN9558 C N/A 3618MCTP0 2065-12-20 5.5 3713.37 3711.77 Agency Mortgage-Backed Securities GNMA GNCL CL DT2022 N/A 3618W1G77 2067-12-15 5.49 8787.50 8598.05 Agency Mortgage-Backed Securities GNMA GNII ET DV0111 C N/A 3618WPDQ5 2066-08-20 6.5 5470.54 5682.65 Agency Mortgage-Backed Securities GNMA GNII RG DL3375 C N/A 3618LEXC1 2054-07-20 6.5 3860.30 4089.24 Agency Mortgage-Backed Securities GNMA GNII ET DJ9634 C N/A 3618KWV34 2065-06-20 7 3598.66 3745.28 Agency Mortgage-Backed Securities GNMA GNII ET DP1148 C N/A 3618MFHZ4 2066-01-20 5.5 2841.87 2840.60 Agency Mortgage-Backed Securities GNMA GNPL PN DR2935 N/A 3618VBHL4 2061-06-15 5.44 2496.22 2517.12 Agency Mortgage-Backed Securities GNMA GNII ET DU5782 C N/A 3618WHM75 2066-08-20 6 5563.77 5685.04 Agency Mortgage-Backed Securities GNMA GNII RG DL3353 C N/A 3618LEWN8 2054-08-20 6.5 2083.54 2195.86 Agency Mortgage-Backed Securities GNMA GNPL PN DO5691 N/A 3618V2KC0 2061-05-15 5.2 4988.01 4946.63 Agency Mortgage-Backed Securities GNMA GNCL CL AT8560 N/A 36194HQM7 2067-05-15 5.83 1562.50 1608.43 Agency Mortgage-Backed Securities GNMA GNPL PN AQ9290 N/A 36191SKB6 2059-02-15 3.7 2757.36 2201.89 Agency Mortgage-Backed Securities GNMA GNII ET DV1409 C N/A 3618WQR62 2066-08-20 6 4327.15 4421.47 Agency Mortgage-Backed Securities GNMA GNII ET DV0112 C N/A 3618WPDR3 2066-08-20 6 7873.53 8045.15 Agency Mortgage-Backed Securities GNMA GNII ET DU8784 C N/A 3618WLXM1 2066-08-20 6.5 4523.93 4702.14 Agency Mortgage-Backed Securities GNMA GNII ET DU8783 C N/A 3618WLXL3 2066-07-20 6.5 4426.09 4600.46 Agency Mortgage-Backed Securities GNMA GNII ET DU8782 C N/A 3618WLXK5 2066-08-20 6.5 5363.52 5574.81 Agency Mortgage-Backed Securities GNMA GNII ET DU8187 C N/A 3618WLCY8 2066-07-20 6 4957.99 5066.06 Agency Mortgage-Backed Securities GNMA GNII ET DU8180 C N/A 3618WLCR3 2065-12-20 7 3804.67 3963.50 Agency Mortgage-Backed Securities GNMA GNII ET DU8064 C N/A 3618WK5Z5 2066-08-20 6.5 14269.44 14831.57 Agency Mortgage-Backed Securities GNMA GNII ET DU7180 C N/A 3618WJ6R5 2066-08-20 6 2664.38 2722.46 Agency Mortgage-Backed Securities GNMA GNII ET DU6114 C N/A 3618WHYK3 2066-07-20 6 3504.18 3580.56 Agency Mortgage-Backed Securities GNMA GNII ET DU6108 C N/A 3618WHYD9 2066-07-20 6.5 8724.04 9067.72 Agency Mortgage-Backed Securities GNMA GNII ET DU6107 C N/A 3618WHYC1 2066-07-20 6 6956.69 7108.32 Agency Mortgage-Backed Securities GNMA GNII ET DT8604 C N/A 3618W8RZ8 2066-08-20 6 2792.02 2852.88 Agency Mortgage-Backed Securities GNMA GNII ET DT8920 C N/A 3618W84D2 2066-08-20 6 10782.97 11016.66 Agency Mortgage-Backed Securities GNMA GNII ET DT7576 C N/A 3618W7MZ5 2066-08-20 6.5 8448.19 8780.99 Agency Mortgage-Backed Securities GNMA GNII ET DT5721 C N/A 3618W5LA5 2066-06-20 6.5 3124.76 3247.85 Agency Mortgage-Backed Securities GNMA GNII ET DT5719 C N/A 3618W5K81 2066-06-20 6.5 5511.79 5728.91 Agency Mortgage-Backed Securities GNMA GNII ET DT5560 C N/A 3618W5E96 2066-08-20 6 3715.39 3796.37 Agency Mortgage-Backed Securities GNMA GNII ET DT5232 C N/A 3618W4Y55 2066-08-20 6 5529.57 5650.10 Agency Mortgage-Backed Securities GNMA GNPL PN DR2928 N/A 3618VBHD2 2061-07-15 4.65 4995.50 4766.76 Agency Mortgage-Backed Securities GNMA GNPL PN DR2930 N/A 3618VBHF7 2061-06-15 4.36 4990.39 4655.84 Agency Mortgage-Backed Securities GNMA GNII RG DK6834 C N/A 3618L6SX8 2054-06-20 6.5 2516.33 2660.14 Agency Mortgage-Backed Securities GNMA GNII ET DT3069 C N/A 3618W2MS2 2066-07-20 6.5 3401.52 3535.52 Agency Mortgage-Backed Securities GNMA GNPL PN DS7487 N/A 3618VUJ89 2061-07-15 5.54 5580.26 5675.83 Agency Mortgage-Backed Securities GNMA GNPL PN DO6590 N/A 3618V3KB0 2061-07-15 6.03 14590.40 15216.69 Agency Mortgage-Backed Securities GNMA GNCL CL DQ1947 N/A 3618MUEU5 2068-05-15 5.23 1691.34 1682.64 Agency Mortgage-Backed Securities GNMA GNPL PN CW9046 N/A 3618FJBP2 2066-09-15 5.7 856.69 878.28 Agency Mortgage-Backed Securities GNMA GNII RG DL3464 C N/A 3618LEZ54 2053-11-20 6.5 3136.41 3315.64 Agency Mortgage-Backed Securities GNMA GNPL PN AT8569 N/A 36194HQW5 2061-07-15 4.98 6557.01 6421.39 Agency Mortgage-Backed Securities GNMA GNII ET DK6550 C N/A 3618L6H36 2065-06-20 6 4584.26 4683.58 Agency Mortgage-Backed Securities GNMA GNII ET DJ8170 C N/A 3618KVCF0 2065-05-20 6.5 1799.71 1868.72 Agency Mortgage-Backed Securities GNMA GNII ET DU3576 C N/A 3618WE6M7 2066-08-20 6 13832.16 14133.64 Agency Mortgage-Backed Securities GNMA GNII ET DU6120 C N/A 3618WHYR8 2066-07-20 6 3965.35 4051.77 Agency Mortgage-Backed Securities GNMA GNPL PN CE9963 N/A 3617W0B84 2064-02-15 2.6 7612.45 6196.89 Agency Mortgage-Backed Securities GNMA GNCL CL DD8094 N/A 3618J17F4 2067-04-15 6.05 2594.18 2667.62 Agency Mortgage-Backed Securities GNMA GNPL PN DM9069 N/A 3618M0CE9 2061-04-15 5.02 3114.57 3058.52 Agency Mortgage-Backed Securities GNMA GNPL PN CU4685 N/A 3618BNF24 2066-10-15 5.72 1562.50 1607.71 Agency Mortgage-Backed Securities GNMA GNPL PN DP3535 N/A 3618MH4U5 2061-06-15 5.32 4992.24 5025.03 Agency Mortgage-Backed Securities GNMA GNPL PN DK0178 N/A 3618KYFT1 2061-05-15 5.19 3117.49 3095.89 Agency Mortgage-Backed Securities GNMA GNII ET DR3134 C N/A 3618VBPT8 2066-06-20 6.5 2802.76 2913.17 Agency Mortgage-Backed Securities GNMA GNPL PN DR2926 N/A 3618VBHB6 2061-07-15 4 3121.76 2843.12 Agency Mortgage-Backed Securities GNMA GNII ET DU6881 C N/A 3618WJUE7 2066-07-20 6 2329.04 2379.81 Agency Mortgage-Backed Securities GNMA GNII ET DU8065 C N/A 3618WK6A9 2066-08-20 6.5 18059.80 18771.26 Agency Mortgage-Backed Securities GNMA GNII ET DN7558 C N/A 3618MAMF3 2065-11-20 6.5 12737.71 13282.44 Agency Mortgage-Backed Securities GNMA GNII ET DS9352 C N/A 3618VWL90 2066-06-20 6.5 2463.07 2560.10 Agency Mortgage-Backed Securities GNMA GNII ET DT3288 C N/A 3618W2UM6 2066-08-20 6 2874.55 2937.21 Agency Mortgage-Backed Securities GNMA GNII ET DT3068 C N/A 3618W2MR4 2066-08-20 6 1602.50 1637.43 Agency Mortgage-Backed Securities GNMA GNII ET DT2843 C N/A 3618W2EQ5 2066-06-20 6.5 2231.85 2319.77 Agency Mortgage-Backed Securities GNMA GNII ET DT2562 C N/A 3618W1Z35 2066-08-20 6.5 8319.52 8647.26 Agency Mortgage-Backed Securities GNMA GNII ET DT1308 C N/A 3618W0NZ9 2066-08-20 6.5 8603.14 8936.71 Agency Mortgage-Backed Securities GNMA GNCL CL DF8960 N/A 3618JS5V2 2067-09-15 5.28 5817.41 5763.07 Agency Mortgage-Backed Securities GNMA GNCL CL DF8934 N/A 3618JS4T8 2067-07-15 5.54 3062.50 3089.47 Agency Mortgage-Backed Securities GNMA GNPL PN DF4300 N/A 3618JMX51 2061-06-15 4.12 15533.35 14281.15 Agency Mortgage-Backed Securities GNMA GNII ET DF3797 C N/A 3618JMGE1 2064-01-20 7.5 1729.88 1810.50 Agency Mortgage-Backed Securities GNMA GNCL CL DD4686 N/A 3618HXF34 2067-01-15 5.5 3801.64 3846.35 Agency Mortgage-Backed Securities GNMA GNCL CL DC7268 N/A 3618HNCD7 2067-05-15 5.73 1981.68 2040.26 Agency Mortgage-Backed Securities GNMA GNCL CL CV7768 N/A 3618F4TZ4 2067-10-15 5.3 6957.34 6758.07 Agency Mortgage-Backed Securities GNMA GNCL CL CV7761 N/A 3618F4TS0 2064-10-15 5.04 3482.60 3163.07 Agency Mortgage-Backed Securities GNMA GNCL CL CR4188 N/A 3618AJUM3 2068-02-15 4.28 6875.00 6349.38 Agency Mortgage-Backed Securities GNMA GNCL CL CN0564 N/A 3617YXTV0 2067-04-15 5.88 2042.07 2066.09 Agency Mortgage-Backed Securities GNMA GNCL CL CN0560 N/A 3617YXTR9 2067-06-15 5.05 9449.15 9060.98 Agency Mortgage-Backed Securities GNMA GNCL CL CN0569 N/A 3617YXT24 2067-11-15 5.6 2500.00 2539.54 Agency Mortgage-Backed Securities GNMA GNPL PN CJ1386 N/A 3617XHRF3 2049-01-15 3.3 2487.08 2062.18 Agency Mortgage-Backed Securities GNMA GNPL PN CH6585 N/A 3617WYJ66 2064-01-15 2.43 2870.59 2355.92 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 5376.14 5513.30 Agency Mortgage-Backed Securities GNMA GNII ET DT1307 C N/A 3618W0NY2 2066-08-20 6 10048.54 10267.57 Agency Mortgage-Backed Securities GNMA GNII ET DT1695 C N/A 3618W03C2 2066-08-20 6 2565.17 2621.08 Agency Mortgage-Backed Securities GNMA GNPL PN DT0327 N/A 3618VYLG0 2061-08-15 5.5 3274.13 3332.43 Agency Mortgage-Backed Securities GNMA GNPL PN DT0324 N/A 3618VYLD7 2061-08-15 4.5 5937.50 5605.84 Agency Mortgage-Backed Securities GNMA GNII ET DT0869 C N/A 3618VY6E2 2066-08-20 6 2269.59 2319.06 Agency Mortgage-Backed Securities GNMA GNII ET DT0866 C N/A 3618VY6B8 2066-08-20 6.5 11432.61 11883.00 Agency Mortgage-Backed Securities GNMA GNII ET DT8921 C N/A 3618W84E0 2066-08-20 6.5 14656.86 15232.43 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8662 N/A 3618N2TT3 2061-06-15 5.85 2496.56 2568.67 Agency Mortgage-Backed Securities GNMA GNII ET DT5302 C N/A 3618W43K6 2066-07-20 6 2435.58 2488.67 Agency Mortgage-Backed Securities GNMA GNII ET DT0992 C N/A 3618W0C57 2066-06-20 6.5 8617.54 8951.66 Agency Mortgage-Backed Securities GNMA GNII ET DS4619 C N/A 3618VRDY5 2066-07-20 5.5 2265.92 2264.91 Agency Mortgage-Backed Securities GNMA GNII ET DS4992 C N/A 3618VRRM6 2066-03-20 6.5 8787.49 9133.65 Agency Mortgage-Backed Securities GNMA GNPL PN DR7525 N/A 3618VGLE4 2061-06-15 4.73 8971.91 8603.01 Agency Mortgage-Backed Securities GNMA GNPL PN DG0419 N/A 3618JVPC5 2061-05-15 4.8 6233.61 6019.14 Agency Mortgage-Backed Securities GNMA GNPL PN CN2888 N/A 3617F2F51 2061-06-15 4.92 4991.75 4849.40 Agency Mortgage-Backed Securities GNMA GNPL PN DO6585 N/A 3618V3J63 2061-05-15 5.72 9361.64 9551.67 Agency Mortgage-Backed Securities GNMA GNII ET DU3446 C N/A 3618WEZK9 2066-07-20 6 1588.10 1622.71 Agency Mortgage-Backed Securities GNMA GNCL CL DM8122 N/A 3618LYAX6 2067-12-15 5.63 6781.69 6899.23 Agency Mortgage-Backed Securities GNMA GNPL PN DS5576 N/A 3618VSFR6 2061-08-15 5.6 8350.00 8530.24 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8652 N/A 3618N2TH9 2056-04-15 4.98 3110.51 3038.20 Agency Mortgage-Backed Securities GNMA GNII ET DT5720 C N/A 3618W5K99 2066-05-20 6.5 3149.04 3273.09 Agency Mortgage-Backed Securities GNMA GNPL PN BW0713 N/A 3617NRYJ6 2063-03-15 2.75 4030.40 3310.64 Agency Mortgage-Backed Securities GNMA GNPL PN DS7496 N/A 3618VUKH7 2061-08-15 5.58 15925.25 16245.33 Agency Mortgage-Backed Securities GNMA GNII ET DU1888 C N/A 3618WDCZ3 2066-08-20 6 3104.98 3172.66 Agency Mortgage-Backed Securities GNMA GNII ET DT5722 C N/A 3618W5LB3 2066-05-20 6.5 3470.69 3607.41 Agency Mortgage-Backed Securities GNMA GNPL PN DS0680 N/A 3618VLXH3 2061-07-15 5.44 3747.17 3783.55 Agency Mortgage-Backed Securities GNMA GNII ET DS5320 C N/A 3618VR4D1 2066-05-20 5.5 2595.22 2594.07 Agency Mortgage-Backed Securities GNMA GNII ET DO5513 C N/A 3618V2DS3 2065-11-20 6.5 4231.79 4396.65 Agency Mortgage-Backed Securities GNMA GNCL CL DP9189 N/A 3618MQF66 2066-03-15 5.61 4371.90 4460.98 Agency Mortgage-Backed Securities GNMA GNPL PN DS5554 N/A 3618VSE30 2061-07-15 5.59 4996.36 5100.49 Agency Mortgage-Backed Securities GNMA GNII ET DS9370 C N/A 3618VWMT5 2066-05-20 6.5 1935.45 2011.69 Agency Mortgage-Backed Securities GNMA GNII ET DS9170 C N/A 3618VWFK2 2066-07-20 6 3888.45 3973.20 Agency Mortgage-Backed Securities GNMA GNII ET DS8976 C N/A 3618VV6M0 2066-08-20 6 12648.81 12924.52 Agency Mortgage-Backed Securities GNMA GNPL PN DS7505 N/A 3618VUKS3 2061-09-15 5.74 8550.88 8824.57 Agency Mortgage-Backed Securities GNMA GNPL PN DS7480 N/A 3618VUJZ9 2061-07-15 5.42 3122.63 3148.32 Agency Mortgage-Backed Securities GNMA GNPL PN DS7488 N/A 3618VUJ97 2061-07-15 5.47 4996.26 5055.87 Agency Mortgage-Backed Securities GNMA GNPL PN DS5577 N/A 3618VSFS4 2061-08-15 5.6 10000.00 10215.86 Agency Mortgage-Backed Securities GNMA GNPL PN DS5575 N/A 3618VSFQ8 2061-08-15 5.6 10400.00 10624.49 Agency Mortgage-Backed Securities GNMA GNPL PN DS5553 N/A 3618VSE22 2061-07-15 5.21 4995.39 4971.02 Agency Mortgage-Backed Securities GNMA GNII ET DS5189 C N/A 3618VRXS6 2066-04-20 5.5 3865.28 3863.56 Agency Mortgage-Backed Securities GNMA GNII ET DS5280 C N/A 3618VR2M3 2066-05-20 5.5 1991.64 1990.75 Agency Mortgage-Backed Securities GNMA GNPL PN DS2202 N/A 3618VNNT4 2061-08-15 5.05 3125.00 3065.30 Agency Mortgage-Backed Securities GNMA GNPL PN DS2198 N/A 3618VNNP2 2061-07-15 5.35 4996.15 5022.20 Agency Mortgage-Backed Securities GNMA GNPL PN DS2197 N/A 3618VNNN7 2061-08-15 5.3 3125.00 3111.68 Agency Mortgage-Backed Securities GNMA GNPL PN DS2212 N/A 3618VNN56 2061-09-15 5.67 18309.13 18799.64 Agency Mortgage-Backed Securities GNMA GNII ET DS0918 C N/A 3618VMAT0 2066-07-20 6 4207.91 4299.63 Agency Mortgage-Backed Securities GNMA GNPL PN DR7529 N/A 3618VGLJ3 2061-07-15 5.39 8383.60 8403.64 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 N/A 3618VGLB0 2061-06-15 4.57 7715.08 7575.34 Agency Mortgage-Backed Securities GNMA GNPL PN DR7547 N/A 3618VGL46 2061-07-15 4.83 6244.60 6037.79 Agency Mortgage-Backed Securities GNMA GNII ET DR5636 C N/A 3618VEHM6 2066-04-20 5.5 6043.54 6040.84 Agency Mortgage-Backed Securities GNMA GNII ET DR3132 C N/A 3618VBPR2 2066-05-20 6.5 2337.90 2430.00 Agency Mortgage-Backed Securities GNMA GNPL PN DR2938 N/A 3618VBHP5 2061-07-15 5.34 4996.15 4989.64 Agency Mortgage-Backed Securities GNMA GNPL PN DR2929 N/A 3618VBHE0 2061-05-15 4.89 4987.15 4841.13 Agency Mortgage-Backed Securities GNMA GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 3117.87 3146.88 Agency Mortgage-Backed Securities GNMA GNII ET DR1232 C N/A 3618V9LM2 2066-03-20 5.5 2569.41 2568.27 Agency Mortgage-Backed Securities GNMA GNCL CL DO8105 N/A 3618V5AE0 2068-06-15 5.35 6250.00 6223.58 Agency Mortgage-Backed Securities GNMA GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 6235.74 6293.75 Agency Mortgage-Backed Securities GNMA GNPL PN DO7387 N/A 3618V4F40 2061-05-15 4.457 6231.62 5898.66 Agency Mortgage-Backed Securities GNMA GNPL PN DO6598 N/A 3618V3KK0 2061-07-15 5.92 13081.92 13415.18 Agency Mortgage-Backed Securities GNMA GNPL PN DO6596 N/A 3618V3KH7 2061-07-15 5.92 18351.11 18818.61 Agency Mortgage-Backed Securities GNMA GNPL PN DO6595 N/A 3618V3KG9 2061-07-15 5.96 4633.15 4756.43 Agency Mortgage-Backed Securities GNMA GNPL PN DO5690 N/A 3618V2KB2 2061-05-15 5.19 6234.98 6205.06 Agency Mortgage-Backed Securities GNMA GNPL PN DM9071 N/A 3618M0CG4 2061-05-15 5.33 6235.44 6234.77 Agency Mortgage-Backed Securities GNMA GNPL PN DM8470 N/A 3618LYMT2 2061-06-15 5.95 3120.80 3257.98 Agency Mortgage-Backed Securities GNMA GNCL CL DM8145 N/A 3618LYBN7 2069-05-15 5.26 4434.46 4403.38 Agency Mortgage-Backed Securities GNMA GNII RG DL3448 C N/A 3618LEZM7 2054-09-20 6.5 4219.17 4469.40 Agency Mortgage-Backed Securities GNMA GNII RG DK6945 C N/A 3618L6WE5 2054-06-20 6.5 1703.85 1804.91 Agency Mortgage-Backed Securities GNMA GNII RG DK6911 C N/A 3618L6VC0 2053-12-20 7 1976.78 2072.93 Agency Mortgage-Backed Securities GNMA GNII RG DK6900 C N/A 3618L6UZ0 2054-06-20 6.5 2213.23 2332.54 Agency Mortgage-Backed Securities GNMA GNII RG DK6908 C N/A 3618L6U98 2053-12-20 6.5 1757.65 1852.40 Agency Mortgage-Backed Securities GNMA GNII ET DK6544 C N/A 3618L6HV4 2065-06-20 6.5 3907.63 4059.87 Agency Mortgage-Backed Securities GNMA GNII ET DK4860 C N/A 3618L4MH4 2065-06-20 6 1628.53 1663.81 Agency Mortgage-Backed Securities GNMA GNII ET DK4855 C N/A 3618L4MC5 2065-06-20 6 1943.87 1985.98 Agency Mortgage-Backed Securities GNMA GNII ET DI7892 C N/A 3618NRXV8 2065-04-20 6.5 6720.19 6982.01 Agency Mortgage-Backed Securities GNMA GNII JM MB1333 M N/A 3618N6PT8 2056-08-20 6 6410.51 6453.59 Agency Mortgage-Backed Securities GNMA GNII JM MB1273 M N/A 3618N6MX2 2056-07-20 5.5 3263.37 3247.84 Agency Mortgage-Backed Securities GNMA GNII JM MB0984 M N/A 3618N6CW5 2056-03-20 5 2206.40 2154.98 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7052 N/A 3618N0ZR4 2061-09-15 4.74 17550.81 16878.14 Agency Mortgage-Backed Securities GNMA GNCL CL DQ7029 N/A 3618N0Y20 2068-06-15 5.63 3557.99 3630.00 Agency Mortgage-Backed Securities GNMA GNII ET DQ6435 C N/A 3618N0EG1 2066-03-20 5.5 1833.69 1832.87 Agency Mortgage-Backed Securities GNMA GNII ET DQ0162 C N/A 3618MSFB1 2066-03-20 6 1932.94 1975.07 Agency Mortgage-Backed Securities GNMA GNCL CL DP8396 N/A 3618MPKH8 2067-08-15 5.07 1812.58 1775.92 Agency Mortgage-Backed Securities GNMA GNPL PN DP3532 N/A 3618MH4R2 2061-05-15 5.38 3117.80 3141.20 Agency Mortgage-Backed Securities GNMA GNPL PN DP3525 N/A 3618MH4J0 2061-04-15 5.19 3114.96 3066.72 Agency Mortgage-Backed Securities GNMA GNII ET DP1179 C N/A 3618MFJY5 2066-01-20 5.5 1796.18 1795.38 Agency Mortgage-Backed Securities GNMA GNII ET DN9803 C N/A 3618MC3L7 2066-02-20 5.5 2049.06 2048.15 Agency Mortgage-Backed Securities GNMA GNII ET DN5299 C N/A 3618M73G9 2065-11-20 6.5 18509.37 19196.41 Agency Mortgage-Backed Securities GNMA GNII ET DN4467 C N/A 3618M66C7 2065-12-20 6.5 11106.41 11539.08 Agency Mortgage-Backed Securities GNMA GNII ET DN4462 C N/A 3618M65X2 2065-12-20 7 2951.12 3072.44 Agency Mortgage-Backed Securities GNMA GNII ET DN1187 C N/A 3618M3J89 2065-10-20 6.5 11125.37 11558.78 Agency Mortgage-Backed Securities GNMA GNII ET DJ9622 C N/A 3618KWVP5 2065-06-20 7 4013.74 4177.26 Agency Mortgage-Backed Securities GNMA GNII ET DJ9636 C N/A 3618KWV59 2065-06-20 7 1996.78 2078.13 Agency Mortgage-Backed Securities GNMA GNII ET DJ7386 C N/A 3618KUF36 2065-05-20 6.5 3310.11 3439.07 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0438 N/A 3618KLPX9 2061-07-15 5.21 6864.67 6831.18 Agency Mortgage-Backed Securities GNMA GNII RG DG8906 C N/A 3618K53P5 2054-01-20 6.5 2062.57 2184.90 Agency Mortgage-Backed Securities GNMA GNII ET DU5776 C N/A 3618WHMZ3 2066-08-20 6 2049.84 2094.52 Agency Mortgage-Backed Securities GNMA GNII ET DU5780 C N/A 3618WHM59 2066-08-20 6 2084.72 2130.16 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-08 Y Bank of Montreal 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 1000000.00 1000000.00 .0137 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/3/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII ET DV0240 C N/A 3618WPHR9 2066-08-20 6.5 36546.33 37986.02 Agency Mortgage-Backed Securities GNMA GNII ET DV0239 C N/A 3618WPHQ1 2066-08-20 6 28147.18 28760.70 Agency Mortgage-Backed Securities GNMA GNII ET DV0237 C N/A 3618WPHN8 2066-08-20 6 27940.76 28549.79 Agency Mortgage-Backed Securities GNMA GNII ET DU7305 C N/A 3618WKDJ2 2066-08-20 6 43257.58 44200.47 Agency Mortgage-Backed Securities GNMA GNII ET DU4565 C N/A 3618WGCA1 2066-07-20 6 33849.17 34586.98 Agency Mortgage-Backed Securities GNMA GNII ET DU4387 C N/A 3618WF2U0 2066-07-20 6 29657.47 30303.91 Agency Mortgage-Backed Securities GNMA GNPL PN DU1449 N/A 3618WCTE4 2061-07-15 6.03 22499.47 23465.26 Agency Mortgage-Backed Securities GNMA GNII ET DT6299 C N/A 3618W57L7 2066-06-20 6 29050.01 29683.22 Agency Mortgage-Backed Securities GNMA GNII ET DT6298 C N/A 3618W57K9 2066-06-20 6 25395.81 25949.33 Agency Mortgage-Backed Securities GNMA GNPL PN DR7522 N/A 3618VGLB0 2061-06-15 4.57 13859.21 13608.18 Agency Mortgage-Backed Securities GNMA GNPL PN DO6602 N/A 3618V3KP9 2061-07-15 6.03 44884.74 46811.42 Agency Mortgage-Backed Securities GNMA GNPL PN DO6600 N/A 3618V3KM6 2061-07-15 6.03 41458.42 43238.03 Agency Mortgage-Backed Securities GNMA GNPL PN DO6597 N/A 3618V3KJ3 2059-07-15 5.92 22480.53 23052.39 Agency Mortgage-Backed Securities GNMA GNPL PN DO6592 N/A 3618V3KD6 2061-07-15 6.03 43285.79 45143.83 Agency Mortgage-Backed Securities GNMA GNPL PN DO6587 N/A 3618V3J89 2061-07-15 6.03 49110.53 51218.60 Agency Mortgage-Backed Securities GNMA GNII ET DO4369 C N/A 3618V02A8 2065-11-20 6.5 21994.32 22851.23 Agency Mortgage-Backed Securities GNMA GNII JM MB1332 M N/A 3618N6PS0 2056-08-20 5.5 7899.51 7881.44 Agency Mortgage-Backed Securities GNMA GNII ET DQ5054 C N/A 3618MXTK5 2066-05-20 5.5 33559.80 33544.81 Agency Mortgage-Backed Securities GNMA GNII ET DQ5270 C N/A 3618MX2B4 2066-06-20 5.5 33216.40 33201.56 Agency Mortgage-Backed Securities GNMA GNII ET DN4461 C N/A 3618M65W4 2065-12-20 6.5 31001.33 32209.13 Agency Mortgage-Backed Securities GNMA GNII ET DN1186 C N/A 3618M3J71 2065-09-20 6.5 30590.74 31782.57 Agency Mortgage-Backed Securities GNMA GNCL CL DC2112 N/A 3618HGKZ4 2051-03-15 6.74 52179.99 55717.61 Agency Mortgage-Backed Securities GNMA GNPL PN CT3702 N/A 3618B9DF8 2050-11-15 6.61 31923.49 34204.08 Agency Mortgage-Backed Securities GNMA GNPL PN BD8025 N/A 3617BP4J6 2059-07-15 3.36 36322.12 35306.26 Agency Mortgage-Backed Securities GNMA GNPL PN DU1634 N/A 3618WCY73 2061-08-15 5.5 27246.57 27632.31 Agency Mortgage-Backed Securities GNMA GNII ET DS8997 C N/A 3618VV7J6 2066-08-20 6 32031.13 32729.31 Agency Mortgage-Backed Securities GNMA GNPL PN DS5574 N/A 3618VSFP0 2061-09-15 5.3 23928.57 23912.63 Agency Mortgage-Backed Securities GNMA GNII ET DT7575 C N/A 3618W7MY8 2066-08-20 6 22397.62 22885.82 Agency Mortgage-Backed Securities GNMA GNII ET DO4368 C N/A 3618V0Z95 2065-10-20 6.5 21510.58 22348.56 Agency Mortgage-Backed Securities GNMA GNII ET DU4564 C N/A 3618WGB95 2066-07-20 6 32177.07 32878.40 Agency Mortgage-Backed Securities GNMA GNII ET DV0238 C N/A 3618WPHP3 2066-08-20 6 28860.39 29489.46 Agency Mortgage-Backed Securities GNMA GNII ET DO4363 C N/A 3618V0Z46 2065-11-20 6.5 34159.76 35490.58 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-03 2026-09-03 2026-09-03 Y Bank of Montreal 1.0000 3 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 1000000.00 1000000.00 .0137 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.680%, 9/11/2026 3.680 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CLSL0443 N/A 31427MP54 2055-01-01 4.5 .56 .53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0381 N/A 31427MM73 2052-06-01 3 .52 .46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 N/A 31427MK26 2055-01-01 6 .55 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0284 N/A 31427MJ69 2055-02-01 5.5 43.36 43.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0242 N/A 31427MHU8 2054-12-01 5.5 1.00 1.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0237 N/A 31427MHP9 2055-01-01 5.5 416.78 416.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0230 N/A 31427MHG9 2054-11-01 5 19423.00 18964.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 .53 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3831 N/A 31427RHH6 2054-03-01 5.5 213.56 213.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3718 N/A 31427RDY3 2053-08-01 4.5 4576.63 4378.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3721 N/A 31427RD31 2055-03-01 4.5 .58 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4492 N/A 31427R7E4 2056-03-01 5 16452.43 16047.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4466 N/A 31427R6C9 2055-08-01 6 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB6984 N/A 3142K8XN2 2056-06-01 4 .61 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2060 N/A 31427PJE5 2055-06-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2038 N/A 31427PHQ0 2054-11-01 5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1858 N/A 31427PB45 2055-01-01 6.5 .92 .97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1821 N/A 31427PAX2 2053-06-01 5 170.55 166.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2628 N/A 31427P4N1 2054-09-01 5.5 56.14 56.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0494 N/A 3140QKRQ3 2051-05-01 2 .41 .33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5526 N/A 3140AFD86 2054-07-01 6 .52 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4861 N/A 3140AEMK2 2054-12-01 4.5 .60 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5277 N/A 3140AE2K4 2054-06-01 5.5 .46 .46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4254 N/A 3140ADWQ0 2054-07-01 6.5 .34 .36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 N/A 3140ADVA6 2039-06-01 6 .31 .32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2987 N/A 3140ACJ95 2054-05-01 5.5 1560.62 1566.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2142 N/A 3140ABLY9 2054-06-01 6.5 .60 .63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1961 N/A 3140ABFB6 2054-09-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1816 N/A 3140ABAS4 2054-04-01 6.5 11.14 11.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0192 N/A 3140BQGA3 2055-10-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9225 N/A 3140BNHB7 2055-10-01 6 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8823 N/A 3140BMYV6 2055-09-01 6.5 .18 .19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8808 N/A 3140BMYE4 2055-09-01 6 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8686 N/A 3140BMUL2 2055-09-01 6.5 593.17 622.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8580 N/A 3140BMRA0 2055-10-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 N/A 3140BMQ94 2055-10-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 N/A 3140BMP95 2055-09-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8036 N/A 3140BL4W9 2055-09-01 6 .52 .53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKDE6963 N/A 3140BKWZ3 2056-01-01 6 .76 .77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6095 N/A 31418FXZ5 2041-05-01 6 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6090 N/A 31418FXU6 2046-06-01 4.5 467.04 448.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 1.19 1.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 1.23 1.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CJMA6049 N/A 31418FWK9 2041-03-01 5 .59 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6042 N/A 31418FWC7 2046-04-01 5 1062.93 1045.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5980 N/A 31418FUE5 2041-02-01 6 .52 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6005 N/A 31418FU70 2041-03-01 5.5 1.18 1.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5948 N/A 31418FTE7 2041-01-01 3.5 6103.50 5759.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 N/A 3140QSK83 2053-06-01 5.5 .51 .51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 1.04 .99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6508 N/A 3140QSGS4 2053-06-01 4.5 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 .07 .06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4317 N/A 3140M5YP4 2053-11-01 6 .35 .36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4214 N/A 3140M5VG7 2053-10-01 6.5 .67 .71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU2442 N/A 3140M3WC0 2051-10-01 4 1.06 .99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 N/A 3140LNJM0 2051-09-01 3 179.64 158.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7795 N/A 3140L6UV4 2051-04-01 2.5 438.51 362.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ6985 N/A 3140KSXP7 2037-01-01 2 .35 .31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ6341 N/A 3140KSBK2 2050-11-01 3 .21 .18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP8565 N/A 3140KGQT3 2050-06-01 4 .09 .09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7667 N/A 3140KFQV0 2050-12-01 2.5 .74 .61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP3507 N/A 3140KA3R5 2036-06-01 2 953.42 866.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN1866 N/A 3140JJCC1 2048-10-01 5 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6302 N/A 3140QSAC5 2053-05-01 4.5 .44 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 352.11 353.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 N/A 3140QS3Q2 2053-09-01 5.5 139.39 139.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 .42 .42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 .49 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 .41 .43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 .48 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6255 N/A 3140QR5R0 2053-05-01 5.5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 N/A 3140QQVF9 2052-11-01 5.5 .42 .42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5108 N/A 3140QQVA0 2052-11-01 5.5 109.85 110.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 .43 .44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 .28 .28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4890 N/A 3140QQNG6 2052-10-01 4.5 375.54 356.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4854 N/A 3140QQMC6 2052-10-01 6 .49 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 68.89 65.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3046 N/A 3140Y9L44 2056-07-01 5.5 .63 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2981 N/A 3140UWJ32 2056-08-01 5.5 .62 .63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3528 N/A 3140UW4N4 2056-08-01 6 1271.23 1314.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3500 N/A 3140UW3J4 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2305 N/A 3140UVR35 2056-08-01 6 6359.92 6501.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2197 N/A 3140UVNP0 2056-09-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2188 N/A 3140UVNE5 2056-09-01 5.5 583.63 587.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2651 N/A 3140UV5M7 2056-09-01 6 .62 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2575 N/A 3140UV2H1 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1403 N/A 3140UURZ6 2056-08-01 5 1254.32 1224.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0399 N/A 3140UTNR1 2056-08-01 6.5 .62 .66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0409 N/A 3140UTN34 2056-08-01 6.5 .62 .66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0296 N/A 3140UTKJ2 2056-09-01 5.5 717.69 719.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0236 N/A 3140UTHN7 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0196 N/A 3140UTGE8 2056-08-01 6 2.46 2.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0128 N/A 3140UTEA8 2056-08-01 6 .62 .63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4029 N/A 3140QPPP6 2052-07-01 4.5 18.33 17.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 N/A 3132A9UT2 2033-04-01 3.5 .05 .05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4402 N/A 31427R3L2 2052-08-01 3 .59 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4396 N/A 31427R3E8 2056-03-01 6 .58 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4371 N/A 31427R2D1 2054-08-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3455 N/A 31427QZV7 2055-12-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3324 N/A 31427QVS8 2055-09-01 6 .54 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3163 N/A 31427QQR6 2055-10-01 5 2828.00 2759.97 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3067 N/A 31427QMR0 2050-02-01 3 .58 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2864 N/A 31427QFE7 2055-03-01 6 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2886 N/A 31427QF49 2054-01-01 5 .56 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2819 N/A 31427QDZ2 2055-08-01 5 .57 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2782 N/A 31427QCU4 2055-08-01 6.5 .49 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2750 N/A 31427QBU5 2054-11-01 5.5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3483 N/A 31427Q2R2 2055-09-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9453 N/A 31427KQF5 2055-10-01 5.5 1323.93 1324.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8521 N/A 31427JPF9 2055-11-01 6 .42 .43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8928 N/A 31427J4N5 2055-11-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8927 N/A 31427J4M7 2055-11-01 5.5 1.21 1.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7705 N/A 31427HR38 2055-11-01 5 1.21 1.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7439 N/A 31427HHR6 2055-11-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 N/A 31427HGQ9 2055-11-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA5896 N/A 31418FRS8 2040-10-01 3 .55 .52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5883 N/A 31418FRD1 2040-11-01 3.5 236.65 223.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 N/A 31418FQK6 2040-10-01 3.5 612.44 577.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5871 N/A 3140BJQZ3 2055-08-01 6 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC5295 N/A 3133AP3C1 2051-08-01 3 1113.02 965.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB2339 N/A 3133A8S40 2050-08-01 3 .30 .26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA8163 N/A 3133A3B80 2050-03-01 4.5 .11 .11 Agency Mortgage-Backed Securities FMAC 06.000 FGPC U30599 G N/A 31335YUY0 2037-11-01 6 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1680 N/A 3140QL2N5 2051-09-01 3 .39 .34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9089 N/A 3133WGC29 2054-06-01 6.5 6926.27 7233.95 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 N/A 3133WG5H4 2054-07-01 7 .50 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9800 N/A 3133WG3H6 2054-06-01 5.5 807.34 804.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 N/A 3133WFMW4 2054-06-01 7 .47 .50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI8408 N/A 3133WFKV8 2054-06-01 4.5 523.43 499.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8874 N/A 3133WF2F3 2054-07-01 6 .43 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI7620 N/A 3133WEPD6 2054-06-01 5.5 116.51 116.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8032 N/A 3133WE4R8 2054-06-01 6 .52 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6910 N/A 3133WDVB5 2054-06-01 5.5 1.09 1.09 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI6403 N/A 3133WDDG4 2054-06-01 7 .49 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6051 N/A 3133WCWL4 2054-05-01 5.5 .45 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5692 N/A 3133WCKD5 2054-05-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 N/A 3140QUAS5 2054-03-01 4.5 .56 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8987 N/A 3140QU6Z4 2054-08-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8872 N/A 3140QU2E5 2054-07-01 6.5 .40 .42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 17873.35 17944.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 N/A 3140QTPT0 2053-12-01 7 .42 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7308 N/A 3140QTDN6 2053-10-01 6.5 .78 .82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7237 N/A 3140QTBF5 2053-10-01 5.5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7218 N/A 3140QTAU3 2053-10-01 5 96.44 94.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6859 N/A 3140QSTR2 2053-08-01 5 1.02 .99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 .42 .44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 .44 .45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 .52 .50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4283 N/A 31418DXM9 2051-03-01 3 .30 .26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9099 N/A 3133WGDC6 2054-06-01 6.5 44.15 45.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 598.34 626.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2040 N/A 3140XHHS9 2052-02-01 2 .47 .37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1440 N/A 3132DNS53 2052-07-01 3.5 .48 .43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3317 N/A 3131XWVJ9 2047-05-01 4.5 .10 .10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 .46 .47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8733 N/A 3133CMV27 2054-01-01 7 .50 .53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2583 N/A 3140XH2R7 2052-08-01 4.5 1.03 .98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBW1804 N/A 3140MTAE3 2037-07-01 2.5 180.28 167.50 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 .26 .23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2998 N/A 3140Y9KL7 2056-07-01 5.5 .63 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2992 N/A 3140Y9KE3 2056-07-01 5 .63 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2987 N/A 3140Y9J96 2056-07-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2912 N/A 3140Y9GW8 2056-06-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2881 N/A 3140Y9FX7 2056-06-01 5 1.21 1.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2872 N/A 3140Y9FN9 2056-06-01 4.5 .62 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 N/A 3140Y9FC3 2056-06-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2846 N/A 3140Y9EU4 2056-06-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2845 N/A 3140Y9ET7 2056-06-01 5.5 .68 .69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2840 N/A 3140Y9EN0 2056-06-01 5.5 1420.35 1436.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2826 N/A 3140Y9D84 2056-06-01 5 1798.01 1758.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCC2505 N/A 3140Y8YB6 2046-04-01 4.5 .59 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 .58 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2118 N/A 3140Y8K88 2056-02-01 5 90.05 87.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2012 N/A 3140Y8GW0 2056-01-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5111 N/A 31418EVD9 2038-08-01 5.5 22.95 23.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 11260.42 11493.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 .50 .46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5132 N/A 31418EV23 2053-08-01 6 1825.20 1839.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5054 N/A 31418ETL4 2053-06-01 4 2959.86 2726.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 .50 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 .49 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 18.05 18.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5008 N/A 31418ER69 2053-05-01 4.5 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 .09 .08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8465 N/A 3138E1MP9 2041-12-01 4 58.66 56.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310239 N/A 31374CS49 2044-10-01 3.5 .53 .49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZ257027 N/A 31371NPL3 2047-11-01 6 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 N/A 31371LZB8 2034-11-01 5.5 17.97 17.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 N/A 31371KJN2 2031-12-01 6.5 .00 .00 Agency Mortgage-Backed Securities FNMA FNMS 06.640 ML109162 N/A 313637FB1 2028-03-01 6.64 .08 .08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5791 N/A 3133WQNG4 2041-07-01 5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3887 N/A 3140U7J94 2056-02-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4428 N/A 3140U74N9 2056-04-01 5 821.73 801.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3590 N/A 3140U67C2 2056-04-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3578 N/A 3140U66Q2 2056-02-01 5 799.16 781.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2451 N/A 3140U5WM4 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2580 N/A 3140U52N5 2056-02-01 6 .57 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1314 N/A 3140U4N88 2056-02-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5849 N/A 31418FQB6 2055-10-01 3.5 43.34 38.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5819 N/A 31418FPD3 2055-09-01 4 7295.86 6701.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 20098.54 18462.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5718 N/A 31418FK89 2035-05-01 6 .54 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 1765.50 1759.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 87.10 84.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 5.71 5.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 .57 .52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5572 N/A 31418FFN2 2054-11-01 3.5 24.15 21.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2693 N/A 3140Y87F7 2056-05-01 6 .58 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1384 N/A 3140Y7RE0 2055-11-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1238 N/A 3140Y7LU0 2055-10-01 6 .64 .66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 1.78 1.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 N/A 3140Y74C9 2055-12-01 6 764.92 785.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0719 N/A 3140Y6YR5 2055-07-01 6 .54 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0690 N/A 3140Y6XU9 2055-07-01 5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0399 N/A 3140Y6NR7 2055-05-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9189 N/A 3140UDF79 2056-05-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 .39 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8278 N/A 3132D6FT2 2039-01-01 5.5 124.18 126.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8292 N/A 3132D6F96 2039-04-01 4.5 106.15 104.51 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8092 N/A 3132D57D8 2036-03-01 1.5 .30 .27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8276 N/A 3138WJFS2 2046-11-01 3 8.53 7.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8185 N/A 3138WJCX4 2046-10-01 3 .11 .10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS8980 N/A 3138WJ6S2 2047-03-01 4.5 44.53 42.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS8960 N/A 3138WJ5W4 2047-03-01 4 .10 .10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 N/A 3138WHKK7 2046-07-01 3.5 1339.21 1220.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6623 N/A 3138WGLD4 2046-02-01 4 .09 .09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6520 N/A 3138WGG65 2046-01-01 3.5 4.21 3.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 N/A 3138NYWY7 2043-01-01 3 .10 .09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAR1203 N/A 3138NXKR7 2042-12-01 3 .22 .19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAQ3614 N/A 3138MKAQ9 2027-11-01 3 35.05 34.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9363 N/A 3138MDMM1 2042-09-01 3.5 62.25 57.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAP3118 N/A 3138M6PC5 2042-11-01 2.5 .14 .12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP2133 N/A 3138M5LP2 2042-08-01 3.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD6725 N/A 3140B7PK3 2055-04-01 5 .58 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7198 N/A 3140B77L1 2055-04-01 5.5 .57 .56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 3.25 2.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 19970.52 16513.39 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 .48 .38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 N/A 3140QR2U6 2053-05-01 5.5 .45 .45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3052 N/A 3140XJMA8 2052-10-01 5.5 .41 .41 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA6212 N/A 3133KM3V5 2051-10-01 4 .28 .26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 9.45 8.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2914 N/A 3140N7GY0 2052-12-01 5 .46 .45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRCA4695 N/A 3140QCGD2 2049-03-01 4 299.10 280.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0464 N/A 3140A0QS1 2053-10-01 6.5 156.91 163.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 .46 .43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 N/A 3140QTLK3 2053-11-01 7 6049.37 6480.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2383 N/A 31329KUG7 2035-06-01 3 .06 .06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0758 N/A 3133W6ZX8 2054-03-01 6.5 .33 .34 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB0622 N/A 3140QKVQ8 2036-05-01 1.5 .30 .27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3208 N/A 31418CR63 2037-10-01 4.5 477.94 466.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0066 N/A 3132ACCB4 2041-05-01 5 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8609 N/A 3140MAR71 2051-12-01 4 1.71 1.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 .90 .93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 80.60 74.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2861 N/A 3140Y9FB5 2056-06-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4084 N/A 31427RRE2 2055-09-01 6 .61 .63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4957 N/A 31427SQK7 2052-12-01 4 1.21 1.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4249 N/A 3140U7WK4 2056-04-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5201 N/A 31418EX70 2038-11-01 5.5 16.17 16.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC5039 N/A 3133APS42 2051-08-01 2 25.56 20.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 N/A 3140Y6YP9 2055-07-01 6 14939.08 15444.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8847 N/A 3140BMZM5 2055-09-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC6767 N/A 3140AUQV8 2039-12-01 4.5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5101 N/A 31426AU30 2055-02-01 6 .80 .82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8526 N/A 31426TPL5 2055-07-01 6.5 .50 .52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1381 N/A 3140B1RB4 2055-01-01 6.5 .37 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2051 N/A 31427PH56 2055-08-01 5 1.19 1.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5420 N/A 31427DAW1 2055-10-01 5.5 .84 .85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0244 N/A 3140W0HW8 2054-12-01 5 .54 .52 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9824 N/A 31426G4J1 2055-04-01 7 1183.97 1266.82 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5403 N/A 3133L0AC6 2046-05-01 4 .61 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4247 N/A 3140U7WH1 2056-04-01 5.5 1.22 1.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5252 N/A 3142JTZS5 2056-02-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9834 N/A 3142JY4U3 2056-03-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7826 N/A 3140UBVU4 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2246 N/A 3140U5P83 2056-03-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2284 N/A 3140APRE6 2054-10-01 5.5 479.77 485.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 6.56 5.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 N/A 3140U4KB4 2056-02-01 5.5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1089 N/A 3140U4F79 2056-02-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9937 N/A 3140U2BF9 2056-01-01 6 170.64 174.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9933 N/A 3140U2BB8 2056-01-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9348 N/A 3140U1L60 2056-01-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9149 N/A 3140U1EX9 2056-01-01 5.5 610.10 615.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 N/A 3140U17B5 2056-01-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8770 N/A 3140U0W86 2056-02-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8614 N/A 3140U0SC2 2056-01-01 5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0152 N/A 3138EGE26 2040-06-01 6 .01 .01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7441 N/A 31427HHT2 2055-11-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5767 N/A 3140BWMR6 2055-12-01 5 1.22 1.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5687 N/A 31427TJ98 2056-05-01 6 .61 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4062 N/A 3142JSQQ1 2055-12-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5278 N/A 3133WP2K0 2041-02-01 3.5 871.15 822.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE3886 N/A 3140BGJ87 2056-01-01 5 132.65 128.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6124 N/A 31427TYW0 2056-07-01 5 .63 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2967 N/A 3130G2FH8 2056-09-01 5.5 10111.12 10115.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4347 N/A 31427RZM5 2050-04-01 3 .59 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0382 N/A 3133W4M74 2056-07-01 5.5 1001.11 1000.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2248 N/A 3140U5QA7 2056-03-01 5 .62 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4881 N/A 3140BVM72 2055-11-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6822 N/A 3140UNSL2 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5316 N/A 3133WP3Z6 2041-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1622 N/A 3142JPYU9 2055-12-01 4.5 .61 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1987 N/A 3130G1CZ3 2056-08-01 6 .62 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0523 N/A 3140UTSM7 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4405 N/A 31427R3P3 2054-10-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4648 N/A 3140U8EW6 2056-04-01 5.5 1.23 1.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0523 N/A 3142JNSM9 2055-12-01 6.5 .61 .65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3944 N/A 3140U7L26 2056-03-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5247 N/A 3142GVZM6 2055-11-01 6 .57 .58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF8898 N/A 3140U03G0 2055-12-01 7 .61 .65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 N/A 3140QQ4A0 2052-12-01 6 .36 .36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 121.25 120.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4047 N/A 31418DP97 2050-06-01 2 28.85 22.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3998 N/A 31418DNQ1 2050-04-01 4.5 19.80 18.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 78.57 67.69 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 25.91 20.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 .47 .42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 18.69 16.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 .37 .31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7501 N/A 3132DVKN4 2049-07-01 4 .13 .13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 529.37 481.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 N/A 3132DVEJ0 2043-06-01 3 .51 .46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAU4010 N/A 3138X3N40 2043-08-01 2.5 95.69 83.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0907 N/A 3138WAAH0 2028-11-01 3.5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4926 N/A 3138EMPL9 2044-02-01 4 .08 .07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1109 N/A 3140QLGT7 2051-07-01 2 .42 .33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS7804 N/A 3140XPU64 2038-02-01 2.5 382.85 354.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 N/A 3140KTT70 2031-03-01 3 225.36 219.29 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 .48 .46 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G05562 G N/A 3128M7QP4 2039-07-01 4.5 .22 .21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZL0095 N/A 3131XFC81 2035-05-01 3.5 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6076 N/A 3140QRXE8 2053-04-01 5.5 .43 .44 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 N/A 3140AGPP3 2054-06-01 7.5 138.20 147.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7225 N/A 3140QFA33 2050-10-01 2 .37 .29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0864 N/A 31417Y6A0 2031-10-01 4.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8650 N/A 3138WJTG3 2047-01-01 3 3.40 2.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4840 N/A 31418ELW8 2052-12-01 4.5 .48 .45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 25.82 22.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK4520 N/A 3138E9AW0 2042-03-01 4 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3283 N/A 31418CUH5 2033-02-01 3 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2611 N/A 31418B3V6 2031-05-01 2.5 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2280 N/A 3140Q9RA3 2048-08-01 4.5 .12 .12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 1062.05 994.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6153 N/A 3140AFZT6 2054-08-01 6.5 388.94 409.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 .43 .34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7226 N/A 3140QFA41 2050-10-01 2.5 .35 .30 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G03358 G N/A 3128M5B33 2037-08-01 5.5 .36 .37 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7347 N/A 31427HEV0 2055-11-01 7 .52 .55 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7298 N/A 31427HDC3 2055-10-01 7 .58 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7994 N/A 31427H3C4 2055-11-01 5.5 .46 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 .50 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1269 N/A 3142GRMT4 2054-04-01 6 .43 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 10752.05 10840.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 .55 .54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4507 N/A 3131XLAG2 2042-12-01 3.5 .07 .06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0538 N/A 3132ACS35 2048-03-01 3.5 67.99 61.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2961 N/A 3140XJJF1 2052-10-01 5.5 .36 .37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 N/A 31427PCS1 2053-11-01 6.5 .76 .79 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD5756 N/A 3140B6ME2 2055-07-01 7 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 N/A 31427DPY1 2055-10-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1354 N/A 31427NQG7 2055-04-01 6 .47 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8957 N/A 31426T5T0 2055-07-01 6.5 .48 .50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 .50 .51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 563.09 601.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 7766.13 7899.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190445 N/A 31368HP64 2055-03-01 6.5 354.57 367.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY6113 N/A 31426QYK3 2055-06-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 .45 .46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1851 N/A 3140W2BV2 2054-07-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1357 N/A 3130G0MF8 2056-08-01 7 .62 .65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2067 N/A 3142K3JM1 2056-04-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5323 N/A 3140W54H4 2056-05-01 5 .62 .61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5975 N/A 31418FT98 2041-02-01 3.5 .59 .56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6187 N/A 31418F2V8 2041-08-01 3.5 .62 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6638 N/A 31427GLU6 2055-11-01 5.5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ8160 N/A 31427JB64 2055-11-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6191 N/A 3140NA2Z5 2053-02-01 5.5 .41 .41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4669 N/A 3132DSFJ6 2053-10-01 6 4750.85 4848.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0205 N/A 3140NGGP9 2053-05-01 5.5 157.01 157.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5813 N/A 3133WCN67 2054-05-01 6 .38 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 6.59 6.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6163 N/A 3140ATZ58 2055-05-01 5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 .48 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 .72 .75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3254 N/A 3140BFTL9 2055-07-01 6 .50 .51 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1915 N/A 3140B2DV3 2055-01-01 7 .27 .29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4666 N/A 3140BVFG0 2055-10-01 6 .59 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4854 N/A 31427SMC9 2054-04-01 6 1.16 1.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9011 N/A 3140UDAM1 2056-05-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5338 N/A 3140UL4Y4 2056-07-01 4.5 .62 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2703 N/A 3140Y9AD6 2056-05-01 6 24767.98 25433.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 N/A 3140W5MW1 2056-03-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2577 N/A 3140U52K1 2056-02-01 6 5541.74 5711.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5663 N/A 3132DTJG6 2054-06-01 5.5 .49 .49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3956 N/A 31418DME9 2035-03-01 3 .09 .09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3833 N/A 31418DHK1 2049-11-01 2.5 .27 .22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3775 N/A 31418DFR8 2049-09-01 3.5 .07 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA3673 N/A 31418DCK6 2049-05-01 3.5 42.75 37.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3652 N/A 31418DBW1 2049-03-01 4.5 .04 .03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4481 N/A 31418D6T4 2051-10-01 4 22.20 20.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 .34 .31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 134.12 120.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4415 N/A 31418D3Z3 2051-09-01 3 .33 .29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2871 N/A 3140MUFM7 2041-04-01 3.5 .61 .57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2869 N/A 3140MUFK1 2041-04-01 3.5 1010.19 953.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2868 N/A 3140MUFJ4 2041-04-01 3.5 1225.10 1156.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 N/A 3140MTZS5 2056-01-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW2547 N/A 3140MTZM8 2056-02-01 6.5 .26 .27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4901 N/A 31427CNT6 2055-10-01 6.5 1007.66 1044.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4748 N/A 31427CH22 2055-10-01 5.5 1818.02 1814.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 1.22 1.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4306 N/A 31427BYC3 2055-10-01 5.5 1035.23 1035.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ3628 N/A 31427BA62 2055-09-01 7 .61 .67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3412 N/A 31427AYJ0 2055-09-01 6 55.28 56.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 1.36 1.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 253.69 259.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 N/A 3140QKGC6 2051-04-01 3 74.68 64.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 N/A 3140QGLX3 2051-01-01 2 .38 .31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 .35 .31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 .40 .33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7734 N/A 3140QFSY6 2050-11-01 2.5 151.09 124.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8274 N/A 3140XQFQ5 2052-04-01 2 .53 .42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8199 N/A 3140XQDD6 2054-06-01 6 .42 .43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7865 N/A 3140XPW39 2054-04-01 6 .45 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 4.16 3.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7420 N/A 3140XPG60 2054-01-01 6 .52 .53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 .94 .90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 .40 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6451 N/A 3140XNEZ3 2053-08-01 5.5 .41 .41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6456 N/A 3140XNE67 2053-11-01 6 4.77 4.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 9777.65 10214.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5710 N/A 3140XMKY1 2053-07-01 5 .47 .46 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS5598 N/A 3140XMGG5 2037-08-01 1.5 .43 .38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5520 N/A 3140XMD29 2053-01-01 4.5 10747.95 10226.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 1.57 1.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2923 N/A 3142GTG91 2054-11-01 6 .44 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2702 N/A 3142GTAC0 2054-08-01 6 .33 .34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3519 N/A 3142GT4D5 2055-02-01 6.5 .81 .84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3502 N/A 3142GT3L8 2055-02-01 5.5 .52 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2457 N/A 3142GSWT1 2054-09-01 6 .44 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 .38 .40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2243 N/A 3142GSP51 2054-08-01 5.5 .49 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2155 N/A 3142GSMD7 2054-10-01 5 .55 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 .74 .77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 8.74 8.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1860 N/A 3142GSB64 2054-06-01 6.5 1.15 1.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 N/A 3142GRVW7 2054-05-01 6 62.79 63.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1515 N/A 3142GRVH0 2054-05-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1412 N/A 3142GRSA9 2054-05-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 .91 .94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 1.05 1.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1504 N/A 3132CXU59 2038-01-01 2.5 13.51 12.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 6317.78 6416.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1194 N/A 3132CXKF8 2039-03-01 4.5 1631.57 1608.84 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1003 N/A 3132CXDG4 2037-06-01 2.5 .36 .33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB0957 N/A 3132CXB27 2034-09-01 4.5 .33 .32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3VZT2064 N/A 3132AEJH0 2044-07-01 5 .17 .17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0241 N/A 3132ACHS2 2048-01-01 3 .18 .16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 N/A 3132AAW67 2046-03-01 3 105.00 92.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 .06 .05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9822 N/A 3132AA4F8 2046-09-01 3 .14 .12 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8709 N/A 3132A9VA2 2033-07-01 2.5 .07 .06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS8882 N/A 3132A92P1 2028-07-01 6 .00 .00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2963171 N/A 31414DQY5 2038-05-01 4.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 05.290 CZ918572 N/A 31411YQZ9 2047-04-01 5.29 .14 .14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0898057 N/A 31410UWS7 2036-01-01 6 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 244.80 258.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9698 N/A 3140YXX48 2054-02-01 7 415.18 443.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA8158 N/A 3140YWB44 2054-03-01 5.5 .46 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3258 N/A 3140Y9TQ7 2056-08-01 6 .63 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3209 N/A 3140Y9R71 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3072 N/A 3140Y9MW1 2056-07-01 6.5 .63 .66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3037 N/A 3140Y9LT9 2056-07-01 5 .78 .76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 N/A 3140XGN47 2037-04-01 2.5 429.56 397.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 N/A 3140X7FK0 2035-07-01 2.5 .23 .22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6414 N/A 3140A7DU5 2054-02-01 5.5 218.38 218.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQY3684 N/A 31426NCW8 2055-04-01 3.5 51.22 45.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2178 N/A 31425WM40 2054-12-01 5.5 .40 .41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5364 N/A 3133KY5Z8 2045-09-01 5.5 1.91 1.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ1949 N/A 31426YEX0 2055-09-01 5 1.21 1.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 N/A 31427NS75 2054-01-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0345 N/A 31426WL32 2055-08-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0160 N/A 31426JFA2 2055-04-01 6.5 1404.26 1464.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8722 N/A 3142KAVQ2 2056-07-01 5.5 4051.01 4069.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 N/A 31427TQG4 2056-07-01 5.5 .63 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5936 N/A 3140UMS26 2056-08-01 5.5 2931.72 2936.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7829 N/A 3140AHVX7 2054-08-01 5.5 108.43 108.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8841 N/A 3140B9ZF9 2055-08-01 6.5 .56 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0259 N/A 31426WJD3 2055-08-01 6 2.64 2.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9790 N/A 3140QV2Y9 2055-01-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0098 N/A 31426JDC0 2055-04-01 5 4858.40 4728.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4840 N/A 31426PLW3 2055-06-01 6 4365.25 4454.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8007 N/A 31426D3R1 2055-03-01 7 .45 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 .50 .51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6651 N/A 3140UNL96 2056-08-01 6 5908.16 6092.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 N/A 3140UACW3 2056-04-01 5.5 1205.52 1215.82 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2352 N/A 3140UVTJ8 2056-08-01 7 .62 .65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5300 N/A 3140W53J1 2056-04-01 5 .63 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3274 N/A 3142JRT80 2056-01-01 5.5 .58 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4064 N/A 3140W4QS9 2056-01-01 5 76.98 74.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 .17 .15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 2186.52 1752.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0096 N/A 3142GQDA7 2053-10-01 6 .71 .72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8604 N/A 3133D0RZ6 2054-11-01 5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 N/A 3140W3NZ8 2053-12-01 5.5 .70 .70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1787 N/A 31427N6Z7 2055-06-01 5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2348 N/A 3140BETE8 2055-06-01 6 881.77 906.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 N/A 31426WL81 2055-07-01 7 .61 .65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3076 N/A 3142GTM29 2054-12-01 5.5 27415.36 27572.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0209 N/A 31427MGT2 2054-12-01 5 .53 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 21.69 20.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1542 N/A 31427NWC9 2055-06-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 3773.95 3591.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5490 N/A 3140XMC46 2050-12-01 3 663.59 578.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 .45 .41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 .44 .42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 .42 .42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7668 N/A 3131Y2QV3 2048-08-01 4.5 .12 .11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3846 N/A 3130G3EU8 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3710 N/A 3130G3AL2 2056-08-01 5 2495.20 2429.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3304 N/A 3130G2R28 2056-09-01 5.5 48.50 48.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3204 N/A 3130G2NW6 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3165 N/A 3130G2MP2 2056-09-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3004 N/A 3130G2GN4 2056-08-01 5.5 .62 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3003 N/A 3130G2GM6 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2588 N/A 3130G1XS6 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC2451 N/A 3130G1TH5 2056-08-01 6.5 .62 .65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2439 N/A 3130G1S52 2056-07-01 6 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2367 N/A 3130G1QV7 2056-08-01 6 3538.76 3659.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2194 N/A 3130G1KG6 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2167 N/A 3130G1JM5 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1916 N/A 3130G1AS1 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1637 N/A 3130G0V76 2056-08-01 6 .62 .63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1343 N/A 3130G0LZ5 2056-08-01 6 8.20 8.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1161 N/A 3130G0FB5 2056-07-01 6 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1015 N/A 3130G0AR5 2056-08-01 6.5 .64 .68 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91819 G N/A 3128P8AU5 2035-04-01 3 .06 .06 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 .08 .07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0117 N/A 31426JDX4 2055-04-01 5.5 8.14 8.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9900 N/A 31426HAA1 2055-04-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9694 N/A 31426GXY6 2055-04-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9618 N/A 31426GVL6 2055-04-01 5.5 .46 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9571 N/A 31426GT54 2055-04-01 6.5 .39 .40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8719 N/A 31426FVM6 2055-03-01 5 1.69 1.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5923 N/A 31418FSM0 2035-12-01 5 .50 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5415 N/A 3133L0AQ5 2046-08-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 33.82 34.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO6103 N/A 3133WQX81 2041-08-01 4.5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4999 N/A 31427SRV2 2055-12-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6089 N/A 31427TXT8 2056-07-01 5.5 1.22 1.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3636 N/A 3140BUBE1 2055-11-01 6.5 .54 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0156 N/A 3142J6E66 2056-09-01 6 .62 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9609 N/A 3142JYVB5 2056-04-01 5 .55 .53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5184 N/A 3140J9XN6 2033-09-01 4 .09 .09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4706 N/A 3140J9GQ8 2033-09-01 4 18.29 17.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4322 N/A 3140J8YU1 2048-07-01 4 .10 .09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7356 N/A 3132DVE50 2055-01-01 5.5 .47 .47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8086 N/A 3132DV6X8 2050-08-01 4 .12 .11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 .88 .79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 .57 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6621 N/A 3132DULA3 2054-10-01 6 .49 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5069 N/A 3140W5T38 2055-04-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4918 N/A 3140W5PC2 2049-07-01 3.5 739.00 678.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4814 N/A 3140W5K45 2056-03-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4735 N/A 3140W5HM9 2037-04-01 2.5 .57 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4748 N/A 3140W5H23 2055-10-01 5 .63 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4659 N/A 3140W5E91 2056-02-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4591 N/A 3140W5C51 2056-02-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4513 N/A 3140W5AP9 2056-02-01 4.5 .60 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9096 N/A 3140UDDA4 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 N/A 3140UD6P9 2056-05-01 5 1.22 1.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8998 N/A 3140UC7L9 2056-05-01 5 874.27 855.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7935 N/A 3140UBY98 2056-05-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 N/A 3140UBTD5 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7315 N/A 3140UBDV2 2056-05-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG6854 N/A 3140UATL9 2056-04-01 6.5 1373.52 1432.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6677 N/A 3140UAM36 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 N/A 3140UAKJ3 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0864 N/A 3140UT6A7 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 N/A 3140USCS3 2051-07-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH9725 N/A 3140URYX0 2056-07-01 6.5 .62 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH7645 N/A 3140UPP71 2056-08-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB7562 N/A 31417EML2 2038-01-01 2.5 67.03 59.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 .09 .09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8445 N/A 3132DWL27 2054-07-01 5 .52 .51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9563 N/A 3138ERTV2 2046-11-01 3 58.72 51.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9432 N/A 3138ERPS3 2046-10-01 3 .16 .14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 PLAR8194 N/A 3138W6C87 2043-02-01 3.5 .12 .11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 .40 .40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0101 N/A 3133C0DE9 2053-04-01 6 .32 .33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1274 N/A 3142GRMY3 2054-04-01 6 37.69 38.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CKMA5197 N/A 31418EX39 2053-10-01 6.5 .43 .45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 28.39 24.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6302 N/A 3140NBAC5 2053-02-01 5.5 .47 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1388 N/A 31427NRJ0 2052-06-01 3 .54 .47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1319 N/A 31427NPD5 2055-05-01 5.5 1.07 1.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1346 N/A 31427NP86 2055-05-01 6 24.65 25.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1231 N/A 31427NLM9 2055-05-01 5 .56 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 22769.91 23468.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1128 N/A 31427NHE2 2055-04-01 5 1.17 1.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1093 N/A 31427NGB9 2055-01-01 4.5 .54 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 .57 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6068 N/A 31427TW69 2055-07-01 6 .66 .67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5894 N/A 31427TRQ1 2056-02-01 6.5 .63 .65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6848 N/A 3142K8TE7 2056-07-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6684 N/A 3142K8NA1 2056-06-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5542 N/A 3142K7EQ8 2056-06-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4729 N/A 3142K6HF1 2056-06-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4200 N/A 3142K5U27 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3138 N/A 3142K4PY6 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3030 N/A 3142K4LL8 2056-05-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2660 N/A 3142K35W4 2056-04-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1580 N/A 3142K2XJ4 2056-05-01 6 875.59 907.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1475 N/A 3142K2T91 2056-04-01 5 740.05 722.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0864 N/A 3142K16A5 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9195 N/A 3142JYGD8 2056-04-01 4.5 .61 .58 Agency Mortgage-Backed Securities FMAC 05.490 FGPC U30289 G N/A 31335YKA3 2037-02-01 5.49 .03 .03 Agency Mortgage-Backed Securities FMAC 05.460 FGPC U30869 G N/A 31335Y6E1 2038-01-01 5.46 18.24 18.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6024 N/A 3140U9VS4 2056-04-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5737 N/A 3140U9LT3 2056-04-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5198 N/A 3140U8X47 2056-04-01 5.5 1355.72 1357.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG4883 N/A 3140U8M98 2041-05-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4704 N/A 3140U8GN4 2056-05-01 6.5 .61 .65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5389 N/A 3140U87B0 2056-03-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4305 N/A 3140U7YB2 2056-04-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4281 N/A 3140U7XK3 2056-04-01 5 .91 .89 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4632 N/A 3132A5ED3 2045-10-01 3 264.31 233.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2856 N/A 3132A3E55 2040-01-01 5 .02 .02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3560 N/A 3132A35V8 2042-08-01 3.5 33.35 31.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5318 N/A 31329N4B1 2048-03-01 3.5 .11 .10 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2892 N/A 31329LF98 2030-08-01 2.5 .05 .05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 N/A 31329KQP2 2032-05-01 3.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1361 N/A 31329JQN0 2043-05-01 3.5 .07 .06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1425 N/A 3133CRSN4 2054-07-01 7 737.48 788.81 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5256 N/A 3133KLZV2 2051-05-01 2 81.54 64.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0892 N/A 31427M7E5 2055-04-01 5.5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2155 N/A 31427PMD3 2055-07-01 6 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4964 N/A 31427CQS5 2055-10-01 5.5 6738.34 6720.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0524 N/A 31425USN6 2054-12-01 5.5 .50 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6211 N/A 31426B3V6 2055-02-01 6.5 .36 .37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2653 N/A 31425W5P2 2054-12-01 6 .39 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 5.56 5.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7558 N/A 31426SMG1 2055-07-01 6 .49 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1314 N/A 31426XN87 2055-08-01 5.5 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3069 N/A 3140Y9MT8 2056-07-01 6.5 .62 .65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 N/A 3140BTCW3 2041-03-01 3.5 1.21 1.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBM8104 N/A 3140JDAE2 2049-09-01 3 .62 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5892 N/A 31427TRN8 2055-07-01 6.5 10711.84 11173.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 N/A 3140QFB32 2050-10-01 2.5 449.41 376.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4495 N/A 31418D7H9 2051-12-01 3.5 .34 .31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 .99 1.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5061 N/A 3142GVTT8 2055-10-01 4.5 8708.37 8291.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5588 N/A 31418FF69 2040-01-01 4 31.60 30.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 N/A 3140B1GY6 2055-02-01 7 1.84 1.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1832 N/A 31427PBA1 2055-07-01 6 .95 .97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7432 N/A 3132DVHH1 2055-01-01 5 1.78 1.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1239 N/A 3140Y7LV8 2055-10-01 6 .59 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 3915.15 3822.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 .47 .46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4843 N/A 3140AELZ0 2054-10-01 6.5 1.21 1.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0215 N/A 3140Y6GZ7 2055-04-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0789 N/A 31427M2X8 2055-01-01 6 .42 .43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4412 N/A 31427B3W3 2055-09-01 6.5 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6179 N/A 3140W62M3 2054-11-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4444 N/A 31427R5E6 2056-02-01 5 .56 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2931 N/A 3140UJHH2 2056-08-01 5.5 .62 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3229 N/A 3140UWST5 2056-09-01 5.5 3176.29 3185.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3211 N/A 3140J7R98 2047-12-01 4 .13 .12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0102 N/A 3133W4DF6 2056-07-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8713 N/A 31427JVF2 2055-11-01 6.5 641.39 672.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3801 N/A 31427RGK0 2055-12-01 5 1.20 1.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3899 N/A 3140U7KM3 2056-03-01 5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8186 N/A 3132DWCX9 2051-11-01 3.5 .35 .32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 3.65 3.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 19.14 17.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3744 N/A 31418DES7 2049-08-01 3 21.55 18.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG9078 N/A 3133CACP3 2053-07-01 5.5 .42 .42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4834 N/A 31418ELQ1 2037-12-01 4.5 .31 .30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1918 N/A 3140ABDY8 2054-09-01 5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1505 N/A 3142GRU73 2054-05-01 5 .54 .53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD9083 N/A 3140FHCV7 2048-07-01 4 .29 .27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3LZA3018 N/A 31329LK76 2045-05-01 3 85.76 76.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7120 N/A 3140XA4E9 2047-07-01 3.5 .27 .25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 .50 .48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD8207 N/A 3133B6DL1 2052-03-01 2 .47 .37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 N/A 3142GRFA3 2054-03-01 5.5 .49 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1000 N/A 3142GRDE7 2054-03-01 5.5 .44 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0918 N/A 3142GRAU4 2054-02-01 5 .79 .78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1780 N/A 3142GR6S4 2054-06-01 6 3986.76 4127.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0693 N/A 3142GQXX5 2054-01-01 5.5 .42 .42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0446 N/A 3142GQP89 2053-11-01 6 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 N/A 3142GQJK9 2053-11-01 6.5 .27 .28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0113 N/A 3142GQDT6 2053-10-01 6.5 .36 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 7.56 7.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 .55 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6313 N/A 31427UAP8 2056-08-01 5.5 .65 .65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6311 N/A 31427UAM5 2056-08-01 5 1.25 1.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6309 N/A 31427UAK9 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6304 N/A 31427UAE3 2053-03-01 3.5 .63 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6139 N/A 31427TZD1 2056-07-01 5 .63 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1333 N/A 3142GRPT1 2054-04-01 5.5 .97 .98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3868 N/A 3140J8JN4 2046-09-01 4 .13 .12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3795 N/A 3140J8GD9 2031-01-01 2 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1920 N/A 3140J6D20 2046-07-01 4.5 47.11 45.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 N/A 31418FF28 2055-01-01 4.5 .56 .52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5554 N/A 31418FE45 2054-12-01 6 .40 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5497 N/A 31418FDB0 2054-10-01 5.5 11851.63 11827.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5525 N/A 31418FD79 2034-10-01 4 .39 .38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 N/A 31418FCF2 2054-09-01 5 .53 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 203.56 196.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 4.44 4.00 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T69915 G N/A 31323FAQ4 2048-05-01 3.5 5204.55 4718.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3SZN0156 N/A 3131Y6E54 2044-01-01 5 .14 .13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3935 N/A 3133KKLQ0 2050-11-01 2.5 .33 .28 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN5553 N/A 3133GCE24 2036-03-01 1.5 .31 .27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 .42 .36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ9614 N/A 3133D1VF3 2054-11-01 7 .58 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 N/A 3133D1BQ1 2054-11-01 5.5 .53 .53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8750 N/A 3133D0WK3 2054-11-01 6 .49 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ7692 N/A 3133CYRM2 2054-11-01 5.5 .46 .47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 652.36 517.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4303 N/A 31418DX98 2036-04-01 2 .30 .27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 .27 .25 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 .52 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7273 N/A 3140NQCK2 2053-08-01 5.5 150.38 153.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6268 N/A 3140NN6E0 2053-09-01 6.5 .38 .40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0913 N/A 3140NHAP3 2053-03-01 6.5 .35 .36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0909 N/A 3140NHAK4 2053-03-01 6 .41 .42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8238 N/A 3140NDEL7 2053-05-01 5.5 .41 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7716 N/A 3140NCSE0 2053-02-01 5 1.09 1.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7308 N/A 3140NCDN6 2053-06-01 6 .40 .41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 N/A 3140NAQT3 2053-01-01 6.5 .51 .54 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX5535 N/A 3140NAEH2 2053-01-01 7.5 .11 .12 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 .43 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 2025.41 2030.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1376 N/A 3140XGQ69 2051-12-01 3 .39 .34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1341 N/A 3140XGP37 2052-01-01 3.5 .40 .36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 N/A 3140XGG45 2052-03-01 3.5 .40 .36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0522 N/A 3140XFSL6 2052-02-01 2.5 .44 .37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0037 N/A 3140XFBF7 2051-08-01 3 .32 .28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9703 N/A 3140XDX92 2051-11-01 3 .37 .32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM9469 N/A 3140XDQX7 2039-08-01 4 28.56 27.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8586 N/A 3140XCRG5 2050-07-01 5 .26 .26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM8547 N/A 3140XCP93 2034-07-01 4.5 .17 .17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD4302 N/A 3140B4X88 2055-02-01 5.5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1914 N/A 3140B2DU5 2055-01-01 7 .93 .99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3869 N/A 3140X7JP5 2035-06-01 3 41.17 39.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3901 N/A 3140QPKP1 2052-06-01 3.5 .51 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9741 N/A 3140QVZF4 2055-01-01 6 1634.80 1668.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0312 N/A 3138MTK22 2055-05-01 5.5 25.11 25.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 .55 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7777 N/A 3140BLUB6 2055-08-01 6 1426.18 1461.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLTA3819 N/A 3142JSG58 2055-12-01 3.5 .61 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6909 N/A 3142K8VB0 2056-07-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 N/A 31418FYP6 2056-07-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6357 N/A 3140W7B33 2056-08-01 5.5 .62 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4750 N/A 31427SH43 2056-03-01 5 .59 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 .62 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4777 N/A 31427SJX7 2056-04-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5848 N/A 31427TQA7 2055-08-01 6.5 .64 .67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5749 N/A 3140BWL71 2055-11-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9456 N/A 3140UDQJ1 2056-06-01 5 3063.51 2981.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5770 N/A 3140BWMU9 2055-12-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3523 N/A 3130G2YV6 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5669 N/A 31427TJP2 2055-10-01 6 .65 .66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2911 N/A 3140Y9GV0 2056-06-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3049 N/A 3140Y9L77 2056-07-01 5.5 10291.36 10379.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4192 N/A 3140W4US4 2052-06-01 2 71.90 56.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5298 N/A 31427S3G1 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5815 N/A 3142K7N96 2056-05-01 6.5 949.69 987.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 N/A 31427TQS8 2056-07-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 N/A 31427RS92 2055-12-01 5.5 1.19 1.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7838 N/A 3140UPV82 2056-08-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3894 N/A 31427RKG4 2052-02-01 3.5 8258.20 7521.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0879 N/A 3133W46Q0 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1506 N/A 3140Y7U89 2055-11-01 5 .62 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7977 N/A 31427H2K7 2055-11-01 5 4451.62 4326.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2507 N/A 3140Y8YD2 2046-04-01 5 .58 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9026 N/A 3140UDA41 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3595 N/A 31427A7H4 2055-09-01 6.5 .59 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2498 N/A 31426YX43 2055-09-01 5 .59 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2149 N/A 31426YL79 2055-09-01 5 321.63 313.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1880 N/A 31426YCS3 2055-08-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1648 N/A 31426XZN1 2055-08-01 6.5 869.38 907.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1120 N/A 31426XG69 2055-08-01 6.5 .58 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM8546 N/A 3140XCP85 2034-07-01 4 .14 .13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8425 N/A 3140XCLF3 2047-07-01 5 .25 .25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7522 N/A 3140XBLC2 2051-06-01 2 2060.62 1640.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFM7360 N/A 3140XBFA3 2041-05-01 2 .38 .33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 N/A 3140XBD49 2047-07-01 4.5 19.21 18.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWBM6665 N/A 3140JBMP8 2032-12-01 2.5 155.57 148.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CJBM7190 N/A 3140JB7C4 2034-09-01 3.5 .29 .28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3771 N/A 3140QPFM4 2052-06-01 3.5 .47 .42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 82.84 74.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3614 N/A 3140QPAQ0 2052-05-01 4 41.96 38.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 .47 .42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3258 N/A 3140QNTQ5 2052-04-01 3.5 93.04 83.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3270 N/A 3140QNT44 2052-03-01 2.5 .48 .39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 .41 .37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 1839.51 1537.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 N/A 3140QN6W7 2052-05-01 3 .48 .41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3500 N/A 3140QN3J9 2052-05-01 3.5 .43 .39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0391 N/A 3140Y6NH9 2055-05-01 5.5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 1.15 1.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 N/A 3140XTBC4 2050-10-01 2.5 .50 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9610 N/A 3140XRVC6 2052-10-01 2 167.09 131.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9581 N/A 3140XRUF0 2051-11-01 2 .56 .44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7577 N/A 3140UPM33 2056-08-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7304 N/A 3140UPDJ8 2056-08-01 5.5 .63 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8012 N/A 3140UP3W0 2056-07-01 5.5 4072.96 4087.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6895 N/A 3140UNUV7 2056-08-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6576 N/A 3140UNJW8 2056-08-01 6 .62 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6072 N/A 3140UMXA2 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6756 N/A 3138LXQJ1 2042-06-01 3.5 .08 .07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 3.83 3.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6430 N/A 3132DUEB9 2054-05-01 5.5 .50 .50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5897 N/A 3132DTRS1 2054-07-01 6 16888.69 17179.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD5855 N/A 3132DTQG8 2053-08-01 3.5 .52 .46 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5127 N/A 3132DSVU3 2054-02-01 7 2779.88 2948.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4885 N/A 3132DSNA6 2054-01-01 6.5 .33 .34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2293 N/A 3140MTRP0 2052-08-01 5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 N/A 3140MTRE5 2052-08-01 4.5 163.09 154.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBW2698 N/A 3140MT7L1 2046-01-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2696 N/A 3140MT7J6 2056-03-01 5 26.13 25.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2669 N/A 3140MT6F5 2056-03-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 .50 .47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1001 N/A 3140MSDF9 2052-07-01 4.5 .57 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9960 N/A 3140MQB65 2052-06-01 4 32.15 29.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 .62 .58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV7937 N/A 3140MMZB7 2052-08-01 4 69.74 64.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7747 N/A 3140MMTD0 2052-04-01 3.5 .46 .41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV6599 N/A 3140MLKM1 2052-04-01 3 32.92 28.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6441 N/A 3140MLEP1 2055-12-01 6 3248.92 3364.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8359 N/A 3132D6JC5 2040-01-01 3.5 .52 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1827 N/A 3140W2A50 2055-05-01 5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3882 N/A 31425YJ40 2055-01-01 6 .89 .92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2412 N/A 3140W2VE8 2052-05-01 2.5 .57 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6897 N/A 3140UNUX3 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5482 N/A 3140W6CU4 2052-07-01 4 .63 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2291 N/A 3142K3RM2 2056-05-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9901 N/A 3133WHAA1 2054-07-01 7 .50 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4947 N/A 3140XLP93 2053-01-01 4 439.92 405.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1962 N/A 3142GSFC7 2054-07-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 .49 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5153 N/A 31426AWP9 2055-02-01 5.5 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 N/A 31427MAV3 2055-01-01 5.5 .49 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 5832.06 5815.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7600 N/A 31426DNS7 2055-02-01 5 13253.05 12941.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 5837.16 5992.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 N/A 3140B6DS1 2055-06-01 6 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1778 N/A 3140ME6Q4 2055-07-01 6 2623.09 2712.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 .60 .58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5790 N/A 31418FNG8 2055-08-01 4.5 .58 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7233 N/A 3140BLBB7 2055-07-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1290 N/A 3140W1NG4 2052-04-01 2 .55 .44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 25.17 24.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 .53 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1163 N/A 3133KUJG3 2045-01-01 5 .54 .53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC2652 N/A 3140AP5N0 2055-04-01 7 933.89 1015.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 1.21 1.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0614 N/A 31427MVG3 2055-03-01 6.5 8624.67 9069.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4071 N/A 31425YQZ3 2055-01-01 6 188.55 194.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3294 N/A 3142GTUU8 2055-01-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1728 N/A 3133D44M2 2045-02-01 5.5 .51 .51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0708 N/A 3140UTYE8 2056-08-01 5 1860.07 1818.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 N/A 3140W4AT4 2053-12-01 3.5 .58 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 N/A 3140U0UB1 2056-01-01 5 3039.03 2959.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4638 N/A 3140M6EL3 2054-06-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 N/A 3140GTU57 2047-08-01 4 .16 .15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5041 N/A 3133KLS65 2051-04-01 2 16.59 13.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4676 N/A 3140QQFS9 2052-09-01 4.5 .47 .44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8570 N/A 3140B9QY8 2055-05-01 5.5 5184.67 5202.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBM5598 N/A 3140JAGG7 2043-02-01 3 .09 .08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5506 N/A 3140JADL9 2049-02-01 5 .33 .33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 .19 .17 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI3609 N/A 3133WAAJ7 2054-04-01 7.5 .49 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 7.50 7.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0748 N/A 3133W4ZM7 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0683 N/A 3133W4XL1 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0456 N/A 3133W4QH8 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0420 N/A 3133W4PD8 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0840 N/A 3133W44Z2 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0830 N/A 3133W44P4 2056-08-01 6.5 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0806 N/A 3133W43P5 2056-08-01 6.5 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5150 N/A 3133LPWK9 2033-05-01 5 .24 .24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5123 N/A 3131XYVQ9 2047-12-01 3.5 .13 .11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 N/A 3131XYBU2 2047-10-01 3.5 662.48 601.06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9319 N/A 3131XRK86 2045-03-01 4 .12 .11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8383 N/A 3131XQJ49 2044-08-01 3.5 .09 .08 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 N/A 3131XHNA0 2041-10-01 4 .05 .04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 N/A 3131XF5Q9 2038-07-01 5.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 N/A 3131XDBZ7 2032-11-01 3 101.18 96.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 N/A 3131WMQD1 2039-02-01 5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3918 N/A 3130G3G44 2056-09-01 5 .62 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5630 N/A 31426QHG1 2055-06-01 6.5 .30 .31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 .53 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6188 N/A 31426Q2W2 2055-06-01 6 .69 .70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5210 N/A 31426PYG4 2055-06-01 5.5 3.34 3.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 N/A 31426PLG8 2055-06-01 6.5 .53 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 .96 .98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0167 N/A 3140FXFH0 2057-02-01 3 .22 .19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 R3BF0013 N/A 3140FXAP7 2040-12-01 5.5 849.16 855.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD1508 N/A 3140F8VA2 2046-10-01 3 7.18 6.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6764 N/A 3140F2QS2 2046-04-01 3.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6513 N/A 3140F2GX2 2046-05-01 3.5 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6023 N/A 3140F1VR0 2046-05-01 3.5 .07 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC1152 N/A 3140EVH67 2046-06-01 3.5 .14 .13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAZ9645 N/A 3140E2WF4 2035-09-01 4 894.29 868.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7377 N/A 3140BYFT6 2055-12-01 5.5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8082 N/A 3140BY6U3 2055-11-01 6.5 272.40 283.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8354 N/A 31426FH83 2055-03-01 5 .47 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8899 N/A 31426F3H8 2055-03-01 5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 .09 .08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5633 N/A 3140XMHK5 2053-09-01 5.5 .44 .44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 .40 .33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5464 N/A 3140QDCA0 2035-03-01 3 .17 .16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4112 N/A 31418DSA1 2035-08-01 3 .15 .14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2000 N/A 3142GSGJ1 2054-07-01 6 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8458 N/A 3140NRMG8 2053-07-01 6.5 .35 .37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3369 N/A 3132DQW69 2053-05-01 5.5 1976.32 1975.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 .89 .87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 .55 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 76.37 73.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0661 N/A 3142GQWX6 2054-01-01 6.5 .59 .62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8429 N/A 3138YNLK1 2045-08-01 3.5 164.23 148.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 N/A 3133A7RB7 2050-07-01 3 56.00 48.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV6617 N/A 3140MLK74 2052-04-01 3.5 .50 .45 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 956.14 757.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 81.04 73.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA1039 N/A 3140A1EM5 2053-10-01 5 52.03 50.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0245 N/A 3140AMHX2 2054-08-01 6.5 .71 .74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9845 N/A 3140XD5F9 2036-11-01 2 .33 .30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6482 N/A 3140QSFY2 2053-06-01 5.5 .52 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4931 N/A 3140QQPR0 2037-10-01 4.5 62.24 61.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0187 N/A 3140A9F54 2054-03-01 6.5 34.14 35.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9990 N/A 3133WHC35 2054-07-01 6.5 .37 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2477 N/A 3132DPXE3 2053-03-01 5.5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5768 N/A 3140X9MS1 2044-11-01 4 7.92 7.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6288 N/A 31427T7A8 2056-08-01 6 3691.68 3824.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6282 N/A 31427T6U5 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 N/A 31427T6T8 2056-09-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6209 N/A 31427T3T1 2052-09-01 3.5 2197.95 1973.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5253 N/A 31427SZT8 2056-05-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5185 N/A 31427SXP8 2055-11-01 5.5 .62 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4997 N/A 31427SRT7 2054-11-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4995 N/A 31427SRR1 2052-11-01 5 1913.62 1883.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4989 N/A 31427SRK6 2055-10-01 5.5 .50 .50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 .60 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4978 N/A 31427SQ84 2056-05-01 5 413.37 402.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4920 N/A 31427SPE2 2056-04-01 5.5 3.18 3.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4884 N/A 31427SNA2 2054-06-01 6 .57 .60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4912 N/A 31427SN61 2052-08-01 3 9161.30 7941.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4878 N/A 31427SM47 2054-06-01 6.5 70.37 74.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0632 N/A 3140W0V28 2055-01-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 11441.52 11167.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDB8242 N/A 3140AJEQ7 2054-11-01 4 .59 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8105 N/A 3140B9AF6 2055-04-01 5.5 .22 .22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6302 N/A 3140W7AC4 2056-07-01 5 .63 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1849 N/A 3140Y8BT2 2056-01-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2792 N/A 3130G17E6 2056-07-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7316 N/A 3140NCDW6 2053-07-01 6.5 124.74 130.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS8840 N/A 3140XQZE0 2036-01-01 3 .45 .42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB2468 N/A 3140ABW68 2054-04-01 6 591.80 615.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 18.74 19.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0773 N/A 31427M2F7 2054-04-01 5 .47 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4295 N/A 31427BXZ3 2055-08-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5650 N/A 31418FH42 2040-03-01 4.5 .50 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3465 N/A 31426MZ70 2055-05-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4262 N/A 31427RWY2 2056-03-01 5 7625.74 7414.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3262 N/A 31427QTU6 2054-11-01 5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5677 N/A 3142GWJX8 2056-01-01 5 .64 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3880 N/A 3140W4J24 2055-12-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3389 N/A 31427QXT4 2055-09-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6905 N/A 3140BKU77 2055-12-01 5.5 2139.63 2149.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7822 N/A 3140UBVQ3 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5303 N/A 3133WP3L7 2041-04-01 5 1009.69 1016.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3655 N/A 3140H5BZ3 2048-02-01 3.5 .27 .25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3840 N/A 3140ADHS3 2054-06-01 6 4815.64 4917.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 N/A 3133CTKT5 2054-09-01 5 2775.63 2722.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8841 N/A 3140QUZF6 2054-07-01 5.5 .43 .43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA6457 N/A 3133A1E65 2050-01-01 3 128.36 110.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9219 N/A 3142JYG55 2056-03-01 4.5 .61 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9171 N/A 3142JYFM9 2056-03-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8301 N/A 3142JXGK4 2056-03-01 5 .58 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7820 N/A 3142JWVN3 2056-03-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 N/A 3142JVYE2 2056-03-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5852 N/A 31427TQE9 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5879 N/A 31427TQ90 2055-10-01 6.5 13358.55 13876.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 N/A 31427TNC6 2056-07-01 5 .63 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5710 N/A 31427TKY1 2056-03-01 6 1.80 1.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5691 N/A 31427TKD7 2056-06-01 6 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7590 N/A 31426DNG3 2055-03-01 5.5 549.85 553.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7586 N/A 31426DNC2 2055-02-01 5 .57 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7407 N/A 31426DGR7 2055-03-01 6.5 .16 .17 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX7365 N/A 31426DFF4 2055-03-01 7 276.60 296.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7324 N/A 31426DD66 2055-02-01 5 .53 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7982 N/A 31426D2Q4 2055-03-01 5.5 18.97 18.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6633 N/A 31426CLP7 2055-02-01 5.5 .95 .95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 634.63 654.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6163 N/A 31426BZ58 2055-01-01 5 1.21 1.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2085 N/A 3140W2J77 2052-11-01 4.5 .54 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1943 N/A 3140W2ER8 2055-05-01 5.5 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1938 N/A 3140W2EL1 2053-07-01 4.5 .54 .51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2630 N/A 3140W24Q1 2055-08-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2579 N/A 3140W22M2 2055-08-01 6 3561.49 3639.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1596 N/A 3140W1X24 2055-05-01 5.5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1457 N/A 3140W1TP8 2055-03-01 5.5 .58 .58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1378 N/A 3140W1Q89 2055-03-01 4 .55 .51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0994 N/A 3140W1C84 2054-08-01 6 43567.07 44412.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0908 N/A 3140W1AJ2 2054-12-01 5.5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 N/A 3140W1AG8 2054-12-01 5 1.15 1.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1766 N/A 3140W16C2 2055-02-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1753 N/A 3140W15P4 2054-09-01 5.5 237.14 236.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0724 N/A 3140W0YW9 2054-07-01 6.5 .48 .51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0721 N/A 3140W0YT6 2042-01-01 2 .54 .47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4033 N/A 3140UKPT4 2056-06-01 5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9160 N/A 3140UDFA2 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6225 N/A 3140UM4K2 2056-07-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1682 N/A 3142K22Q2 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3415 N/A 31427QYM8 2055-09-01 5 .60 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4092 N/A 3140UKRN5 2056-08-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5103 N/A 31427SU55 2054-11-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKMA5988 N/A 31418FUN5 2056-01-01 6 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4384 N/A 31427R2S8 2052-03-01 3 12822.67 11180.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI2980 N/A 3140UWJ24 2056-06-01 4.5 530.47 505.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6292 N/A 31427T7E0 2055-12-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5950 N/A 3140W6TG7 2052-04-01 3 2.45 2.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8374 N/A 31427JJU3 2055-10-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA6091 N/A 31418FXV4 2046-06-01 5 .60 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4307 N/A 3140U7YD8 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1753 N/A 3140UU5P2 2056-08-01 6 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4815 N/A 31427SK56 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4698 N/A 31427SGG7 2056-02-01 5 .63 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5326 N/A 31427S4L9 2056-05-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5288 N/A 31427S2W7 2054-06-01 5.5 1.75 1.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6012 N/A 3142JUVE7 2056-01-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1082 N/A 31427NFY0 2054-10-01 6.5 .52 .54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1035 N/A 31427NEH8 2054-07-01 4 55.59 51.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1786 N/A 31427N6Y0 2055-01-01 5 .58 .57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1732 N/A 31427N4S5 2052-02-01 2 .56 .45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 .46 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS9183 N/A 3140XRFZ3 2054-06-01 6.5 .39 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8852 N/A 3140XQZS9 2052-04-01 2.5 .53 .44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 .53 .44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8510 N/A 3140XQN45 2052-10-01 2 .54 .42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3916 N/A 3140BUK68 2055-11-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 N/A 3140BTZK4 2055-10-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 N/A 3140BSUS4 2055-11-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2155 N/A 3140BSMD6 2055-10-01 5.5 .59 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2066 N/A 3140BSJL2 2055-10-01 6 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0548 N/A 3140BQTE1 2056-03-01 5.5 .58 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0517 N/A 3140BQSF9 2055-12-01 5.5 .52 .52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7077 N/A 3132A72J9 2029-12-01 3 .03 .03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 N/A 3132A5JR7 2048-06-01 4 .05 .04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4688 N/A 3132A5F59 2046-11-01 3 .11 .09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4633 N/A 3132A5EE1 2045-10-01 3.5 54.13 49.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 1.58 1.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0510 N/A 31426WR85 2055-08-01 5.5 4079.10 4095.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0408 N/A 31426WN22 2055-08-01 5.5 .51 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9401 N/A 31426UNT7 2055-08-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 N/A 31426UNA8 2055-08-01 5.5 1.66 1.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9834 N/A 31426U4U5 2055-08-01 6.5 .54 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8575 N/A 31426TQ59 2055-07-01 6.5 .37 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7852 N/A 31426SWN5 2055-06-01 5.5 17.34 17.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6313 N/A 3140MLAP5 2055-09-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5950 N/A 3140MKTG7 2055-08-01 6 .54 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1703 N/A 3140ME3M6 2055-05-01 6 119.82 124.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5130 N/A 3133WPVX0 2041-03-01 3.5 537.78 507.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4614 N/A 3140ULDU2 2056-07-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4557 N/A 3140ULB34 2056-05-01 6 1526.34 1552.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5671 N/A 31427TJR8 2056-01-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5670 N/A 31427TJQ0 2056-06-01 6 8925.67 9123.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5613 N/A 31427TGX8 2056-05-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5616 N/A 31427TG26 2056-04-01 5 .63 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 27283.94 26710.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5584 N/A 31427TF27 2056-06-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5527 N/A 31427TD94 2056-06-01 5 1.24 1.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5437 N/A 31427TBF2 2056-06-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5436 N/A 31427TBE5 2056-06-01 6 .61 .63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 .62 .58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5404 N/A 31427TAE6 2053-02-01 4.5 .62 .59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2476 N/A 31427PXE9 2053-05-01 4.5 .57 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 .56 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2338 N/A 31427PS47 2055-08-01 5.5 1.07 1.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2246 N/A 31427PP81 2053-09-01 4.5 .59 .57 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ7010 N/A 3133CXYF1 2054-10-01 7.5 .61 .65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5938 N/A 3133CWS37 2054-10-01 6 .35 .36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5193 N/A 3133CVXW9 2054-10-01 5.5 .99 .99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4685 N/A 3133CVF25 2054-09-01 6.5 .47 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4230 N/A 3133CUVX1 2054-09-01 6.5 .36 .37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 N/A 3133CU7M2 2054-09-01 5.5 .46 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1727 N/A 3133CR4L4 2054-08-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0341 N/A 3133CQLW3 2054-07-01 7 .50 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1074 N/A 3140AAFQ5 2054-04-01 5 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB0948 N/A 3140AABS5 2054-04-01 5 .55 .54 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0712 N/A 3140A9YJ3 2054-04-01 7 .60 .64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0455 N/A 3140A9QH6 2054-04-01 6.5 813.74 848.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0125 N/A 3140A9D72 2054-03-01 5.5 1925.90 1932.44 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7399 N/A 3140A8GH9 2054-01-01 7 344.43 369.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDA6464 N/A 3140A7FE9 2054-02-01 5 .49 .48 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6456 N/A 3140A7E67 2054-03-01 7.5 819.68 890.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA3831 N/A 3140A4HH7 2053-11-01 5.5 28.67 28.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 N/A 3140A13H8 2053-10-01 6.5 .41 .43 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G67701 G N/A 3132XCRW7 2046-10-01 3 .15 .14 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 12.38 11.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD4172 N/A 3132E0T51 2047-02-01 4 147.61 141.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4027 N/A 3132E0PL0 2053-10-01 6.5 .36 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3839 N/A 3132E0HQ8 2053-09-01 5.5 .48 .48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 99.93 82.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 15041.80 14989.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4256 N/A 3140UKWS8 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBH8915 N/A 3140GX3Z2 2056-09-01 6 .62 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW4580 N/A 3140MWCS3 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0541 N/A 3140UFS70 2056-06-01 5 2359.17 2297.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2513 N/A 3140Y8YK6 2046-04-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3861 N/A 3130G3FB9 2056-08-01 5.5 .62 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4046 N/A 3130G3L48 2056-09-01 6.5 .62 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6001 N/A 3142GWU31 2056-03-01 5 .77 .75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 N/A 3142K55C3 2056-05-01 7 .61 .65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6084 N/A 31418FXN2 2041-06-01 3.5 .61 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6414 N/A 3140UADU6 2056-03-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 N/A 3133WPQJ7 2041-02-01 4.5 .57 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0828 N/A 3140UF4N1 2056-06-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 N/A 3140U0B22 2056-01-01 6.5 .48 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1545 N/A 3140U4WF2 2056-02-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5397 N/A 31427S7K8 2052-12-01 4.5 .60 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3856 N/A 3140UKJA2 2056-07-01 5.5 1021.88 1026.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3188 N/A 3140Y9RJ5 2056-08-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 8494.04 8765.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5599 N/A 31427TGH3 2056-06-01 5 .66 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 N/A 31427SAV0 2053-10-01 6 1.10 1.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5800 N/A 3142GWNS4 2056-01-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6096 N/A 3140U9X29 2056-04-01 5 .60 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5754 N/A 3140BWMC9 2055-11-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0782 N/A 3140U32Q3 2056-01-01 6.5 .54 .57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL3813 N/A 31427RGX2 2053-10-01 2.5 .58 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0190 N/A 3140UTF82 2056-08-01 5.5 1244.10 1248.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6308 N/A 3140UNAJ6 2056-07-01 6 1798.92 1845.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1905 N/A 3130G1AF9 2056-08-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3778 N/A 3140UKFU2 2056-07-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2744 N/A 3140MUBN9 2056-01-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2401 N/A 3140BSU39 2055-11-01 5.5 .58 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1815 N/A 3130G03Z5 2056-07-01 5.5 .62 .62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4708 N/A 3140W5GS7 2051-04-01 3 .62 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5140 N/A 3142JTWA7 2056-02-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4042 N/A 3142JSP41 2056-01-01 5 .57 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2196 N/A 3142JQNN5 2055-12-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5130 N/A 3133LPVX2 2032-12-01 5 .16 .16 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2053 N/A 3133L8H65 2036-05-01 2.5 .32 .30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3244 N/A 3140AQTA0 2054-09-01 5.5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4332 N/A 3140UKY64 2056-07-01 6 1.23 1.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4123 N/A 3140UKSM6 2056-04-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4094 N/A 3140UKRQ8 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4089 N/A 3140UKRK1 2056-08-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4068 N/A 3140UKQW6 2056-07-01 6 .62 .64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 .54 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8639 N/A 3140QUS56 2054-06-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 .39 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 712.45 712.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8368 N/A 3140QUJN7 2054-04-01 7 .32 .33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8362 N/A 3140QUJG2 2054-04-01 6.5 .37 .39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 32.82 32.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8314 N/A 3140QUGY6 2054-04-01 5 .54 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 234.17 236.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8119 N/A 3140QUAV8 2054-03-01 5 9333.89 9118.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 5886.38 5423.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 163.26 159.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 .47 .44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 .48 .45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 504.57 467.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU0184 N/A 3140M1F25 2051-10-01 2 118.09 93.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8300 N/A 3140QUGJ9 2054-04-01 6.5 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8026 N/A 3140QT4L0 2054-02-01 6.5 .27 .28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1807 N/A 3132DPAG3 2052-07-01 4.5 680.66 649.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1362 N/A 31329JQP5 2043-07-01 3.5 .07 .06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZT2112 N/A 3132AEKZ8 2048-11-01 4 .18 .17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 .55 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0009 N/A 3142GQAK8 2053-10-01 6.5 .42 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4601 N/A 3133WBDE3 2054-05-01 5.5 .44 .44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9007 N/A 3140QVAH7 2054-08-01 6 .48 .50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8188 N/A 3132D6CZ1 2037-11-01 3.5 63.34 59.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX7296 N/A 3138Y9DA3 2044-12-01 4.5 81.82 78.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5140 N/A 31418EWA4 2053-09-01 6.5 .28 .29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3127 N/A 31418CPM0 2037-09-01 3 .09 .08 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0447 N/A 3133CQP82 2054-07-01 7 .27 .28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4638 N/A 3140X8EL7 2050-10-01 2.5 4.32 3.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 .53 .51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 .48 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3788 N/A 3140J8F65 2048-03-01 3.5 .16 .14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZS9221 N/A 3132AAG65 2036-09-01 3 .15 .14 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 101.54 91.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 .67 .68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2617 N/A 3140B24B7 2055-03-01 6.5 .27 .28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0710 N/A 3140B0YG7 2055-01-01 6.5 1063.12 1102.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0401 N/A 3140B0NT1 2055-02-01 5.5 .55 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC9706 N/A 3140AXYC5 2054-12-01 6 .69 .71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9463 N/A 3140AXQR1 2054-12-01 4.5 167.24 160.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC8771 N/A 3140AWW96 2055-01-01 5 .56 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1669 N/A 31425V2B8 2054-12-01 5 .50 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0055 N/A 31425UBZ7 2054-11-01 6 399.82 412.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8359 N/A 31419KJD8 2040-11-01 4 2079.99 1993.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE0951 N/A 31419BBV6 2041-02-01 4.5 75.83 73.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3061 N/A 3140N7MK3 2052-11-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0903 N/A 3140N5AD6 2052-10-01 5.5 .46 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9514 N/A 3140N2SC6 2052-09-01 5 .37 .37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9898 N/A 3140N27L9 2052-10-01 4.5 .50 .48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW8287 N/A 3140N1F57 2052-09-01 6 .28 .29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO4095 N/A 3138LURR8 2042-05-01 3.5 7.38 6.89 Agency Mortgage-Backed Securities FNMA FNMS 03.420 MTAN0245 N/A 3138LCHX6 2035-11-01 3.42 .36 .34 Agency Mortgage-Backed Securities FNMA FNMS 06.250 CLAL9719 N/A 3138ERYR5 2032-10-01 6.25 38.15 38.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9774 N/A 3138ER2G4 2047-01-01 3.5 .18 .17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7805 N/A 3138EQU75 2043-08-01 3 .14 .12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 33.73 32.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5151 N/A 3138EMWM9 2044-04-01 4.5 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL4165 N/A 3138ELTX1 2031-01-01 4.5 77.10 76.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAL3797 N/A 3138ELGF4 2028-06-01 2.5 67.12 66.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3436 N/A 3138EKZA6 2042-10-01 3.5 15.63 14.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 N/A 3138EJXR4 2042-06-01 4 6.10 5.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8355 N/A 3132D6H86 2039-12-01 3.5 56.65 53.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4988 N/A 31426PRJ6 2055-05-01 5.5 1.21 1.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 18.88 18.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0447 N/A 31427MP96 2054-07-01 6 13396.09 13653.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2564 N/A 3140BEZ68 2055-07-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6919 N/A 31426CVM3 2055-02-01 5 1649.47 1604.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3982 N/A 3142GUM83 2055-04-01 6 .51 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1474 N/A 31427NT82 2055-05-01 6.5 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC5565 N/A 3140ATFF8 2054-10-01 6 .39 .39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2813 N/A 3140MUDT4 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9196 N/A 3142KBGE4 2056-07-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 N/A 3140UFLU6 2056-07-01 5 .57 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 N/A 3142GXWK9 2056-06-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3919 N/A 3140BUK92 2055-12-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2953 N/A 3140AQH70 2054-09-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2730 N/A 3140AQA85 2055-01-01 5.5 .44 .44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC2540 N/A 3140APZE7 2054-09-01 6.5 .55 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2530 N/A 3140APY40 2054-09-01 6 .46 .48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2029 N/A 3140APHF4 2054-09-01 6 .58 .59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC1658 N/A 3140ANZY8 2054-09-01 6.5 .26 .27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1613 N/A 3140ANYK9 2054-10-01 5.5 1893.53 1887.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 N/A 3140ANKY4 2054-11-01 5.5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0229 N/A 3140AMHF1 2054-08-01 5.5 .51 .51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0118 N/A 3140AMDY4 2054-09-01 5.5 489.06 495.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9816 N/A 3140AK4A0 2054-09-01 6.5 .16 .16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8290 N/A 3140AJF86 2054-12-01 5 10.07 9.78 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB8949 N/A 3140AJ5K0 2054-07-01 7 388.27 414.88 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7921 N/A 3140AHYT3 2054-08-01 7 331.60 357.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7933 N/A 3140AHY71 2054-08-01 5.5 .46 .46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6912 N/A 3140AGVE1 2054-07-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 477.14 465.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4965 N/A 3133BEQS5 2052-06-01 5 .47 .46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE4044 N/A 3133BDP58 2052-06-01 2.5 .52 .43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD5254 N/A 3133B2ZT9 2052-01-01 2.5 .44 .36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2129 N/A 3133AYLJ7 2051-11-01 2 .47 .37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFM7030 N/A 3140XAY48 2039-11-01 3.5 .27 .25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5783 N/A 3140X9M93 2038-06-01 3 .20 .18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6838 N/A 3140BXS49 2055-12-01 6 2404.00 2463.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6448 N/A 3140BXEW2 2056-01-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6156 N/A 3140BWZW1 2056-02-01 6 .52 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5946 N/A 3140BWTC2 2055-12-01 5.5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5866 N/A 3140BWQU5 2055-12-01 5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5220 N/A 3140BVYS3 2056-01-01 4.5 2227.84 2106.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5036 N/A 3140BVS27 2055-11-01 6.5 362.65 379.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 .31 .28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7323 N/A 3140QFD55 2050-10-01 2 .37 .30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 .36 .29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8021 N/A 3140QF4F3 2050-12-01 2.5 .35 .29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6729 N/A 3140QEPP1 2050-08-01 3 71357.15 62818.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6740 N/A 3140QEP22 2050-08-01 3 245.03 211.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 .28 .24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6422 N/A 3140QED41 2050-07-01 3 .20 .17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 N/A 3140QBUG1 2049-09-01 4.5 4.94 4.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 75.83 67.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 N/A 3140QBBB3 2049-06-01 3.5 .16 .15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBP7574 N/A 3140KFMY8 2035-11-01 2 .26 .24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7656 N/A 3140N0QJ7 2052-08-01 5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 N/A 3133WEMN7 2054-06-01 6 43.77 44.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 337.69 337.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 16.90 16.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1728 N/A 31427N4N6 2052-03-01 2 1.11 .88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1679 N/A 31427N2M0 2054-11-01 5.5 .53 .53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0660 N/A 31427MWW7 2055-04-01 6 .48 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0599 N/A 31427MUZ2 2055-02-01 6 37.58 39.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0565 N/A 31427MTX9 2055-01-01 6 15425.73 15962.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0557 N/A 31427MTP6 2055-01-01 6 1.51 1.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0539 N/A 31427MS51 2054-04-01 6.5 .38 .40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4354 N/A 31427RZU7 2052-09-01 3.5 3034.40 2731.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4308 N/A 31427RYE4 2056-02-01 5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 40352.73 39307.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4252 N/A 31427RWN6 2052-04-01 2.5 2029.42 1703.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 38243.21 38123.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4106 N/A 31427RR44 2056-01-01 5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3985 N/A 31427RNB2 2056-01-01 5 .59 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3920 N/A 31427RLA6 2056-01-01 5 .57 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 4448.12 4344.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3893 N/A 31427RKF6 2047-02-01 3 1.16 1.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7228 N/A 31426SA66 2055-07-01 6.5 1035.72 1088.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7040 N/A 31426RZE4 2055-07-01 6.5 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7064 N/A 31426RZ61 2055-06-01 6.5 .42 .44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1257 N/A 3140J5MF3 2037-04-01 2.5 .11 .10 Agency Mortgage-Backed Securities FNMA MNMS 02.940 MTBL5079 N/A 3140HWUD2 2040-02-01 2.94 .46 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBK2806 N/A 3140HGDL8 2035-07-01 2.5 62.61 58.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 RIBJ7340 N/A 3140H9EN9 2033-10-01 3 .09 .09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 N/A 3140H8EZ4 2038-01-01 4 87.59 83.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ4916 N/A 3140H6PA1 2048-03-01 3.5 .09 .08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3997 N/A 3140H5NP2 2048-02-01 3.5 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBJ1428 N/A 3140H2SS8 2053-11-01 7 1.07 1.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9365 N/A 3140GYMP1 2047-10-01 3.5 1073.61 978.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBH8880 N/A 3140GX2N0 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 N/A 3140GVMS1 2047-08-01 4 .07 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U6BF0755 N/A 3140FXZV7 2058-01-01 3.5 .54 .49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I6BF0664 N/A 3140FXW24 2062-06-01 3.5 1.01 .89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8083 N/A 3133KP6U7 2052-10-01 5 7973.45 7854.61 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5921 N/A 3133KMSJ5 2051-09-01 2.5 .37 .31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 .41 .35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8376 N/A 3140U0JW8 2056-02-01 6.5 .53 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5498 N/A 3140W6DC3 2054-08-01 6.5 .57 .60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0945 N/A 3132DNBN2 2052-04-01 3.5 .42 .38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4053 N/A 3132E0QE5 2053-10-01 6 .38 .39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4933 N/A 31418EPT1 2053-02-01 3.5 313.75 280.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0541 N/A 31425US71 2054-11-01 5 .51 .49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2368 N/A 3140B2T20 2055-03-01 6.5 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 1.20 1.21 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4817 N/A 3140BHK75 2055-07-01 7 1.22 1.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6222 N/A 31426Q4G5 2055-06-01 6.5 347.15 363.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1086 N/A 31427NF46 2054-06-01 6.5 .43 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 .40 .39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4501 N/A 31418EAB6 2041-12-01 2 .41 .35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5799 N/A 31418FNR4 2040-08-01 4.5 .53 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 N/A 3140W0NE1 2053-03-01 4.5 .53 .51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8501 N/A 3140AWNT2 2054-12-01 5.5 87.09 86.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 N/A 3140W2F89 2055-04-01 6 .51 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 1.11 1.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0776 N/A 3140BQ2J9 2055-10-01 5.5 2278.87 2274.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1254 N/A 31427NMC0 2055-05-01 6 1.02 1.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3961 N/A 31425YMK0 2054-12-01 6 1.21 1.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5176 N/A 3140B5XE2 2055-03-01 6.5 .52 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1824 N/A 3140Y8A22 2056-01-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5498 N/A 31427TDC7 2056-06-01 5.5 19453.01 19486.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5928 N/A 3140BWSS8 2055-12-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0402 N/A 3140UTNU4 2056-08-01 6.5 .62 .65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5195 N/A 3140MWXZ4 2052-11-01 6.5 372.92 391.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2782 N/A 3132DQCT1 2053-04-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF0909 N/A 3133BNAJ2 2052-09-01 6 .59 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6120 N/A 3140QDYS7 2050-05-01 5 .11 .11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2280 N/A 3133L8Q99 2036-10-01 2 .37 .34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 103.88 89.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0389 N/A 3140Y6NF3 2055-05-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE9662 N/A 3140BNWY0 2055-09-01 7.5 .61 .66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8544 N/A 31426FP68 2055-02-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0508 N/A 31426WR69 2055-08-01 6 3884.98 4006.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 1.16 1.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 15462.67 15046.44 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5270 N/A 3142GV2C4 2055-11-01 7 5848.60 6250.45 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5269 N/A 3142GV2B6 2055-11-01 7 .53 .56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA3022 N/A 3140QALC2 2034-01-01 3.5 .11 .10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWCA2522 N/A 3140Q9YU1 2033-09-01 3.5 259.67 251.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 6.43 6.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0991 N/A 3140Q8C52 2048-01-01 3.5 131.71 120.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 GLCA0840 N/A 3140Q75A1 2047-12-01 3 .39 .34 Agency Mortgage-Backed Securities FNMA FNMS 05.560 CA846209 N/A 31408BDN5 2035-09-01 5.56 17.79 17.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS4580 N/A 3140XLCS5 2043-02-01 4 .41 .39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 N/A 3140BGZ48 2055-09-01 5.5 .55 .56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0582 N/A 3140W0UG8 2046-11-01 3.5 .51 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0500 N/A 3140W0RW7 2055-02-01 5.5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 9850.87 9637.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 N/A 3140U0JQ1 2056-02-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9987 N/A 3140QWCZ3 2055-02-01 6 .53 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9982 N/A 3140QWCU4 2055-02-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 1.02 1.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9678 N/A 3140QVXG4 2054-12-01 6 .47 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9644 N/A 3140QVWE0 2054-12-01 5 .55 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9484 N/A 3140QVRE6 2054-11-01 5.5 .54 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9448 N/A 3140QVQA5 2054-11-01 4.5 1.06 1.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9434 N/A 3140QVPU2 2054-11-01 5 10454.24 10228.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9210 N/A 3140QVGU2 2054-09-01 5.5 .48 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9138 N/A 3140QVEL4 2054-09-01 5.5 3.58 3.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 .48 .50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9072 N/A 3140QVCJ1 2054-08-01 4.5 4.31 4.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 5.79 6.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9841 N/A 3140QV5B6 2054-12-01 6.5 .51 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9783 N/A 3140QV2R4 2055-01-01 5 732.33 712.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 1.09 1.10 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08578 G N/A 3128MJUC2 2044-03-01 4.5 .07 .07 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 .56 .55 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16557 G N/A 3128MFQJ0 2033-07-01 4 .48 .47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0655 N/A 3140W0WR2 2055-02-01 4.5 .57 .54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 N/A 3140Y8WZ5 2056-04-01 5.5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1260 N/A 3142JPMJ7 2055-12-01 5.5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0008 N/A 3142JCAJ9 2040-07-01 4.5 .50 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0100 N/A 3142J6DE0 2056-03-01 4 .61 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 N/A 3142J6AP8 2055-06-01 5.5 .50 .50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0011 N/A 3142J6AM5 2055-06-01 4.5 523.33 494.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5285 N/A 3133KL2S5 2051-05-01 2.5 .37 .31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTCB2563 N/A 3140QMZ56 2042-01-01 2 416.57 359.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2164 N/A 3140QMMN1 2051-11-01 3 .42 .37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1552 N/A 3140QLWN2 2051-09-01 2.5 .43 .36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1231 N/A 3140QLLM6 2036-07-01 3.5 102.02 96.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 .41 .34 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB1718 N/A 3140QL4C7 2036-09-01 1.5 .38 .34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 10.24 9.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 37.90 34.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 1.31 1.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4602 N/A 31418EDG2 2037-05-01 2 .37 .34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 .48 .39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4622 N/A 31418ED49 2052-06-01 2 534.98 421.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 .32 .30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 .69 .54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 N/A 31418EC32 2032-04-01 2 1251.37 1179.94 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4515 N/A 31418EAR1 2037-01-01 1.5 .37 .32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 N/A 3140XLCG1 2047-12-01 5 .36 .36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4357 N/A 3140XKZX1 2053-04-01 5.5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4040 N/A 3140XKP20 2053-02-01 5 .42 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3607 N/A 3140XKAH3 2037-02-01 2.5 .39 .36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4481 N/A 3140XK6T2 2050-11-01 2.5 .46 .38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3394 N/A 3140XJXY4 2052-10-01 4 3371.47 3112.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS3216 N/A 3140XJSE4 2037-10-01 4 .33 .32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3067 N/A 3140XJMR1 2052-07-01 4 .45 .41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 .38 .37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 .42 .41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2496 N/A 3140XHX28 2052-08-01 4.5 .46 .44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2022 N/A 3140XHG84 2048-07-01 3.5 .40 .36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 N/A 3133WP2M6 2041-04-01 3.5 207.62 195.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4010 N/A 3133WNN30 2040-08-01 4.5 173.89 171.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3023 N/A 3133WMLC4 2040-01-01 4.5 .30 .30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO1833 N/A 3133WLBA1 2038-12-01 6.5 .30 .31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6275 N/A 3133C66L8 2053-07-01 6 .38 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 .44 .42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9939 N/A 3140NTBH4 2053-12-01 7 .60 .64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 27.18 23.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3896 N/A 31418DKJ0 2035-01-01 2.5 .10 .10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7631 N/A 3133C8PQ2 2053-07-01 6 67.80 69.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 .47 .40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM1008 N/A 3140J5DN6 2032-03-01 3 .09 .08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 .95 .99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 7049.34 7448.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 1.21 1.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3992 N/A 3142GUNJ8 2055-04-01 5 2366.27 2313.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 .45 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3714 N/A 3142GUDU4 2055-03-01 5 .58 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3634 N/A 3142GUBC6 2055-03-01 5.5 13599.16 13624.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3660 N/A 3142GUB69 2055-03-01 6.5 7316.61 7640.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 .53 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3255 N/A 3142GTTM8 2055-01-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 1.08 1.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 .45 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3071 N/A 3142GTMV5 2054-12-01 5.5 5114.15 5126.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 4711.71 4611.94 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 N/A 31418DWW8 2036-02-01 1.5 .29 .26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4256 N/A 31418DWS7 2051-02-01 2.5 50.04 41.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4208 N/A 31418DVA7 2050-12-01 2 .38 .30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 .74 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8400 N/A 3132DWKM4 2054-02-01 5 .50 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8361 N/A 3132DWJE4 2053-09-01 5 .48 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8343 N/A 3132DWHU0 2053-07-01 6 .37 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8307 N/A 3132DWGQ0 2053-03-01 5 .47 .46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8296 N/A 3132DWGD9 2053-02-01 3.5 29.38 26.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8265 N/A 3132DWFE8 2052-11-01 4 .48 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8232 N/A 3132DWED1 2052-06-01 5 22.60 22.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4189 N/A 31426NUP3 2055-06-01 5.5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 83.63 81.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 1.12 1.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY3925 N/A 31426NLF5 2055-05-01 6 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4413 N/A 31426N3X6 2055-05-01 6 .38 .38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY1619 N/A 31426KYR1 2055-05-01 4.5 .59 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1489 N/A 31426KUP9 2055-04-01 6 .52 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1474 N/A 31426KT89 2055-04-01 6.5 738.03 782.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0957 N/A 31426KB39 2055-04-01 6.5 .30 .32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY0652 N/A 31426JWN5 2055-03-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0002 N/A 3142J6AC7 2055-03-01 5 .57 .55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6880 N/A 3142GXUE5 2056-06-01 4.5 .62 .59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6877 N/A 3142GXUB1 2056-06-01 4.5 .61 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6668 N/A 3142GXMS3 2056-05-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6362 N/A 3142GXB89 2056-04-01 5 .61 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 1.24 1.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6056 N/A 3142GWWS4 2056-02-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 N/A 3142GWU56 2056-03-01 5 6099.81 5935.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4826 N/A 3142GVLG4 2055-09-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 1.20 1.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ4669 N/A 3142GVFK2 2055-08-01 4.5 .59 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 11978.28 11966.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 434.05 411.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 1.21 1.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5753 N/A 3142GWMB2 2056-01-01 6.5 1.19 1.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5717 N/A 3142GWK73 2056-02-01 5 26408.56 25949.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5601 N/A 3142GWGK9 2055-12-01 4.5 .61 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5200 N/A 3142GVX63 2055-11-01 6 1.13 1.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 .35 .28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4793 N/A 3140X8KF3 2050-11-01 2 .34 .27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4765 N/A 3140X8JK4 2050-11-01 2 .31 .25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM4262 N/A 3140X7WY1 2035-09-01 2 71.05 64.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4389 N/A 3140X72X6 2050-09-01 3.5 .24 .22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3375 N/A 3140X6XD8 2035-02-01 3.5 .13 .13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3148 N/A 3140X6QA2 2050-02-01 4 434.86 404.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3079 N/A 3140X6M57 2043-02-01 4 .18 .17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3027 N/A 3140X6LH2 2046-12-01 2.5 .21 .18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2081 N/A 3140X5J38 2049-12-01 3 958.08 838.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2612 N/A 3140X53W1 2049-05-01 3.5 .14 .13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 24.43 22.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1534 N/A 3140X4V45 2049-09-01 4.5 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1245 N/A 3140X4L38 2033-09-01 4 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4049 N/A 3140UKQB2 2056-07-01 5.5 .63 .63 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5138 N/A 3133KYV71 2041-12-01 2 .41 .35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 2.52 2.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1131 N/A 3133KUHG5 2044-11-01 5 631.56 625.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9437 N/A 3133KRPW8 2053-07-01 5.5 41.03 41.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8329 N/A 3133KQHE9 2052-12-01 5.5 .86 .86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7642 N/A 3133KPP36 2052-08-01 4.5 914.42 870.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4384 N/A 31418D2S0 2036-07-01 2.5 .30 .27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8091 N/A 3140AH7D8 2054-09-01 5.5 345.82 349.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 .46 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4399 N/A 31418D3H3 2051-08-01 2.5 .80 .66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8657 N/A 3140QUTP1 2054-06-01 4.5 .58 .55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 .44 .40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0241 N/A 3140FXHT2 2052-05-01 3.5 .23 .21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3485 N/A 3140QN2T8 2052-05-01 3.5 .50 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7446 N/A 3140QTHY8 2053-11-01 6.5 .36 .38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 .49 .48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAX5233 N/A 3138Y6Y73 2044-11-01 4.5 61.80 59.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 22458.89 22037.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6787 N/A 3140XNRH9 2054-01-01 6 .45 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBT6626 N/A 3140LVLG2 2038-04-01 4.5 .25 .25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 .10 .09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1718 N/A 3142GR4C1 2054-06-01 6 4.22 4.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CRBM5945 N/A 3140JATB4 2044-07-01 5 2317.44 2296.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4870 N/A 3140N9MU7 2053-01-01 6.5 .43 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0508 N/A 31426JR68 2055-04-01 6.5 1301.02 1362.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0356 N/A 31426JME6 2055-04-01 6.5 938.71 986.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4299 N/A 3140W4X51 2055-10-01 6 .58 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4144 N/A 3140W4TA5 2055-01-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4128 N/A 3140W4SS7 2055-12-01 4.5 .62 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 .69 .69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5467 N/A 31418FCD7 2054-09-01 4 1.09 1.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL2593 N/A 3138EJ3B2 2040-05-01 6.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC8683 N/A 3140AWUH0 2054-10-01 7 .60 .65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7619 N/A 3140AVPD7 2054-10-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7616 N/A 3140AVPA3 2054-11-01 6.5 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6958 N/A 3140AUWU3 2054-11-01 7 .40 .43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC6594 N/A 3140AUKG7 2054-11-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC5463 N/A 3140ATB96 2054-11-01 4.5 .54 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4697 N/A 3140ASGF9 2054-10-01 5 552.14 538.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4062 N/A 3140ARQQ6 2054-10-01 4.5 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4045 N/A 3140ARP79 2054-10-01 5.5 4.30 4.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3262 N/A 3140AQTU6 2054-09-01 6 .46 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4884 N/A 3132DSM90 2054-02-01 6 .50 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4573 N/A 3132DSCJ9 2053-07-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5285 N/A 3132DS2S0 2053-05-01 4.5 .49 .47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3386 N/A 3132DQXP6 2053-07-01 5.5 .46 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3336 N/A 3132DQV52 2053-07-01 5 9189.36 9000.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3246 N/A 3132DQTB2 2052-08-01 4 .47 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3174 N/A 3132DQQ33 2053-06-01 5.5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3429 N/A 31418CY32 2028-07-01 4 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3364 N/A 31418CW26 2033-05-01 3.5 .04 .04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3332 N/A 31418CV27 2048-04-01 3.5 .08 .07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 .14 .12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3114 N/A 31418CN83 2032-08-01 2.5 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 5.06 4.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1124 N/A 3140W1HA4 2054-07-01 5.5 1665.63 1663.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4284 N/A 31427RXN5 2056-02-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7943 N/A 31427HZH8 2055-11-01 6.5 901.48 965.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2011 N/A 3140Y8GV2 2056-02-01 5 1.23 1.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5909 N/A 31427TR73 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3026 N/A 31418CLG7 2047-06-01 3.5 .06 .06 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7555 N/A 3132DVMC6 2052-08-01 3 .42 .37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1100 N/A 3142GRGJ3 2054-03-01 5.5 .47 .47 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6728 N/A 3140AGPN8 2054-06-01 7.5 374.24 400.52 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6727 N/A 3140AGPM0 2054-06-01 7.5 .26 .28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3988 N/A 3140UKNE9 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3676 N/A 3140UKCN1 2056-06-01 6 2796.45 2861.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3154 N/A 3140UJQG4 2056-08-01 5 1962.95 1918.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4007 N/A 3140BGNZ2 2055-08-01 6.5 .49 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3211 N/A 3140BFR98 2055-07-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3071 N/A 3140BFMV4 2055-07-01 7 932.96 995.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3566 N/A 3140BF6C4 2055-08-01 6 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 N/A 3140BEM96 2055-06-01 7 612.34 654.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1603 N/A 3140BDX96 2055-07-01 6.5 .47 .50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1140 N/A 3140BDHS2 2055-06-01 6 235.86 242.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0146 N/A 3140BCEU2 2055-05-01 6.5 .19 .19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9140 N/A 3140BAEN2 2055-05-01 5.5 213.00 212.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9875 N/A 3140BA6M3 2055-09-01 6 .50 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDD9850 N/A 3140BA5L6 2040-11-01 4.5 .52 .51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8844 N/A 3140B9ZJ1 2055-07-01 6.5 .61 .65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 N/A 3140B9YR4 2055-06-01 6.5 687.51 723.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8577 N/A 3140B9Q77 2055-05-01 5.5 .53 .53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 1.00 1.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4136 N/A 3140W4S24 2048-11-01 3.5 .60 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4085 N/A 3140W4RF6 2056-01-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3795 N/A 3140W4GD3 2055-12-01 6 .56 .58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 N/A 3140W4FD4 2052-04-01 2.5 .60 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3749 N/A 3140W4EX1 2055-11-01 5.5 .58 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 1946.07 1993.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 1.18 1.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3394 N/A 3140W3XY0 2051-10-01 2 22.11 17.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3324 N/A 3140W3VS5 2055-08-01 6 .55 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2986 N/A 3140W3J83 2055-07-01 4 .58 .53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2896 N/A 3140W3GE3 2050-03-01 3 4233.23 3742.14 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G30670 G N/A 3128CUW77 2033-12-01 4.5 .05 .05 Agency Mortgage-Backed Securities FMAC 06.000 FGPC T30440 G N/A 31286DPZ8 2038-02-01 6 .05 .05 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 .05 .05 Agency Mortgage-Backed Securities FMAC 05.500 FGPC N31313 G N/A 31281BN63 2036-09-01 5.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6009 N/A 31426BVB9 2055-01-01 7 682.36 727.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5868 N/A 31426BQW9 2055-02-01 6 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5874 N/A 31426BQ41 2055-02-01 5 1.10 1.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5828 N/A 31426BPN0 2055-02-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5605 N/A 31426BGP5 2055-02-01 6.5 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQX6192 N/A 31426B3A2 2055-02-01 4 .53 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 2179.55 2186.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5350 N/A 3140X85L7 2050-09-01 4.5 2499.64 2386.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 .36 .29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY2427 N/A 31426LVV3 2055-05-01 6 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6713 N/A 31426CN75 2055-02-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2924 N/A 3142GTHA7 2054-11-01 6 .39 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3961 N/A 3142GUMK6 2055-04-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 1.22 1.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6727 N/A 3140AUPM9 2054-11-01 5 80.40 78.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3710 N/A 31427RDQ0 2052-11-01 3.5 1.71 1.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV6241 N/A 3140MK5B4 2055-10-01 4 1.17 1.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2157 N/A 3140UVMF3 2056-08-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4247 N/A 3140UKWH2 2056-07-01 5 737.91 720.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3611 N/A 31427RAM2 2055-12-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 127.70 124.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0584 N/A 3140XFUJ8 2052-02-01 2 1.51 1.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 N/A 3131WQZ59 2040-12-01 4 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 .25 .22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4177 N/A 31418DUB6 2040-11-01 2.5 .27 .25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 .20 .17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD2991 N/A 3132DQKC9 2051-09-01 2.5 .45 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2919 N/A 3132DQG42 2053-04-01 5.5 .45 .45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2879 N/A 3132DQFU5 2052-08-01 3 .45 .39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 .38 .39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2217 N/A 3132DPPA0 2053-01-01 6 .39 .39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2117 N/A 3132DPK64 2052-08-01 3.5 .44 .39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2027 N/A 3132DPHC5 2052-08-01 5 .45 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1999 N/A 3132DPGG7 2052-12-01 5 .43 .42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1623 N/A 3132DNYU1 2052-09-01 5 .43 .42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1164 N/A 3132DNJH7 2052-03-01 3.5 .48 .43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0965 N/A 3132DNCA9 2052-04-01 3.5 .40 .36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0695 N/A 3132DMXY6 2049-12-01 4 3216.89 2981.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTSC0360 N/A 3132D9MH4 2041-09-01 2.5 .47 .42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 2841.58 2845.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6028 N/A 31427DVW8 2055-07-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5629 N/A 31427DHF1 2055-10-01 5.5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5554 N/A 31427DE49 2055-10-01 5.5 .49 .49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1237 N/A 31418ALT3 2032-11-01 3 95.54 91.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 .15 .13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 .21 .20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5154 N/A 31426AWQ7 2055-02-01 5.5 3471.56 3465.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4556 N/A 31426AB23 2055-01-01 6.5 .53 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4083 N/A 31425YRD1 2055-01-01 6.5 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3989 N/A 31425YNF0 2055-01-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 .58 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3772 N/A 31425YFN2 2055-01-01 5 2.41 2.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX3607 N/A 31425YAH0 2055-01-01 4.5 .57 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3424 N/A 31425XYW3 2055-01-01 6 .49 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2548 N/A 31425WZN4 2055-01-01 5.5 1.13 1.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2509 N/A 31425WYF2 2055-01-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 N/A 31425WGD7 2054-12-01 6 .49 .50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1777 N/A 31425V6P3 2054-12-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1750 N/A 31425V5L3 2054-12-01 5 .55 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 16.87 16.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI4527 N/A 3140UYA52 2056-09-01 5 .62 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI3933 N/A 3140UXLP8 2056-09-01 5 .62 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 .54 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 5218.25 5224.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5094 N/A 3142GVUU3 2055-10-01 6 1.15 1.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5057 N/A 3142GVTP6 2055-10-01 4.5 2635.48 2520.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5074 N/A 3142GVT84 2055-10-01 5 12852.48 12554.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0223 N/A 31427MG96 2055-02-01 5.5 348.90 350.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 .48 .49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0012 N/A 31427MAN1 2052-07-01 3.5 1.09 .98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0894 N/A 31427M7G0 2054-05-01 6 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0876 N/A 31427M6N6 2055-04-01 5.5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0799 N/A 31427M3H2 2055-03-01 5 1.10 1.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9648 N/A 31427KWJ0 2055-12-01 5 .57 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2292 N/A 3140UHRN2 2056-06-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1412 N/A 3140UGSA1 2056-07-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1346 N/A 3140UGP89 2056-06-01 5.5 1.83 1.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1713 N/A 3140UG3X8 2056-07-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0708 N/A 3140UFYE8 2056-06-01 5 654.67 637.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0690 N/A 3140UFXU3 2056-06-01 5 1.23 1.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0676 N/A 3140UFXE9 2056-06-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0616 N/A 3140UFVJ0 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0555 N/A 3140UFTM6 2056-06-01 5.5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH0389 N/A 3140UFNF7 2041-05-01 5.5 335.73 342.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 N/A 3140UF3J1 2056-06-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0789 N/A 3140UF2X1 2056-06-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8427 N/A 3142KALH3 2056-07-01 5.5 673.27 679.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8972 N/A 3142KA6J6 2056-07-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0434 N/A 31427MPU9 2053-11-01 5.5 9891.68 9922.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU9102 N/A 3140MBDG4 2052-01-01 2 .45 .36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU5758 N/A 3140M7MG3 2055-03-01 6 .49 .51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4929 N/A 3140M6PP2 2054-09-01 6 .47 .49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 N/A 31418FB48 2054-06-01 3.5 .59 .53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6179 N/A 31418F2M8 2056-09-01 7 .65 .68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 100.22 97.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 19.37 19.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 .52 .49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 73.31 67.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8509 N/A 3140XQN37 2053-03-01 3.5 35.66 31.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 .50 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7015 N/A 31426RYM7 2055-07-01 5.5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6616 N/A 31426RK67 2055-06-01 6.5 2539.51 2643.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6514 N/A 31426RGY1 2055-06-01 6 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 1.05 1.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6593 N/A 3140W7KF6 2054-09-01 4.5 .63 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6569 N/A 3140W7JP6 2056-08-01 5.5 .63 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6568 N/A 3140W7JN1 2056-08-01 5 .63 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTFA6562 N/A 3140W7JG6 2046-08-01 5 8413.73 8284.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 N/A 3140W6YL0 2054-10-01 6 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6102 N/A 3140W6X80 2056-03-01 6 .61 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6059 N/A 3140W6WV0 2056-06-01 5 .63 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5945 N/A 3140W6TB8 2056-06-01 5 .62 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5970 N/A 3140W6T44 2052-05-01 4 .60 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5478 N/A 3140W6CQ3 2053-07-01 4 1.21 1.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5489 N/A 3140W6C34 2052-10-01 4 .60 .56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 14817.38 12217.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA2749 N/A 31418CBT0 2036-09-01 2.5 .08 .08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA3586 N/A 31418C6Y5 2029-02-01 4 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA3524 N/A 31418C4J0 2048-11-01 4 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 N/A 31418BKY1 2034-12-01 3.5 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1459 N/A 31418ATR9 2033-06-01 3 6.80 6.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1446 N/A 31418ATC2 2033-05-01 3.5 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1290 N/A 31418ANG9 2032-12-01 3.5 .04 .04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0628 N/A 31419AVW4 2040-11-01 4 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 N/A 31419ACY1 2048-11-01 6 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6150 N/A 31418FZQ3 2041-07-01 3.5 3141.62 2965.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6123 N/A 31418FYV3 2041-06-01 3.5 1777.55 1677.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9950 N/A 3140UEBU0 2056-05-01 6.5 .61 .64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9656 N/A 3140UDWS4 2056-05-01 4.5 .61 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA0736 N/A 31417YZA8 2041-05-01 5 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAC5192 N/A 31417QXW9 2039-12-01 4 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9703 N/A 31417GX92 2043-06-01 3.5 .08 .08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9864 N/A 31417G6A9 2043-07-01 3.5 51.72 47.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7302 N/A 31417EDG3 2042-12-01 3.5 .12 .11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 .10 .10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 .19 .18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB3735 N/A 31417AEH8 2041-10-01 3 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB0054 N/A 31416VBY9 2034-12-01 4.5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995228 N/A 31416BSR0 2038-11-01 6.5 611.92 648.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0966174 N/A 31414G2F5 2037-07-01 6 16.35 16.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5913 N/A 31418FSB4 2040-12-01 3.5 .57 .54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2838 N/A 3140W3EL9 2052-09-01 2.5 .58 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 N/A 3140W3D97 2055-09-01 5 .59 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2826 N/A 3140W3D89 2055-07-01 5 .59 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 N/A 3140W3CG2 2055-07-01 6 .51 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2131 N/A 3140W2LM1 2055-06-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4592 N/A 3140BVC65 2055-12-01 6.5 2936.85 3135.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4591 N/A 3140BVC57 2055-11-01 6.5 .61 .65 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6849 N/A 3133CKTE8 2053-12-01 7 .40 .43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 N/A 3133CJUT6 2053-12-01 7 .81 .87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5190 N/A 3133CHXT7 2053-11-01 6 .40 .41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2096 N/A 3133CEKH4 2053-10-01 5.5 .48 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7742 N/A 3133C8S71 2053-07-01 6 .32 .32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6490 N/A 3133C7F77 2053-07-01 5.5 .39 .39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG4005 N/A 3133C4NW0 2053-06-01 6.5 269.00 283.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4011 N/A 3133C4N42 2053-06-01 5 .58 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3783 N/A 3133C4FY5 2053-05-01 5.5 .40 .41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1307 N/A 3133C1NY2 2053-04-01 6 .49 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF8716 N/A 3133BWVH3 2053-03-01 6.5 .39 .41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 N/A 3133BWMK6 2053-03-01 5.5 .35 .35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7192 N/A 3133BU7D3 2053-02-01 5.5 .41 .41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4033 N/A 3133BRPS7 2052-12-01 6 .80 .83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1155 N/A 3133BNH89 2052-09-01 5.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX5302 N/A 3138Y63L6 2042-01-01 4 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW3638 N/A 3138XTBG9 2029-06-01 3.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW3617 N/A 3138XTAT2 2044-06-01 4 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2869 N/A 3140W3FK0 2055-08-01 6.5 .53 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3353 N/A 3140UWWP8 2056-07-01 5.5 .62 .62 Agency Mortgage-Backed Securities USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 42.58 41.69 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 9.23 9.06 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 6940.86 6835.64 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 10142.28 10019.56 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 1809.05 1808.50 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 122.46 123.29 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 202341.91 203714.02 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 22988.92 22631.53 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 242885.29 238685.38 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 66522.28 65596.95 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 354.46 342.43 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 .25 .24 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 104445.17 63851.21 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 862.15 614.57 U.S. Treasuries (including strips) USTR BILL 12/22/26 N/A 912797WG8 2026-12-22 0 .12 .12 U.S. Treasuries (including strips) USTR BILL 12/15/26 N/A 912797WF0 2026-12-15 0 .06 .06 U.S. Treasuries (including strips) USTR BILL 12/08/26 N/A 912797WE3 2026-12-08 0 1986.03 1965.44 U.S. Treasuries (including strips) USTR BILL 12/01/26 N/A 912797VZ7 2026-12-01 0 4365.91 4324.13 U.S. Treasuries (including strips) USTR BILL 02/25/27 N/A 912797WC7 2027-02-25 0 302.95 297.18 U.S. Treasuries (including strips) USTR BILL 11/24/26 N/A 912797VY0 2026-11-24 0 3123.51 3095.93 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 33526.28 28878.19 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 2228.43 2216.46 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 12815.51 12749.64 U.S. Treasuries (including strips) USTR BILL 09/22/26 N/A 912797VD6 2026-09-22 0 1425.29 1422.11 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 676.68 657.46 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 9.97 9.90 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 215.94 208.80 U.S. Treasuries (including strips) USTR BILL 02/04/27 N/A 912797VV6 2027-02-04 0 10461.54 10287.04 U.S. Treasuries (including strips) USTR BILL 01/28/27 N/A 912797VU8 2027-01-28 0 2239.88 2204.20 U.S. Treasuries (including strips) USTR BILL 01/14/27 N/A 912797VT1 2027-01-14 0 705.66 695.53 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 11908.74 11746.91 U.S. Treasuries (including strips) USTR BILL 08/05/27 N/A 912797VR5 2027-08-05 0 4745.17 4567.89 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 63.20 62.58 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 7756.00 7727.46 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 63.14 60.99 U.S. Treasuries (including strips) USTR BILL 11/03/26 N/A 912797VP9 2026-11-03 0 80.00 79.47 U.S. Treasuries (including strips) USTR BILL 10/27/26 N/A 912797VN4 2026-10-27 0 365.35 363.20 U.S. Treasuries (including strips) USTR BILL 10/13/26 N/A 912797VL8 2026-10-13 0 1258.52 1252.99 U.S. Treasuries (including strips) USTR BILL 10/06/26 N/A 912797VK0 2026-10-06 0 608.80 606.57 U.S. Treasuries (including strips) USTR BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 6799.69 6712.30 U.S. Treasuries (including strips) USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 5444.80 5383.49 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 17.17 16.64 U.S. Treasuries (including strips) USTR BILL 09/29/26 N/A 912797VE4 2026-09-29 0 2007.32 2001.36 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 3117.48 3112.74 U.S. Treasuries (including strips) USTR BILL 09/08/26 N/A 912797VB0 2026-09-08 0 15094.83 15082.60 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 522.89 518.94 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 3027.69 2944.67 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 .55 .55 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 11376.25 11356.68 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 6677.42 6670.67 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 66.28 64.66 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-11 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 2000000.00 2000000.00 .0273 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.670%, 9/21/2026 3.670 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 17491.15 16435.90 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 12336.00 11825.60 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 278.05 274.13 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 6925.50 6877.77 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 25380.45 24852.58 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 669.65 658.17 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 7012.15 6890.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 5928.65 5879.08 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 12438.00 12433.96 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 25755.00 25063.15 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 7651.35 7623.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 18412.40 18191.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 10250.50 10112.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 25000.00 25194.26 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 12028.00 12150.61 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 132.50 133.02 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 24900.00 25019.15 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 38850.00 38257.53 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 137.05 138.00 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 28242.90 28022.59 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 2207.50 2237.92 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 60066.60 59845.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 14945.25 14809.85 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 20661.95 20505.27 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 10791.50 11055.14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 10000.00 9993.72 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 44974.30 44842.08 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 7034.50 7002.04 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 15695.00 15768.49 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 28427.20 28231.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 8594.10 8697.40 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 12516.65 11937.80 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 99050.55 97972.24 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 2897.10 2794.27 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 22687.20 21412.05 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 22943.00 23106.76 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 1449.15 1432.16 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 5421.25 5484.04 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 25000.30 24792.02 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 13287.30 12700.48 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 25000.00 24239.10 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 10005.50 10271.64 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 799.65 803.13 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 18706.55 17955.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 25000.00 24927.51 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 12045.20 12016.78 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 10139.00 9744.49 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 25015.00 25037.38 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 44330.45 44086.04 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 6040.30 6009.13 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 25347.50 24487.10 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 2716.95 2753.23 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 13012.50 12381.68 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 16587.20 16937.88 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 12500.00 12818.46 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 64116.00 64307.09 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 7246.85 6949.57 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 7380.10 7156.84 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-21 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 8 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 1000000.00 1000000.00 .0137 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 1270.58 1321.11 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 .02 .02 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 139209.74 137960.40 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 1606.78 1594.04 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 81.36 82.50 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 165908.97 157647.72 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 3254.24 3256.58 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 650.85 649.75 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 1461.76 1463.04 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 822.10 788.46 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 3642.37 3546.11 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 198.31 206.29 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 1263.23 1025.31 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 2276.99 2252.59 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 40.19 40.07 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-08 2026-09-08 2026-09-28 Y BNP Paribas SA 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 300000.00 300000.00 .0041 N N Y N Societe Generale, New York Branch Societe Generale, New York Branch, REPO, 3.660%, 9/2/2026 3.660 988FSF000 254900J6B390XMPVLV82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRQ0064 N/A 3142J6CA9 2055-11-01 5.5 45383.61 45224.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 49512.01 49612.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 35573.68 36186.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 N/A 3142GUD75 2055-03-01 6 17926.50 18498.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 30692.24 30839.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 N/A 31427TW85 2054-02-01 6.5 72844.72 75538.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3325 N/A 31427QVT6 2055-10-01 6 51661.09 53050.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1707 N/A 31427N3R8 2055-03-01 5.5 54975.08 55093.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 34979.65 33966.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2862 N/A 3140Y9FC3 2056-06-01 6 54326.32 55875.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1223 N/A 3140Y7LD8 2055-10-01 5.5 55005.78 55083.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 43834.69 44261.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1672 N/A 3140Y72E7 2055-12-01 5 39665.51 39009.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0524 N/A 3140Y6SN1 2055-06-01 5.5 56955.20 56833.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4175 N/A 31427RT91 2056-02-01 5 36361.88 35434.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5053 N/A 3140W5TK0 2056-04-01 5.5 28327.43 28367.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2487 N/A 31427PXR0 2054-09-01 6.5 41860.18 43759.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1131 N/A 31427NHH5 2055-05-01 5 49025.12 47939.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4558 N/A 31427SB49 2053-10-01 4.5 61042.33 58065.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 32325.32 33135.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9795 N/A 3140QV3D4 2055-01-01 5.5 33288.22 33505.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5808 N/A 31427TN28 2056-06-01 5 41287.72 40096.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6163 N/A 3142GWZ51 2056-02-01 5 52529.60 51242.45 Agency Mortgage-Backed Securities USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 .15 .15 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-09-02 2026-09-02 2026-09-02 Y Societe Generale, New York Branch 1.0000 2 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0371 1000000.00 1000000.00 .0137 N N Y N Federated Hermes Insurance Series 2026-09-08 Stephen Van Meter Stephen Van Meter Chief Compliance Officer