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79389.39 68410.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359YBA4 2025-11-15 0 N/A 351008.60 333268.62 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 2177452.41 671611.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 317542.87 110741.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 156700.27 65170.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821DV4 2030-02-15 0 N/A 651655.09 531638.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERCP4 2026-04-24 4.875 N/A 13626.11 14026.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128X9MF4 2036-09-15 0 N/A 3815.31 2261.91 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 2111211.52 682573.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 1218337.76 385452.83 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENED8 2036-11-17 2.58 N/A 80121.53 66385.79 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 108716.74 63516.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 5030596.36 2110752.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 14154694.23 4708530.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 834081.46 298413.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 14205001.83 5223093.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BG7 2026-02-15 0 N/A 1130204.08 1068303.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0 N/A 6896392.37 2342842.42 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7M0 2057-09-15 0 N/A 1090.09 211.53 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 514685.43 195787.88 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6J8 2044-03-15 0 N/A 46328.77 17746.70 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912820T31 2025-02-15 0 N/A 17441.42 17058.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 0 N/A 2725.22 2336.07 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912820R58 2024-11-15 0 N/A 26707.18 26412.12 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENPG9 2025-02-14 1.75 N/A 15806.29 15595.89 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6T6 2048-09-15 0 N/A 45238.69 13906.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 2238705.72 1909002.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 148252.62 44488.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 446445.87 175703.24 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7A6 2052-03-15 0 N/A 46328.77 11945.87 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821LW3 2033-08-15 0 N/A 52215.25 37030.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 852067.92 258871.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 2633140.92 1990636.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 827922.64 477448.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0 N/A 422954.46 375068.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 314381.61 133131.18 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5X8 2038-09-15 0 N/A 46328.77 23651.30 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 86444.04 26286.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821FP5 2030-11-15 0 N/A 1375692.08 1091386.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 10976649.31 3416482.10 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6Z2 2051-09-15 0 N/A 46328.77 12282.68 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6B5 2040-09-15 0 N/A 45238.69 20463.72 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 1434011.83 707692.01 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6M1 2045-09-15 0 N/A 45238.69 16149.76 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 0 N/A 168037.19 126722.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 0.55 0.32 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7G3 2055-03-15 0 N/A 46328.77 10158.51 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBB4 2062-03-15 0 N/A 1090.09 166.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4NV2 2032-07-15 0 N/A 24527.00 17556.65 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 154702788.20 157557416.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 2543292.21 1804893.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821GU3 2031-11-15 0 N/A 681305.51 519264.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 9958895.52 3484368.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 2664377.09 1087199.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 1484583.17 683080.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 4.14 3.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 3743310.48 1317263.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 1163090.50 491688.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 553220.07 208062.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821BL8 2029-02-15 0 N/A 38153.11 32341.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912820W78 2025-08-15 0 N/A 4092029.89 3923438.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 894043.34 850178.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 7045238.01 2286898.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 497221.03 176037.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 313396H48 2024-09-26 0 N/A 73035.95 72745.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AU2C7 2024-12-06 5.3 N/A 8175.67 8275.79 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 1184872.04 369356.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 236.00 144.92 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7S7 2060-03-15 0 N/A 1090.09 184.54 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6L3 2045-03-15 0 N/A 45238.69 16533.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AXL71 2024-10-11 5.5 N/A 10900.89 11133.03 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 N/A 237366.84 217389.10 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6R0 2047-09-15 0 N/A 46328.77 15025.67 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7L2 2057-03-15 0 N/A 2180.18 434.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BD4 2024-11-15 0 N/A 3700306.48 3663525.43 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6H2 2043-09-15 0 N/A 45238.69 17740.80 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7C2 2053-03-15 0 N/A 46328.77 11313.49 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128207D3 2027-05-15 0 N/A 1193647.25 1076813.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821MX0 2031-08-15 0 N/A 109.01 83.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 2138133.18 1965525.97 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBC2 2062-09-15 0 N/A 46328.77 6921.52 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 1550106.29 871066.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 461979.64 142887.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 1534974.45 995742.53 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5W0 2038-03-15 0 N/A 45238.69 23814.55 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 2247872.14 974061.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 N/A 3485122.95 1386263.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EHBB8 2038-03-02 3.45 N/A 1362611.02 1258939.94 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 571097.53 258684.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 1163015.76 363558.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 14443.68 4476.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 723001.41 228375.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821PD1 2034-02-15 0 N/A 72490.91 50313.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128X74S0 2038-11-15 0 N/A 10355.84 5516.66 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 0.66 0.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LV0 2025-05-15 0 N/A 2105527.23 2041230.74 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6E9 2042-03-15 0 N/A 45238.69 19045.49 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 2566886.63 806169.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENLH1 2042-01-24 2.82 N/A 93202.59 71428.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 412271.59 133752.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 2968507.25 2485308.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 3078708.40 2041811.73 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5V2 2037-09-15 0 N/A 46328.77 25291.34 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 1272467.97 1023860.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 170053.85 49596.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 3998981.55 1498178.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 610558.74 248361.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 53795.88 19350.38 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6A7 2040-03-15 0 N/A 46328.77 21473.39 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENPF1 2042-02-24 3.44 N/A 76851.26 63756.83 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 4679569.78 1768924.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821CR4 2029-08-15 0 N/A 153484.50 127967.86 U.S. Treasuries (including strips) UNITED 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UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0 N/A 54.50 28.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4NJ9 2027-01-15 0 N/A 1334268.71 1209768.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398AFD9 2037-07-15 5.625 N/A 11323842.60 13032941.67 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 2.18 1.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 738916.70 284618.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 1.64 0.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 1349529.95 646907.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 153516.66 98479.86 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERKP5 2027-07-08 5.62 N/A 5450.44 5497.67 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 7942976.60 4024682.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 567227.71 220807.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 442685.07 182113.55 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6X7 2050-09-15 0 N/A 45238.69 12550.12 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBJ7 2065-09-15 0 N/A 45238.69 6053.98 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0 N/A 1173644.12 1053026.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 959120.19 794978.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 2259007.97 1637057.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0 N/A 869073.31 772245.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 11831551.46 3638438.70 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5Y6 2039-03-15 0 N/A 46328.77 23094.89 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 2698514.86 1089582.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 12697736.03 4184780.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 123069.39 73706.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 1473473.59 808819.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LT5 2024-11-15 0 N/A 2353530.65 2329430.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 792494.57 586766.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 2354864.36 1042545.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130A6ZQ3 2025-12-12 2.625 N/A 5450.44 5368.62 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 76803.90 73802.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 N/A 836970.19 778179.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 N/A 1288593.99 1105035.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AYZM1 2028-02-15 5.68 N/A 10900.89 10995.92 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821PT6 2034-05-15 0 N/A 40878.33 28139.05 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7T5 2060-09-15 0 N/A 45238.69 7458.95 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 272.52 116.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 313384R43 2024-11-29 0 N/A 136025642.51 134313079.67 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 N/A 4971077.51 3600576.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LU2 2025-02-15 0 N/A 41.55 40.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 21801.78 25482.33 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 1240.73 671.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 N/A 302499.65 92181.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 12036161.13 4409856.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821GT6 2024-11-15 0 N/A 1362611.02 1347556.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 1674485.43 622456.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 1996061.63 654295.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 316997.83 108503.28 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6C3 2041-03-15 0 N/A 44148.60 19496.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AFEC7 2028-12-08 3.5 N/A 10900.89 10871.25 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBA6 2061-09-15 0 N/A 1090.09 170.83 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 57774.71 26551.18 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBE8 2063-09-15 0 N/A 43603.55 6436.06 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6N9 2046-03-15 0 N/A 46328.77 16153.92 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7Q1 2059-03-15 0 N/A 44148.60 7886.26 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6P4 2046-09-15 0 N/A 45238.69 15405.58 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 2882685.36 957907.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 2.49 1.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3133XGAY0 2036-07-15 5.5 N/A 10900.89 12393.71 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 1683860.19 538808.32 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBG3 2064-09-15 0 N/A 1635.13 229.81 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPN76 2026-12-18 5.62 N/A 1635.13 1658.66 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 2547643.18 1730025.50 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6K5 2044-09-15 0 N/A 45238.69 16926.51 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 2560332.68 2226644.52 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBD0 2063-03-15 0 N/A 45238.69 6843.03 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 2803708.43 902449.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GD9 2041-11-15 0 N/A 15697.28 7548.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MFJ7 2030-01-15 7.125 N/A 20711.69 24207.33 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 796527.90 275180.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0 N/A 106828.70 98116.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 2665251.64 2097369.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0 N/A 115712.93 54602.50 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5S9 2036-03-15 0 N/A 45238.69 26361.94 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6Y5 2051-03-15 0 N/A 45238.69 12320.30 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 8761294.19 3377329.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 1961019.09 1018467.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BF9 2025-08-15 0 N/A 3762114.51 3624797.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 N/A 718041.50 665420.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 904.77 409.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 1944772.57 1348522.80 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 31331VLB0 2026-04-21 5.22 N/A 10900.89 11277.90 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6F6 2042-09-15 0 N/A 45238.69 18598.08 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EJCJ6 2027-02-09 3.05 N/A 10900.89 10724.58 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 382621.17 136195.92 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7F5 2054-09-15 0 N/A 46328.77 10439.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 1967101.78 769302.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 6016690.70 1977920.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EE9 2043-11-15 0 N/A 5584743.01 2446329.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 11222954.88 3533098.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 2060049.84 697190.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 179446.61 68676.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AQMZ3 2042-01-27 2.84 N/A 5450.44 4215.72 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 1473273.39 1305118.38 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPQS7 2025-04-21 5.5 N/A 1635.13 1643.80 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821AW5 2028-11-15 0 N/A 10900.89 9323.19 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GBH1 2065-03-15 0 N/A 45238.69 6204.17 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E5T7 2036-09-15 0 N/A 46328.77 26663.51 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 373246.41 118586.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 374543.18 257025.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 96691.25 48359.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 493924.90 465405.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912820U96 2025-05-15 0 N/A 4787343.04 4634598.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 390760.32 131191.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 25399.07 20565.42 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7H1 2055-09-15 0 N/A 16896.38 3604.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ELKF0 2050-02-03 2.76 N/A 27252.22 19046.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130A5R35 2025-06-13 2.875 N/A 10900.89 10816.03 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 302499.65 90297.05 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7N8 2058-03-15 0 N/A 1090.09 205.78 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 3316632.63 2176480.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BE2 2025-02-15 0 N/A 52160.75 51120.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 1471401.88 588237.04 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059GAZ2 2061-03-15 0 N/A 1090.09 175.21 Agency Debentures and 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(including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4CC6 2025-09-15 0 N/A 22346.82 21295.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3135G04Z3 2025-06-17 0.5 N/A 1635.13 1585.18 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 966745.26 432824.42 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPSW6 2026-08-14 4.5 N/A 107918.79 109178.96 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E6D1 2041-09-15 0 N/A 43603.55 18798.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EEXZ8 2039-04-13 3.45 N/A 2888735.36 2613407.58 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7P3 2058-09-15 0 N/A 44148.60 8106.57 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 3250372.32 1181965.39 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059E7D0 2053-09-15 0 N/A 45238.69 10758.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140NU2V0 2034-04-01 4.45 N/A 5303282.08 5360402.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821KC8 2032-11-15 0 N/A 43603.55 31949.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 3241542.60 1108892.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 257625.62 115393.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 783283.32 242513.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DN0 2040-08-15 0 N/A 926.58 486.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912821DF9 2029-11-15 0 N/A 490539.97 404917.20 U.S. Treasuries 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2039-05-01 5.5 N/A 1516375.00 1520721.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKH7 2049-05-01 3.5 N/A 602000.00 74023.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAT4 2054-07-01 4 N/A 67245.00 64042.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGG9 2052-08-01 3 N/A 60901043.00 49500724.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1UQ8 2053-10-01 6.5 N/A 42283.00 40387.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMXS8 2036-12-01 1.5 N/A 2000000.00 1325621.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBSJ8 2049-06-01 5 N/A 1978238.00 301867.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLN0 2059-01-01 3 N/A 85000.00 34224.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEMG7 2053-04-01 4 N/A 870218.00 766100.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8XL1 2054-03-01 6 N/A 101361.00 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3R6 2052-08-01 4 N/A 3300000.00 2803767.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DM82 2030-04-01 3 N/A 739499.00 168923.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FNBK9 2047-11-01 4 N/A 645262.00 70142.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5DP5 2049-08-01 3.5 N/A 3910000.00 731586.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHN87 2054-01-01 7.5 N/A 13071996.00 9729709.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFNW2 2054-07-01 6 N/A 12854709.00 13142957.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A3L0 2043-11-01 3 N/A 1661478.00 169886.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRA5 2054-07-01 5.5 N/A 8285432.00 8410955.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MJA6 2035-09-01 4.5 N/A 2200000.00 68537.88 Agency Mortgage-Backed 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MORT N/A 3140KBF33 2036-03-01 2 N/A 255000.00 158705.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCN0 2036-11-01 2 N/A 12366441.00 7673178.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4K7 2052-01-01 2.5 N/A 210000.00 151536.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LR6S2 2051-05-01 2.5 N/A 1169411.00 768684.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYY1 2035-02-01 5.5 N/A 87000.00 910.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQDL3 2042-09-01 4.5 N/A 80000.00 12191.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANTC3 2054-08-01 6 N/A 4895911.00 5065825.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECEW9 2042-03-01 3.5 N/A 50000.00 5109.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2S6 2050-09-01 3.5 N/A 140000.00 118036.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YEE3 2039-06-01 4.5 N/A 1384251.00 89419.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCES9 2044-12-01 4.5 N/A 2257924.00 2107632.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTMX9 2030-07-01 2.5 N/A 13584418.00 2083515.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJNQ7 2054-07-01 7 N/A 2423597.00 2531859.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1F51 2053-11-01 6 N/A 1800000.00 1830161.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 449433.00 434832.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBHG6 2048-06-01 4 N/A 1687016.00 563447.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMH79 2054-08-01 6.5 N/A 5035751.00 5262717.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJUG1 2042-02-01 4 N/A 100000.00 15241.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMC54 2053-10-01 6.5 N/A 1292066.00 1320368.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQ3N6 2054-05-01 7.5 N/A 2193912.00 1733101.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANAA7 2054-08-01 5.5 N/A 623456.00 631546.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGKU2 2052-04-01 3.5 N/A 464932.00 366790.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVL8 2052-07-01 3.5 N/A 189000.00 155592.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLQ33 2051-08-01 2 N/A 32813703.00 23908509.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2H1 2054-06-01 5.5 N/A 2004160.00 2015715.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQMS4 2054-08-01 5.5 N/A 1876731.00 1920541.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6F40 2039-07-01 6 N/A 1621855.00 1659595.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCEQ1 2050-04-01 3.5 N/A 9917571.00 3818650.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KSU1 2025-08-01 5.5 N/A 1650000.00 4755.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5FK4 2049-11-01 3 N/A 10000.00 2265.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NYX7 2028-08-01 6 N/A 2000000.00 13614.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXE73 2046-08-01 4 N/A 195000.00 43365.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNV35 2053-01-01 7 N/A 11456629.00 9034319.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNFQ2 2051-03-01 2 N/A 32025294.00 25547328.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUD4 2038-02-01 3 N/A 406000.00 72643.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVA3 2043-07-01 3.5 N/A 7577043.00 1425823.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXG89 2057-09-01 4.5 N/A 500000.00 164329.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTHP1 2052-09-01 3.5 N/A 1086166.00 891057.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGKM5 2039-06-01 5 N/A 1366833.00 1369619.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWUJ0 2039-02-01 6 N/A 1213445.00 1220467.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJY9 2036-01-01 2 N/A 49000.00 29849.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JM6T4 2049-04-01 4 N/A 3148545.00 365102.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT6R5 2039-02-01 6.5 N/A 2084925.00 1864018.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AATY3 2054-03-01 5 N/A 2234927.00 2236080.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKBA2 2043-08-01 3 N/A 66750.00 14242.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9A26 2043-07-01 3.5 N/A 765000.00 102682.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4LU8 2049-03-01 4 N/A 34993.00 2762.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPJH9 2049-04-01 4 N/A 240000.00 28653.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KMPP9 2035-11-01 2 N/A 15000.00 9502.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FXF72 2057-06-01 3 N/A 283344.00 108529.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJSJ5 2052-06-01 5 N/A 2222002.00 1460832.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYGZ6 2048-01-01 3.5 N/A 3455000.00 593409.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVCX0 2039-08-01 6 N/A 3952859.00 4120303.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KEEM6 2050-07-01 2.5 N/A 3698910.00 2363769.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8BS0 2054-03-01 5.5 N/A 1306424.00 1328347.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 939000.00 249545.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQM47 2054-08-01 6 N/A 1181250.00 1225308.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4A6 2037-02-01 2.5 N/A 1664125.00 1151847.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YUM7 2030-12-01 4 N/A 1200000.00 41294.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHS42 2052-03-01 2.5 N/A 46054.00 33024.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGHD9 2054-08-01 6 N/A 2374518.00 2445714.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACVR1 2054-05-01 6.5 N/A 1122059.00 1156166.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCMK9 2049-12-01 3.5 N/A 1558000.00 504520.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRA2 2050-07-01 3.5 N/A 32000.00 8557.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPME6 2039-03-01 5 N/A 37412076.00 35797268.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLY77 2053-07-01 6 N/A 5000000.00 4616953.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.5 N/A 26000.00 22142.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADMY4 2054-05-01 6.5 N/A 1504747.00 1588317.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNVM1 2052-04-01 4 N/A 110000.00 88437.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 6000.00 970.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KSS6 2025-08-01 5 N/A 394100.00 617.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NX35 2029-02-01 5 N/A 2327690.00 21231.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A64A1 2054-03-01 6 N/A 1795624.00 1834261.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCQR6 2050-05-01 3 N/A 830700.00 322151.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 59000.00 16234.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHD4 2054-08-01 6.5 N/A 2389108.00 2485348.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXJ6 2051-03-01 1.5 N/A 1100207.00 695527.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0R23 2052-09-01 5.5 N/A 600618.00 596134.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N26Y2 2052-10-01 4.5 N/A 443734.00 391965.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YVER6 2045-11-01 3.5 N/A 95000.00 18942.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3J4 2052-05-01 3 N/A 2000000.00 1566081.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWUB0 2053-01-01 5.5 N/A 4447444.00 4027720.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZD2 2052-01-01 2 N/A 264000.00 190352.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHPH4 2051-02-01 3 N/A 136068.00 98702.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NB84 2039-09-01 4.5 N/A 1842074.00 146879.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQMU9 2054-08-01 5.5 N/A 1946348.00 1998086.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2T5 2054-06-01 5.5 N/A 25804888.00 26090419.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8M95 2050-03-01 2.5 N/A 3499014.00 2186642.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEJ58 2050-08-01 2.5 N/A 1270000.00 669885.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TQD3 2040-01-01 4.5 N/A 12020733.00 1034198.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQB40 2052-06-01 4 N/A 25000.00 20010.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWR6 2052-04-01 3.5 N/A 100000.00 77994.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRS0 2050-11-01 1.5 N/A 232135.00 135430.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A92A7 2054-03-01 6 N/A 6629931.00 6779291.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEN95 2050-09-01 2 N/A 1000.00 594.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBPK0 2036-05-01 2.5 N/A 9225000.00 5867627.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQ4X3 2054-06-01 5.5 N/A 1759651.00 1818331.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMMH1 2054-08-01 5.5 N/A 8178932.00 8337820.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKA7 2037-07-01 1.5 N/A 397886.00 307333.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8X36 2050-03-01 3.5 N/A 330000.00 103687.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTTJ8 2054-01-01 5.5 N/A 4676262.00 4770142.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXFR7 2054-07-01 6.5 N/A 6909785.00 6696815.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUPZ3 2054-05-01 6 N/A 49354703.00 50852211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZM6 2045-01-01 4 N/A 100000.00 16898.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAF1 2046-08-01 3 N/A 21000.00 3651.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBCC0 2049-06-01 4 N/A 15000000.00 4340944.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGRS0 2052-04-01 4 N/A 100000.00 80036.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNK4 2050-04-01 4 N/A 227137.00 42418.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8EU2 2054-02-01 5.5 N/A 1103000.00 1110664.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABUL7 2054-06-01 5.5 N/A 1207734.00 1228536.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9NX4 2054-03-01 6.5 N/A 1269007.00 1328065.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABU29 2054-06-01 6.5 N/A 1195218.00 1259949.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN6S8 2042-05-01 2 N/A 200000.00 163784.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHD61 2051-03-01 2.5 N/A 1200000.00 847581.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JQU7 2039-11-01 4.5 N/A 4227367.00 303777.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6S6 2052-05-01 3 N/A 12773627.00 10014434.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQPM1 2052-10-01 6 N/A 1192902.00 928668.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG68 2049-04-01 4 N/A 575000.00 402868.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXZ5 2029-09-01 6 N/A 676838.00 149861.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.5 N/A 2150000.00 1928769.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDFK1 2050-06-01 4.5 N/A 3201293.00 389866.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCH8 2054-08-01 6 N/A 143452921.00 146935718.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KU7F3 2051-01-01 2 N/A 9655000.00 6231382.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140FDHZ2 2031-11-01 2 N/A 657811.00 164725.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGLD1 2052-02-01 2 N/A 330018.00 238868.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW5D1 2054-02-01 6.5 N/A 1173190.00 1234142.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBD1 2037-02-01 1.5 N/A 1202592.00 833903.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQM8 2052-10-01 4.5 N/A 50000.00 44391.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANL80 2054-08-01 6 N/A 1574819.00 1614623.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGCF4 2037-02-01 2 N/A 888010.00 614112.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJA1 2051-03-01 2 N/A 19456707.00 14135418.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJUS5 2042-08-01 3.5 N/A 1015000.00 162764.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHK27 2054-07-01 6.5 N/A 2618579.00 2731822.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFJL1 2054-07-01 6 N/A 1318396.00 1372191.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MGA9 2025-09-01 5.5 N/A 1020000.00 2127.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.5 N/A 798442.00 704301.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FGAB5 2046-08-01 3.5 N/A 1889643.00 1023843.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XHJF5 2052-06-01 4 N/A 100000.00 83514.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LW81 2034-02-01 4.5 N/A 8300000.00 1191216.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNZ32 2053-07-01 5.5 N/A 2971666.00 2759388.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGXB5 2054-06-01 5.5 N/A 1525893.00 1568037.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7RQ0 2047-11-01 3.5 N/A 50702.00 8761.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KENQ7 2050-09-01 4 N/A 3222330.00 1540951.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AM2L4 2054-08-01 6.5 N/A 13033780.00 13511260.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGJ83 2050-01-01 3.5 N/A 144950.00 107463.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWQT3 2039-02-01 6 N/A 1645972.00 1478757.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 455899.00 400428.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M7L5 2027-02-01 5 N/A 467832.00 1071.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FUH9 2028-03-01 2.5 N/A 884296.00 57413.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AND63 2054-09-01 6 N/A 1186940.00 1230455.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPLC9 2052-06-01 5 N/A 1083942.00 956216.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8MS3 2050-11-01 2 N/A 1000000.00 595765.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC7A0 2036-09-01 2 N/A 150000.00 94647.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGM48 2037-04-01 3 N/A 126679.00 84065.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGVG6 2054-07-01 5.5 N/A 4929512.00 5065234.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AJY5 2042-09-01 4 N/A 12269965.00 1437157.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4J2 2039-07-01 5.5 N/A 4408472.00 4496596.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGJ5 2051-11-01 3.5 N/A 97594.00 30241.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAB93 2053-01-01 7 N/A 1011411.00 701641.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 557309.00 432577.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 106000.00 77272.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACQP1 2054-06-01 6 N/A 10069245.00 10282739.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBLQ7 2027-09-01 2.5 N/A 1000000.00 51124.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5BL6 2034-06-01 3.5 N/A 717000.00 82532.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPMC8 2037-06-01 3 N/A 18651276.00 14300461.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJGP4 2037-04-01 1.5 N/A 130664.00 95399.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JSC3 2040-11-01 3.5 N/A 10200000.00 661993.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLUA2 2036-08-01 2.5 N/A 26865.00 17352.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FA31 2039-07-01 5.5 N/A 226088.00 219045.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NR0 2048-08-01 4.5 N/A 8780000.00 1778672.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QMK52 2041-11-01 2.5 N/A 100000.00 70072.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4GT2 2053-10-01 5.5 N/A 29766.00 23337.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMVR9 2043-07-01 4 N/A 9000.00 1414.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAE8 2051-07-01 3 N/A 45710671.00 30668329.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QLK62 2036-07-01 2.5 N/A 414000.00 247456.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X42B1 2049-09-01 4.5 N/A 462000.00 162953.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EMQ0 2053-01-01 4 N/A 630711.00 549808.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4UV8 2051-10-01 2.5 N/A 100000.00 72326.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJNH1 2041-06-01 4.5 N/A 1698200.00 59421.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3 N/A 200000.00 161098.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJTD0 2039-07-01 6 N/A 1215191.00 1248994.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APNU4 2054-08-01 6 N/A 1104643.00 1152008.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFWT9 2054-06-01 5.5 N/A 1697418.00 1731441.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6FL0 2050-03-01 3 N/A 52000.00 21937.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QA3M0 2049-05-01 4 N/A 53000.00 5802.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EA67 2051-12-01 4 N/A 315621.00 160273.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC3K2 2051-07-01 3 N/A 505142.00 291141.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LXQK8 2042-06-01 4 N/A 800000.00 127903.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7XL8 2050-02-01 3.5 N/A 1486690.00 448398.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMSL1 2052-11-01 5.5 N/A 2039620.00 1962832.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQAP4 2052-06-01 3.5 N/A 126000.00 102153.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 190000.00 157433.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 5202991.00 4797728.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCQC5 2035-02-01 3 N/A 391000.00 186147.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKN84 2054-08-01 5.5 N/A 1502517.00 1548527.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4V5 2034-07-01 6 N/A 1529490.00 1563885.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YDV6 2029-07-01 4.5 N/A 4400000.00 61018.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUK21 2039-04-01 6 N/A 3522247.00 3277255.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLBY8 2047-07-01 3.5 N/A 70647105.00 21959637.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A53P1 2053-12-01 7.5 N/A 1445720.00 1512870.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCWF1 2051-09-01 2.5 N/A 250000.00 177472.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9CG3 2043-08-01 4 N/A 100000.00 16562.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGBM8 2050-12-01 2.5 N/A 563000.00 285575.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CP99 2047-10-01 3 N/A 25000.00 4380.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A67H3 2054-03-01 6 N/A 2110696.00 2176869.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFG68 2042-11-01 3.5 N/A 2205966.00 439634.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHC62 2049-08-01 4 N/A 4991024.00 3765983.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1EU7 2053-10-01 5.5 N/A 1424.00 1428.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNF2 2039-08-01 5 N/A 1030140.00 1042909.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BN51 2035-03-01 4 N/A 54000.00 7963.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418P3X1 2036-12-01 6 N/A 2940859.00 196301.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB76 2039-05-01 4 N/A 2612021.00 453049.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBK2 2054-08-01 4 N/A 1214816.00 1157659.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ4Z7 2052-07-01 5 N/A 16358217.00 16648833.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 83000.00 8288.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM2R6 2037-08-01 1.5 N/A 2654152.00 2163614.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSU2 2052-07-01 4.5 N/A 460059.00 402833.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416AMR8 2038-11-01 5.5 N/A 158412.00 1047.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKV1 2052-11-01 5.5 N/A 4510247.00 3918833.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGFQ7 2052-03-01 3 N/A 420000.00 308115.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQY51 2054-08-01 5.5 N/A 33087872.00 33517271.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG57 2047-02-01 3 N/A 5653183.00 2602654.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHC45 2051-02-01 2.5 N/A 603063.00 383949.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUYY6 2039-07-01 5.5 N/A 7723827.00 7553187.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L22Y8 2051-03-01 2 N/A 96803.00 61134.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWT3 2036-07-01 2 N/A 1161260.00 765031.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YYV3 2031-05-01 4 N/A 9708659.00 487731.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FA56 2039-07-01 6.5 N/A 49283881.00 45111040.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNRK0 2037-03-01 2 N/A 1009572.00 706663.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RCV9 2035-05-01 5 N/A 111000000.00 1224725.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF21 2052-06-01 4.5 N/A 2518000.00 2086578.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVC77 2034-08-01 5.5 N/A 2351224.00 2431042.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJD42 2034-11-01 4 N/A 12523220.00 8823093.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3J1 2048-10-01 4 N/A 500000.00 25497.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRT1 2050-08-01 3 N/A 4365000.00 1437757.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3TJ5 2047-11-01 3.5 N/A 3628317.00 1844649.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AUF77 2026-09-01 4 N/A 4505472.00 210286.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXK7 2039-06-01 6 N/A 3528832.00 3630731.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGXH7 2049-05-01 4 N/A 9000.00 6497.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANTA7 2054-08-01 6 N/A 4907940.00 5118379.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ2L8 2052-11-01 5 N/A 590284.00 529795.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1A37 2052-09-01 5.5 N/A 475435.00 472404.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X55T6 2050-03-01 3.5 N/A 1000000.00 302284.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNT69 2052-04-01 4 N/A 100000.00 80597.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138YWH42 2045-10-01 3.5 N/A 965000.00 172710.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NDS1 2027-05-01 5 N/A 2723000.00 15008.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQM5 2038-03-01 5.5 N/A 5000000.00 3411219.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFQS3 2052-01-01 2 N/A 500000.00 334661.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMBU4 2054-09-01 5.5 N/A 1974761.00 2040965.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANZL6 2054-09-01 5.5 N/A 3108223.00 3166494.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU69 2048-03-01 3 N/A 60000.00 10998.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N12A0 2052-10-01 5 N/A 585601.00 479202.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFY96 2052-01-01 3 N/A 200000.00 129959.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JN4V9 2049-04-01 3.5 N/A 27907.00 4334.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFF1 2050-10-01 2.5 N/A 707617.00 417359.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5GR4 2042-08-01 4.5 N/A 103000.00 23828.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQ5B0 2054-06-01 5 N/A 6721063.00 6693359.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJDT2 2054-07-01 6.5 N/A 2141079.00 2220070.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMTZ0 2053-07-01 5.5 N/A 2192022.00 2072593.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQZW1 2054-08-01 5.5 N/A 4468919.00 4575170.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPD89 2038-11-01 3 N/A 2392502.00 2131188.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WP63 2040-08-01 4.5 N/A 198000.00 13417.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNW5 2054-09-01 5.5 N/A 4878760.00 4961569.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2SE3 2052-01-01 3 N/A 75000.00 55466.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5FN9 2052-12-01 5 N/A 5442641.00 4499904.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKPF6 2054-08-01 5.5 N/A 2267580.00 2331575.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5E0 2038-12-01 4 N/A 203445.00 27818.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXFY2 2054-06-01 6 N/A 1238728.00 1146326.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKG9 2052-10-01 4.5 N/A 6065136.00 5341778.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSNL5 2052-10-01 4 N/A 2133198.00 1809863.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCE1 2052-01-01 2 N/A 700000.00 507234.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NFB43 2038-03-01 5 N/A 227983.00 187638.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4B1 2038-07-01 5 N/A 6493004.00 5439468.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJL25 2032-11-01 2.5 N/A 1092409.00 240868.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHG8 2052-09-01 3 N/A 19000.00 15431.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP79 2038-03-01 5 N/A 1265128.00 961008.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6PW5 2050-04-01 3 N/A 1500000.00 539735.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FE5K6 2047-04-01 3.5 N/A 1256000.00 336568.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6JG9 2054-06-01 6.5 N/A 2518073.00 2676976.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J56Q7 2047-02-01 4 N/A 1496777.00 390389.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS4E8 2053-09-01 6 N/A 415000.00 407738.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7C8 2054-06-01 6.5 N/A 277471.00 277210.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJC89 2054-08-01 5.5 N/A 5354383.00 5423869.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BAQ9 2034-03-01 4 N/A 2210000.00 269741.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLEX0 2051-06-01 2 N/A 9496008.00 6607987.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB3X6 2031-04-01 5.5 N/A 75444.00 8997.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7UL1 2029-09-01 6 N/A 334220.00 56463.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 6000.00 569.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBKS8 2049-06-01 3.5 N/A 1578012.00 676138.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NXDY0 2028-02-01 2.5 N/A 4680000.00 315571.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGKW3 2026-06-01 4.5 N/A 7749000.00 109517.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAXK5 2037-04-01 2 N/A 565742.00 401102.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BTL0 2035-08-01 3.5 N/A 5000000.00 843585.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5W39 2047-04-01 3 N/A 200000.00 62589.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7XL4 2027-03-01 5 N/A 25058883.00 27694.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBP1 2054-08-01 6 N/A 495367142.00 504733194.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRV0 2051-11-01 2.5 N/A 625000.00 440084.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTX95 2053-10-01 4.5 N/A 25602608.00 24388122.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP38 2053-03-01 5.5 N/A 12342000.00 11001080.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCGT9 2051-08-01 2 N/A 146475.00 97923.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8FN7 2054-03-01 5.5 N/A 3397949.00 2895367.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6L68 2054-07-01 5.5 N/A 2700924.00 2744317.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJK45 2038-06-01 5 N/A 1021624.00 599663.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPGP9 2038-12-01 6.5 N/A 1520990.00 1037187.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EYP9 2053-12-01 6.5 N/A 13254562.00 12242502.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4 N/A 400000.00 50948.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBJ3 2037-05-01 1.5 N/A 479162.00 366737.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JUK78 2049-05-01 3.5 N/A 3040236.00 770076.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2M8 2052-08-01 4 N/A 6711000.00 5907362.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XDQS8 2051-11-01 3 N/A 190000.00 131375.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JTB0 2030-11-01 7.5 N/A 15000000.00 9203.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K8QX2 2050-03-01 3 N/A 1000000.00 265227.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAA8 2041-12-01 1.5 N/A 2892320.00 1983714.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138W9JR2 2033-07-01 3 N/A 422274.00 100740.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGL0 2051-01-01 4.5 N/A 1415000.00 383251.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRU2 2048-05-01 4.5 N/A 282000.00 183695.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YC97 2031-04-01 4.5 N/A 2164000.00 108637.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER69 2053-05-01 4.5 N/A 367531.00 334126.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A34W0 2053-10-01 6 N/A 1267861.00 1016963.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU73 2053-08-01 4.5 N/A 56875936.00 53092073.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HP63 2031-05-01 8 N/A 24631550.00 35570.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5PH1 2052-10-01 5.5 N/A 2917719.00 2894168.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACYA5 2054-05-01 6 N/A 1002353.00 1052405.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APCT9 2054-09-01 5.5 N/A 3584323.00 3704482.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6TE6 2054-01-01 6.5 N/A 1503323.00 1584499.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXSG7 2054-03-01 5.5 N/A 1351479.00 1053132.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQWC5 2052-11-01 6 N/A 5290000.00 4548909.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 30000.00 546.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BK72 2038-06-01 5.5 N/A 3950000.00 30673.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414XWM0 2028-04-01 5 N/A 2707474.00 51189.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDR28 2050-06-01 3.5 N/A 1110989.00 642109.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBM8 2054-08-01 5 N/A 375460.00 373810.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPQQ6 2053-07-01 4.5 N/A 39786.00 38362.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY5R1 2029-07-01 3.5 N/A 6851421.00 179437.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC2C6 2054-06-01 6 N/A 1777683.00 1858565.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXZ87 2039-03-01 5.5 N/A 1518228.00 1518092.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7D8 2051-12-01 1.5 N/A 2764092.00 1897537.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQN71 2037-03-01 1.5 N/A 29953.00 21044.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCL8 2046-02-01 3.5 N/A 3000.00 651.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA29 2039-08-01 5 N/A 1073101.00 1088905.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCUS5 2051-09-01 2.5 N/A 8003733.00 5947081.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 9739205.00 1320738.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A54Z8 2054-01-01 7.5 N/A 402250.00 420806.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWZ6 2052-02-01 3 N/A 600000.00 462440.92 Agency Mortgage-Backed 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Securities FEDERAL NATIONAL MORT N/A 31403AJT3 2033-10-01 5.5 N/A 10000.00 145.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XZD2 2033-06-15 5.5 N/A 25027.00 176.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FSH7 2038-10-15 6.5 N/A 25000.00 158.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204YBG7 2026-03-15 7 N/A 25000.00 426.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KLU2 2029-03-15 6.5 N/A 560000.00 224.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JQ80 2030-10-01 7 N/A 15000.00 3.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CHK2 2025-07-20 7.5 N/A 1275445.00 66.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7B3 2028-12-20 7 N/A 140725.00 78.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARP4 2039-10-01 6.5 N/A 3000.00 42.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385Y2D6 2040-06-01 6.573 N/A 150000.00 515.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 19500.00 1057.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZ48 2028-03-20 6.5 N/A 178000.00 188.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP94 2037-11-20 5.5 N/A 77000.00 825.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NFQ9 2034-03-15 5 N/A 25000.00 642.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GPL4 2025-10-01 8 N/A 20000.00 2.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHF9 2036-03-20 5.5 N/A 15000.00 240.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVR7 2033-02-15 5.5 N/A 75000.00 245.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BET1 2029-06-15 6 N/A 76000.00 141.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VWV0 2040-06-01 5 N/A 5000.00 173.12 Agency Mortgage-Backed Securities FEDERAL 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2025-11-15 7.5 N/A 25000.00 2.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N2X5 2029-08-15 7 N/A 275000.00 409.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8F50 2035-10-01 5 N/A 13000.00 46.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJ38 2025-09-20 8 N/A 30000.00 5.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.5 N/A 11000.00 1592.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PE93 2032-12-01 6 N/A 25000.00 234.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPN3 2037-09-20 6.5 N/A 30000.00 361.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FG26 2040-06-20 6 N/A 25000.00 729.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QXE2 2038-04-01 5 N/A 9000.00 205.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938K51 2039-12-01 4.5 N/A 7999.00 167.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y2M5 2054-06-20 6 N/A 999000.00 1017034.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBZ3 2029-05-20 7.5 N/A 25000.00 16.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWH8 2038-09-20 7.5 N/A 60000.00 1823.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ANDM9 2040-07-15 4.5 N/A 42621.00 1267.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BHT8 2029-02-15 6.5 N/A 785000.00 459.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211GZN6 2029-07-15 7 N/A 46666.00 84.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKJ1 2025-10-20 7 N/A 196839.00 78.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JRF3 2032-10-15 6 N/A 25000.00 150.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938JX2 2039-12-01 4.5 N/A 5333.00 130.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQN7 2032-05-01 6 N/A 20000.00 63.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ51 2045-10-20 5 N/A 20000.00 1836.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 9500.00 1384.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADVN2 2041-05-01 4.5 N/A 6500.00 467.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SHP5 2037-01-15 5.5 N/A 14000.00 454.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSS1 2032-04-20 7 N/A 290000.00 661.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKA6 2036-08-20 5.5 N/A 125305.00 1013.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGK5 2029-05-15 7.5 N/A 26507.00 44.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW26 2033-05-01 3.5 N/A 3500.00 401.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUV2 2050-10-01 4.5 N/A 1000.00 265.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYF4 2027-11-20 7 N/A 55115.00 51.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENP0 2037-06-20 6 N/A 40000.00 516.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HR93 2037-08-15 6.5 N/A 41339.00 154.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XJR2 2033-08-15 4.5 N/A 25281.00 929.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3T1 2046-05-01 3.5 N/A 1000.00 140.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PPY0 2026-02-15 7 N/A 50000.00 11.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW88 2038-10-20 7.5 N/A 25000.00 460.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BST6 2039-01-01 6.5 N/A 12271.00 121.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204WNT0 2026-03-15 7 N/A 25000.00 24.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HE46 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Securities GOVERNMENT NATIONAL M N/A 36213BQW5 2031-06-15 6.5 N/A 126972.00 535.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ER81 2032-01-15 6 N/A 95000.00 488.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLW9 2031-02-20 7.5 N/A 160431.00 134.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409UGA7 2036-02-01 6.5 N/A 9000.00 236.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPY9 2037-10-20 6 N/A 50000.00 521.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378YHU1 2028-01-01 6.5 N/A 100000.00 24.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGE3 2035-12-20 6 N/A 22000.00 476.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207UR26 2027-04-15 7.5 N/A 175000.00 110.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGW2 2029-11-15 7 N/A 305000.00 501.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJY2 2047-10-20 4 N/A 6000.00 744.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MM58 2032-09-15 6.5 N/A 25839.00 40.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2 N/A 5000.00 2541.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UE22 2031-12-15 6 N/A 67000.00 316.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CV85 2036-05-01 5 N/A 19000.00 84.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDE6 2035-04-20 5 N/A 151000.00 2452.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FBX4 2033-08-15 5.5 N/A 60000.00 756.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386ACZ7 2030-09-01 8 N/A 6250.00 40.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CNV4 2037-08-01 5.5 N/A 61500.00 2602.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBY6 2029-05-20 7 N/A 246500.00 429.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 137.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQRE6 2027-09-01 3 N/A 1000.00 28.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M6J9 2038-06-01 5.5 N/A 80000.00 222.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGG1 2034-10-01 3 N/A 3000.00 480.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206V5Q6 2027-06-15 7.5 N/A 247500.00 147.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RWB9 2034-01-15 4.5 N/A 46431.00 1207.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413JYR9 2037-10-01 6 N/A 10000.00 73.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411UKQ3 2037-04-01 5.5 N/A 10000.00 28.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VVQ5 2027-12-15 8 N/A 100000.00 26.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CEN9 2025-01-20 9.5 N/A 200000.00 3.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3D7 2025-11-01 6 N/A 90000.00 82.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQWD9 2029-03-01 3.5 N/A 4500.00 228.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTEL4 2045-03-01 3.5 N/A 7000.00 829.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KXEX5 2037-10-01 6 N/A 80000.00 967.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4X5 2048-09-01 4.5 N/A 1000.00 94.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJF6 2032-07-01 6.5 N/A 26058.00 42.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5D4 2029-08-01 7 N/A 5000.00 3.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XXW1 2033-09-01 5.5 N/A 5000.00 11.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDH55 2026-06-01 5 N/A 20000.00 0.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2R4 2032-02-15 6 N/A 43000.00 268.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYH0 2027-11-20 8 N/A 35000.00 21.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294ULJ9 2036-09-15 7.5 N/A 48000.00 526.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VM53 2026-04-15 6.5 N/A 34000.00 21.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GUC8 2034-03-15 5 N/A 160000.00 19.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 30000.00 788.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WTT4 2031-08-01 6.5 N/A 13000.00 4.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDN1 2046-01-01 3.5 N/A 1000.00 123.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETZ2 2038-06-20 5 N/A 15031.00 243.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFF3 2030-01-20 7 N/A 315459.00 195.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YF86 2033-10-15 6 N/A 25000.00 185.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDQ8 2034-10-15 7 N/A 43431.00 713.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 5000.00 545.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKL9 2040-09-20 3.5 N/A 73500.00 11258.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KAT5 2033-09-15 7.5 N/A 25000.00 506.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 3000.00 2560.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UQW9 2040-05-15 4.5 N/A 75000.00 765.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR2J9 2039-01-20 6.5 N/A 45000.00 941.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GRK3 2033-04-15 5.25 N/A 50882.00 2608.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MKQ0 2038-03-01 6.5 N/A 77000.00 904.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARN4 2034-11-01 5 N/A 3000.00 13.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEV7 2035-08-20 5.5 N/A 40000.00 786.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MPN1 2037-08-01 6.5 N/A 2000.00 16.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BEL8 2029-02-15 6 N/A 30000.00 28.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407UEQ6 2035-12-01 5.5 N/A 7000.00 73.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGS20 2044-02-01 3.5 N/A 1000.00 210.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZG9 2033-09-20 5.5 N/A 112828.00 1709.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 2000.00 286.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RP70 2040-04-01 5 N/A 2000.00 72.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHR3 2036-04-20 5 N/A 170282.00 2478.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209BZB7 2028-07-15 6.5 N/A 25000.00 44.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206Y6G1 2026-07-15 7 N/A 50000.00 367.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM40 2031-05-20 6 N/A 205456.00 428.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGT7 2040-06-20 5 N/A 127000.00 602.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3 N/A 1000.00 245.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CQC3 2044-09-01 5.5 N/A 18000.00 2148.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J5A8 2031-06-01 6.5 N/A 75000.00 63.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213MZE1 2031-08-15 6.5 N/A 27241.00 36.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FHC3 2028-11-15 6.5 N/A 25000.00 45.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLM4 2032-01-15 6 N/A 110682.00 968.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 242000.00 334.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6D8 2033-05-01 6 N/A 20363.00 111.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418UEE0 2040-06-01 4.5 N/A 4000.00 100.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMJ8 2050-03-01 3 N/A 4500.00 916.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEC0 2036-07-15 6 N/A 15000.00 238.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERF8 2038-02-20 6.5 N/A 25000.00 317.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FYP2 2038-06-15 6 N/A 12500.00 424.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJU6 2030-09-20 9 N/A 290000.00 93.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPC7 2037-08-20 7 N/A 30000.00 366.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A4M7 2032-05-15 6.75 N/A 50000.00 395.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9VH7 2033-09-01 3.5 N/A 4000.00 418.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 2000.00 436.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3AY8 2050-01-01 4 N/A 6000.00 1259.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T23 2032-09-01 3 N/A 2000.00 307.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX71 2033-06-20 5 N/A 85080.00 1079.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HS89 2032-08-01 6.5 N/A 57000.00 79.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FPB9 2029-05-15 7 N/A 519000.00 518.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DN31 2031-07-20 8 N/A 214000.00 265.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G5D8 2028-08-01 6 N/A 36700.00 25.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLX9 2025-12-20 8.5 N/A 40000.00 9.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KB21 2033-11-01 5.5 N/A 20000.00 176.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389L2Y4 2032-04-01 6.5 N/A 14001.00 155.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPEQ3 2039-10-01 6 N/A 1000.00 121.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZJ1 2039-01-20 6.5 N/A 81000.00 1315.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212HFP0 2032-05-15 6.5 N/A 35000.00 74.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MEQ2 2033-03-15 5 N/A 40000.00 412.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FB98 2037-08-15 6 N/A 170000.00 572.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPY8 2031-09-15 8 N/A 40000.00 59.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4C84 2036-12-01 6 N/A 88000.00 811.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SFD1 2032-03-01 6.5 N/A 50000.00 256.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFS80 2045-10-01 4 N/A 6000.00 620.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAQ5 2049-03-01 3.5 N/A 4000.00 332.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTQ4 2032-07-20 5.5 N/A 119000.00 1059.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTT0 2027-01-20 8 N/A 167500.00 31.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CGN7 2025-05-20 8 N/A 55000.00 1.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KFF2 2028-11-15 6.5 N/A 42651.00 89.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCB5 2029-06-20 6 N/A 343500.00 1088.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCKF9 2029-08-01 3.5 N/A 6000.00 416.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HQ31 2032-06-01 6 N/A 30000.00 107.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZN6 2028-02-20 7.5 N/A 427610.00 180.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQK1 2032-10-15 6 N/A 30000.00 247.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VXY6 2028-01-15 7 N/A 29499.00 14.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 313384Q51 2024-11-22 0 N/A 4700000.00 4645263.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36213FAD5 2032-08-15 6.5 N/A 75000.00 150.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPZ0 2027-07-01 2.5 N/A 1000.00 39.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJX8 2036-07-20 5.5 N/A 20000.00 265.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ANR7 2025-12-15 7 N/A 125043.00 41.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388WTU0 2031-12-01 7 N/A 51667.00 79.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B6Z6 2033-08-15 7.5 N/A 23000.00 272.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283G3D7 2027-10-01 7.5 N/A 60000.00 17.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJL1 2040-08-20 4.5 N/A 32000.00 280.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292G6H3 2035-11-15 5.5 N/A 17000.00 1643.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DQK3 2035-12-01 5.5 N/A 1000.00 9.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B2E6 2032-10-15 6 N/A 27000.00 52.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202END7 2037-05-20 7 N/A 25000.00 184.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409TRZ3 2036-04-01 5.5 N/A 18000.00 176.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6R6 2049-05-01 5 N/A 1000.00 136.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 55000.00 3636.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 26000.00 326.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ97 2032-01-15 6 N/A 86000.00 133.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERR2 2038-03-20 4.5 N/A 14000.00 277.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4F9 2028-03-15 6.5 N/A 80000.00 68.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Q5U4 2036-03-15 6 N/A 80000.00 1793.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SPC5 2037-02-15 5.5 N/A 25000.00 91.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7BN2 2026-01-01 5 N/A 100000.00 191.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBB7 2037-09-01 6 N/A 3000.00 23.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDL2 2031-10-01 6.5 N/A 30000.00 33.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 852.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM83 2026-03-20 6.5 N/A 100000.00 35.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXRW2 2036-07-01 5 N/A 1950.00 18.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLBY9 2042-12-01 4 N/A 2000.00 240.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206EER2 2025-11-15 7 N/A 105000.00 21.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WW87 2037-11-01 5.5 N/A 4500.00 42.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VZG3 2028-02-15 7 N/A 63853.00 70.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYV7 2035-02-01 5.5 N/A 3000.00 29.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZ33 2041-12-20 3.5 N/A 15000.00 528.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QV1 2049-08-01 3.5 N/A 8000.00 746.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UD78 2037-07-15 6 N/A 50000.00 387.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQJ4 2030-02-01 6.5 N/A 5000.00 6.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHT9 2036-04-20 6 N/A 10000.00 157.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178AU96 2042-05-15 4 N/A 20803.00 2295.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QLH0 2039-03-15 3.5 N/A 20000.00 1512.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETU3 2038-06-20 5.5 N/A 141000.00 95.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AUP3 2028-03-15 7 N/A 40000.00 93.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQQ5 2036-04-15 6.5 N/A 30000.00 138.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEL8 2029-05-15 6.5 N/A 25000.00 38.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SUK4 2031-11-15 6 N/A 25000.00 93.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZB9 2046-12-01 3 N/A 9423.00 1868.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XBP3 2035-05-15 5 N/A 33000.00 716.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQC8 2031-10-20 7 N/A 40000.00 96.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T6H8 2028-07-15 6.5 N/A 55000.00 53.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NZP6 2029-02-20 3 N/A 11000.00 562.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CXM7 2035-10-15 4.5 N/A 32057.00 239.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QASP6 2049-03-01 4.5 N/A 4000.00 439.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CU61 2032-05-20 4.875 N/A 500050.00 1373.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA76 2029-03-20 7 N/A 197252.00 288.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CJV9 2038-11-01 6 N/A 58000.00 736.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312935L56 2039-09-01 4.5 N/A 60000.00 2854.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H6G6 2036-07-01 6 N/A 8000.00 7.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209AFF2 2028-10-15 6 N/A 260000.00 600.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4J5 2039-04-20 5.5 N/A 1000.00 25.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXU8 2038-11-20 6 N/A 26000.00 324.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211B2P8 2031-05-15 6.5 N/A 51000.00 110.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQZ7 2031-12-20 6 N/A 421000.00 1723.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2X0 2028-05-20 6.5 N/A 315000.00 341.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 2000.00 301.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKL7 2042-06-01 3.5 N/A 1000.00 89.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXC0 2033-04-20 5.5 N/A 41334.00 390.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXE6 2034-05-15 5 N/A 25000.00 777.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 1000.00 100.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAN6 2039-08-20 5 N/A 101353.00 1692.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZX6 2035-08-01 5 N/A 2000.00 32.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB21 2039-10-20 4 N/A 56250.00 2816.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFH9 2030-01-20 8 N/A 90000.00 61.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFQ7 2035-10-20 6 N/A 49000.00 1103.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6D8 2034-06-20 5 N/A 308500.00 5772.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.5 N/A 5000.00 3546.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YLQ6 2030-06-15 8 N/A 37385.00 76.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296MC49 2033-08-01 5 N/A 4400.00 62.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EDR7 2035-05-20 6 N/A 33900.00 632.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LN81 2029-06-01 4 N/A 12000.00 885.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XC3U4 2043-11-01 4.5 N/A 2500.00 490.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWC3 2027-06-20 7 N/A 353000.00 252.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GBR5 2036-10-15 6 N/A 50000.00 854.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FFR9 2032-11-15 5.5 N/A 61565.00 1992.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7G0 2034-08-20 5 N/A 164605.00 2188.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GZ86 2028-09-01 6.5 N/A 1362641.00 1107.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SDZ5 2038-10-15 7 N/A 71250.00 2354.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JZP2 2031-03-01 6 N/A 109000.00 198.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F2R5 2037-04-01 5.5 N/A 30000.00 201.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212CZM6 2030-06-15 8 N/A 75006.00 56.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAS6 2033-05-01 6 N/A 135000.00 527.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MRV4 2036-06-01 6 N/A 42000.00 121.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNN9 2039-09-01 5 N/A 3000.00 59.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMA8 2026-01-20 7 N/A 473496.00 109.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WG67 2037-06-01 6 N/A 15000.00 244.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UZ45 2033-10-15 5 N/A 31000.00 1027.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292EM64 2039-01-15 5.5 N/A 30000.00 449.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GQ22 2037-08-01 6.5 N/A 41000.00 396.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMX4 2037-04-20 5 N/A 102256.00 840.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRC9 2026-09-20 7 N/A 323730.00 62.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TWC5 2033-09-01 5.5 N/A 3667.00 38.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTR4 2027-01-20 7.5 N/A 330000.00 101.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FP67 2041-02-20 4 N/A 25000.00 1515.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5DM9 2036-12-01 5 N/A 13000.00 142.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GWC0 2026-06-20 7.5 N/A 30000.00 150.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7B3 2031-11-15 6.5 N/A 25000.00 62.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6M6 2028-10-15 6 N/A 66333.00 127.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KRB8 2029-06-15 7 N/A 150000.00 297.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406B6P0 2034-11-01 5.5 N/A 30000.00 247.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HSN6 2032-05-01 7.5 N/A 64000.00 263.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XY7E8 2044-07-01 4.5 N/A 3000.00 479.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HSG3 2028-11-01 6 N/A 14667.00 4.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJF54 2037-03-01 6 N/A 2000.00 18.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG31 2025-06-20 7.5 N/A 60000.00 6.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4 N/A 67000.00 3061.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JB49 2028-12-15 6 N/A 30000.00 229.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXTU0 2027-01-01 3.5 N/A 1000.00 24.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 27000.00 2769.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.5 N/A 54960.00 38.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBX8 2029-05-20 6.5 N/A 483000.00 733.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388D4K1 2031-09-01 6 N/A 15000.00 2.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DTC7 2033-06-15 5.5 N/A 25862.00 655.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ECK5 2042-12-01 3 N/A 1000.00 210.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410V7B0 2037-02-01 5 N/A 2000.00 10.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT76 2032-08-20 6.5 N/A 150884.00 513.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386TQM0 2031-05-01 6 N/A 34440.00 31.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKZ3 2030-12-20 8 N/A 40000.00 42.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BSK3 2035-07-01 3.5 N/A 7500.00 1177.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CSJ6 2031-06-20 4.875 N/A 1000000.00 1782.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.5 N/A 2000.00 78.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RP94 2032-04-01 6.5 N/A 2500.00 5.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KRA7 2033-04-15 5.5 N/A 25000.00 633.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K2B2 2033-01-15 6.5 N/A 72000.00 657.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 137500.00 1936.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412DLU0 2037-02-01 5.5 N/A 1000.00 3.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3A6 2028-05-15 6.5 N/A 70000.00 76.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAN4 2037-10-01 6.5 N/A 47000.00 665.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAN7 2032-02-15 6.5 N/A 51054.00 171.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGS4 2030-04-20 8 N/A 25000.00 23.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MEAF7 2042-10-01 3.5 N/A 1000.00 126.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AF92 2029-07-15 7.5 N/A 50005.00 93.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PGG2 2036-10-01 6 N/A 29000.00 231.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAY5 2034-10-20 5 N/A 240041.00 3314.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RX81 2033-08-15 5 N/A 37034.00 619.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHV6 2030-07-20 7 N/A 75000.00 34.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287RFP9 2032-04-01 7 N/A 11000.00 61.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YKA1 2032-09-01 6.5 N/A 44000.00 168.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200EB59 2033-05-15 5.5 N/A 40000.00 295.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JCH9 2028-12-15 6 N/A 100000.00 238.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPN2 2031-09-15 6 N/A 305000.00 1058.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD73 2029-10-20 8 N/A 60136.00 43.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFS3 2035-10-20 7 N/A 50000.00 3559.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPB9 2037-08-20 6.5 N/A 25000.00 314.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386F6B6 2031-02-01 6 N/A 367336.00 116.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJK1 2031-04-01 6 N/A 119000.00 158.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388UC99 2031-12-01 6.5 N/A 18000.00 38.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5MF3 2037-04-01 2.5 N/A 1000.00 222.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHUW0 2046-08-01 3 N/A 1000.00 167.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3H2 2034-01-20 5.5 N/A 46000.00 701.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUKH8 2026-08-01 5 N/A 56000.00 183.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6S2 2042-11-01 3.5 N/A 1000.00 94.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUR5 2040-12-15 6 N/A 100000.00 3008.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKY6 2030-12-20 7.5 N/A 590000.00 469.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYC4 2034-05-15 5 N/A 50000.00 509.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RDC3 2032-06-15 6.5 N/A 84000.00 129.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411S2T2 2037-03-01 5 N/A 1000.00 19.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWR7 2027-10-15 6.5 N/A 354300.00 185.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JM70 2032-05-01 7 N/A 48000.00 96.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNL1 2031-06-20 6.5 N/A 429938.00 748.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXA9 2041-09-20 4.5 N/A 20000.00 106.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABP59 2039-11-15 4 N/A 9506.00 784.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6Y4 2028-12-20 6 N/A 696000.00 1535.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 8000.00 681.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BEE2 2041-05-01 5 N/A 3000.00 730.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 10000.00 6518.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4P7 2049-12-01 3 N/A 3000.00 588.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9P48 2040-08-01 5.5 N/A 3000.00 157.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EDZ6 2031-12-15 6 N/A 151000.00 317.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUT8 2027-03-20 7 N/A 117000.00 83.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6F5 2028-11-20 5.5 N/A 65000.00 368.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRN2 2026-03-15 6.5 N/A 25056.00 7.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200UMJ1 2032-02-15 6.5 N/A 75000.00 41.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2J7 2028-12-01 6.5 N/A 30000.00 36.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EHV4 2031-08-15 7.5 N/A 261160.00 4159.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210GY24 2029-01-15 6 N/A 25000.00 135.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391MJD6 2032-12-01 6.5 N/A 39000.00 128.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AFC24 2041-05-01 4.5 N/A 1000.00 40.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390W4A7 2032-08-01 6.5 N/A 182000.00 329.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFR4 2029-08-15 7 N/A 110000.00 122.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H2P6 2028-11-01 8 N/A 120000.00 176.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LKE0 2033-08-01 5 N/A 5000.00 25.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402J4A2 2033-08-01 5 N/A 15018.00 76.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212YGV9 2031-04-15 6.5 N/A 25000.00 99.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 1000.00 107.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZH7 2033-09-20 6 N/A 40108.00 551.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GAA3 2032-11-15 6 N/A 80702.00 481.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLX7 2031-02-20 8 N/A 50012.00 57.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWU3 2027-07-20 8 N/A 127500.00 57.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293YKM7 2029-11-01 7 N/A 15000.00 4.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128FPRK2 2027-06-01 7.5 N/A 50000.00 138.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG56 2025-06-20 8.5 N/A 882100.00 28.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 170000.00 20.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 1000.00 197.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLR2 2025-12-20 7 N/A 252500.00 67.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200ECQ2 2033-05-15 5.5 N/A 25000.00 466.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CV26 2033-05-01 5.5 N/A 15188.00 51.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNY3 2031-07-20 6.5 N/A 193000.00 373.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Y8 2028-05-20 7 N/A 348319.00 309.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 3000.00 298.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DES7 2049-08-01 3 N/A 4000.00 499.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200T7E2 2032-01-15 6 N/A 25000.00 200.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BGJ8 2029-05-15 7 N/A 97000.00 78.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294QA27 2036-08-15 6 N/A 97000.00 2116.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FSL3 2030-11-20 4.5 N/A 39667.00 11465.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HN71 2037-02-01 5 N/A 1000.00 6.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHN6 2032-12-15 5 N/A 30000.00 289.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CT95 2048-01-01 3 N/A 1500.00 261.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371FGU0 2026-03-01 6.5 N/A 5000.00 0.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQQ9 2026-08-20 6.5 N/A 232000.00 135.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4N4 2033-07-15 5.5 N/A 75000.00 177.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TXW3 2039-12-01 5 N/A 1000.00 32.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NJ69 2034-04-15 5 N/A 51584.00 455.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GSR9 2027-10-01 7 N/A 73296.00 27.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYK1 2034-05-15 5 N/A 25000.00 711.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK58 2046-05-01 6.461 N/A 50000.00 19364.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KF45 2035-10-15 5.5 N/A 102450.00 2037.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2E0 2033-11-20 5.5 N/A 260990.00 3868.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K2H4 2031-11-01 6.5 N/A 40600.00 101.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGM6 2025-07-15 7 N/A 275000.00 0.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4KW8 2044-10-01 4 N/A 8000.00 806.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJE5 2047-04-01 4 N/A 10000.00 1101.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXN5 2027-12-15 6.5 N/A 135000.00 68.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVE0 2027-04-20 7.5 N/A 537500.00 234.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179UZJ4 2049-09-20 3.5 N/A 132000.00 6975.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PUC4 2032-08-20 7 N/A 27000.00 1196.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DH95 2030-08-20 7 N/A 127547.00 157.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 473.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375KGX9 2026-02-01 7 N/A 1000.00 0.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JG63 2036-11-01 5.5 N/A 25070.00 312.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 12000.00 418.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ2H2 2047-08-01 4 N/A 5250.00 665.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7C1 2028-12-20 7.5 N/A 50000.00 32.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5T6 2028-10-20 6.5 N/A 427287.00 540.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7AR4 2025-06-01 4.5 N/A 45000.00 95.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLV2 2050-02-01 3.5 N/A 1000.00 155.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LWK3 2033-08-01 6 N/A 17000.00 109.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUU1 2038-07-20 6 N/A 25000.00 340.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQU7 2041-02-01 4 N/A 1334.00 130.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FF92 2040-05-20 5 N/A 25000.00 319.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 32000.00 7401.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200D2U6 2032-12-15 6 N/A 60000.00 433.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQZ9 2033-07-15 4.5 N/A 25035.00 861.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAK3 2043-11-01 4.5 N/A 1000.00 78.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAP3 2028-11-15 6 N/A 456500.00 1009.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FGD6 2035-07-01 5 N/A 2000.00 16.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQTZ5 2044-06-01 4.5 N/A 1000.00 129.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418APD4 2027-12-01 3 N/A 6000.00 340.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG51 2029-12-15 7 N/A 20000.00 42.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSF6 2032-02-15 7.5 N/A 109696.00 180.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NEQ1 2028-06-15 6.5 N/A 225000.00 638.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6T3 2034-07-20 5 N/A 74000.00 1417.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJA0 2030-08-20 7.5 N/A 115000.00 81.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4N8 2034-03-20 5 N/A 60000.00 981.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UHA2 2031-02-15 7.5 N/A 116000.00 189.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374SBN0 2025-09-01 7.5 N/A 365000.00 26.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTT8 2032-07-20 7 N/A 25000.00 50.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKX75 2032-05-01 3.5 N/A 1000.00 168.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVP1 2038-08-20 6 N/A 92291.00 951.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YTJ2 2038-03-15 4.5 N/A 50000.00 164.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECN7 2035-02-20 5 N/A 90000.00 1709.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292JAL4 2034-04-01 5 N/A 10000.00 130.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJQ37 2042-01-01 3.5 N/A 1000.00 75.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WCA7 2032-01-15 6.5 N/A 25000.00 92.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ANJ2 2039-12-01 5.5 N/A 13000.00 192.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388CFL9 2031-08-01 6 N/A 3667.00 6.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENA3 2037-05-20 5.5 N/A 155207.00 1981.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VVX7 2033-09-15 4.5 N/A 171363.00 6454.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPL7 2037-09-20 5.5 N/A 54000.00 495.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJW4 2025-09-20 7 N/A 190000.00 38.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACX4 2049-02-01 3.5 N/A 1000.00 98.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPB6 2041-01-20 4 N/A 25000.00 385.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLH5 2046-02-01 4.5 N/A 3000.00 291.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MC6N0 2026-10-01 3.5 N/A 16168.00 237.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MD2D3 2027-10-01 3 N/A 1000.00 63.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXV7 2027-12-20 7 N/A 15000.00 10.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201KK47 2032-05-15 7 N/A 100000.00 365.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4 N/A 2000.00 161.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QV40 2044-12-20 3.5 N/A 10000.00 258.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411EYE1 2037-01-01 5 N/A 2000.00 62.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESE7 2032-01-15 6 N/A 50060.00 257.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBJ9 2029-04-20 6.5 N/A 806000.00 1170.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NFT2 2032-06-15 6.5 N/A 25000.00 95.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y1YY5 2044-09-01 4 N/A 1000.00 63.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HS88 2033-01-01 5.5 N/A 12500.00 60.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSE3 2038-07-15 6.5 N/A 26884.00 210.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UF28 2025-10-01 7 N/A 5000.00 0.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESA5 2032-01-15 6 N/A 153745.00 580.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7EL3 2027-05-01 5 N/A 10000.00 39.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291S6N5 2034-11-15 5 N/A 98000.00 2403.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VBH4 2033-10-15 5 N/A 107000.00 1398.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY72 2028-01-20 6.5 N/A 277274.00 293.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XCD7 2029-06-15 7 N/A 45000.00 22.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC74 2029-08-20 6 N/A 150000.00 372.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GD3F7 2041-05-01 4 N/A 2000.00 166.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KTZ1 2038-07-15 6 N/A 30000.00 216.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNG4 2038-09-01 6 N/A 135000.00 906.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JJ89 2032-01-15 6.5 N/A 81464.00 414.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPC1 2026-05-20 8 N/A 220000.00 103.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DGR1 2026-04-15 7 N/A 67500.00 94.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PQ37 2026-02-15 6.5 N/A 110000.00 24.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 20000.00 16058.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 8500.00 1471.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLT2 2026-04-15 6.5 N/A 200000.00 199.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 4000.00 926.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTB9 2026-12-20 9 N/A 107530.00 70.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAN3 2050-12-01 2 N/A 1770.00 1053.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUV9 2038-07-20 6.5 N/A 40000.00 512.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 77000.00 522.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VSJ8 2032-01-15 6 N/A 25000.00 329.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJU9 2031-05-01 7 N/A 60000.00 31.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q2U7 2032-02-15 7.5 N/A 34500.00 148.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2Q8 2041-12-20 6 N/A 30000.00 1003.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQB0 2031-10-20 6.5 N/A 251566.00 528.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNYG1 2048-08-01 4 N/A 3000.00 233.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KNN2 2035-06-01 5.5 N/A 6000.00 66.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945DN5 2041-01-01 3.5 N/A 12000.00 819.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 198.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DWU9 2036-11-01 5.5 N/A 2000.00 17.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SMJ5 2032-11-15 5.5 N/A 75000.00 1.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4J4 2029-11-01 7.5 N/A 19000.00 11.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DPH4 2039-05-15 5 N/A 25000.00 176.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225CAK2 2026-11-20 3.75 N/A 503419.00 304.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2E54 2025-12-01 3.5 N/A 1000.00 11.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SUS1 2031-01-01 6.5 N/A 25000.00 55.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2M4 2028-04-20 7.5 N/A 114500.00 99.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGAW5 2041-08-01 4 N/A 3680.00 168.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMR9 2031-04-20 6.5 N/A 219000.00 310.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAR2 2029-02-20 7 N/A 145000.00 168.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMR7 2037-03-20 7 N/A 26000.00 266.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHS9 2032-12-15 6 N/A 34000.00 128.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJW71 2045-09-01 4 N/A 6500.00 611.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HLU0 2029-04-01 6.5 N/A 2500.00 2.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KTC5 2032-09-01 6 N/A 30000.00 77.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ABK5 2025-01-15 8 N/A 25000.00 0.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 2000.00 550.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AU47 2028-11-15 6 N/A 114000.00 229.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLC84 2047-04-01 4.5 N/A 3000.00 422.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RSS5 2029-05-20 6.5 N/A 87000.00 1439.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMW3 2040-10-20 3 N/A 70000.00 7251.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KQB96 2037-04-01 5.5 N/A 33000.00 336.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MUA6 2032-01-01 6 N/A 75000.00 129.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7L27 2029-04-01 4 N/A 12000.00 95.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202VXC0 2034-05-15 5 N/A 35000.00 199.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JDG2 2036-05-01 6 N/A 10000.00 108.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GM6 2043-08-01 3 N/A 1000.00 249.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGW0 2040-06-20 4.5 N/A 8667.00 361.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YS80 2034-04-15 6 N/A 60000.00 903.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZW4 2033-10-20 4.5 N/A 25000.00 438.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEX3 2035-08-20 6.5 N/A 28729.00 626.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELFL2 2028-02-01 3.5 N/A 4000.00 99.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HZK3 2033-09-01 6 N/A 10000.00 80.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVD8 2045-12-20 4.5 N/A 9666.00 874.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KV7K5 2037-09-01 6 N/A 70000.00 263.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WW2F5 2043-06-01 4 N/A 1000.00 118.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213P4Y4 2031-06-15 7 N/A 60000.00 365.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VPK4 2029-01-15 6 N/A 150000.00 574.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL71 2037-04-15 5.5 N/A 83807.00 1453.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PBY1 2034-10-15 6 N/A 33983.00 521.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWBD4 2026-11-01 3 N/A 1000.00 24.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFL3 2035-10-15 5.5 N/A 30000.00 226.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GSTW9 2042-04-01 3.5 N/A 1006.00 99.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 14500.00 238.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3T1 2036-06-01 6 N/A 20000.00 97.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3X7 2034-02-20 5.25 N/A 97000.00 4162.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FDW3 2040-01-20 4.5 N/A 10000.00 433.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJS84 2043-08-01 4 N/A 5000.00 385.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213U3Y4 2037-08-15 6.5 N/A 32085.00 944.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKE2 2027-05-01 4 N/A 20000.00 139.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXR4 2041-08-01 4 N/A 9000.00 437.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAJ3 2030-01-01 7 N/A 3000.00 2.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENX3 2037-07-20 6 N/A 25000.00 305.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TQ30 2031-07-15 6 N/A 25000.00 363.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LRR2 2034-05-01 6.5 N/A 7000.00 109.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKD0 2031-12-15 6.5 N/A 50146.00 121.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UHB8 2037-11-01 6.5 N/A 3000.00 33.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX38 2042-01-01 3.5 N/A 2000.00 136.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZK2 2028-02-20 6 N/A 42711.00 70.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413DKD8 2037-08-01 6.5 N/A 66032.00 312.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6G9 2039-06-20 6 N/A 20000.00 478.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUV3 2027-03-20 7.5 N/A 230000.00 143.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 1500.00 569.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPE5 2031-08-20 7 N/A 68000.00 166.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 15000.00 851.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG77 2029-12-15 7 N/A 190369.00 293.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRM7 2037-11-01 7.5 N/A 25000.00 147.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CL92 2026-01-20 6.5 N/A 321000.00 28.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VM50 2028-12-15 6 N/A 155000.00 260.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUL6 2028-02-01 3 N/A 4000.00 432.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UNS1 2028-08-15 6.5 N/A 25000.00 32.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7B44 2043-10-01 3.5 N/A 1000.00 196.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJE8 2026-03-15 8 N/A 100000.00 97.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414USX7 2038-03-01 5 N/A 1000.00 8.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVF7 2027-04-20 8 N/A 265000.00 126.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7WL5 2033-01-01 3.5 N/A 1000.00 193.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SFU5 2031-01-15 8 N/A 157000.00 577.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EG45 2036-02-20 5.5 N/A 15942.00 243.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380BBN9 2028-07-01 6 N/A 190000.00 96.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBH8 2039-09-20 4.5 N/A 5000.00 201.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296JME2 2039-05-15 5 N/A 25029.00 496.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWZ7 2033-02-15 6 N/A 122000.00 847.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M7M5 2032-01-15 6.5 N/A 48334.00 105.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2H5 2028-04-20 6 N/A 335538.00 647.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCD1 2029-06-20 7 N/A 65000.00 94.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XV4Q0 2044-06-01 4 N/A 2192.00 105.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CE74 2025-02-20 9 N/A 50000.00 0.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AU68 2034-06-01 5 N/A 10000.00 64.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QQ74 2028-07-15 6.5 N/A 29000.00 48.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SFL2 2027-04-15 7.75 N/A 150000.00 162.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CN82 2026-05-20 6.5 N/A 164000.00 63.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DFE7 2034-09-01 2.5 N/A 2200.00 342.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZB0 2032-12-01 6 N/A 14000.00 74.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CDR3 2042-07-01 3.5 N/A 1188.00 110.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQA5 2047-10-01 3.5 N/A 4750.00 640.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200W6S5 2032-01-15 6 N/A 25146.00 381.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307GEL9 2029-02-01 3.5 N/A 3000.00 224.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU24 2044-08-01 4.5 N/A 9500.00 621.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5X3 2039-06-20 5 N/A 25000.00 471.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946JT4 2041-03-01 4 N/A 2077.00 113.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297DKU0 2039-04-15 4.5 N/A 30000.00 239.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RE90 2033-10-15 5 N/A 50000.00 700.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KAQ6 2037-12-15 6 N/A 40000.00 218.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294YPC2 2037-02-15 6 N/A 25000.00 327.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375VUH4 2026-03-01 6 N/A 110000.00 129.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KK31 2036-09-15 5 N/A 78540.00 1871.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVX3 2032-12-15 6.5 N/A 695268.00 2146.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7B9 2042-02-01 5.5 N/A 2000.00 240.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAT3 2039-08-20 4 N/A 34500.00 1929.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 723.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296P2W0 2038-09-15 6 N/A 25050.00 473.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201ATP3 2032-02-15 6 N/A 25000.00 144.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA68 2029-03-20 6.5 N/A 665684.00 993.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MF97 2026-05-01 3.5 N/A 4000.00 36.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36210ASU2 2028-10-15 6.5 N/A 32000.00 32.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BFU7 2029-08-15 7.5 N/A 42000.00 25.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SYQ2 2039-01-15 7 N/A 50000.00 2548.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TYT1 2028-01-15 7 N/A 75000.00 201.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DMQ1 2025-09-01 3.5 N/A 7000.00 24.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212PQG0 2031-06-15 7 N/A 75000.00 234.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CEL3 2025-01-20 8.5 N/A 300000.00 7.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FE96 2029-02-15 7 N/A 40000.00 23.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Y7 2028-07-20 6.5 N/A 562836.00 655.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ59 2045-04-01 3.5 N/A 9500.00 2089.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBK6 2029-04-20 7 N/A 102954.00 142.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3YF2 2029-10-01 3 N/A 1000.00 90.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PTB6 2026-04-15 6 N/A 30000.00 16.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AAE6 2036-07-01 6.5 N/A 10000.00 64.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419B7B5 2040-10-01 4 N/A 1000.00 34.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ28 2038-01-20 6 N/A 25000.00 281.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMA4 2037-02-20 5.5 N/A 19166.00 246.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 23500.00 890.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPS70 2029-02-01 4 N/A 5000.00 60.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGN3 2036-01-20 5 N/A 86728.00 1500.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CZ30 2028-03-20 6 N/A 65000.00 66.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEF2 2035-07-20 4.5 N/A 32000.00 598.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMC2 2031-03-20 7.5 N/A 95000.00 87.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WGV7 2036-08-01 6 N/A 18667.00 208.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293LN67 2029-03-01 6 N/A 25000.00 24.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MED0 2032-04-15 6.5 N/A 75000.00 234.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGZ5 2031-08-15 7 N/A 100000.00 376.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFM6 2035-10-20 5 N/A 207750.00 3670.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9V93 2050-06-01 3.5 N/A 1000.00 366.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.5 N/A 3000.00 2253.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5U9 2039-06-20 5 N/A 10000.00 579.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKV0 2036-10-20 5 N/A 10000.00 112.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNK0 2035-11-01 4.5 N/A 2000.00 32.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP48 2035-06-01 2 N/A 3150.00 1203.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCJ63 2024-11-01 4 N/A 10000.00 0.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FVN8 2026-07-15 7.5 N/A 120000.00 1.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 5000.00 2679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JMT2 2025-11-01 3.5 N/A 5000.00 17.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ESX0 2043-01-01 3 N/A 15000.00 2617.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELY3 2037-01-20 7 N/A 75000.00 981.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AM2K0 2041-09-01 4 N/A 60000.00 2494.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EB99 2035-01-20 5 N/A 163950.00 3218.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 3000.00 334.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVF3 2045-12-20 5.5 N/A 10000.00 1132.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGR4 2036-01-20 6 N/A 25000.00 398.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJ68 2034-06-01 4.5 N/A 7000.00 105.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPS4 2031-09-20 6.5 N/A 137000.00 259.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 37667.00 104.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HKW7 2029-03-01 6.5 N/A 155000.00 550.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31335GN27 2026-05-01 8 N/A 6000.00 1.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UNR6 2026-03-15 6.5 N/A 205000.00 182.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LTV1 2034-09-01 6 N/A 10000.00 76.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288EWB9 2033-01-01 6 N/A 60000.00 149.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MYQ2 2027-10-15 7 N/A 57000.00 56.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJBE6 2044-01-01 4.5 N/A 2000.00 121.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZK8 2039-01-20 7 N/A 80000.00 1656.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UWX4 2031-12-15 6 N/A 100000.00 903.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FCM6 2039-11-20 4 N/A 10000.00 500.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLJY3 2048-08-01 4.5 N/A 6000.00 334.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BSB5 2032-03-15 5.5 N/A 25724.00 146.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WAC2 2036-10-01 6.5 N/A 30000.00 504.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQY0 2031-12-20 5.5 N/A 208040.00 1209.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AZJ3 2038-09-01 6 N/A 3000.00 35.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NF69 2033-11-01 6.5 N/A 87004.00 447.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBL4 2029-04-20 7.5 N/A 47000.00 25.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403BX65 2033-09-01 5.5 N/A 10000.00 147.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2L0 2025-01-15 4 N/A 50000.00 64.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KEU6 2033-03-01 5.5 N/A 10000.00 60.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDC2 2029-08-20 8 N/A 25000.00 3.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGFA7 2041-05-01 4.5 N/A 2000.00 89.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMB6 2026-01-20 7.5 N/A 82825.00 20.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXS3 2038-11-20 5 N/A 30000.00 387.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208EAR4 2031-04-15 6.5 N/A 227500.00 215.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1000.00 11.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213SZB4 2031-09-15 6.5 N/A 100100.00 154.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HRH9 2032-08-01 6 N/A 99990.00 296.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVC1 2044-10-01 4 N/A 2006.00 164.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMP5 2026-02-20 6 N/A 88000.00 44.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADWF1 2048-12-01 4.5 N/A 17376.00 1417.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWA8 2033-04-01 3.5 N/A 1000.00 136.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211PBG7 2029-10-15 7.5 N/A 60000.00 76.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y6A5 2031-12-15 6 N/A 45000.00 317.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295PZ70 2038-03-15 5 N/A 60000.00 429.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213AAC8 2032-02-15 6.5 N/A 105000.00 1017.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209W6M9 2028-09-15 6.5 N/A 85000.00 53.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLH7 2040-10-20 4.5 N/A 90000.00 2502.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JJK1 2030-05-01 8 N/A 63000.00 50.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CEQ6 2028-07-15 7 N/A 40000.00 144.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKF9 2025-10-20 6.5 N/A 325000.00 44.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XN87 2033-08-15 5 N/A 68374.00 1030.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCJ3 2039-11-20 5 N/A 70000.00 288.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 804.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209UBR6 2029-09-15 7 N/A 145000.00 396.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADV6 2035-12-01 5.5 N/A 12000.00 325.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MBW6 2026-02-15 6.5 N/A 50000.00 18.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELW7 2037-01-20 6 N/A 90000.00 1189.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GLDQ4 2041-12-01 3.5 N/A 1000.00 149.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLL0 2030-12-15 7 N/A 400000.00 761.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KNDN0 2037-04-01 7.5 N/A 80000.00 420.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV40 2033-01-20 6.5 N/A 65000.00 372.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5L7 2029-02-15 6.5 N/A 140000.00 113.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390YE87 2032-09-01 6 N/A 1000.00 2.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SFB8 2035-06-15 5.5 N/A 36000.00 1074.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FGE0 2040-05-20 5 N/A 13667.00 541.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JU24 2033-03-15 5.5 N/A 25000.00 65.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GFMW4 2041-07-01 4.5 N/A 2000.00 122.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTCG7 2045-06-01 4 N/A 4000.00 822.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXL9 2045-12-01 4 N/A 7000.00 789.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M66H6 2039-01-01 5.5 N/A 5000.00 37.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENC9 2037-05-20 6.5 N/A 20000.00 359.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XS6 2043-12-01 5.5 N/A 1000.00 76.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2N7 2043-12-20 5.5 N/A 2000.00 159.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVG0 2029-08-01 6.5 N/A 5000.00 5.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQCT8 2043-01-01 3.5 N/A 20000.00 1213.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG72 2025-06-20 9 N/A 65000.00 2.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMM8 2037-03-20 5 N/A 58750.00 688.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PBM4 2036-08-01 6.5 N/A 42000.00 350.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200K3U9 2035-10-15 5 N/A 400000.00 5500.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JFS8 2025-08-15 7 N/A 25000.00 5.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RYE7 2033-08-15 4.5 N/A 25000.00 400.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 1000.00 737.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176UZT5 2042-08-15 4 N/A 28000.00 2436.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ACB8 2032-01-15 6 N/A 160000.00 352.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403MNM7 2033-12-01 6 N/A 37000.00 285.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZL5 2041-02-01 4.5 N/A 14000.00 580.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6XE3 2038-10-01 6 N/A 10000.00 232.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEK0 2029-05-15 6.5 N/A 200000.00 359.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELV9 2037-01-20 5.5 N/A 132336.00 1610.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3U6 2035-09-15 4.5 N/A 45000.00 469.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 1000.00 129.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211TPF6 2029-11-20 8 N/A 120000.00 2678.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 8000.00 904.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKP7 2029-06-01 6 N/A 10000.00 11.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WJE2 2034-04-15 5 N/A 50000.00 549.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YU50 2038-03-15 4.5 N/A 26195.00 225.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AX44 2040-12-01 4.5 N/A 6000.00 299.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6L3 2049-01-01 3.5 N/A 2750.00 317.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNM9 2031-06-20 7 N/A 70000.00 138.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVZ9 2029-07-01 7.5 N/A 65000.00 46.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CT94 2027-02-20 7 N/A 443451.00 259.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSJ5 2036-12-01 6 N/A 23000.00 136.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2 N/A 4000.00 2379.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUT2 2028-11-15 6 N/A 131690.00 119.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FMX8 2038-09-15 5.5 N/A 25000.00 98.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3L9 2041-06-01 4 N/A 1000.00 31.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LWS5 2037-09-01 6.5 N/A 2000.00 32.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKG5 2029-09-15 7 N/A 134000.00 1123.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MTC1 2026-05-01 6 N/A 45000.00 117.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410AKX3 2036-07-01 7 N/A 75000.00 543.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJD8 2033-06-15 5.5 N/A 50000.00 434.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET33 2038-06-20 6 N/A 20000.00 274.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5K1 2039-05-20 6.5 N/A 50000.00 1162.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYY0 2046-10-01 3 N/A 1000.00 176.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DML3 2050-03-01 4 N/A 3000.00 504.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FYH3 2041-10-20 3.5 N/A 14000.00 310.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QPP8 2039-01-15 5.5 N/A 80327.00 779.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NVC9 2043-08-20 3 N/A 18000.00 2822.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NGZ4 2038-04-15 5.5 N/A 6000.00 24.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWC93 2034-05-01 3.5 N/A 1000.00 166.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MC73 2037-03-20 6.5 N/A 12684.00 688.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHF8 2030-01-15 7 N/A 10000.00 14.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EJR2 2031-12-15 6 N/A 61000.00 265.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HX67 2033-09-01 4 N/A 10000.00 222.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PPG2 2036-08-01 6 N/A 44205.00 441.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 1000.00 88.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 4500.00 434.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294BRL1 2029-12-01 7 N/A 5000.00 2.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MML68 2025-05-01 4 N/A 10000.00 19.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HT40 2029-07-01 7.5 N/A 16000.00 40.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D4P3 2034-03-20 5.5 N/A 33000.00 561.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKQ8 2040-09-20 5.5 N/A 24000.00 969.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWG0 2038-09-20 7 N/A 10000.00 123.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 7750.00 1136.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QXN4 2031-06-15 6.5 N/A 113000.00 244.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VST7 2025-10-20 7 N/A 25000.00 49.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCY4 2042-05-20 3 N/A 15000.00 1426.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292MYH9 2036-05-15 6 N/A 25000.00 292.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLH5 2047-06-01 4 N/A 7000.00 821.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 4000.00 630.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387HVY3 2031-05-01 6.5 N/A 5000.00 9.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387CTD3 2031-04-01 6 N/A 17023.00 53.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQP7 2037-12-20 7 N/A 27000.00 442.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5ED8 2037-11-01 5.5 N/A 78000.00 514.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDW5 2043-04-20 6 N/A 15000.00 846.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SYJ4 2034-05-15 5 N/A 243629.00 5909.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXB5 2031-03-01 8 N/A 100000.00 85.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UK66 2038-12-15 7 N/A 10000.00 84.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANC84 2041-08-01 4.5 N/A 2000.00 69.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FJJ3 2032-12-15 5 N/A 40044.00 808.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7L1 2029-01-20 6 N/A 781448.00 1661.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381DX26 2029-01-01 6.5 N/A 45000.00 56.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3W9 2034-02-20 5 N/A 31000.00 427.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AVA3 2043-07-01 3.5 N/A 8000.00 1505.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GTE1 2031-10-15 7.5 N/A 52500.00 754.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN4H9 2044-08-01 4.5 N/A 1000.00 119.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CJZ7 2025-09-20 7.5 N/A 165329.00 15.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FXN3 2034-04-15 5 N/A 55003.00 433.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVS6 2045-01-01 4 N/A 17000.00 1480.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GMR8 2028-03-01 6.5 N/A 7000.00 2.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 7750.00 882.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MJE0 2030-10-15 8 N/A 183500.00 159.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRW8 2027-01-01 6.5 N/A 35000.00 15.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUB2 2032-03-15 7.5 N/A 120000.00 273.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RXS1 2029-06-15 7 N/A 50000.00 155.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPD7 2031-08-20 6.5 N/A 887673.00 1669.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212M6E4 2031-11-15 6 N/A 50000.00 67.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUK0 2040-12-20 6 N/A 149000.00 3835.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390RK36 2032-12-01 8 N/A 65000.00 161.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287YPC2 2032-09-01 7.5 N/A 497000.00 3494.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUW1 2027-03-20 8 N/A 117157.00 37.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELA5 2036-11-20 6.5 N/A 25000.00 350.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211BVH4 2030-02-15 8 N/A 36265.00 12.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGCB8 2041-04-01 4.5 N/A 37000.00 2087.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY64 2028-01-20 6 N/A 65619.00 70.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYT9 2038-12-15 7 N/A 26250.00 592.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJ56 2045-10-01 4.5 N/A 12500.00 1901.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F5G0 2026-12-01 8.5 N/A 100000.00 14.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KML2 2032-04-01 6.5 N/A 56558.00 126.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 57500.00 457.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ESB6 2038-04-20 5.5 N/A 8334.00 122.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGC8 2025-07-15 8 N/A 239000.00 10.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVN6 2029-07-01 6 N/A 10000.00 7.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EPD5 2029-01-15 6 N/A 100000.00 180.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406ARX2 2034-11-01 5 N/A 10000.00 38.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUU8 2041-06-20 4.5 N/A 85000.00 1220.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C2U5 2029-07-15 7 N/A 65000.00 58.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414TL33 2038-07-01 5.5 N/A 5000.00 22.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 13000.00 972.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERZL7 2027-01-01 4.5 N/A 2000.00 11.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HE25 2032-12-01 6 N/A 12333.00 80.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UD65 2037-12-15 5.5 N/A 25000.00 523.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 3000.00 346.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9U62 2033-07-01 3.5 N/A 9000.00 965.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GUL9 2026-08-01 6 N/A 50000.00 24.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388KDA7 2031-10-01 6.5 N/A 52000.00 134.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A97C2 2041-06-01 4.5 N/A 6000.00 415.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BFU1 2036-12-01 6 N/A 35000.00 177.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC49 2035-03-20 5.5 N/A 35000.00 683.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206AVY6 2025-10-15 7 N/A 25000.00 180.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386CS52 2030-12-01 7 N/A 60000.00 54.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWU4 2048-05-01 4.5 N/A 2000.00 210.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UCG3 2031-11-15 6.5 N/A 35373.00 109.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203C3Y6 2026-04-15 8 N/A 160000.00 217.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EN96 2037-08-20 5.5 N/A 116999.00 1480.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31296NA23 2033-10-01 5.5 N/A 5000.00 125.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBX1 2036-03-15 6 N/A 30249.00 281.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 4000.00 535.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ69 2045-10-20 5.5 N/A 9800.00 912.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVH0 2044-11-01 3.5 N/A 4314.00 370.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRJ2 2034-04-15 5 N/A 75101.00 956.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BMS4 2038-10-01 6 N/A 54667.00 802.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MHU0 2033-04-15 6 N/A 25000.00 101.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AMA0 2036-11-01 6 N/A 25000.00 83.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG62 2030-05-20 7.5 N/A 220055.00 175.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YLA4 2031-06-15 6 N/A 43500.00 115.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWQ7 2033-04-15 5.5 N/A 25000.00 796.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GUG9 2027-12-01 6 N/A 4000.00 1.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JJP5 2032-06-15 6.5 N/A 91043.00 430.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSQ5 2032-04-20 6 N/A 194000.00 730.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NXW6 2034-12-15 5 N/A 45000.00 305.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMY49 2034-04-01 3.5 N/A 1000.00 103.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 2000.00 245.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHZ21 2041-12-01 4 N/A 3000.00 202.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKC2 2031-12-15 6 N/A 60000.00 126.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MK2P0 2027-11-01 2.5 N/A 2000.00 128.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295UF55 2038-01-15 6.5 N/A 25000.00 52.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEV6 2029-06-15 6.5 N/A 3866.00 6.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KZR2 2028-05-15 7.5 N/A 50000.00 55.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296TQU0 2038-10-15 6.5 N/A 45000.00 302.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXX35 2027-02-01 3.5 N/A 16000.00 154.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207RZL2 2027-02-15 7.25 N/A 25000.00 24.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379WLZ8 2028-06-01 6 N/A 8000.00 2.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXY4 2027-10-20 6.5 N/A 25408.00 13.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RX80 2031-12-15 6.5 N/A 152000.00 280.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK80 2032-08-01 6.5 N/A 69096.00 102.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEJ80 2049-06-01 4 N/A 1300.00 142.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDX3 2028-09-15 7.5 N/A 25000.00 19.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298ACN1 2030-05-01 6.5 N/A 155000.00 435.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JXX7 2031-03-01 6 N/A 10000.00 15.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ98 2052-05-01 3.5 N/A 18000.00 15029.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENK1 2037-06-20 5 N/A 32183.00 480.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NQ0 2030-08-01 3.5 N/A 3000.00 268.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SWP9 2033-08-15 5 N/A 45000.00 673.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZL0 2028-02-20 6.5 N/A 137525.00 155.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383B3T2 2029-05-01 6 N/A 15000.00 34.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 6000.00 571.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LFX2 2033-11-01 5 N/A 24000.00 315.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412APN8 2038-05-01 6.5 N/A 46000.00 611.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTR2 2034-11-01 6 N/A 35445.00 306.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2S7 2033-03-01 6 N/A 65000.00 209.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418TJF5 2040-05-01 5 N/A 2000.00 88.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHR1 2033-07-01 6 N/A 1815.00 7.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNT6 2026-04-20 7 N/A 284950.00 106.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAL1 2034-06-15 6 N/A 75000.00 136.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JVY1 2029-05-15 7 N/A 37118.00 443.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FBL1 2037-07-15 6.5 N/A 50000.00 268.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ26 2036-07-20 7 N/A 12000.00 184.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED55 2035-06-20 5.5 N/A 46000.00 850.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYR8 2027-12-20 6 N/A 55000.00 416.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELL1 2036-12-20 6 N/A 50000.00 720.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6F3 2034-06-20 6 N/A 132600.00 2107.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AF2J5 2040-01-15 4.5 N/A 55000.00 719.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B2V9 2033-12-15 6 N/A 355829.00 4299.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LDA38 2038-07-01 6 N/A 80667.00 556.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW61 2038-11-15 6 N/A 25000.00 261.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SK42 2033-10-15 5 N/A 130000.00 2969.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AT25 2032-01-01 3.5 N/A 13000.00 875.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387DG60 2031-05-01 6.5 N/A 15000.00 17.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CVN0 2029-05-15 6 N/A 52000.00 454.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414GEN5 2038-01-01 6.5 N/A 3000.00 50.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2J1 2028-04-20 6.5 N/A 225500.00 228.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUV1 2032-10-20 6 N/A 296000.00 1612.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 7000.00 85.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LBP2 2030-08-15 9 N/A 260000.00 300.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP66 2038-01-01 6.5 N/A 15000.00 57.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M7CD5 2042-10-01 3.5 N/A 2500.00 379.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390NTS1 2032-07-01 7 N/A 50000.00 90.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379DB99 2028-09-01 6.5 N/A 7000.00 30.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GXS0 2034-03-15 5.5 N/A 83000.00 851.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2H47 2041-03-15 6 N/A 5000.00 382.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSU5 2026-03-15 7.5 N/A 25000.00 9.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNV1 2026-04-20 7.5 N/A 190041.00 110.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EM97 2037-05-20 5 N/A 73500.00 1077.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X5C7 2033-07-15 5.5 N/A 50000.00 574.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9XG2 2043-12-01 4 N/A 1000.00 102.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PQE98 2024-10-01 4.5 N/A 75000.00 14.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4 N/A 6000.00 567.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BG82 2029-05-15 6.5 N/A 73036.00 23.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LXP7 2028-04-15 7 N/A 60000.00 114.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388K5X6 2031-10-01 6.5 N/A 15000.00 11.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV89 2038-09-20 6 N/A 1631232.00 1689.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FU48 2034-03-15 6 N/A 50000.00 131.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLG5 2029-11-01 6 N/A 15000.00 21.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AUB1 2028-11-15 6 N/A 90000.00 167.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411GBD3 2037-03-01 5.5 N/A 2000.00 32.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296B5C2 2038-05-20 5.5 N/A 34000.00 327.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2D0 2039-02-20 6.5 N/A 25000.00 470.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPP73 2044-08-01 4 N/A 5000.00 694.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJL4 2033-04-15 6 N/A 41000.00 325.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RW32 2031-11-15 6.5 N/A 50000.00 180.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDJ4 2035-04-15 5 N/A 22500.00 430.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWM35 2034-04-01 3.5 N/A 1000.00 274.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AST5 2028-10-15 6.5 N/A 51476.00 69.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXB2 2033-04-20 5 N/A 110368.00 1305.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERC5 2038-02-20 5 N/A 84500.00 1191.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRG8 2032-01-20 6 N/A 482853.00 1761.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RDQ7 2038-11-15 6 N/A 8000.00 299.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 1000.00 13.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PSUZ8 2025-10-01 3.5 N/A 2000.00 10.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAG7 2042-05-15 3.5 N/A 15000.00 6561.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QJN6 2033-07-15 5 N/A 60000.00 804.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBG0 2039-09-20 4 N/A 10000.00 589.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MBW6 2025-05-01 6 N/A 30000.00 43.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WMCQ5 2047-04-01 4 N/A 15000.00 1691.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 3000.00 446.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FB37 2033-02-01 5 N/A 25000.00 199.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KXY2 2033-01-01 6 N/A 20000.00 96.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295M6H7 2038-01-15 5 N/A 25000.00 27.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 38000.00 799.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291PAA4 2033-09-15 5 N/A 110000.00 1804.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 94000.00 1637.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386DTN0 2030-12-01 7.5 N/A 50000.00 16.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQD3 2028-10-20 4 N/A 150000.00 5991.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PRN0 2028-05-15 6.5 N/A 25000.00 13.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PWV21 2026-10-01 3 N/A 13000.00 221.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AWK2 2027-10-15 6.5 N/A 360000.00 253.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 5000.00 4428.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XNQ3 2037-06-01 6 N/A 1000.00 11.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLJ3 2040-10-20 5 N/A 39000.00 197.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DGX1 2031-04-15 6.5 N/A 30000.00 180.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDMD0 2044-12-01 4 N/A 18000.00 1297.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 3104.00 1749.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TP60 2029-04-01 7.5 N/A 30000.00 12.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWT2 2038-10-20 5 N/A 89000.00 1495.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2BE8 2040-12-01 3.5 N/A 2312.00 158.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVD2 2027-04-20 7 N/A 454427.00 182.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJV1 2028-12-15 7 N/A 45000.00 77.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D2R0 2029-08-15 7 N/A 25000.00 28.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BM21 2028-12-15 7 N/A 345000.00 543.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380ARU8 2028-06-01 6.5 N/A 1000.00 0.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391PNB8 2032-09-01 6.5 N/A 31000.00 49.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSB8 2032-03-20 6 N/A 531680.00 2366.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208X3B5 2028-12-15 6.75 N/A 25000.00 122.99 Agency Mortgage-Backed Securities GOVERNMENT 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365.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WRK0 2040-08-01 4.5 N/A 5000.00 137.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLQ4 2025-12-20 6.5 N/A 65000.00 32.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CUC5 2027-02-20 8 N/A 60000.00 22.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407MZ40 2035-08-01 5.5 N/A 1219.00 4.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGQZ0 2025-07-01 5.5 N/A 141000.00 14.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A46Y6 2041-01-01 4 N/A 40000.00 2710.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX63 2033-06-20 4.5 N/A 165000.00 1886.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WY90 2026-08-15 8 N/A 25000.00 8.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5P1 2048-12-01 4.5 N/A 4000.00 326.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 761.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 62500.00 91.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHJ0 2030-01-15 6.5 N/A 50000.00 95.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31306XQY2 2027-09-01 3 N/A 1000.00 35.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PVT4 2026-05-15 7.5 N/A 105000.00 39.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M5L2 2032-09-15 6 N/A 50000.00 163.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JEV7 2032-04-15 6.5 N/A 25000.00 203.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CSM6 2026-11-20 8 N/A 160000.00 39.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJZ45 2047-05-01 4 N/A 2000.00 233.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CLW1 2025-12-20 8 N/A 105000.00 13.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE96 2035-09-20 5.5 N/A 238334.00 5383.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208XVV0 2028-10-15 6.5 N/A 150000.00 84.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KUS73 2037-08-01 6 N/A 25000.00 445.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJD2 2032-12-15 5.5 N/A 36916.00 291.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNZ2 2029-03-01 6.5 N/A 2896.00 1.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AMZ7 2025-07-01 4 N/A 45000.00 96.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 3000.00 379.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXC9 2045-10-01 4.5 N/A 2000.00 304.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9PE7 2034-02-01 3.5 N/A 1000.00 113.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQK51 2035-05-15 3.5 N/A 32500.00 773.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXGE0 2027-01-01 3.5 N/A 4000.00 77.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210RHD5 2032-01-15 6 N/A 30041.00 74.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1DH7 2042-01-01 4.5 N/A 2000.00 216.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNW7 2031-07-20 5.5 N/A 52168.00 433.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BTA6 2039-01-01 5 N/A 5000.00 49.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZF9 2039-01-20 5 N/A 10000.00 137.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEY1 2035-08-20 7 N/A 25000.00 244.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYD9 2027-11-20 6.5 N/A 150000.00 159.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208PX52 2028-11-15 6.5 N/A 60000.00 360.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X14D5 2028-08-01 2.5 N/A 9000.00 690.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVJC2 2046-02-01 3.5 N/A 1000.00 126.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ARW5 2039-04-20 5.5 N/A 15000.00 1674.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 5000.00 696.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371M6M4 2037-01-01 5.5 N/A 53000.00 150.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BDN3 2044-04-01 4.5 N/A 4000.00 387.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR39 2026-10-20 8.5 N/A 25000.00 3.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 13000.00 8467.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209NB35 2028-06-20 6.5 N/A 90000.00 339.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TRX9 2029-05-01 6 N/A 44000.00 55.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGC7 2035-12-20 5 N/A 10000.00 197.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y1HC5 2048-07-01 4.5 N/A 5750.00 483.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZZ7 2033-10-20 6 N/A 71000.00 871.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8DG9 2046-03-01 3.5 N/A 1000.00 82.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417QS62 2024-10-01 4 N/A 9000.00 3.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296SD44 2038-11-15 6.5 N/A 9616.00 326.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 6000.00 869.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T2C2 2028-08-15 6.5 N/A 182000.00 327.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3J6 2039-03-20 6.5 N/A 145000.00 4068.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W5ZF8 2028-03-01 3 N/A 1000.00 32.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TJE3 2037-11-01 6.5 N/A 25000.00 241.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 7.196 N/A 90000.00 13222.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210U2H5 2029-04-15 6 N/A 50000.00 564.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HNM6 2029-05-01 6 N/A 15000.00 20.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNE4 2043-09-20 5.5 N/A 10000.00 630.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUZ1 2044-08-01 3.5 N/A 2021.00 176.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ECTY9 2027-03-01 2.5 N/A 1000.00 28.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSK0 2026-11-20 7.5 N/A 210000.00 80.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU74 2032-11-20 5.5 N/A 262000.00 1633.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4L0 2039-04-20 6.5 N/A 60000.00 1461.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296LBU4 2033-08-01 5.5 N/A 50000.00 279.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTMH8 2042-06-01 4 N/A 3000.00 279.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWW6 2045-08-01 4 N/A 4500.00 451.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLG4 2031-01-20 7.5 N/A 500484.00 556.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2W0 2033-12-20 6 N/A 109119.00 1391.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HVQ4 2033-03-01 5 N/A 10000.00 72.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298SLV4 2030-01-01 7 N/A 28750.00 78.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV71 2038-09-20 5.5 N/A 130050.00 209.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C6C3 2032-03-15 6 N/A 25000.00 194.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MJA5 2035-05-01 6 N/A 4991.00 12.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FNL8 2028-02-01 2.5 N/A 2000.00 140.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 5000.00 676.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAA9 2029-01-20 6.5 N/A 730064.00 1316.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2F7 2033-11-20 6 N/A 50000.00 550.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZH5 2039-01-20 6 N/A 23000.00 326.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDB4 2029-08-20 7.5 N/A 895000.00 1232.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3 N/A 1000.00 719.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BDT2 2029-04-15 6 N/A 155000.00 462.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWV9 2033-03-20 5.5 N/A 58000.00 495.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207E7F5 2027-10-15 7 N/A 25811.00 39.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN89 2026-08-15 7.5 N/A 40000.00 16.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5CZ1 2037-10-01 6 N/A 40000.00 169.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4G1 2039-04-20 4.5 N/A 7000.00 183.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5C3 2028-09-20 6 N/A 111000.00 234.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FTW1 2026-06-15 6 N/A 50000.00 11.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4C9 2037-06-01 6.5 N/A 13000.00 59.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JTA4 2033-06-01 5.5 N/A 10000.00 33.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LEX8 2036-06-15 6 N/A 37000.00 655.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEZ5 2040-03-20 4.5 N/A 75000.00 1237.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX94 2044-01-20 5.5 N/A 5000.00 318.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2B5 2028-04-15 6 N/A 342668.00 650.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYH0 2033-10-15 5 N/A 50000.00 719.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CKC7 2031-12-15 6.5 N/A 50000.00 149.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX39 2046-03-01 3 N/A 4246.00 632.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XBM8 2029-06-15 7 N/A 75000.00 338.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A2S5 2029-02-15 6.5 N/A 165000.00 423.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294R6X2 2036-10-15 6.5 N/A 25000.00 205.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TS52 2032-07-01 6 N/A 125000.00 100.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMS7 2029-06-15 6.5 N/A 80000.00 71.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMN6 2037-03-20 5.5 N/A 40680.00 478.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMP9 2033-02-15 5.5 N/A 80102.00 568.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402XDE3 2033-09-01 5.5 N/A 10000.00 27.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BFL3 2033-07-01 5.5 N/A 5000.00 30.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMS38 2030-01-01 3 N/A 1011.00 97.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291K5B9 2034-06-15 5 N/A 25000.00 572.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KL37 2029-04-15 6.5 N/A 35000.00 71.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKT4 2036-07-15 6.5 N/A 59768.00 507.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JKD2 2028-12-15 6.5 N/A 25000.00 256.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SET6 2027-04-15 7.25 N/A 25000.00 56.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6T3 2038-11-20 5.5 N/A 12000.00 972.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CWD1 2027-06-20 7.5 N/A 100000.00 34.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X4L0 2035-05-15 5.5 N/A 100000.00 1515.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DLV9 2036-06-01 6 N/A 8000.00 83.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPQ0 2026-06-20 7 N/A 205931.00 59.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM65 2031-05-20 7 N/A 25000.00 52.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGDL5 2045-12-01 4 N/A 12500.00 1188.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KTH9 2035-09-01 6 N/A 31000.00 273.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XLZG0 2044-09-01 4 N/A 1000.00 81.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQC1 2029-02-15 6.5 N/A 125000.00 378.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RS0 2041-12-01 4.5 N/A 3000.00 142.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210L3R2 2029-01-15 6 N/A 25000.00 23.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETA7 2038-05-20 6 N/A 50000.00 790.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKYW9 2043-01-01 4 N/A 3333.00 403.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 14000.00 9416.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JMM0 2029-05-15 7 N/A 50000.00 177.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS36 2032-05-20 6 N/A 814360.00 2955.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412QDL0 2039-08-01 4.5 N/A 15000.00 750.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UV56 2031-07-15 6 N/A 30433.00 84.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390KRR1 2032-06-01 7.5 N/A 1074.00 2.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFLC8 2045-09-01 3.5 N/A 1001.00 107.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415TFV7 2038-08-01 6 N/A 22000.00 231.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ULW8 2034-03-15 5.5 N/A 77000.00 782.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 1000.00 118.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945ZK7 2041-02-01 4.5 N/A 1096.00 35.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296QCQ1 2033-11-01 5.5 N/A 15000.00 136.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLKD0 2033-11-01 6 N/A 85000.00 666.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFP9 2035-10-20 5.5 N/A 141419.00 3045.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLV1 2032-02-01 7 N/A 10000.00 18.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YJD1 2040-07-01 4.5 N/A 12000.00 1026.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXE6 2033-04-20 6.5 N/A 150000.00 914.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DG70 2030-05-20 8 N/A 138332.00 83.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP42 2040-10-15 4 N/A 15000.00 796.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DYE6 2033-04-01 5.5 N/A 25000.00 282.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4L8 2041-01-01 4.5 N/A 3882.00 162.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJGP9 2037-06-01 6 N/A 18342.00 129.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELB3 2036-11-20 7 N/A 82500.00 1586.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400KP67 2033-04-01 5.5 N/A 6000.00 28.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PRK8 2026-03-15 7 N/A 60622.00 18.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDV2 2028-06-15 7 N/A 148705.00 104.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBA3 2039-09-20 5 N/A 1000.00 8.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTE1 2032-06-20 6 N/A 314366.00 1423.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJM9 2040-08-20 5 N/A 175000.00 967.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293ADY1 2028-09-01 7.5 N/A 49000.00 37.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEG7 2040-02-20 4 N/A 19000.00 930.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JVC26 2049-07-01 3.5 N/A 3000.00 438.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FM59 2033-02-15 5.5 N/A 120004.00 1734.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTWN1 2044-08-01 4 N/A 1004.00 252.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H4F0 2036-07-01 7 N/A 30000.00 628.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EL80 2037-02-20 4.5 N/A 13988.00 622.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.5 N/A 199231.00 620.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLS6 2045-08-20 5 N/A 25000.00 2289.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA97 2039-09-20 4.5 N/A 63000.00 1204.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YRC2 2033-11-15 6 N/A 25000.00 311.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RZ34 2038-09-15 6 N/A 32000.00 255.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU32 2044-08-01 4 N/A 2000.00 159.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVD8 2032-12-15 5.5 N/A 53000.00 406.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMS9 2026-02-20 7.5 N/A 484717.00 80.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESH0 2032-01-15 6 N/A 25000.00 101.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HDU9 2028-11-01 6 N/A 127001.00 98.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4Q71 2037-04-01 5.5 N/A 28000.00 190.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296KSD5 2038-07-15 5 N/A 60000.00 266.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHX2 2030-07-20 8 N/A 25000.00 19.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HQMW9 2042-12-01 3 N/A 1000.00 208.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208TFM7 2031-09-15 6.5 N/A 50000.00 264.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PE23 2039-04-01 4.5 N/A 1000.00 69.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 1000.00 97.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3K4 2028-05-15 6.5 N/A 48312.00 43.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206HTT5 2026-02-15 6.5 N/A 2518961.00 3894.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRY1 2026-10-20 7.5 N/A 150000.00 30.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UW63 2032-01-15 6 N/A 60335.00 242.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400DNR9 2032-12-01 5.5 N/A 80333.00 947.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AQ69 2033-09-15 5 N/A 25982.00 578.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NNU4 2030-07-01 3.5 N/A 3000.00 269.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUA7 2032-10-01 5.5 N/A 35000.00 144.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G2S8 2028-10-01 6.5 N/A 5000.00 4.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TBC5 2037-04-01 6.5 N/A 90000.00 1719.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374VXC3 2025-09-01 6.25 N/A 20000.00 28.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRU5 2035-10-01 4.5 N/A 10000.00 83.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210T5E2 2029-02-15 7 N/A 32000.00 118.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUJ8 2032-09-20 6 N/A 157000.00 813.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FA22 2024-09-20 4 N/A 75000.00 13.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 1000.00 186.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLF5 2031-05-01 6.5 N/A 247000.00 165.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209JL58 2029-05-15 6.5 N/A 25000.00 42.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMK66 2044-03-01 4.5 N/A 6000.00 79.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBH3 2029-04-20 6 N/A 262691.00 563.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209G2D8 2028-08-15 6.5 N/A 42000.00 36.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJM6 2037-07-01 6.5 N/A 100000.00 380.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201Q6N8 2032-09-15 6 N/A 200000.00 496.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT50 2032-08-20 5.5 N/A 165030.00 1570.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XF85 2033-07-01 5.5 N/A 15000.00 88.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BB31 2029-01-15 6 N/A 125000.00 292.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9SN2 2048-11-01 3 N/A 2750.00 533.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382KWU8 2029-06-01 7 N/A 23000.00 16.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2E9 2028-04-15 7 N/A 97000.00 91.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLS8 2032-03-01 5.5 N/A 50000.00 161.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 4000.00 3202.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390ABQ2 2032-06-01 6.5 N/A 25000.00 323.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 87.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7K9 2039-07-20 6 N/A 5000.00 188.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NAN2 2033-07-15 5 N/A 35000.00 461.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 3000.00 432.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391AAB5 2032-12-01 5.5 N/A 51000.00 169.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335ATA6 2042-02-01 5 N/A 20000.00 2672.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RZB1 2035-03-15 5 N/A 25000.00 531.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405XC27 2034-11-01 5.5 N/A 24791.00 195.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5D3 2050-02-01 3 N/A 8000.00 1651.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSR6 2038-02-01 5 N/A 99000.00 2601.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EX49 2028-11-15 7 N/A 40000.00 53.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GSK3 2027-05-01 7 N/A 15000.00 4.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWU9 2038-10-20 5.5 N/A 360000.00 488.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EWU6 2032-03-15 6 N/A 145016.00 391.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PTUW3 2026-01-01 3.5 N/A 27000.00 257.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQA0 2037-11-20 6 N/A 55000.00 691.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAS5 2039-07-20 3.5 N/A 10000.00 615.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287LR53 2031-12-01 5.5 N/A 34000.00 84.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FZE9 2038-12-20 6.5 N/A 15333.00 677.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387EXR3 2031-06-01 6.5 N/A 11000.00 32.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY53 2028-03-15 7 N/A 35000.00 29.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEA2 2035-06-15 6 N/A 25000.00 499.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DWH8 2036-10-01 6.5 N/A 66000.00 450.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 15000.00 21.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JFT6 2025-08-15 7.5 N/A 210000.00 29.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMA6 2031-03-20 6.5 N/A 443178.00 557.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVQ9 2038-08-20 6.5 N/A 19200.00 286.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MJW3 2032-07-15 7 N/A 49000.00 280.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CZM8 2028-02-20 7 N/A 566000.00 539.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BNN4 2037-10-01 6.5 N/A 3000.00 60.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290S6S5 2034-08-15 6 N/A 72500.00 2024.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200WDM0 2032-02-15 6 N/A 25000.00 117.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MNC0 2042-09-20 3.5 N/A 33000.00 1321.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335GMB8 2025-10-01 6.5 N/A 25102.00 1.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GRZ1 2027-03-01 7 N/A 10000.00 2.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414R5B7 2038-03-01 6.5 N/A 20000.00 249.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB20 2029-03-15 6.5 N/A 29000.00 21.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELM9 2036-12-20 6.5 N/A 37500.00 569.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADK0 2038-02-01 5.5 N/A 4000.00 85.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206BL58 2025-08-15 7 N/A 38000.00 22.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208DL86 2027-07-15 7 N/A 55000.00 186.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AF69 2037-08-01 5.5 N/A 2000.00 47.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXW9 2033-06-01 3.5 N/A 2000.00 228.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYZ8 2033-08-20 5 N/A 196250.00 3092.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292F2K2 2035-08-15 5.5 N/A 30003.00 354.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HMT2 2028-05-01 8 N/A 48000.00 51.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EK81 2036-11-20 5.5 N/A 10000.00 125.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209YY28 2031-06-15 6.5 N/A 65000.00 438.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WHN3 2031-04-01 6 N/A 71626.00 80.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP64 2026-07-20 6.5 N/A 125000.00 56.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3E32 2043-08-01 4 N/A 1000.00 70.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYG8 2038-12-20 6.5 N/A 763000.00 844.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DPX5 2042-10-01 3 N/A 6000.00 1144.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4Y91 2049-09-01 3.5 N/A 2000.00 323.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BE61 2029-06-15 5.5 N/A 45359.00 74.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210DJN2 2029-03-15 7 N/A 85000.00 320.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEZ0 2029-12-20 7 N/A 30000.00 29.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 17000.00 273.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ6J4 2049-04-01 4 N/A 8000.00 670.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5Q0 2034-05-20 5 N/A 92000.00 1774.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKP4 2031-05-01 6 N/A 30000.00 23.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZP5 2029-01-15 6.5 N/A 94000.00 282.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHP4 2040-07-20 5 N/A 125000.00 2385.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31416WMH2 2040-07-01 5 N/A 6000.00 119.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GPR2 2026-01-01 8 N/A 320000.00 10.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQN2 2037-12-20 6.5 N/A 26000.00 345.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208CY92 2027-06-15 7.5 N/A 40000.00 37.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 3000.00 190.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380LG28 2029-02-01 6.5 N/A 14000.00 35.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7A86 2025-11-01 5 N/A 100000.00 183.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Y7E3 2035-11-01 6 N/A 38000.00 385.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PWH3 2029-03-15 6 N/A 50000.00 162.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389EFY6 2031-12-01 6 N/A 83000.00 762.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QSX5 2028-11-15 7 N/A 1125000.00 196.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AZL7 2028-03-15 6.5 N/A 25000.00 25.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406V4B9 2035-06-01 5.5 N/A 13000.00 78.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371PBA7 2038-12-01 5.5 N/A 23000.00 127.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CYY0 2035-11-15 5 N/A 10000.00 175.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RU84 2033-08-15 5 N/A 55000.00 1269.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 150.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4P5 2028-08-20 6.5 N/A 80488.00 89.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHL8 2030-06-20 8 N/A 79000.00 71.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGJ29 2045-06-01 3.5 N/A 2000.00 170.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WDX8 2028-06-15 6.5 N/A 155000.00 92.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LYJ1 2038-03-01 5.5 N/A 23000.00 187.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSK0 2029-08-01 3.5 N/A 1000.00 73.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBF5 2034-11-20 6 N/A 37300.00 732.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XRS5 2037-05-01 5 N/A 6000.00 376.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C5L9 2024-10-15 8 N/A 49000.00 15.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4T1 2029-02-15 6 N/A 129000.00 288.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXA3 2045-10-01 4 N/A 6000.00 573.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JKW7 2032-07-01 7 N/A 2250000.00 6966.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J2R9 2032-02-15 7.5 N/A 75000.00 1776.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C6A7 2049-01-01 4.5 N/A 1000.00 74.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 7000.00 4800.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YD24 2033-11-15 6 N/A 35000.00 228.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEK0 2035-06-15 6 N/A 20000.00 326.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BKL1 2038-11-01 5 N/A 1031.00 9.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BMZ8 2031-04-15 6.5 N/A 302000.00 621.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGD7 2030-03-20 7.5 N/A 155000.00 104.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208WBE2 2028-05-15 6.5 N/A 108000.00 154.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XEC0 2028-09-15 6.5 N/A 26000.00 54.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXT5 2033-05-01 3.5 N/A 1000.00 119.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XCH9 2033-05-15 5.5 N/A 50000.00 517.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQZ5 2038-01-20 5.5 N/A 82000.00 1018.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382RNY5 2029-03-01 6.5 N/A 25000.00 10.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5E5 2039-05-20 4 N/A 21000.00 903.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF20 2035-11-20 5 N/A 106426.00 2222.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391A6S3 2032-10-01 6 N/A 28000.00 30.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V4C6 2028-03-15 7 N/A 55000.00 22.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRW2 2031-08-20 6.5 N/A 14500.00 4055.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPS6 2026-06-20 7.5 N/A 450336.00 140.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB43 2034-05-01 3.5 N/A 1000.00 119.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405AW66 2034-06-01 6 N/A 21000.00 117.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209A2T6 2031-04-15 6.5 N/A 110000.00 371.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KHA2 2031-10-01 8 N/A 170000.00 290.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210B4J1 2039-04-15 4.5 N/A 25250.00 370.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2U4 2033-12-20 5 N/A 222051.00 3362.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENQ69 2042-01-01 4.5 N/A 1000.00 85.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RSJ2 2032-02-15 6.5 N/A 25000.00 231.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A55R6 2039-06-15 4.5 N/A 35141.00 793.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415M2W4 2038-07-01 5.5 N/A 7000.00 72.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D2V2 2033-12-20 5.5 N/A 112334.00 1737.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200BB63 2032-12-15 6.5 N/A 25000.00 341.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNZ0 2031-07-20 7 N/A 77667.00 210.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213URH5 2031-10-15 6 N/A 117000.00 255.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5U0 2049-01-01 4.5 N/A 5000.00 351.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291XAH2 2035-04-15 5 N/A 48000.00 1131.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTF3 2026-05-20 4 N/A 375000.00 3447.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 8000.00 98.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X7DH3 2043-08-01 4 N/A 1667.00 333.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5SV5 2044-03-01 4.5 N/A 5000.00 360.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205K6N7 2027-02-15 7 N/A 25020.00 8.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGT2 2030-04-20 8.5 N/A 25107.00 9.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206YDU2 2033-11-15 5.5 N/A 44500.00 540.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373TSK7 2024-09-25 8 N/A 230000.00 0.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AD7L6 2034-03-01 3.5 N/A 2000.00 212.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 4000.00 377.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412V4G0 2037-07-01 5.5 N/A 1000.00 6.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CPU2 2035-07-15 6 N/A 28571.00 561.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AD96 2042-03-01 3.5 N/A 1000.00 89.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FB43 2025-10-01 7 N/A 10000.00 1.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4A8 2028-07-20 7.5 N/A 100000.00 43.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HMU5 2031-12-01 6.5 N/A 5000.00 7.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFR1 2052-09-01 4.5 N/A 6400.00 5486.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ANDY6 2041-08-01 4 N/A 3000.00 137.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BED6 2029-04-15 6.5 N/A 52000.00 86.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 15700400.00 16419103.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31410GAE3 2036-12-01 5 N/A 3000.00 32.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SRT6 2037-07-15 5.5 N/A 100268.00 263.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205F7K3 2033-01-15 6 N/A 33000.00 179.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEF7 2046-12-01 3 N/A 1000.00 208.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAT3 2048-11-01 4.5 N/A 1000.00 140.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPW6 2029-11-01 6.5 N/A 58668.00 76.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRF4 2032-03-01 5.5 N/A 52000.00 140.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPN91 2045-02-01 4 N/A 4000.00 324.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WHA2 2035-04-15 5.5 N/A 139000.00 6631.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NH27 2043-07-20 3 N/A 32000.00 2643.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KKB3 2036-05-15 6.5 N/A 126138.00 1673.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPZ5 2031-10-15 6.5 N/A 413000.00 744.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3G4 2034-01-20 5 N/A 170000.00 2041.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410Q6L0 2036-11-01 6.5 N/A 4000.00 31.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212TVM3 2030-11-15 7.5 N/A 1232000.00 1680.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K6A0 2040-12-01 4 N/A 4000.00 102.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBJ6 2028-12-15 6 N/A 100000.00 240.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376PNV3 2026-10-01 7.5 N/A 7333.00 1.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KCL0 2035-01-15 6 N/A 14000.00 203.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EV97 2038-09-20 6.5 N/A 64000.00 181.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDD75 2026-06-01 5 N/A 21558.00 0.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3G1 2033-12-15 7 N/A 25000.00 101.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407KJN0 2035-09-01 5 N/A 20000.00 208.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEV8 2042-06-20 3.5 N/A 23000.00 810.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4F3 2039-04-20 4 N/A 25000.00 941.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLT6 2031-02-20 6 N/A 373466.00 376.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXT3 2033-05-20 5.5 N/A 185000.00 1968.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DPX1 2036-08-01 6.5 N/A 32000.00 199.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYE3 2038-12-20 5.5 N/A 404000.00 281.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAE1 2029-01-20 8 N/A 50000.00 166.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DG36 2031-08-15 6 N/A 55000.00 227.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287XG83 2032-08-01 6 N/A 20000.00 58.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUK5 2032-09-20 6.5 N/A 75103.00 321.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FYN3 2029-07-15 6.5 N/A 54000.00 269.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GK63 2025-03-01 8 N/A 25000.00 0.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201BNC6 2032-06-15 6.5 N/A 90000.00 380.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290Y6E3 2034-02-15 6 N/A 40000.00 567.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419J5J3 2025-11-01 3.5 N/A 2000.00 12.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5X1 2032-12-15 5.5 N/A 85000.00 367.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XUE5 2029-03-15 6.25 N/A 125000.00 314.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPC6 2031-07-15 7 N/A 207901.00 302.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AVG2 2027-08-15 6.5 N/A 110000.00 55.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYW8 2054-06-20 5.5 N/A 35000.00 35290.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9N97 2043-09-01 4 N/A 2334.00 308.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297VY69 2035-11-01 5 N/A 12000.00 77.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201M4J8 2032-08-15 6.5 N/A 36962.00 27.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XXV4 2029-06-15 7 N/A 40064.00 112.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5SH4 2038-01-01 6.5 N/A 22000.00 222.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQW0 2026-05-15 7.5 N/A 152000.00 38.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS61 2026-12-20 7.5 N/A 90000.00 27.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MQY2 2033-07-15 5.5 N/A 25175.00 186.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 26500.00 3184.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJUN8 2044-05-01 4 N/A 1000.00 67.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381C5S2 2028-11-01 7.5 N/A 26000.00 9.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6J7 2028-11-20 6.5 N/A 367708.00 517.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A2TX4 2039-05-15 4.5 N/A 25000.00 211.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 6800.00 22.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DVW9 2033-09-15 5 N/A 80000.00 1890.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CS95 2026-12-20 8 N/A 49000.00 9.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209XSM3 2028-10-15 6 N/A 37000.00 109.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FY34 2041-11-20 4 N/A 50000.00 934.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7MD6 2048-11-01 4.5 N/A 3000.00 271.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206USS9 2026-04-15 7.5 N/A 90000.00 74.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179W2V9 2052-03-20 3 N/A 1000.00 766.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWW5 2038-10-20 6.5 N/A 1527667.00 526.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUC6 2032-05-15 6.5 N/A 105333.00 311.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFGY7 2042-11-01 3.5 N/A 1000.00 262.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KUU2 2029-08-15 7.5 N/A 27000.00 24.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MAFA2 2045-03-01 3.5 N/A 24000.00 3519.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4K1 2029-12-01 8 N/A 16000.00 10.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMZ9 2037-04-20 6 N/A 51500.00 606.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V4T6 2040-08-01 4 N/A 3000.00 111.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QD40 2038-04-20 5.5 N/A 2000.00 152.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGE5 2030-03-20 8 N/A 50171.00 42.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A5V8 2028-09-15 6 N/A 34000.00 85.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CW74 2027-08-20 6.5 N/A 48750.00 54.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC5Z3 2024-10-15 4 N/A 200000.00 35.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391LH73 2033-01-01 6 N/A 72000.00 1193.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 163.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYA3 2033-06-20 6.5 N/A 25667.00 108.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 197135.00 2957.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211N3V8 2029-09-15 7.5 N/A 25000.00 20.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381B2H1 2028-12-01 6 N/A 32732.00 43.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4U8 2029-02-15 6.5 N/A 37216.00 17.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296FK51 2038-08-15 6.5 N/A 10000.00 464.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KKB2 2033-01-15 5.5 N/A 25000.00 276.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404BQG0 2034-02-01 6.5 N/A 40000.00 735.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GAH4 2032-01-15 6.5 N/A 35000.00 176.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213YQC9 2032-04-15 6.5 N/A 35000.00 170.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209T6S3 2028-10-15 7 N/A 25000.00 103.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC42 2041-02-01 4 N/A 3000.00 338.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLU5 2025-12-20 7.5 N/A 323940.00 65.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BV27 2033-08-01 5 N/A 5000.00 87.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX62 2046-03-01 4.5 N/A 6000.00 557.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295R2B3 2038-05-15 5.5 N/A 50084.00 2120.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDZ8 2035-05-15 5.5 N/A 20000.00 295.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138ENYB9 2029-12-01 4 N/A 2000.00 65.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXDP2 2035-10-01 5 N/A 38000.00 322.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210SFH6 2029-10-15 6 N/A 67545.00 8741.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FPP2 2033-03-15 6.5 N/A 84901.00 2445.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBG5 2029-04-20 5.5 N/A 68000.00 22.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FML4 2033-02-15 5 N/A 140285.00 1042.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NJF6 2038-10-20 6 N/A 1000.00 57.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KYN2 2028-05-15 6.75 N/A 203000.00 192.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQ54 2031-07-01 7.5 N/A 45000.00 47.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMSP9 2029-09-01 3.5 N/A 4000.00 301.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PTH6 2036-09-01 6 N/A 8000.00 45.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 4000.00 3392.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FAG8 2032-08-15 6.5 N/A 405000.00 568.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412X2W3 2037-07-01 5.5 N/A 13000.00 60.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCXX8 2025-07-01 5 N/A 16000.00 0.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294TLB9 2036-10-15 6 N/A 25000.00 234.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GU41 2031-12-15 7 N/A 199000.00 426.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2Z73 2043-02-01 3 N/A 1000.00 144.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BRQ5 2037-05-01 4.5 N/A 126839.00 104.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209KKJ6 2028-06-15 6.5 N/A 69300.00 516.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7K1 2034-08-20 6 N/A 55000.00 703.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECC1 2035-01-20 6.5 N/A 40000.00 700.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RTY4 2033-04-15 5 N/A 25000.00 55.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HUV8 2029-07-01 7 N/A 10000.00 27.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q6K0 2040-02-01 4.5 N/A 2000.00 53.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QJC9 2032-03-15 6.5 N/A 31000.00 74.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212MCY3 2031-07-15 6.5 N/A 25000.00 224.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRD7 2026-09-20 7.5 N/A 324999.00 62.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXW4 2038-11-20 7 N/A 119000.00 2502.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TFF9 2032-12-15 5.5 N/A 30000.00 92.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRV2 2036-05-15 5 N/A 14168.00 524.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQR8 2033-08-20 5 N/A 79821.00 1168.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F5K5 2031-12-15 7 N/A 52500.00 507.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTM5 2027-01-20 6.5 N/A 40000.00 71.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2E99 2042-02-15 5 N/A 50000.00 4414.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206FT28 2025-10-15 7 N/A 225000.00 30.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5P2 2034-05-20 4.5 N/A 37000.00 754.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HTA4 2036-02-01 6 N/A 30000.00 292.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 4100.00 535.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225ART9 2027-01-15 7.5 N/A 29195.00 10.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295RRC4 2038-12-15 6.5 N/A 229297.00 2281.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REJ4 2035-05-01 6 N/A 2750.00 25.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GXX0 2027-03-01 8 N/A 285000.00 36.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7F70 2045-11-01 4 N/A 16000.00 1059.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HFT6 2030-10-01 7 N/A 6000.00 4.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 105000.00 1284.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LRM1 2028-07-15 7 N/A 50000.00 9.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERV3 2038-03-20 6.5 N/A 61022.00 894.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB70 2039-10-20 6.5 N/A 25891.00 497.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT55 2045-08-01 4 N/A 6000.00 703.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MY84 2026-06-20 8 N/A 70000.00 294.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WTB4 2037-07-01 6 N/A 15000.00 183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MVM2 2033-09-15 4.5 N/A 55860.00 965.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KLF3 2036-11-15 6 N/A 15000.00 236.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXR7 2033-05-20 4.5 N/A 160508.00 2493.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B2Q3 2037-10-01 6.5 N/A 5000.00 86.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y5DV5 2027-06-01 3.5 N/A 6000.00 208.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VPK2 2028-12-01 6 N/A 77500.00 76.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNF1 2034-07-20 6 N/A 25000.00 1764.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJV2 2036-07-20 5 N/A 35000.00 420.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KT34 2029-08-15 7 N/A 260500.00 379.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LKH2 2037-05-01 5.5 N/A 26000.00 222.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417ASD2 2041-12-01 4 N/A 14999.00 699.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X3E5 2033-07-15 4.5 N/A 41000.00 1161.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206WXH3 2026-05-15 7 N/A 25114.00 5.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CH97 2025-08-20 7.5 N/A 30000.00 3.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP86 2037-11-20 5 N/A 49000.00 266.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KHK7 2036-01-15 6 N/A 47000.00 1036.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVN7 2044-12-01 3.5 N/A 1000.00 93.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CHR7 2025-07-20 9 N/A 26000.00 2.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA50 2029-03-20 6 N/A 210000.00 425.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201VAK8 2033-09-15 5 N/A 25000.00 402.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 751.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386HMR9 2031-01-01 7.5 N/A 25000.00 4.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UW84 2040-02-01 4.5 N/A 10000.00 299.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206SYK4 2026-07-15 8 N/A 25000.00 123.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945SX7 2041-02-01 4.5 N/A 17000.00 290.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NTR6 2038-04-01 5 N/A 5082.00 32.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288GY97 2033-02-01 5.5 N/A 10000.00 119.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMD2 2026-01-20 8 N/A 161000.00 42.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BME5 2031-03-15 6 N/A 31000.00 83.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNX5 2031-07-20 6 N/A 106500.00 278.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QHR3 2039-02-15 4.5 N/A 35000.00 1161.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210EJD2 2032-02-15 7 N/A 123273.00 5941.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRW0 2032-02-15 7.5 N/A 234353.00 367.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UZX2 2031-04-15 6.5 N/A 150000.00 128.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJD3 2031-08-01 3.5 N/A 1000.00 128.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205R4E4 2026-06-15 7.5 N/A 150000.00 205.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202X4V6 2033-07-15 5.5 N/A 50000.00 846.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AALN0 2052-11-20 4.5 N/A 1096759.00 1036299.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPP7 2031-09-15 6 N/A 50000.00 146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGQ4 2040-06-20 5.5 N/A 12000.00 893.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NCS5 2028-05-20 2.5 N/A 20000.00 1460.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 13000.00 166.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FM45 2040-12-20 4 N/A 160729.00 3033.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCX8 2049-06-01 3 N/A 4000.00 442.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXL3 2033-06-01 6 N/A 48000.00 323.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7A1 2039-07-20 5 N/A 1025000.00 2850.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382YH35 2029-04-01 6.5 N/A 10000.00 9.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7K3 2029-01-20 5.5 N/A 188666.00 797.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HC78 2028-08-01 8.5 N/A 215000.00 159.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTQ6 2027-01-20 7 N/A 551500.00 320.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HKY9 2031-08-01 7 N/A 30000.00 36.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6CS4 2039-07-15 4 N/A 10000.00 470.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KT92 2032-09-01 5.5 N/A 23000.00 88.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DNK3 2031-06-20 6 N/A 366750.00 1082.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLU3 2031-02-20 6.5 N/A 247750.00 218.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFX4 2030-02-20 7 N/A 152706.00 155.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5R8 2034-05-20 5.5 N/A 83316.00 1456.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSF5 2052-04-01 2.5 N/A 5000.00 3751.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404US27 2034-06-01 6 N/A 5000.00 65.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLE9 2031-01-20 6.5 N/A 25051.00 36.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7E8 2049-02-01 4 N/A 10500.00 688.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GHK5 2036-07-01 6.5 N/A 49943.00 148.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FVW2 2037-02-01 5.5 N/A 30762.00 236.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CR21 2026-10-20 8 N/A 170000.00 95.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARFP1 2040-03-15 3.5 N/A 10000.00 2332.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 21000.00 687.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KUB5 2032-10-01 6 N/A 72000.00 187.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZE2 2039-01-20 4.5 N/A 12500.00 215.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CHH3 2035-08-01 5 N/A 2000.00 25.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 6000.00 2897.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCQ7 2039-11-20 5.5 N/A 1000.00 44.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCC3 2029-06-20 6.5 N/A 198417.00 320.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPRL3 2047-07-01 3.5 N/A 1000.00 133.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207LV47 2027-11-15 8 N/A 75000.00 208.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 2000.00 1468.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KYM4 2038-12-15 6 N/A 60000.00 1714.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXZ1 2027-10-20 7 N/A 121500.00 121.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209FDS5 2029-02-15 7 N/A 65000.00 159.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 4000.00 411.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DCS8 2029-07-20 6.5 N/A 45000.00 63.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WLA8 2033-09-15 5 N/A 45000.00 504.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204RDH8 2026-10-15 8 N/A 35000.00 7.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383QGC2 2029-08-01 7 N/A 50000.00 36.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294VRC6 2037-11-15 6 N/A 25000.00 260.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EQK8 2037-12-20 5 N/A 56000.00 545.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QGY5 2033-07-15 5.25 N/A 50000.00 2542.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201PYE9 2032-05-15 6 N/A 25188.00 706.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294N6F0 2036-10-15 6 N/A 25000.00 255.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDA1 2039-12-20 4 N/A 13750.00 805.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HY25 2033-10-01 6 N/A 30000.00 194.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 41818.00 380.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWL8 2033-01-15 6 N/A 9000.00 38.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RGR7 2032-07-15 6 N/A 25000.00 84.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4L1 2028-07-15 6.5 N/A 7500.00 10.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK64 2032-08-01 6.5 N/A 255000.00 469.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZM5 2054-01-01 6 N/A 1047310.00 1015492.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FQT3 2033-04-15 5.5 N/A 25000.00 83.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391VGY3 2032-07-01 7.5 N/A 1250.00 19.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLU8 2038-12-20 7 N/A 10000.00 231.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0XQ8 2042-08-01 4.5 N/A 3249.00 410.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKK4 2036-09-20 5.5 N/A 13000.00 120.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EVR7 2038-08-20 7 N/A 10000.00 73.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208V3X1 2028-03-15 7 N/A 125000.00 276.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CM78 2038-10-01 6.5 N/A 50000.00 348.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381BUB3 2028-12-01 6 N/A 90100.00 70.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTB2 2028-12-15 6 N/A 25000.00 32.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXL2 2027-09-20 7 N/A 1026021.00 573.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292CFR0 2035-10-15 5 N/A 113000.00 2411.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307EV27 2028-10-01 3.5 N/A 3000.00 342.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VJP3 2026-03-15 7.5 N/A 25000.00 3.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRE3 2032-01-20 5.5 N/A 105000.00 585.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400M3R1 2033-02-01 6 N/A 40000.00 414.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZY0 2033-10-20 5.5 N/A 113406.00 1708.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XJ88 2039-01-15 5 N/A 7000.00 110.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DT68 2032-08-20 6 N/A 359673.00 1541.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF71 2033-08-15 5 N/A 30000.00 403.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3 N/A 3000.00 199.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYM7 2033-07-20 6 N/A 34319.00 381.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SZU4 2037-05-15 5.5 N/A 100000.00 673.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEK3 2029-11-20 7 N/A 257000.00 240.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 4000.00 660.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400FBV8 2032-09-01 6.5 N/A 55000.00 280.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBW0 2029-05-20 6 N/A 332152.00 580.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VUP5 2030-05-01 8 N/A 16831.00 9.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EA25 2034-10-20 6 N/A 64000.00 1176.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200M7J6 2033-12-15 5 N/A 56850.00 615.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NWR3 2038-08-15 5.5 N/A 25000.00 221.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36219CTR5 2027-11-20 7 N/A 49000.00 359.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FFY7 2028-11-15 7 N/A 92500.00 80.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UGJ2 2026-10-15 7.5 N/A 70000.00 173.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403DGY9 2036-05-01 5 N/A 1066.00 11.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDXY4 2024-12-01 5.5 N/A 22000.00 0.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ADH9 2033-09-15 4.5 N/A 26179.00 495.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31378UV41 2028-11-01 6 N/A 4420.00 7.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200Q3R3 2032-02-15 6.5 N/A 106000.00 121.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJH3 2036-06-20 5.5 N/A 120653.00 1456.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298WMD4 2031-10-01 6 N/A 80000.00 180.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6RH3 2038-09-01 5.5 N/A 9000.00 70.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XYDZ7 2048-04-01 4 N/A 8693.00 1504.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRU9 2029-01-01 3.5 N/A 3000.00 237.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L6D47 2029-02-01 4.17 N/A 20000.00 17568.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWA3 2038-09-20 7 N/A 608000.00 2214.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EGD5 2035-12-20 5.5 N/A 54554.00 987.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E3D9 2039-03-20 4 N/A 18000.00 833.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 3000.00 328.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDF3 2033-08-01 6 N/A 10000.00 64.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KLU3 2032-03-01 6.5 N/A 70000.00 147.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405G3E8 2034-03-01 5.5 N/A 20000.00 199.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211RRB7 2035-03-15 5 N/A 26854.00 348.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVX8 2027-05-20 7 N/A 458490.00 403.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SB59 2028-08-15 5.5 N/A 92000.00 1327.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4RR2 2044-09-01 4 N/A 11000.00 630.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JFD6 2032-04-15 7 N/A 125000.00 406.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KUS5 2036-02-15 5.5 N/A 52728.00 1128.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GU46 2034-03-15 5 N/A 96000.00 753.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4 N/A 2000.00 1718.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVE5 2029-07-01 8 N/A 61678.00 94.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTS0 2032-07-20 6.5 N/A 65523.00 247.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQAG7 2045-08-01 4 N/A 11000.00 1105.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UHY6 2025-06-01 9 N/A 50000.00 0.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V6H8 2036-12-15 6 N/A 26000.00 447.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GCU2 2026-04-15 7 N/A 40000.00 109.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMX24 2033-07-01 3.5 N/A 1000.00 107.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXK7 2051-08-01 4 N/A 2000.00 1048.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVG3 2034-12-01 6 N/A 33710.00 301.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JLU6 2026-07-15 7.5 N/A 25000.00 7.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAP1 2042-02-01 5.5 N/A 5000.00 813.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QYV2 2029-02-15 6 N/A 40000.00 180.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQY8 2038-01-20 5 N/A 18750.00 216.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7F42 2039-08-15 5 N/A 25000.00 868.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HKK8 2025-12-01 8.5 N/A 19988.00 0.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415BPS2 2038-04-01 5 N/A 7000.00 21.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VLJ4 2026-04-15 6 N/A 130000.00 178.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPM2 2038-12-20 6 N/A 10000.00 225.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RW57 2035-02-15 5 N/A 66006.00 1407.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201J5U9 2032-12-15 6 N/A 201000.00 232.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJE38 2027-01-01 4.5 N/A 1994.00 4.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209GY27 2028-09-15 7.5 N/A 48540.00 344.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418U4W1 2040-07-01 5 N/A 4000.00 114.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDP3 2044-05-20 3.5 N/A 10000.00 166.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NR72 2048-02-01 6.5 N/A 25000.00 301.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LQ42 2028-06-15 7 N/A 100000.00 131.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVL2 2032-12-20 5 N/A 181904.00 1334.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WP34 2031-11-15 6.5 N/A 50000.00 534.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DHV8 2032-11-15 6 N/A 112000.00 760.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZC1 2033-08-01 3.5 N/A 3000.00 285.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400BWY8 2033-02-01 5.5 N/A 5535.00 11.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5Z3 2049-01-01 4 N/A 2000.00 151.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBD9 2028-12-15 7.5 N/A 1900000.00 1049.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DJF1 2033-06-15 5 N/A 29000.00 525.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQE1 2038-01-15 6 N/A 40000.00 518.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BHY4 2029-01-15 6 N/A 130000.00 538.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RG48 2032-07-15 6.5 N/A 50000.00 116.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200FR59 2033-05-15 5.25 N/A 70000.00 3350.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VP52 2031-09-01 6.5 N/A 21000.00 44.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN43 2031-09-01 7 N/A 2750.00 1.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TDH6 2029-03-15 6.5 N/A 30097.00 30.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5V1 2028-10-20 7.5 N/A 50000.00 5.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ44 2039-02-20 5.5 N/A 90000.00 493.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KNN0 2038-07-01 6 N/A 16000.00 112.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5U3 2028-10-20 7 N/A 654469.00 841.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJCE8 2035-07-01 5.5 N/A 20750.00 292.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MYU1 2033-10-15 6 N/A 431250.00 1830.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KQZ4 2038-02-15 5.5 N/A 30144.00 383.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GMA5 2025-12-15 7.5 N/A 25000.00 4.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212C6X4 2030-11-15 9 N/A 77000.00 172.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 189500.00 3187.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DGB8 2031-11-15 6.5 N/A 310310.00 784.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382G3W5 2029-02-01 6 N/A 15000.00 14.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MXW5 2043-01-20 3.5 N/A 15000.00 555.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KRN0 2038-03-15 4.5 N/A 31500.00 810.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP91 2039-06-20 4.5 N/A 50000.00 764.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED30 2035-06-20 4.5 N/A 90000.00 2607.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPB3 2026-05-20 7.5 N/A 659333.00 300.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SBJ8 2032-01-15 6.5 N/A 38000.00 202.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYG0 2045-01-20 3.5 N/A 30000.00 825.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374F4J5 2026-12-01 8 N/A 6000.00 0.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407YRW1 2035-10-01 5 N/A 7080.00 50.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 2000.00 1444.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYW96 2026-11-01 3.5 N/A 2000.00 60.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391FZF8 2032-11-01 6 N/A 19062.00 171.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1KQ9 2028-02-01 2.5 N/A 1000.00 46.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MXQ5 2032-06-01 6.5 N/A 12000.00 77.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201CLT9 2032-01-15 6 N/A 47000.00 190.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295HYA2 2037-06-15 5 N/A 61541.00 424.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945AM0 2041-01-01 4 N/A 2000.00 131.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CPR6 2036-11-01 5 N/A 6000.00 100.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QC86 2028-06-15 6.75 N/A 175000.00 174.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414NHM9 2039-02-01 4.5 N/A 2000.00 24.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMQ8 2037-06-15 6 N/A 25000.00 324.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GCH5 2040-10-01 4.5 N/A 4000.00 168.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MLG6 2033-05-15 5 N/A 25000.00 504.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 2000.00 212.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KXQ8 2029-11-15 7.5 N/A 53000.00 107.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TZG1 2038-11-01 5 N/A 3108.00 12.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KAU4 2028-08-15 7 N/A 60000.00 42.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QXZ3 2033-07-15 5 N/A 174000.00 1320.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 21000.00 172.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGD4 2028-12-15 6.5 N/A 452189.00 690.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HWP9 2029-07-01 7 N/A 12000.00 11.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410VJJ0 2036-10-01 6.5 N/A 226500.00 1566.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BM96 2037-08-01 5.5 N/A 15000.00 312.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209CTR7 2028-04-15 7 N/A 370000.00 329.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE28 2040-03-20 5 N/A 32500.00 133.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GGX8 2036-06-01 5 N/A 6003.00 44.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DMQ1 2031-04-20 6 N/A 318152.00 680.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388BJW3 2031-08-01 7.5 N/A 25000.00 132.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418THN0 2025-04-01 4.5 N/A 2137.00 3.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV24 2033-01-20 5.5 N/A 142000.00 1200.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3L8 2042-02-20 4 N/A 75000.00 973.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ECX7 2034-01-15 6 N/A 25000.00 1483.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B3S3 2046-05-01 3 N/A 6000.00 869.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5Z8 2039-06-20 6 N/A 100000.00 699.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3N1 2028-06-20 7.5 N/A 205000.00 87.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389N2E4 2030-09-01 8 N/A 100000.00 128.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRCW6 2030-06-01 3.5 N/A 2000.00 140.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E8QD7 2027-02-01 3 N/A 1000.00 50.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ85 2030-10-20 7.5 N/A 25000.00 19.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PZM4 2038-03-01 6 N/A 16462.00 84.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BDM4 2029-04-15 6 N/A 148000.00 246.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207TB75 2027-05-20 7.1 N/A 275000.00 887.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YZV2 2041-05-01 4.5 N/A 6032.00 192.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HVH8 2029-09-01 7 N/A 25000.00 19.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4X9 2048-12-01 4.5 N/A 2000.00 168.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJEV8 2036-08-01 6.5 N/A 6000.00 56.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 23000.00 11841.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8VV6 2050-09-01 3.5 N/A 1000.00 263.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CUB7 2027-02-20 7.5 N/A 450000.00 123.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6D7 2032-02-01 3 N/A 1000.00 167.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TW21 2029-07-01 6.5 N/A 25000.00 33.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AT4A5 2042-05-01 3.5 N/A 1000.00 64.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJC1 2025-08-20 4 N/A 300000.00 1287.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJ91 2036-08-20 5 N/A 44000.00 1170.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291DYR8 2035-10-15 5.5 N/A 50004.00 1306.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY85 2033-03-15 6 N/A 106500.00 791.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTF8 2032-06-20 6.5 N/A 57000.00 200.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K4L2 2033-04-01 6 N/A 15000.00 97.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCR0 2029-07-20 6 N/A 100000.00 194.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213Y4J8 2031-09-15 6.5 N/A 35000.00 394.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZG2 2048-08-01 3.5 N/A 4000.00 427.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207H2G1 2026-06-15 7.5 N/A 100000.00 1.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YF38 2028-07-15 6.5 N/A 102218.00 35.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4R1 2028-08-20 7.5 N/A 132000.00 84.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KNZ9 2029-04-15 7 N/A 25614.00 27.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRE4 2050-07-01 4 N/A 1000.00 265.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4Q3 2028-08-20 7 N/A 778332.00 846.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5H9 2048-11-01 4 N/A 1000.00 81.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMY2 2037-04-20 5.5 N/A 23000.00 244.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 7500.00 131.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJR3 2030-09-20 7.5 N/A 260000.00 171.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371H4H8 2029-12-01 7 N/A 14000.00 11.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MDX3 2037-12-01 6 N/A 42000.00 52.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413FJR4 2037-07-01 6.5 N/A 2000.00 17.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGC9 2030-03-20 7 N/A 60000.00 194.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPKG9 2049-05-01 4 N/A 4000.00 611.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBWZ3 2043-12-01 4.5 N/A 2311.00 139.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406MX92 2034-12-01 5.5 N/A 7000.00 108.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4Q4 2032-02-15 6 N/A 204000.00 694.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292HSZ7 2035-11-15 6 N/A 61836.00 767.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HKS0 2029-02-15 6.5 N/A 45000.00 264.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295KKX0 2038-05-15 5 N/A 27457.00 285.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206ALZ4 2025-04-15 9 N/A 90593.00 0.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2Z2 2047-12-01 3 N/A 3000.00 501.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGN34 2036-02-01 3.5 N/A 19000.00 2250.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XEB6 2037-06-01 5 N/A 8000.00 170.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGS9 2040-06-20 4.5 N/A 165000.00 5972.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UST8 2039-03-15 4.5 N/A 11000.00 724.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJP5 2033-12-01 6 N/A 20000.00 173.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RRB1 2039-06-01 4.5 N/A 14000.00 199.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUL1 2038-07-20 5.5 N/A 10000.00 31.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.5 N/A 6000.00 684.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXN9 2048-06-01 4 N/A 3000.00 285.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMD8 2037-02-20 7 N/A 85000.00 869.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210AZG5 2029-01-15 6 N/A 26000.00 78.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CS53 2026-12-20 7 N/A 170000.00 112.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A53R1 2026-01-01 3.5 N/A 3000.00 28.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TL23 2029-01-01 8 N/A 136000.00 75.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET41 2038-06-20 6.5 N/A 33694.00 541.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWC3 2032-04-01 3.5 N/A 1000.00 132.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292J5V8 2036-11-01 6.5 N/A 3000.00 39.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N4H1 2034-10-15 6 N/A 43196.00 491.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY54 2033-08-20 6.5 N/A 110000.00 2234.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVQC2 2041-10-01 4 N/A 1667.00 80.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386QFM8 2031-03-01 7.5 N/A 10000.00 0.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VLH3 2029-11-01 6.5 N/A 68000.00 44.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414DM60 2038-05-01 5 N/A 1000.00 12.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296AWF7 2038-04-15 5 N/A 11000.00 167.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BRU3 2027-04-01 3 N/A 3000.00 79.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YDH2 2037-05-01 5.5 N/A 15000.00 27.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211DU81 2029-07-15 7.5 N/A 25000.00 55.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKW8 2036-10-20 5.5 N/A 29043.00 324.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128F7PC2 2026-02-01 7.5 N/A 50000.00 43.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXM1 2038-10-01 6.5 N/A 120000.00 1044.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDGL0 2027-09-01 3.5 N/A 5000.00 301.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLQ3 2040-02-01 3 N/A 6000.00 1260.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RAA0 2032-05-15 6 N/A 45299.00 158.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHH66 2041-06-01 4.5 N/A 1000.00 58.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XWF1 2033-03-15 5.5 N/A 33000.00 335.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYG2 2027-11-20 7.5 N/A 80000.00 60.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KHD2 2032-12-15 5.5 N/A 50000.00 95.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW62 2038-10-20 6.5 N/A 105000.00 1367.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7L9 2034-08-20 6.5 N/A 78000.00 1094.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KFE2 2034-05-15 5 N/A 95000.00 1200.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WJ72 2033-07-15 5.5 N/A 68000.00 641.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLC3 2030-01-20 5.5 N/A 25000.00 452.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ESD3 2035-07-15 4.5 N/A 83395.00 4035.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAM9 2032-02-15 6 N/A 120127.00 792.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UN30 2034-04-15 6 N/A 35000.00 2470.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PQCY5 2024-10-01 5 N/A 5000.00 1.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS54 2048-01-01 4 N/A 8750.00 1266.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RFV6 2035-06-01 5 N/A 51000.00 605.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQMX8 2025-04-15 4 N/A 210000.00 490.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPB7 2027-06-01 3 N/A 2500.00 109.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LZC7 2037-10-01 6.5 N/A 67500.00 725.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3 N/A 1000.00 231.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXV6 2038-11-20 6.5 N/A 25500.00 427.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YUN6 2033-10-15 6 N/A 32000.00 310.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTR2 2032-07-20 6 N/A 323600.00 1259.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUH2 2032-09-20 5.5 N/A 307000.00 1488.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209HQE8 2030-03-15 8 N/A 93179.00 357.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYE5 2033-06-01 6.5 N/A 10000.00 86.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 210.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JUG7 2031-01-01 7 N/A 10000.00 5.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294PY56 2036-06-15 6 N/A 25000.00 497.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 308.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MDKS1 2024-12-01 5.5 N/A 20000.00 0.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D5D9 2034-04-20 5.5 N/A 191000.00 3169.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AP50 2039-10-01 6.5 N/A 27000.00 499.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVM0 2032-12-20 5.5 N/A 355150.00 2933.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RQ97 2033-07-15 5 N/A 35000.00 153.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WKL9 2033-10-15 5 N/A 31000.00 943.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HRV7 2032-10-15 5.5 N/A 27002.00 585.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MGX2 2042-07-20 3.5 N/A 28000.00 1331.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QK94 2034-11-15 6 N/A 201000.00 2472.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9D25 2039-09-01 5 N/A 3000.00 89.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CF57 2025-04-20 8 N/A 168000.00 7.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWC9 2038-09-20 5 N/A 106750.00 1634.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CJ50 2031-08-15 7 N/A 250000.00 391.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CVL7 2032-05-01 6 N/A 20715.00 43.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206RJR8 2027-05-15 7 N/A 90000.00 104.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GYM2 2029-02-01 6 N/A 25000.00 33.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 2550.00 228.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XHR4 2033-08-15 5.5 N/A 50110.00 580.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G2R6 2029-06-01 6 N/A 70000.00 132.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YER0 2037-05-01 5 N/A 33000.00 379.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M87G3 2041-11-01 4.5 N/A 2000.00 168.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLG9 2040-10-20 4 N/A 30000.00 670.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMQ7 2033-02-15 6 N/A 84000.00 471.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J7ZJ4 2043-03-01 3.5 N/A 2167.00 396.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RXS6 2031-12-15 6 N/A 30000.00 132.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VV58 2030-02-01 7 N/A 11000.00 11.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A4A5 2028-06-15 7.5 N/A 75000.00 72.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFGR3 2032-08-01 3.5 N/A 1000.00 156.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403Q2R0 2034-01-01 5.5 N/A 34000.00 238.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUU3 2032-10-20 5.5 N/A 364039.00 2382.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211YQX5 2030-02-15 7.75 N/A 60000.00 147.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRW5 2026-10-20 7 N/A 70000.00 42.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296JVY9 2032-11-01 7 N/A 2250.00 1.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJY1 2038-05-01 6 N/A 72830.00 521.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F3K0 2042-02-20 3.5 N/A 43000.00 1503.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211LUW0 2029-12-15 7.5 N/A 25000.00 126.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213LLB4 2031-07-15 7 N/A 127232.00 257.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXR8 2036-12-15 5 N/A 100643.00 317.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292NEM8 2036-07-15 6 N/A 25000.00 389.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MLB1 2035-12-01 5.5 N/A 28047.00 304.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 1500.00 188.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212RL22 2031-04-15 6 N/A 35000.00 57.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CYW7 2027-12-20 8 N/A 115000.00 108.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSA0 2032-03-20 5.5 N/A 26000.00 135.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXP9 2038-11-20 6.5 N/A 1042000.00 2851.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RZ34 2026-05-15 7 N/A 25000.00 36.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375B3E5 2025-11-01 7 N/A 5000.00 0.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGVB7 2036-03-01 5 N/A 3000.00 90.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201EQ45 2032-02-15 6 N/A 50060.00 88.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409A3T4 2036-03-01 6 N/A 3000.00 27.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYJ5 2050-09-01 2 N/A 1900.00 1109.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LBW3 2036-03-15 5.5 N/A 68750.00 452.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 2000.00 1578.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313614D22 2027-06-01 4.609 N/A 350000.00 129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQM4 2037-12-20 6 N/A 25000.00 310.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR97 2047-12-01 4 N/A 3750.00 534.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEU9 2035-08-20 5 N/A 87187.00 1694.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVG1 2039-09-20 6 N/A 10000.00 1262.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T65 2038-09-01 4.5 N/A 13500.00 155.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JAL4 2033-03-15 5.5 N/A 50000.00 542.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECR8 2035-02-20 6.5 N/A 50000.00 819.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3 N/A 1000.00 554.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KBZ0 2034-08-15 6 N/A 98468.00 1394.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DXC1 2037-12-15 5 N/A 35249.00 277.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VMK1 2031-10-15 6.5 N/A 75150.00 313.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPH5 2031-07-15 7 N/A 24140.00 36.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWC0 2045-05-01 4 N/A 6000.00 534.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DEU2 2049-08-01 4 N/A 2000.00 247.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387UDK4 2030-07-01 6 N/A 130416.00 1208.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296N2W5 2038-08-15 5.5 N/A 5000.00 119.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZ39 2032-10-15 6.5 N/A 263382.00 11814.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXB4 2027-08-20 8 N/A 315000.00 234.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WND6 2037-06-01 5.5 N/A 10000.00 46.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QYS4 2034-12-01 6.5 N/A 21000.00 204.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EW36 2032-03-15 6.5 N/A 56000.00 145.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDH8 2043-05-20 3 N/A 29000.00 1946.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVG3 2032-11-01 6 N/A 75000.00 239.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298FUS9 2029-02-01 5 N/A 13000.00 134.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUFX4 2030-08-01 3.5 N/A 4000.00 548.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NX6H5 2043-02-01 3 N/A 1000.00 331.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31322Y4L2 2045-09-01 3.5 N/A 53000.00 4198.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN63 2028-04-01 6.5 N/A 5000.00 2.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291X5S4 2035-06-15 5.5 N/A 50000.00 759.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287MQ60 2031-12-01 6.5 N/A 18000.00 32.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138AW4W0 2026-11-01 3 N/A 22000.00 409.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206KWY3 2025-12-15 7.25 N/A 60000.00 197.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.5 N/A 1000.00 154.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 2000.00 750.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6D6 2039-06-20 4.5 N/A 12500.00 409.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FXT8 2032-08-20 6.5 N/A 15000.00 443.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3X9 2028-07-20 6 N/A 239162.00 361.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWU1 2033-03-20 5 N/A 192464.00 2046.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKD0 2036-08-20 7 N/A 200000.00 3218.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E6C8 2039-06-20 4 N/A 24000.00 1191.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 3000.00 522.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411RDS4 2037-04-01 5.5 N/A 14000.00 343.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390CPD2 2032-05-01 6.5 N/A 2800.00 37.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WZQ8 2034-05-15 5.5 N/A 67000.00 844.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9X89 2032-10-20 6.5 N/A 35667.00 1069.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y7H4 2031-11-01 3.5 N/A 4000.00 174.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWE7 2033-02-20 5 N/A 276090.00 2569.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NTE8 2043-11-20 4 N/A 65361.00 4260.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAZ2 2034-10-20 5.5 N/A 62000.00 1004.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHN24 2039-05-01 6.5 N/A 47000.00 855.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LUR3 2032-12-15 5.5 N/A 33878.00 254.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NBQ3 2034-01-15 6 N/A 75625.00 1123.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKM5 2042-06-01 3.5 N/A 1000.00 86.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379JVK9 2026-10-01 9 N/A 95000.00 114.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZX3 2032-08-15 6.5 N/A 103377.00 2177.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376KKS4 2035-02-01 5.5 N/A 32000.00 438.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.5 N/A 22500.00 3059.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 11000.00 1044.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207EM76 2033-12-15 5.5 N/A 42000.00 256.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKJ9 2030-11-20 6.5 N/A 30000.00 21.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUT4 2038-07-20 5.5 N/A 27000.00 380.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211C4C3 2029-08-15 7 N/A 25000.00 9.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXY1 2046-02-01 4 N/A 10465.00 1145.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411X2D6 2037-05-01 5.5 N/A 6000.00 70.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE93 2040-03-20 6 N/A 2000.00 48.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF38 2035-11-20 5.5 N/A 67242.00 1254.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MCE5 2035-06-01 5 N/A 6577.00 65.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AE39 2032-11-15 5.5 N/A 143000.00 598.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DA43 2029-03-20 5.5 N/A 27000.00 134.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVF3 2038-08-20 5 N/A 73000.00 486.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NN29 2035-05-15 5 N/A 25000.00 703.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JUT5 2033-03-15 5.5 N/A 107500.00 675.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206W7M1 2026-09-15 7.5 N/A 25000.00 8.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3K7 2028-06-20 6 N/A 84936.00 187.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXQ1 2027-09-20 8.5 N/A 34000.00 8.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KEZ3 2038-05-01 5.5 N/A 12000.00 105.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291KAM9 2034-06-15 5.5 N/A 40000.00 141.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QA71 2038-06-01 5.5 N/A 1000.00 2.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BND6 2031-05-15 6.5 N/A 109000.00 220.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAM3 2029-02-20 5.5 N/A 45000.00 45.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 41000.00 2449.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Y6E7 2038-12-15 7 N/A 124000.00 1321.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QMYB1 2045-02-01 4 N/A 6000.00 567.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKL2 2036-09-20 6 N/A 90914.00 881.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG62 2026-04-15 7.5 N/A 50538.00 35.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYL6 2043-09-01 4.5 N/A 1000.00 133.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 176500.00 2313.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFE7 2041-07-01 5.5 N/A 31000.00 527.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3 N/A 7000.00 5320.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFY2 2030-02-20 7.5 N/A 73218.00 69.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVN6 2038-08-20 5.5 N/A 4000.00 54.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF46 2035-11-20 6 N/A 25000.00 573.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRE8 2041-01-20 4.5 N/A 35000.00 468.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TQ25 2029-04-15 6 N/A 95000.00 121.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VN47 2036-12-01 6 N/A 85000.00 4527.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XYL7 2032-01-15 6.5 N/A 45000.00 17.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FLA9 2033-01-15 6 N/A 35000.00 262.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CE97 2031-07-15 6 N/A 26720.00 75.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292GT54 2036-01-15 5 N/A 5000.00 248.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QBW4 2034-01-15 5.5 N/A 77520.00 1297.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294MAC5 2025-07-01 4 N/A 2000.00 3.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHAY8 2038-05-01 5 N/A 2000.00 68.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP28 2031-10-15 6 N/A 11000.00 44.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212XTZ8 2031-10-15 6.5 N/A 201554.00 331.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETDV5 2026-06-01 5 N/A 25000.00 35.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HTE5 2032-08-01 7 N/A 31000.00 34.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q7B9 2034-07-20 6.5 N/A 90000.00 2373.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 4500.00 127.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LEQ4 2042-02-01 3.5 N/A 4000.00 206.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNJ7 2050-04-01 3.5 N/A 1000.00 184.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210PQ23 2031-06-15 6.5 N/A 40000.00 535.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVT7 2027-05-20 6.5 N/A 125000.00 72.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7K0 2028-11-15 7 N/A 400000.00 558.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400CX82 2033-01-01 6 N/A 11233.00 39.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206B3W9 2026-03-15 7 N/A 25000.00 21.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NWX9 2038-06-01 5.5 N/A 6000.00 63.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202E5F2 2039-05-20 4.5 N/A 20000.00 593.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HLK6 2029-05-15 6.5 N/A 50284.00 86.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207KF96 2030-03-15 8.5 N/A 25307.00 31.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CWD8 2038-06-15 5.5 N/A 50000.00 202.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVR8 2045-01-01 3.5 N/A 12000.00 1165.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201QY98 2032-07-15 6.5 N/A 28500.00 137.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD40 2029-10-20 6.5 N/A 25000.00 36.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389NQX6 2032-03-01 7 N/A 7000.00 9.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XKG3 2032-02-15 6 N/A 35000.00 86.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QRM0 2028-07-15 6.5 N/A 300000.00 42.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NPT2 2034-08-15 5 N/A 50070.00 740.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MND8 2042-09-20 4 N/A 25000.00 835.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417TP51 2039-12-01 5 N/A 1000.00 43.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 4000.00 466.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YET2 2029-03-15 6 N/A 25000.00 95.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401G3N2 2033-06-01 4.5 N/A 25000.00 1486.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7A6 2034-02-01 3.5 N/A 1000.00 89.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DAV0 2038-07-15 5.5 N/A 66057.00 754.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 1000.00 111.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZA0 2039-01-20 6 N/A 51000.00 147.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AY79 2028-03-15 6.5 N/A 225000.00 246.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENW5 2037-07-20 5.5 N/A 46796.00 538.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMK4 2032-03-01 6 N/A 28000.00 66.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HDJ0 2030-06-01 8 N/A 5000.00 2.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXS5 2033-05-20 5 N/A 448840.00 5333.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374TVD8 2029-07-01 6 N/A 146000.00 170.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416QS97 2039-05-01 5 N/A 2000.00 67.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYPN1 2027-06-01 3 N/A 2000.00 87.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SQ1 2043-02-01 3 N/A 1000.00 296.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CTA1 2026-12-20 8.5 N/A 95000.00 77.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJAD2 2034-07-01 6 N/A 10000.00 100.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213RRY5 2031-08-15 7 N/A 75000.00 238.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPJS8 2047-05-01 4.5 N/A 4000.00 892.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPW4 2040-08-01 5 N/A 2000.00 63.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FCV6 2024-12-20 4 N/A 49667.00 45.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XEC7 2033-06-01 5.5 N/A 6000.00 32.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJZ3 2036-07-20 6.5 N/A 60000.00 841.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A9MW1 2041-03-01 4 N/A 3000.00 452.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 2750.00 515.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSR3 2032-04-20 6.5 N/A 242000.00 575.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECA5 2035-01-20 5.5 N/A 30000.00 595.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207SA78 2027-03-15 8 N/A 25000.00 23.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPU1 2026-06-20 8.5 N/A 158000.00 27.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205KJB9 2024-12-15 8.5 N/A 25000.00 7.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CNA7 2026-03-20 7.5 N/A 215000.00 61.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296DET1 2038-08-15 6.5 N/A 25000.00 205.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211HKA8 2029-09-15 7.5 N/A 77000.00 37.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY48 2036-05-01 2.5 N/A 1000.00 557.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213WBW5 2031-10-15 6.5 N/A 163000.00 555.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FE4 2030-11-01 3.5 N/A 1000.00 101.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JBF0 2030-01-01 8 N/A 7000.00 10.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KMD7 2037-05-20 5 N/A 25000.00 278.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HBB9 2030-03-01 8 N/A 10000.00 5.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371JPV0 2030-08-01 7.5 N/A 100000.00 31.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK25 2042-07-20 4 N/A 45629.00 1528.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7FE8 2027-07-01 6 N/A 25000.00 143.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207FG54 2026-04-15 8 N/A 25134.00 68.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTK4 2028-05-15 7 N/A 100000.00 56.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQ44 2038-01-20 7 N/A 79000.00 803.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPR6 2031-09-20 6 N/A 238267.00 640.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRV5 2032-02-20 6 N/A 731819.00 3208.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZ51 2039-02-20 6 N/A 572000.00 1954.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36208TZY9 2028-02-15 6.5 N/A 38000.00 39.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HRL1 2032-04-01 7 N/A 768000.00 855.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7FG6 2038-12-01 5.5 N/A 31000.00 234.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JHW1 2031-03-15 6 N/A 25002.00 128.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQT3 2026-08-20 7 N/A 252900.00 300.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297NLQ7 2035-01-01 5 N/A 10000.00 77.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL53 2040-10-20 3.5 N/A 25000.00 687.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2G6 2029-02-15 6 N/A 132812.00 356.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 6750.00 716.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201C4S0 2032-02-15 6 N/A 30000.00 86.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201XXL7 2033-06-15 5.5 N/A 35000.00 1137.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAN9 2034-09-20 7 N/A 160000.00 945.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CYK2 2034-04-01 5 N/A 20835.00 210.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G5W2 2029-09-01 7.5 N/A 10000.00 9.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YYR4 2029-03-15 7 N/A 100000.00 152.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKKX3 2048-11-01 4 N/A 1000.00 135.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5V7 2039-06-20 4 N/A 85000.00 3673.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384SE21 2030-02-01 7.5 N/A 13000.00 4.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DX89 2033-06-20 5.5 N/A 116300.00 1212.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKX5 2029-09-15 6.5 N/A 337400.00 533.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRW3 2032-02-20 6.5 N/A 214315.00 548.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382FYX1 2029-01-01 6 N/A 12334.00 7.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XJS9 2049-07-01 4 N/A 3000.00 401.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AYZ7 2028-03-15 7.5 N/A 75000.00 38.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6L2 2028-11-20 7 N/A 25000.00 36.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SD20 2036-10-15 6 N/A 41796.00 247.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208T2Q2 2028-03-15 6.5 N/A 158547.00 188.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 2000.00 109.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387VPV5 2031-08-01 6.5 N/A 18000.00 40.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210NXJ3 2029-01-15 6 N/A 40000.00 286.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DGQ8 2030-04-20 7 N/A 115382.00 27.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DWD9 2033-02-20 4.5 N/A 63000.00 1121.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 1034.00 42.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 923.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212W2M8 2033-02-15 5.5 N/A 68000.00 247.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297EE68 2039-03-15 5.5 N/A 45000.00 1240.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQS5 2049-07-01 4 N/A 4000.00 742.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PNM5 2028-10-15 6 N/A 395000.00 883.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHN9 2040-07-20 4.5 N/A 5000.00 52.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 2000.00 318.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2K8 2028-04-20 7 N/A 45000.00 56.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUL2 2027-06-15 7 N/A 100000.00 52.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GE96 2026-10-15 8 N/A 36182.00 10.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BB61 2029-03-15 6 N/A 175000.00 99.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU82 2032-11-20 6 N/A 52000.00 266.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NM95 2031-09-01 6.5 N/A 7000.00 6.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQC4 2026-04-15 7 N/A 76389.00 22.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BW38 2033-02-15 6 N/A 60651.00 317.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWX3 2038-10-20 7 N/A 50000.00 219.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2J8 2028-04-15 7 N/A 275000.00 230.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMR1 2026-02-20 7 N/A 563000.00 100.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 7554.00 81.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210XY43 2029-07-15 7 N/A 31300.00 34.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385E6C8 2030-06-01 8 N/A 50000.00 139.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292LFB5 2036-06-15 6.5 N/A 50000.00 341.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400B6H4 2033-02-01 5 N/A 15000.00 170.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JLM5 2032-03-15 6.5 N/A 120000.00 89.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LXTY6 2036-09-01 6.5 N/A 19000.00 112.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HGC2 2030-11-01 7 N/A 50000.00 38.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH51 2036-05-20 6 N/A 159000.00 2358.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391QKH6 2033-01-01 6 N/A 253733.00 42.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PUG6 2036-09-01 6.5 N/A 8000.00 30.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385WZT9 2033-01-01 6.5 N/A 42000.00 70.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BY93 2033-07-15 5.5 N/A 32000.00 301.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJJ7 2029-12-01 4.5 N/A 30000.00 631.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPH0 2027-02-01 3 N/A 1000.00 21.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WJ43 2029-09-01 6 N/A 15000.00 12.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296J2J4 2033-07-01 5.5 N/A 34400.00 120.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MZB1 2032-04-15 6.5 N/A 145261.00 583.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QK33 2049-06-01 6.273 N/A 80000.00 21781.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y23P9 2048-10-01 4 N/A 6000.00 475.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QLR9 2050-05-01 5.859 N/A 50000.00 15364.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJR4 2049-12-01 3 N/A 5000.00 945.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6H9 2034-06-20 7 N/A 25000.00 80.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CWQ9 2035-09-15 4.5 N/A 94759.00 1700.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3M3 2028-06-20 7 N/A 358000.00 283.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8CW2 2038-09-01 6.5 N/A 54000.00 908.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKJ4 2040-09-20 5 N/A 27000.00 228.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388ED45 2031-09-01 7 N/A 25000.00 162.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FSH6 2027-01-01 7 N/A 6000.00 0.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293FP68 2028-12-01 7 N/A 20000.00 123.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402X4D5 2033-10-01 5.5 N/A 6000.00 48.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3 N/A 2000.00 1578.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GN71 2028-04-01 7 N/A 6000.00 1.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4H9 2046-03-20 5 N/A 26600.00 2746.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBD0 2034-11-20 5 N/A 131750.00 1926.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202EWE5 2038-09-20 6 N/A 32000.00 324.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL32 2050-05-20 3 N/A 10000.00 1911.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ASL2 2028-10-15 7 N/A 25000.00 25.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128CUQM1 2029-01-01 6.5 N/A 49000.00 670.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYF0 2038-12-20 6 N/A 1474740.00 2964.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7A97 2038-12-01 5 N/A 20000.00 198.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 46000.00 511.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETK96 2046-05-01 4.5 N/A 3000.00 299.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390FC72 2032-05-01 6.5 N/A 27000.00 139.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DGM6 2034-08-01 6 N/A 6672.00 54.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3129353D9 2039-09-01 5.5 N/A 2000.00 58.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 905000.00 865.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210LXD0 2028-12-15 6 N/A 70000.00 111.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PXT5 2036-09-01 6.5 N/A 3000.00 28.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAK5 2034-09-20 5.5 N/A 65000.00 888.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUC0 2032-08-15 6 N/A 50000.00 256.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209EXS6 2028-11-15 6 N/A 116000.00 109.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMQ9 2037-03-20 6.5 N/A 25000.00 468.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERU5 2038-03-20 6 N/A 15000.00 208.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZE8 2025-08-15 4 N/A 45000.00 332.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SB22 2036-08-15 5.5 N/A 26402.00 198.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AALA8 2052-10-20 4 N/A 736674.00 687438.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413AJF1 2037-07-01 6 N/A 8000.00 72.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J3B8 2031-04-01 6.5 N/A 5000.00 4.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210X3J4 2029-08-15 7 N/A 25040.00 81.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411DS75 2037-02-01 5.5 N/A 14500.00 81.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MDS3 2035-08-01 5 N/A 9000.00 71.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KWHY2 2037-09-01 5.5 N/A 100000.00 247.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CVZ3 2027-05-20 7.5 N/A 132500.00 55.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411XXL4 2037-05-01 5.5 N/A 18000.00 93.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MQX3 2032-10-15 6 N/A 100000.00 602.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRX1 2032-02-20 7 N/A 25000.00 67.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2E8 2039-02-20 7 N/A 137000.00 4326.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQJM6 2040-03-15 4.5 N/A 4000.00 317.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AEK58 2040-02-20 4 N/A 25000.00 4806.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211QXE6 2029-12-15 7.5 N/A 75000.00 121.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GRA3 2037-12-01 6.5 N/A 45054.00 341.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBE8 2034-11-20 5.5 N/A 67500.00 1159.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291Y2D8 2035-07-15 5.5 N/A 25524.00 194.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HHU5 2029-03-01 7 N/A 25201.00 39.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HR59 2029-05-01 7 N/A 14000.00 54.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 1000.00 176.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LDX4 2033-09-01 4.5 N/A 2000.00 29.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTN0 2036-06-01 2 N/A 26000.00 16108.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CSP9 2026-11-20 8.5 N/A 47000.00 13.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFKJ4 2045-08-01 3.5 N/A 12000.00 1198.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6G3 2028-11-20 6 N/A 792308.00 1571.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FET3 2035-10-01 5 N/A 5000.00 46.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2T6 2047-09-01 4 N/A 1000.00 137.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V5Y4 2032-09-15 7 N/A 63454.00 129.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CMU4 2026-02-20 8 N/A 255000.00 49.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387TAW4 2031-10-01 6.5 N/A 1000.00 5.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XQW9 2052-12-20 5 N/A 25000.00 22667.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL95 2040-11-20 3.5 N/A 12500.00 813.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DEL1 2029-11-20 7.5 N/A 297500.00 260.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FEG4 2032-10-15 6.5 N/A 25000.00 542.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DNP7 2026-12-15 7 N/A 25000.00 19.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBU2 2034-12-20 5 N/A 94000.00 1782.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BEB7 2029-04-15 6 N/A 85000.00 227.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3Z6 2049-10-01 3 N/A 23000.00 3845.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385H3Q3 2032-01-01 5.5 N/A 40000.00 120.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BP69 2031-10-15 6 N/A 437168.00 1651.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3Z4 2028-07-20 7 N/A 262630.00 247.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416M5Z3 2039-04-01 4.5 N/A 1804.00 15.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388W7A8 2031-12-01 6.5 N/A 36740.00 383.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BTN8 2028-11-20 7.5 N/A 75000.00 92.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1200.00 958.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KCG4 2031-06-01 6.5 N/A 175000.00 486.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403V3D9 2034-02-01 5.5 N/A 6000.00 9.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GYB6 2034-05-15 5.5 N/A 25000.00 1019.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MAN3 2033-02-15 5.5 N/A 38000.00 100.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKK6 2030-11-20 7 N/A 212500.00 179.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGKM5 2025-09-01 5 N/A 7500.00 0.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 204941.00 1226.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LJ57 2038-05-01 5.5 N/A 9000.00 56.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DU66 2032-11-20 5 N/A 99667.00 1029.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW70 2038-10-20 7 N/A 11000.00 152.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH44 2036-05-20 5.5 N/A 45626.00 608.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Z7 2039-07-20 4.5 N/A 15000.00 25.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT35 2044-12-01 4 N/A 3000.00 316.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SQK0 2033-12-15 6 N/A 50000.00 774.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380M6R2 2028-09-01 6.5 N/A 51000.00 101.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXN8 2027-09-20 7.5 N/A 25000.00 16.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5J3 2034-05-20 6 N/A 25000.00 310.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287PC84 2032-02-01 6 N/A 7000.00 69.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294L6X6 2025-04-01 4 N/A 159000.00 105.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387C4P3 2031-05-01 6.5 N/A 15000.00 170.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297EYY6 2031-03-01 7 N/A 301000.00 456.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BGN2 2028-12-15 6 N/A 15000.00 36.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SA73 2033-01-15 5.5 N/A 240000.00 664.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KT49 2033-05-15 5 N/A 78000.00 1215.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 45000.00 6598.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SNL7 2036-07-01 6.5 N/A 1000.00 7.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128MJYG9 2046-06-01 3 N/A 2000.00 330.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207GSX8 2026-12-15 8 N/A 25038.00 36.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKZ1 2036-10-20 7 N/A 25000.00 288.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTT8 2033-08-01 5.5 N/A 8000.00 111.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VBD5 2039-04-01 4.5 N/A 37000.00 856.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 3000.00 313.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SSL4 2033-03-15 6 N/A 270000.00 2099.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYT4 2027-12-20 7 N/A 147500.00 105.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A3F5 2027-12-15 7.5 N/A 95000.00 58.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213D6E3 2032-04-15 6 N/A 25066.00 16.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379CLK5 2026-12-01 8 N/A 150000.00 437.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNQ9 2050-06-20 2.5 N/A 15000.00 3736.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388XZC1 2031-12-01 6 N/A 20000.00 30.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAA49 2042-03-01 3.5 N/A 2015.00 198.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 2000.00 318.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBV8 2038-02-15 5.5 N/A 30000.00 308.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPL0 2050-05-01 4 N/A 1000.00 221.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAH7 2045-02-01 4.5 N/A 2000.00 151.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312938SY0 2040-01-01 4 N/A 1129.00 48.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BHZ4 2029-07-15 6 N/A 11448.00 30.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210HWT5 2028-11-15 6 N/A 34000.00 290.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291L4M4 2034-06-15 5.5 N/A 25000.00 848.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417JNJ5 2039-07-01 5 N/A 4000.00 51.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405SBM5 2035-04-01 6 N/A 1468.00 27.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MCK6 2032-03-15 6 N/A 25000.00 116.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DB92 2049-05-01 3.5 N/A 1000.00 84.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K2L0 2040-06-01 5 N/A 25000.00 804.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FC53 2039-12-20 4.5 N/A 85000.00 1012.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 3000.00 288.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRH3 2032-01-20 6.5 N/A 30000.00 68.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410YT61 2036-10-01 6.5 N/A 7000.00 44.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210WL80 2029-07-15 7 N/A 34753.00 99.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205RUS4 2026-03-15 7 N/A 60000.00 11.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4ZX4 2037-08-01 6 N/A 13040.00 58.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296RAZ0 2038-10-15 7 N/A 50000.00 1276.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404UZF0 2034-06-01 5.5 N/A 3454.00 54.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C4N0 2028-08-20 6 N/A 359000.00 619.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M62Y3 2038-11-01 5 N/A 6000.00 17.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETV1 2038-06-20 6 N/A 230000.00 537.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZN5 2032-03-15 7 N/A 132893.00 2369.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLM0 2031-05-01 6 N/A 234000.00 223.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NAP2 2032-02-15 7 N/A 37000.00 62.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211D3K4 2029-08-15 7 N/A 25000.00 21.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DY21 2033-08-20 5.5 N/A 179000.00 2683.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JPV4 2032-09-01 6.5 N/A 100000.00 173.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3H1 2048-02-01 3 N/A 2000.00 311.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391SH29 2033-01-01 6 N/A 94000.00 158.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LQSX3 2027-06-01 3 N/A 3000.00 89.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NX20 2028-03-01 2.5 N/A 13000.00 921.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CG49 2025-06-20 8 N/A 573000.00 14.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207AFH0 2026-03-15 6.5 N/A 32000.00 17.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M4GD9 2037-01-01 6 N/A 18000.00 148.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTC5 2032-06-20 5 N/A 35000.00 590.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371GMS6 2028-03-01 7 N/A 15000.00 10.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UY79 2033-05-15 5 N/A 25000.00 421.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAK4 2028-11-15 8 N/A 32531.00 34.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211AD78 2029-06-15 7 N/A 25012.00 132.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 3000.00 554.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A93A7 2033-11-20 6.5 N/A 119000.00 7348.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SHX2 2033-09-15 5 N/A 55000.00 363.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FH39 2026-05-01 6.5 N/A 44500.00 14.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HAS7 2028-09-01 7 N/A 201290.00 298.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CD34 2024-12-20 8 N/A 798463.00 19.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5T3 2049-01-01 4 N/A 4750.00 345.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 1372397.00 358.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385AT72 2030-06-01 9 N/A 10000.00 27.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KML9 2037-06-15 6 N/A 35000.00 284.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SF22 2033-08-15 4.5 N/A 25035.00 612.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ88 2033-05-15 5.5 N/A 58000.00 417.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31400CEY6 2033-02-01 5.5 N/A 15000.00 53.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJVV9 2045-02-01 3.5 N/A 1000.00 101.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KMG6 2036-12-01 5 N/A 3000.00 43.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213QZ51 2031-08-15 7 N/A 105000.00 229.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HVS9 2032-04-15 6 N/A 30000.00 704.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NMP3 2034-06-15 5 N/A 52000.00 848.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MWJ2 2036-07-01 6 N/A 5000.00 22.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5A3 2039-05-20 5 N/A 550000.00 2251.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JA53 2027-09-15 7 N/A 25000.00 30.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206C3T4 2025-08-15 7.5 N/A 47000.00 18.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290R5V1 2033-10-15 5.5 N/A 78554.00 1334.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYC8 2046-05-01 3.5 N/A 27874.00 3283.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEG9 2029-05-15 6.5 N/A 25000.00 35.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 2000.00 224.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212NA31 2032-03-15 6 N/A 25000.00 160.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295WCY1 2038-07-15 6 N/A 25028.00 1863.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AMUJ2 2041-07-01 4.5 N/A 21500.00 755.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4R3 2049-12-01 4 N/A 3000.00 506.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ESB3 2032-01-15 6 N/A 30000.00 48.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPT2 2031-09-20 7 N/A 75000.00 158.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JK87 2032-02-15 6.5 N/A 25000.00 126.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WN3Y3 2043-04-01 3.5 N/A 5000.00 820.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXH4 2028-11-01 6 N/A 65000.00 55.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AUN8 2027-06-15 7 N/A 56000.00 19.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KQT7 2033-04-15 5.5 N/A 30000.00 357.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WJN0 2033-04-15 5.5 N/A 100000.00 783.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410TAH8 2036-08-01 6.5 N/A 20000.00 130.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DL90 2031-03-20 6 N/A 600377.00 1411.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403NJH1 2033-12-01 5.5 N/A 15000.00 111.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371M6N2 2037-01-01 6 N/A 67000.00 193.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 1000.00 843.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 10000.00 5469.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DC90 2029-08-20 7 N/A 340000.00 460.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292HUQ5 2033-02-01 6 N/A 15000.00 90.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211CVB5 2029-10-15 7 N/A 29000.00 318.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CLB7 2025-11-20 8 N/A 185000.00 43.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDC1 2052-05-01 2.5 N/A 16000.00 12197.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291F5P9 2034-06-15 5 N/A 70091.00 1289.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPM5 2037-09-20 6 N/A 30000.00 316.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BPV4 2031-10-15 6 N/A 38000.00 174.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2X1 2033-10-01 3.5 N/A 4000.00 373.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL93 2031-11-01 6.5 N/A 75000.00 85.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407RST2 2035-09-01 5 N/A 16000.00 75.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKN8 2036-09-20 7 N/A 208000.00 1886.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTAS4 2044-06-01 4 N/A 4500.00 661.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EP29 2037-10-20 7 N/A 171000.00 1949.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YNH59 2045-05-01 4 N/A 6000.00 169.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UT93 2049-06-20 3.5 N/A 35000.00 855.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 3000.00 2545.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWR3 2041-06-20 6 N/A 33000.00 1551.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KKK6 2032-01-01 6 N/A 22000.00 48.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 3000.00 476.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387NHP5 2031-06-01 6.5 N/A 15000.00 7.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6U0 2034-07-20 5.5 N/A 85000.00 1260.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EBX6 2034-12-20 6.5 N/A 35250.00 474.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BEA2 2029-05-15 6.5 N/A 49000.00 75.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298NAQ8 2031-05-01 5.5 N/A 10000.00 80.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LP75 2025-10-15 5 N/A 85000.00 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HJ70 2031-06-01 6 N/A 36668.00 39.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295MK99 2037-10-15 6 N/A 25000.00 482.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAYY7 2044-02-01 4.5 N/A 5000.00 362.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJU22 2047-01-01 4.5 N/A 4000.00 474.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401X6C6 2033-06-01 5 N/A 10000.00 32.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SDX6 2033-11-20 6 N/A 45000.00 991.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KZA2 2033-02-01 5.5 N/A 11000.00 47.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ED60 2031-12-15 6 N/A 25000.00 289.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NBC8 2037-02-01 5 N/A 1000.00 8.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VV39 2032-01-15 6 N/A 25000.00 258.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EE88 2035-09-20 5 N/A 156542.00 2780.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389VKJ5 2032-05-01 6 N/A 73000.00 218.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206VQB6 2026-04-15 6.5 N/A 31539.00 25.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BHX7 2044-09-01 3.5 N/A 1000.00 113.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206URD3 2026-03-15 7 N/A 30000.00 10.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YFY7 2033-08-20 5 N/A 115000.00 2427.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386GBW2 2031-01-01 7.5 N/A 15000.00 7.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36203ALV6 2029-12-15 8 N/A 30000.00 24.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQM6 2031-11-20 6 N/A 364000.00 1445.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5Q9 2048-12-01 5 N/A 2666.00 245.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5 N/A 28220.00 325.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZD0 2027-11-15 7 N/A 80000.00 48.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SEC7 2035-05-15 5.5 N/A 43000.00 419.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPA1 2037-08-20 6 N/A 20000.00 256.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DPC9 2031-08-20 6 N/A 67000.00 249.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VR69 2050-08-20 2.5 N/A 15000.00 5258.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFTC1 2042-11-01 3.5 N/A 10000.00 1119.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UBD1 2031-10-15 6.5 N/A 30000.00 68.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FVZ7 2032-05-15 7 N/A 25026.00 143.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAJ8 2034-09-20 5 N/A 97000.00 1630.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200CS89 2033-03-15 5.5 N/A 25000.00 241.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C3L5 2028-06-20 6.5 N/A 337156.00 371.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYJ4 2033-07-20 4.5 N/A 54500.00 638.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YYB5 2029-03-15 6 N/A 39000.00 26.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 68000.00 3785.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295NBD8 2038-02-15 6 N/A 30000.00 470.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDP3 2029-09-20 7.5 N/A 186000.00 265.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AHXV3 2041-06-01 4.5 N/A 4000.00 292.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GWG7 2028-09-01 6.5 N/A 445000.00 284.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWJ6 2038-11-20 5.5 N/A 10000.00 710.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CQX4 2026-08-20 8 N/A 489020.00 121.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DBM2 2029-04-20 8 N/A 30000.00 26.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HN27 2031-08-01 7 N/A 5000.00 2.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210QX49 2029-07-15 7.5 N/A 123334.00 128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AN55 2026-08-15 7.5 N/A 25736.00 10.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAH1 2028-11-15 7.5 N/A 69500.00 94.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ES83 2038-05-20 5 N/A 55000.00 850.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NA57 2043-04-20 4 N/A 50000.00 2180.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TQ77 2036-05-15 6 N/A 75000.00 352.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9AN0 2028-07-01 3.5 N/A 6000.00 356.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ART6 2028-10-15 6.5 N/A 99000.00 139.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290XLA6 2033-08-15 5 N/A 35000.00 279.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMB2 2037-02-20 6 N/A 133479.00 2072.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARBM2 2035-04-20 6 N/A 35000.00 825.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6V8 2034-07-20 6 N/A 87000.00 1041.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NLX7 2034-06-15 5.5 N/A 90000.00 1760.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290QW27 2033-07-15 5 N/A 205000.00 1664.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHS1 2036-04-20 5.5 N/A 68924.00 961.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371K6B2 2033-06-01 5 N/A 10000.00 80.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296CDQ0 2038-06-15 5.5 N/A 12500.00 86.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MAB3 2025-04-01 5 N/A 30000.00 22.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BRA8 2031-12-15 7 N/A 205000.00 341.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MF93 2025-09-01 5 N/A 28000.00 44.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JLH7 2037-02-01 5 N/A 8032.00 65.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJQ5 2030-09-20 7 N/A 208000.00 326.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3 N/A 1000.00 651.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KMY0 2033-02-15 5 N/A 35000.00 136.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209STH4 2028-07-15 7 N/A 129000.00 114.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384VQL9 2030-02-01 7 N/A 90333.00 79.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ADCM2 2024-11-15 4.5 N/A 35000.00 12.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C2W7 2038-04-01 5.5 N/A 39000.00 368.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3F6 2034-01-20 4.5 N/A 25000.00 235.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNR7 2050-06-20 3 N/A 10000.00 1719.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYS6 2027-12-20 6.5 N/A 70664.00 46.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413B5R8 2037-08-01 6 N/A 68000.00 374.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CM91 2026-03-20 7 N/A 979850.00 295.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BZD1 2046-02-01 4 N/A 3000.00 359.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WARA7 2043-12-01 4.5 N/A 1000.00 35.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408DUG7 2035-12-01 6 N/A 14000.00 131.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 11000.00 6362.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AFC7 2027-05-01 3 N/A 4000.00 118.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202DAP6 2029-02-20 6.5 N/A 90000.00 145.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A74R6 2041-03-01 4.5 N/A 2000.00 82.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KVF5 2032-11-01 5.5 N/A 20000.00 80.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 4452.00 3944.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JK49 2032-07-01 7 N/A 500000.00 808.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRD8 2047-11-01 4 N/A 1000.00 133.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412BH70 2036-12-01 6 N/A 5000.00 59.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291ASW0 2033-10-15 6 N/A 40000.00 404.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NJQ0 2038-10-01 6 N/A 3000.00 10.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGK50 2032-05-01 3.56 N/A 17000.00 16252.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D7H8 2034-08-20 5.5 N/A 44000.00 626.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206UM97 2026-02-15 7 N/A 87000.00 32.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385W2D0 2033-03-01 6 N/A 12093.00 38.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BQ68 2029-09-15 6 N/A 1000.00 3.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416SWP2 2039-06-01 5 N/A 3000.00 194.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AEG9 2027-04-01 3.5 N/A 5000.00 143.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNV1 2040-05-01 4.5 N/A 6000.00 192.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200QLU6 2032-03-15 6 N/A 116000.00 905.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM70 2027-11-01 3 N/A 3000.00 159.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HK94 2031-09-01 6.5 N/A 425000.00 376.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QTS0 2044-11-20 3.5 N/A 7000.00 212.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210CLN1 2029-04-15 6 N/A 119282.00 673.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPM2 2031-12-15 5.5 N/A 29036.00 68.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213UH29 2031-06-15 6.5 N/A 100000.00 163.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUW7 2038-07-20 7 N/A 65000.00 736.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212SUR5 2031-02-15 7 N/A 100000.00 75.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AXR37 2041-11-01 4.5 N/A 1000.00 73.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UCG7 2032-11-15 6 N/A 47000.00 132.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290NZ70 2033-05-15 5.5 N/A 70000.00 1525.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JDK5 2036-10-01 6.5 N/A 29000.00 123.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5C5 2035-11-01 5 N/A 29000.00 414.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1SW8 2043-02-01 3 N/A 1000.00 224.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208MZ24 2027-12-15 7 N/A 100000.00 58.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4B9 2038-10-20 6.5 N/A 14000.00 520.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208QTM8 2028-12-15 6 N/A 77220.00 117.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M74W3 2040-08-01 4.5 N/A 4000.00 105.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DHW4 2030-07-20 7.5 N/A 335000.00 60.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207END2 2033-12-15 6 N/A 85000.00 120.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EF53 2035-11-20 6.5 N/A 25000.00 495.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQA2 2031-10-20 6 N/A 717666.00 2607.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEG0 2035-07-20 5 N/A 164192.00 2864.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 19500.00 294.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QTS0 2034-11-01 6 N/A 5641.00 34.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132J82U3 2043-04-01 3.5 N/A 20000.00 1845.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PXA97 2026-11-01 3 N/A 2000.00 49.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VQ31 2033-08-15 5.5 N/A 51053.00 448.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU85 2048-03-01 4 N/A 5000.00 663.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7WM7 2049-12-01 3.5 N/A 1000.00 176.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AALC4 2052-09-20 3.5 N/A 1663286.00 1192364.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EEQX0 2027-03-01 3.5 N/A 1000.00 32.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BNS3 2031-06-20 6 N/A 30000.00 76.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213GPS4 2031-12-15 6.5 N/A 25114.00 791.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C2Z5 2028-05-20 7.5 N/A 175000.00 211.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292DTP7 2036-08-15 6.5 N/A 75000.00 542.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N5Y0 2044-02-20 5 N/A 40000.00 2378.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292G6T8 2029-11-01 7.5 N/A 15000.00 16.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BKL1 2030-07-15 7.5 N/A 645609.00 197.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201MFP2 2032-05-15 6 N/A 29000.00 130.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201FXL6 2031-12-15 6 N/A 25366.00 178.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DE23 2029-12-20 7.5 N/A 493000.00 423.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJG5 2036-06-20 5 N/A 166275.00 2602.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409XGH6 2036-05-01 6.5 N/A 57000.00 341.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406VC20 2035-04-01 5.5 N/A 15000.00 278.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206DP27 2026-03-15 7 N/A 25000.00 31.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209V6S8 2029-05-15 6.5 N/A 30000.00 24.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MC35 2033-03-15 6 N/A 100000.00 231.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ATY3 2035-01-15 6 N/A 25000.00 639.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293PG41 2029-04-01 7 N/A 46000.00 29.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402NWF1 2033-06-01 6 N/A 44707.00 1353.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371GGU8 2028-01-01 8 N/A 37000.00 26.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410ATY2 2036-05-01 6 N/A 16000.00 61.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRN3 2034-04-15 5 N/A 43000.00 668.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XBD8 2033-05-01 6 N/A 24000.00 76.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200SSM3 2031-10-15 6.25 N/A 151000.00 206.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4F84 2049-05-01 4 N/A 2000.00 374.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FDY9 2040-01-20 5.5 N/A 10000.00 447.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A1YG7 2039-06-15 4.5 N/A 70333.00 1166.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 1000.00 739.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETQJ8 2044-08-01 4.5 N/A 7100.00 937.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ELK3 2036-12-20 5.5 N/A 30000.00 321.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312941U88 2040-08-01 4.5 N/A 2000.00 20.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213TVH3 2031-07-15 6.5 N/A 60000.00 248.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DCU3 2029-07-20 7 N/A 1081990.00 1146.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408GEZ6 2035-12-01 5.5 N/A 15000.00 78.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0RJ0 2041-12-01 4 N/A 2000.00 97.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK51 2025-11-20 7 N/A 442300.00 96.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AGV6 2025-08-15 8 N/A 49940.00 4.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM84 2047-07-01 3 N/A 1000.00 192.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7TD9 2048-11-01 4 N/A 5000.00 512.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BQN8 2029-04-15 6 N/A 25639.00 1193.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJU81 2044-09-01 4 N/A 3500.00 266.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410CXA5 2036-07-01 6.5 N/A 18000.00 132.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KYS4 2037-11-01 5.5 N/A 1000.00 3.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVY4 2033-01-20 5 N/A 140484.00 1879.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A5V5 2029-02-15 6 N/A 74265.00 18.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LHD4 2034-01-01 5.5 N/A 8000.00 76.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400QUA9 2033-04-01 6.57 N/A 300000.00 4647.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312933AP9 2039-05-01 4 N/A 18000.00 198.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPD5 2037-08-20 7.5 N/A 55000.00 1540.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 36.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ93 2030-10-20 8 N/A 33120.00 28.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG90 2047-09-20 6 N/A 1000.00 141.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLK0 2044-11-01 4.5 N/A 1000.00 79.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182NCD3 2044-09-15 4 N/A 16000.00 1518.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201NLX6 2032-12-15 6 N/A 27997.00 129.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204VSK6 2025-08-20 7 N/A 67500.00 170.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KDN8 2031-09-01 7.5 N/A 6000.00 7.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296NYZ3 2038-08-15 6 N/A 105000.00 271.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMTP8 2030-06-01 3 N/A 4000.00 473.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A6P0 2027-12-15 8 N/A 700000.00 391.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY80 2028-01-20 7 N/A 868999.00 693.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212UKJ9 2031-03-15 6.5 N/A 117226.00 273.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SDM6 2031-03-20 3.5 N/A 6000.00 710.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295SC87 2037-12-15 6 N/A 25000.00 31.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HUP7 2033-02-01 5.5 N/A 20000.00 119.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FHX4 2032-12-15 5.5 N/A 25000.00 292.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DZX2 2033-10-20 5 N/A 164391.00 2696.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294RB57 2037-06-15 6 N/A 51000.00 191.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CU67 2034-03-01 5 N/A 11000.00 126.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209QX26 2029-09-15 7 N/A 210000.00 166.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKL4 2030-11-20 7.5 N/A 40294.00 28.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 3000.00 2314.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 7000.00 715.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPE6 2049-03-20 6 N/A 18000.00 2153.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210A4S3 2029-02-15 6 N/A 77500.00 195.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYJD7 2027-03-01 3 N/A 11019.00 268.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PGP9 2027-12-15 7 N/A 25000.00 27.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 4000.00 139.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210KXC4 2029-08-15 7.5 N/A 40650.00 79.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389MCQ8 2032-02-01 6.5 N/A 40000.00 5.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E4K2 2039-04-20 6 N/A 59500.00 799.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q2Y6 2045-02-20 3.5 N/A 20000.00 599.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BG93 2029-12-15 7 N/A 30000.00 62.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 2000.00 745.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC71 2029-03-15 6 N/A 503000.00 1004.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210ESD2 2029-07-15 7.5 N/A 25487.00 56.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ4R8 2048-08-01 4 N/A 1000.00 83.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS44 2032-05-20 6.5 N/A 63077.00 180.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400EA83 2034-01-01 5.5 N/A 1600.00 23.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JPA2 2032-12-15 5.5 N/A 26000.00 467.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A6G8 2044-01-01 4.5 N/A 4000.00 413.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BCK2 2028-08-15 8 N/A 17000.00 16.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFS0 2040-04-20 4 N/A 8500.00 480.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 4000.00 546.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DV32 2033-01-20 6 N/A 68000.00 519.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36225BPM4 2031-09-15 7 N/A 115000.00 218.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 19.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209VQL1 2029-02-15 6.5 N/A 82000.00 134.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206LR27 2025-09-15 8 N/A 118295.00 25.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWYU1 2026-11-01 3.5 N/A 5000.00 48.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312946C79 2041-02-01 4 N/A 4071.00 229.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291SQC7 2034-11-15 5.5 N/A 61000.00 297.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EUF4 2038-07-20 5.5 N/A 217000.00 1757.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380HQ42 2028-10-01 6 N/A 30137.00 7.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 2000.00 1695.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GA70 2032-11-15 6 N/A 75000.00 598.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296P5J7 2033-11-01 5 N/A 45000.00 474.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XD95 2033-04-01 6 N/A 38000.00 128.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EJL4 2036-06-20 7 N/A 52000.00 1258.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405BFZ9 2034-06-01 5.5 N/A 37000.00 267.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 25500.00 1423.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410WKW7 2037-05-01 5.5 N/A 63000.00 529.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEM5 2046-06-20 5.5 N/A 6650.00 821.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUD6 2026-06-20 4 N/A 100000.00 910.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEW5 2035-08-20 6 N/A 67000.00 1572.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 1200.00 794.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BVH8 2032-09-15 6.5 N/A 25000.00 72.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AB25 2025-02-15 7.5 N/A 76116.00 0.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKC2 2036-08-20 6.5 N/A 66000.00 710.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202SD88 2033-03-15 5.5 N/A 35980.00 29.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD65 2029-10-20 7.5 N/A 232187.00 181.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D6E6 2034-06-20 5.5 N/A 81000.00 1466.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JHU1 2026-01-15 7 N/A 80581.00 7.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31379J2Y1 2028-04-01 7 N/A 6000.00 6.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMYK1 2044-04-01 4.5 N/A 6000.00 510.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208LD79 2027-09-15 7.25 N/A 63000.00 239.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7NR3 2039-05-01 5 N/A 10000.00 183.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CX40 2027-10-20 8 N/A 25000.00 17.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MRS4 2033-07-15 5 N/A 25000.00 328.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W3QL0 2043-02-01 3 N/A 1000.00 240.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CY98 2028-01-20 7.5 N/A 1155000.00 760.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212EDJ3 2030-06-15 8 N/A 25000.00 106.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31373UK22 2026-02-01 6.5 N/A 125645.00 27.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.5 N/A 2000.00 190.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DDN8 2029-09-20 7 N/A 510500.00 609.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYK0 2046-06-01 4.5 N/A 3000.00 246.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWX1 2047-02-20 3.5 N/A 5000.00 696.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2JL4 2040-12-01 4.5 N/A 8667.00 519.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36213C5L0 2031-09-15 7 N/A 40000.00 81.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FBX3 2039-10-20 5 N/A 298000.00 1616.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPT7 2031-12-15 6 N/A 56000.00 66.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3128P7EB5 2027-05-01 5.5 N/A 65000.00 221.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3L7 2049-07-01 4 N/A 5000.00 583.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31298YZJ3 2031-11-01 6 N/A 45000.00 36.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407PU22 2035-10-01 5 N/A 9000.00 80.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294V4Y3 2036-12-15 5.5 N/A 50111.00 219.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380FQ38 2028-08-01 6 N/A 60688.00 287.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NJ22 2026-03-15 7 N/A 107000.00 64.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31376J2G3 2032-05-01 6.5 N/A 11273.00 1.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208HLF1 2027-07-15 8 N/A 116118.00 58.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 2000.00 209.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 2000.00 333.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PQC4 2028-11-15 6 N/A 80000.00 717.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206PSW1 2026-03-15 7 N/A 25320.00 7.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JRN0 2032-11-01 6 N/A 127040.00 361.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 13000.00 84.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200B5G8 2032-12-15 6 N/A 28275.00 104.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ4P0 2039-06-01 5 N/A 2000.00 87.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED63 2035-06-20 6 N/A 113550.00 2170.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36292ERU6 2035-07-15 4.5 N/A 60874.00 1148.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQ26 2046-11-20 5.5 N/A 9000.00 1599.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CPA5 2026-05-20 7 N/A 229976.00 75.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DXU0 2033-05-20 6 N/A 55000.00 382.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K8TQ9 2035-11-01 5 N/A 10000.00 59.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGMZ4 2046-02-01 4 N/A 4750.00 510.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411SLJ3 2037-02-01 6.5 N/A 36435.00 343.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31390MHU1 2032-08-01 6.5 N/A 25000.00 41.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206GNZ9 2026-02-15 7 N/A 81300.00 7.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202FFT8 2040-04-20 4.5 N/A 10000.00 404.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 930.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NRE3 2034-04-15 5.5 N/A 25000.00 253.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200TQM3 2033-08-15 5 N/A 35000.00 2330.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201F5L7 2032-10-15 6.5 N/A 163000.00 376.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BBT4 2028-12-15 7 N/A 37000.00 27.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CP80 2026-07-20 7 N/A 257500.00 55.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDF3 2035-04-01 6 N/A 26460.00 242.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 1000.00 85.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225AXS4 2027-12-15 6.5 N/A 400000.00 312.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9QH7 2024-09-15 4 N/A 125000.00 23.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391RJ94 2033-01-01 6 N/A 15000.00 227.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DJZ3 2036-06-01 5 N/A 37000.00 434.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EEH8 2035-07-20 5.5 N/A 59000.00 1078.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJBJ8 2035-02-01 5 N/A 10000.00 124.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290RRF2 2033-07-15 5.5 N/A 53000.00 445.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MW63 2027-11-20 2.5 N/A 10000.00 1011.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XXX1 2040-08-01 5 N/A 8000.00 103.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JER5 2029-04-01 7.5 N/A 150000.00 51.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201APF9 2032-01-15 6 N/A 25145.00 170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31382U4U7 2029-04-01 6 N/A 237670.00 111.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EM6F3 2044-05-01 4.5 N/A 6780.00 283.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291AVB2 2033-10-15 5 N/A 45000.00 821.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381D3B9 2025-09-15 8.5 N/A 21293.00 0.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205XC36 2033-09-15 5.5 N/A 48334.00 418.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AALQ3 2048-10-20 4 N/A 1175846.00 685444.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCY6 2049-06-01 3.5 N/A 5500.00 539.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LPP8 2034-05-01 5 N/A 19686.00 245.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201V3E0 2032-09-15 6 N/A 164002.00 537.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XH77 2031-12-15 6 N/A 150000.00 118.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201JBM0 2032-04-15 6 N/A 25034.00 236.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DD57 2029-10-20 7 N/A 375000.00 395.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2P4 2042-12-01 3.5 N/A 1667.00 283.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409GKN5 2036-08-01 5 N/A 5000.00 20.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPC4 2041-01-20 4.5 N/A 25000.00 597.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XER8 2038-10-01 6 N/A 22500.00 58.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QYE5 2049-05-01 4.5 N/A 1000.00 111.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31296NXG7 2033-10-01 6 N/A 30000.00 200.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RYA4 2031-12-15 6.5 N/A 96000.00 144.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291LGN9 2035-03-15 5 N/A 35091.00 222.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213DCX4 2031-10-15 6.5 N/A 33000.00 73.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290VM27 2037-01-15 5 N/A 14000.00 215.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJF7 2033-11-01 7 N/A 90500.00 629.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERW1 2038-03-20 7 N/A 41000.00 1186.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DJ77 2030-10-20 7 N/A 331787.00 378.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385HQQ8 2031-06-01 6 N/A 6000.00 5.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411CM40 2036-11-01 5 N/A 30000.00 153.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213ET97 2032-02-15 5.5 N/A 25224.00 111.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q3Y9 2029-10-15 8.5 N/A 37498.00 25.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384KBA3 2030-04-01 8.5 N/A 100000.00 152.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KMM0 2032-03-01 7 N/A 18000.00 47.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386FRR8 2030-12-01 6 N/A 8000.00 103.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291GY34 2034-05-15 5.5 N/A 60110.00 2283.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BUG1 2032-08-15 6 N/A 140000.00 813.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VPZ0 2024-12-01 4 N/A 8000.00 4.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QY60 2039-05-15 3.5 N/A 11000.00 634.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKX6 2036-10-20 6 N/A 71000.00 791.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YTT3 2033-09-15 5 N/A 45000.00 817.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLF7 2031-12-15 6 N/A 25000.00 116.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295YXZ1 2038-04-15 5 N/A 14000.00 153.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EAL3 2034-09-20 6 N/A 119000.00 1658.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AJC4 2032-12-15 5 N/A 25000.00 558.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6H4 2046-07-01 3.5 N/A 5750.00 764.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 81000.00 221.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BD54 2029-02-15 7.5 N/A 50000.00 39.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A7F1 2028-11-15 6.5 N/A 1220000.00 747.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5Z37 2038-03-01 6 N/A 31000.00 320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDV7 2032-03-15 6.5 N/A 11000.00 123.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211EKS6 2029-11-15 7.5 N/A 500000.00 142.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHG2 2047-03-01 4 N/A 1000.00 107.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202W4A4 2033-08-15 5.5 N/A 50910.00 200.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LGR1 2025-03-15 4.5 N/A 30000.00 32.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EVH9 2038-08-20 6 N/A 221000.00 351.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DKX8 2030-12-20 7 N/A 75000.00 86.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M46Z0 2027-08-01 3 N/A 1000.00 66.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EFA2 2035-09-20 6 N/A 80200.00 2068.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4X43 2049-02-01 4 N/A 14000.00 1413.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8 N/A 348364.00 134.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCQG1 2044-08-01 4 N/A 3220.00 209.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209Q4A0 2029-10-15 8.5 N/A 25000.00 54.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SU28 2032-02-01 6 N/A 50000.00 90.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3J8 2034-01-20 6 N/A 77500.00 1142.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6J3 2038-11-20 7 N/A 50000.00 4860.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200X4G1 2032-04-15 6 N/A 54618.00 176.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210JXA1 2029-06-15 6.5 N/A 85000.00 161.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209PBT3 2028-07-15 7 N/A 50000.00 182.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTM4 2035-10-01 2 N/A 2000.00 909.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ6T4 2031-02-01 3.5 N/A 8500.00 309.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290SM81 2033-11-15 5 N/A 47000.00 639.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WKW9 2031-05-01 6 N/A 40000.00 32.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291YHE0 2036-06-15 6 N/A 50000.00 671.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F6S7 2031-11-15 7 N/A 121500.00 134.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DM57 2031-05-20 6.5 N/A 228500.00 523.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FD29 2040-01-20 6.5 N/A 50000.00 923.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YHRS1 2045-02-01 3 N/A 1003.00 213.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J7A6 2031-07-01 6.5 N/A 5000.00 5.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291NPR6 2034-08-15 5.5 N/A 55000.00 717.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207DZ25 2026-10-15 7.5 N/A 25000.00 44.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201A2B3 2032-11-15 5.5 N/A 57000.00 267.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EET2 2035-08-20 4.5 N/A 30000.00 323.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404RAB3 2030-04-01 8.5 N/A 60000.00 318.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DFG1 2030-01-20 7.5 N/A 463641.00 364.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206JMM3 2026-09-15 7.5 N/A 25000.00 12.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409WT43 2036-04-01 5.5 N/A 370000.00 2470.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210YAA3 2029-06-15 7 N/A 45000.00 635.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.5 N/A 2000.00 173.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPA90 2047-05-01 4.5 N/A 4000.00 619.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EH69 2036-05-20 6.5 N/A 50000.00 854.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291WWU1 2035-03-15 5 N/A 50000.00 5862.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ3K6 2031-02-01 3.5 N/A 1000.00 131.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405V2P1 2034-11-01 5.5 N/A 10000.00 118.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ERS0 2038-03-20 5 N/A 20000.00 280.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290STH4 2034-02-15 5.5 N/A 70000.00 966.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJLY2 2038-09-01 6.5 N/A 1000.00 54.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418PS71 2040-03-01 4.5 N/A 11500.00 380.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCM6 2039-05-01 4.5 N/A 6000.00 258.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EZL6 2039-01-20 7.5 N/A 15000.00 550.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L8QH3 2047-04-01 4.5 N/A 2000.00 229.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LJS9 2034-01-01 5.5 N/A 22422.00 199.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CW42 2028-05-01 3.5 N/A 5000.00 513.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLX8 2031-12-15 6 N/A 346500.00 1577.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CKL6 2025-10-20 7.5 N/A 188500.00 27.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJT4 2040-08-20 6 N/A 8765.00 298.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391N6V8 2032-12-01 6 N/A 55455.00 113.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307AVU3 2028-02-01 3 N/A 3000.00 151.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206NKL8 2026-04-15 7.5 N/A 25000.00 39.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGS4 2040-04-01 4.5 N/A 4000.00 96.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36209N2T8 2029-03-15 6 N/A 84000.00 539.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPP8 2037-09-20 7 N/A 92000.00 1133.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UCP6 2033-09-15 5 N/A 54000.00 327.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3M8 2033-04-15 6.5 N/A 9770.00 71.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N5V9 2034-11-15 5 N/A 30000.00 1354.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EMP1 2037-03-20 6 N/A 33000.00 385.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200AVJ5 2033-01-15 5.5 N/A 25000.00 272.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W2T3 2031-11-01 6.5 N/A 25000.00 70.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 3000.00 796.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NMQ8 2028-09-20 4 N/A 40000.00 2385.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X6GV4 2051-10-20 3 N/A 1953311.00 838435.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296BJ52 2038-04-15 5.5 N/A 50000.00 499.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407FXD7 2035-08-01 5.5 N/A 5000.00 143.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 14079.00 167.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283GTQ0 2026-10-01 7 N/A 2467.00 0.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5H8 2039-05-20 5.5 N/A 11000.00 325.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 194113.00 218.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QKX7 2051-05-01 5.885 N/A 50000.00 13542.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VDJ4 2031-11-15 5.5 N/A 25332.00 1147.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QWD2 2034-12-15 5 N/A 30000.00 2463.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375BKF3 2026-02-01 7 N/A 3000.00 0.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 26000.00 1534.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 181.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FKX9 2026-07-01 7.5 N/A 12000.00 1.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9WL2 2043-10-01 3 N/A 1000.00 187.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210TPX8 2029-04-15 6 N/A 45000.00 470.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200NQT1 2034-09-15 5.5 N/A 25000.00 102.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KE5E9 2036-09-01 6 N/A 100000.00 364.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404YAH5 2034-05-01 5 N/A 15000.00 315.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG75 2034-11-01 3.5 N/A 13000.00 3553.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HXB5 2033-06-01 5 N/A 14667.00 111.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296PZN4 2038-09-15 6.5 N/A 25000.00 183.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5S8 2028-10-20 6 N/A 614000.00 889.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEV4 2040-03-20 4 N/A 25000.00 1132.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 238.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KJE5 2038-06-01 5.5 N/A 1000.00 9.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388LC81 2031-11-01 6.5 N/A 25000.00 28.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DSC6 2032-03-20 6.5 N/A 255114.00 585.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202WRQ4 2033-04-20 5.5 N/A 108000.00 301.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 41667.00 702.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ECM9 2035-02-20 4.5 N/A 50000.00 603.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C7A5 2028-12-20 6.5 N/A 1172071.00 1871.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKRL1 2047-04-01 4.5 N/A 4500.00 483.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KSC6 2032-07-01 5.5 N/A 54000.00 578.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QVT5 2034-12-01 6.5 N/A 10000.00 118.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206MYR2 2026-04-15 7.5 N/A 25000.00 49.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PYYP3 2027-04-01 2.5 N/A 5000.00 166.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FEE2 2040-02-20 5.5 N/A 28333.00 754.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290WF56 2033-08-15 5 N/A 30039.00 450.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NK72 2043-08-20 3.5 N/A 15000.00 384.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ET25 2038-06-20 5.5 N/A 68000.00 1011.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 35000.00 6803.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207F5Y3 2026-08-15 7.25 N/A 30000.00 168.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BLF3 2030-12-15 6.5 N/A 110000.00 241.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409CVQ5 2036-05-01 5.5 N/A 16000.00 35.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AN2 2042-01-15 4.5 N/A 29000.00 887.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JLS5 2040-10-01 4.5 N/A 1667.00 53.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DS51 2032-05-20 7 N/A 45000.00 97.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201YHU3 2033-11-15 6 N/A 73000.00 304.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GN36 2025-07-01 8 N/A 12000.00 0.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EQC6 2037-11-20 7 N/A 73000.00 898.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 21000.00 1856.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128PST64 2025-10-01 3.5 N/A 6347.00 27.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415XBA8 2038-10-01 6 N/A 81000.00 130.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E2C2 2039-02-20 6 N/A 75000.00 1452.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 1000.00 169.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HL28 2031-09-01 6 N/A 19000.00 39.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQV8 2026-08-20 7.5 N/A 524636.00 95.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402UQW5 2025-12-01 8 N/A 20000.00 43.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 9000.00 1187.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CYV9 2027-12-20 7.5 N/A 670000.00 576.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 8000.00 1084.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ETD1 2038-05-20 7 N/A 10000.00 149.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XGQ4 2036-09-15 6 N/A 45000.00 519.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DAN1 2029-02-20 6 N/A 90248.00 186.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339SX42 2049-10-01 4 N/A 4000.00 807.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402BEH3 2033-06-01 5.5 N/A 16667.00 59.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EKB4 2036-08-20 6 N/A 51000.00 470.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31297AVC5 2034-06-01 6 N/A 5000.00 195.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HJZ7 2026-01-01 8.5 N/A 20000.00 1.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ABBZ1 2041-04-01 4.5 N/A 3072.00 136.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L5ST1 2043-10-01 4.5 N/A 1000.00 162.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225A2H2 2028-04-15 6.5 N/A 37000.00 54.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31371KWH0 2032-12-01 5.5 N/A 30734.00 121.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FWS8 2033-07-15 5 N/A 64000.00 907.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292SCG3 2045-02-01 4 N/A 27000.00 1390.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6UT3 2036-01-01 5.5 N/A 19000.00 212.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201HSL8 2032-04-15 6 N/A 35121.00 142.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200KXP7 2033-06-15 5.5 N/A 240000.00 787.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DLF6 2031-01-20 7 N/A 811000.00 948.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7C35 2026-09-01 6.5 N/A 25000.00 109.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BC89 2028-12-15 7 N/A 110000.00 120.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C6X6 2028-12-20 5.5 N/A 25000.00 35.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RZS4 2032-05-15 7 N/A 90680.00 106.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BZZ4 2033-06-15 6.5 N/A 150001.00 878.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJLD0 2039-02-01 5 N/A 18334.00 249.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HNB6 2032-01-01 6 N/A 25000.00 59.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410SCE5 2036-10-01 6.5 N/A 40000.00 749.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413RUD6 2037-11-01 5.5 N/A 15000.00 22.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EC31 2035-03-20 5 N/A 118300.00 2480.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288FSS4 2033-01-01 6 N/A 6000.00 25.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KP51 2037-12-15 6 N/A 30000.00 248.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200A4E6 2035-08-15 6 N/A 25000.00 356.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YFP2 2036-09-01 5.5 N/A 1000.00 22.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411VHU6 2037-06-01 6.5 N/A 8000.00 421.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36202CPT4 2026-06-20 8 N/A 108334.00 29.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201GL86 2033-05-15 6 N/A 251881.00 5036.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CQA4 2026-07-20 8 N/A 897334.00 151.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AU7D3 2041-10-01 4 N/A 8000.00 332.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292HAA2 2029-12-01 8 N/A 270000.00 149.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZH0 2048-08-01 4 N/A 16750.00 1414.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 3000.00 935.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E5J4 2039-05-20 6 N/A 25000.00 517.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292LHQ1 2042-04-01 3.5 N/A 2000.00 286.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LCD9 2033-09-01 5 N/A 2334.00 23.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FAG7 2025-07-01 7.5 N/A 10000.00 0.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283HBL8 2028-07-01 6 N/A 25000.00 14.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LJ84 2037-04-01 5.5 N/A 14000.00 90.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EYM5 2038-12-20 6 N/A 25000.00 355.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213JKA2 2032-01-15 6.5 N/A 111000.00 111.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EHE2 2036-03-20 5 N/A 5000.00 79.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQMQ2 2043-04-01 3.5 N/A 1334.00 151.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312945CB2 2041-01-01 4.5 N/A 24000.00 1484.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJX70 2046-04-01 3 N/A 2000.00 291.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCWG6 2024-12-01 5.5 N/A 100500.00 0.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DUW9 2032-10-20 6.5 N/A 25449.00 94.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31375PBZ8 2026-03-01 6.5 N/A 10000.00 1.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NYW6 2039-03-01 4.5 N/A 3000.00 126.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CXA6 2027-08-20 7.5 N/A 175000.00 70.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TP35 2033-03-15 5.5 N/A 60000.00 794.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LH25 2040-05-15 5 N/A 15000.00 319.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CK77 2025-11-20 7.5 N/A 25000.00 4.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208YEE5 2029-03-15 6.5 N/A 145000.00 239.22 Agency Mortgage-Backed Securities Y Standard & Poor's Short Rating A-1 Moody's Long Rating NR Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Long Rating A+ Moody's Short Rating NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 200000000.00 200000000.00 0.0008 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNG80 2047-04-01 4 N/A 73583.64 23356.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401JNR5 2033-06-01 5.5 N/A 2885.04 6.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0VS2 2032-04-01 7 N/A 12152450.22 13528.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3UL2 2039-09-01 6.5 N/A 808.29 28.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292K3M7 2040-06-01 4.5 N/A 1441.67 106.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 532223.68 492350.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRVJ3 2054-05-25 5 N/A 8451636.33 8283955.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTFC8 2053-10-01 6 N/A 2830.14 2881.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQXA8 2054-08-01 6 N/A 2906.55 2947.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 839.99 81.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7X68 2032-12-01 7.5 N/A 1140.55 59.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHV74 2046-09-01 3 N/A 2094303.60 716373.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326MEY5 2047-08-01 4.921 N/A 3636.16 417.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EAP5 2052-01-01 3 N/A 229241.34 162284.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBZ5 2051-07-01 2.5 N/A 4528.22 2983.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E9KM7 2046-02-01 4 N/A 676.40 74.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 891372.97 705895.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HKG9 2039-04-01 6 N/A 1921.67 52.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q2F6 2053-06-01 5.052 N/A 377921.61 371349.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK2T1 2035-01-01 5 N/A 2482.60 345.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN6B5 2054-02-01 7 N/A 14960555.32 14224805.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 10706.99 10856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416LLL8 2039-04-01 6 N/A 1654.50 58.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLY6 2052-03-01 2.5 N/A 5011.61 3793.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HCY48 2054-06-25 5.5 N/A 2713257.48 2790977.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 3026702.85 2945925.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGM68 2054-06-01 6 N/A 574395.03 590251.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7C85 2054-01-01 7.5 N/A 7249.12 7595.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FF6 2054-03-01 5.5 N/A 656810.97 665712.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFGN8 2037-03-01 2.61 N/A 995.08 820.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7SU5 2053-02-01 5 N/A 1510760.43 1405623.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 29164.03 23170.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJLF7 2041-06-01 5.5 N/A 636.22 33.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL7E2 2053-07-01 6.5 N/A 1509.60 1408.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JCP0 2036-10-01 7 N/A 2754.29 28.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWQB1 2029-11-01 2.475 N/A 2278987.22 2090107.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXK7 2053-06-01 5 N/A 452822.40 425012.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGY3 2053-04-01 5 N/A 201771.44 185168.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 1363.00 628.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QGPL5 2051-01-01 2.5 N/A 7601.76 3980.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WGU8 2031-04-01 6.5 N/A 4007731.82 2756.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCP2 2025-05-25 2.587 N/A 4819.16 784.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EXT2 2053-11-01 5 N/A 3396.17 3262.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397ASH7 2036-09-15 6 N/A 654.89 46.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B52Q5 2033-10-15 3 N/A 764137.80 851367.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138ELBE2 2039-04-01 6 N/A 3993663.19 281953.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LD5W9 2026-06-01 2.625 N/A 145186.18 140939.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHG1 2053-06-01 5.5 N/A 23112.06 21254.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBNF6 2051-03-01 2.17 N/A 42962.66 30474.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44M5 2049-09-01 5 N/A 2091202.90 453106.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31326FDH8 2042-12-01 5.9 N/A 3832.58 105.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGWG3 2052-07-01 4.57 N/A 16278.40 15556.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31395NXE2 2036-07-25 6.11332 N/A 16980840.00 971250.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31300MKE2 2043-03-01 6.5 N/A 4021.06 61.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTN3 2052-11-01 6 N/A 3576.73 3006.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBHQ6 2038-11-01 7.5 N/A 849042.00 443229.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402C4H2 2034-04-01 5.5 N/A 1656.76 13.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPXH7 2052-07-01 2.5 N/A 905644.80 763189.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3131XJLM2 2042-05-01 3.5 N/A 13018.64 4240.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 116169.89 97510.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QL65 2049-03-01 6.647 N/A 1277738.02 346066.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 3396.17 3147.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4T3 2054-02-01 7 N/A 29683.07 28844.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNX0 2054-05-01 6.5 N/A 217952.48 224082.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNBU5 2052-02-01 2.5 N/A 6975502.66 5117234.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0SS6 2031-02-01 7 N/A 867.72 0.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQJH0 2053-04-01 4.5 N/A 134836.93 125089.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUG9 2054-06-01 5.5 N/A 42172183.31 42518396.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 1456888.71 2705.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 106275.72 103370.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 1791.48 80.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2HC9 2028-04-25 3.205996 N/A 3311.26 2100.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BDXP8 2033-11-25 1 N/A 1026.77 100.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BQCN4 2052-11-01 6 N/A 5374.44 4131.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 838.29 751.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTM4 2033-12-01 6.5 N/A 2248.83 13.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 192687.25 180553.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B06L3 2043-03-15 3.5 N/A 769.23 172.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393W3S6 2033-07-15 5 N/A 759.61 205.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 298390.72 12006.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QWP1 2053-03-01 4.706 N/A 11649510.57 10341500.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X98 2053-11-01 6 N/A 24301.85 24316.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDYN3 2036-10-01 2.09 N/A 15099.36 12086.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSRV9 2052-12-01 5.5 N/A 5298.59 4924.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 4673.69 39.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8FB9 2052-12-01 6 N/A 3259912.61 3130516.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 5094.25 3025.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397WX91 2038-07-15 5 N/A 5564.06 568.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWLV3 2054-06-01 6.5 N/A 1139438.14 1130407.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6ER4 2048-05-01 5.922 N/A 13403.54 4366.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFF7 2052-09-01 4 N/A 70195.96 59741.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398NGB4 2040-09-25 4.5 N/A 3910401.04 1570474.94 Agency Collateralized Mortgage Obligation Y Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Fitch Long Rating AA- 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 141507000.00 141507000.00 0.0005 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.22619560 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-09-03 2026-07-31 2026-07-31 N N N 0.0533 5568076975.84 5568076975.84 0.0210 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 5.35000000 N/A KX1WK48MPD4Y2NCUIZ63 0RG005IJ3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 734900.00 720763.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HUNA0 2039-06-01 3.37 N/A 4615337.00 4126442.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6 N/A 4000000.00 4462585.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY7L1 2027-12-25 3.090237 N/A 5535850.00 3484589.65 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 3200000.00 3250055.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2NL2 2048-07-25 3.5 N/A 4033822.00 4556610.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJC23 2048-09-15 4 N/A 2000000.00 645338.54 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 34800.00 33042.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WG5L5 2054-07-01 5.5 N/A 3048739.00 3086097.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 4669500.00 3061375.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 26000000.00 23534071.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ASRB2 2042-08-15 3.5 N/A 3128850.00 4387278.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4VA5 2050-11-25 2.5 N/A 2920359.00 1967805.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8HA0 2050-02-25 3 N/A 1000000.00 833817.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 15325000.00 14510926.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WDCN0 2054-05-01 5.5 N/A 1000.00 1021.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTY60 2054-09-01 6.5 N/A 1063300.00 1124752.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNBM2 2030-05-01 3.44 N/A 1000.00 932.50 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 56700.00 60701.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LG2Q4 2037-08-01 4.32 N/A 1250.00 1234.18 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 3018000.00 3050815.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRN82 2030-11-01 3.89 N/A 1000.00 988.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFLZ5 2037-02-01 2.57 N/A 1000.00 821.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9CR8 2052-11-25 5.5 N/A 20000000.00 22863423.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 10143461.00 8032802.87 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 1004700.00 1020086.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 13691300.00 28671118.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137GA4M6 2040-09-15 4.5 N/A 1042250.00 1899463.28 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 300.00 224.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393WPZ6 2033-07-15 5 N/A 16000000.00 1218829.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MLNA4 2052-04-01 4.5 N/A 1000.00 842.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 3653000.00 3847221.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 1000.00 914.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 27000.00 22816.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 17519600.00 16735471.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UT7 2051-09-25 2.5 N/A 1904000.00 1345506.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6 N/A 3336000.00 2469656.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CQRU1 2054-07-01 4.5 N/A 1119260.00 1104608.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 2679.00 2939.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376UVR7 2047-05-20 3.5 N/A 2610474.00 1651465.06 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 876000.00 623771.19 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377DH66 2040-08-16 4.5 N/A 3081000.00 5509866.73 Agency Collateralized Mortgage Obligation TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBR1 2038-06-15 0 N/A 5596000.00 2910815.36 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 200.00 205.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 200.00 203.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 100000.00 82995.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 10599600.00 10696985.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 3127700.00 2023954.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F17F9 2047-06-15 3 N/A 15085013.00 10831288.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2340301.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379LM86 2045-05-20 3.5 N/A 2131579.00 1127310.01 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 600100.00 622008.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMR83 2052-06-25 4 N/A 5000000.00 4523466.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2U69 2051-10-25 2 N/A 14155463.00 7924682.59 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 10000000.00 12229816.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 28114600.00 27481645.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AJLU0 2054-09-01 6 N/A 2021.00 2078.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNB60 2047-07-01 3.5 N/A 1161108.00 1028241.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3SA1 2051-11-25 2.5 N/A 1750028.00 1119963.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140N9QB5 2053-02-01 5.5 N/A 1314836.00 1002400.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394BYX6 2034-12-25 4.5 N/A 9900000.00 1554407.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 100900.00 100047.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H15M4 2051-07-25 2.5 N/A 2602000.00 1763687.51 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENHL7 2041-12-16 2.92 N/A 1447000.00 1131701.92 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWWF0 2029-04-25 3.092753 N/A 1613.00 882.13 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 982900.00 988587.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 2000000.00 1966892.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 100.00 103.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1498100.00 1465945.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LN6V8 2033-07-01 3.85 N/A 2000.00 1938.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJZV5 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2026-05-31 0.75 N/A 1596800.00 1512699.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5VT1 2052-01-25 2.5 N/A 6750000.00 4422125.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397EVT9 2037-02-15 5.5 N/A 3636364.00 685836.98 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 600000.00 620492.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 8154800.00 8437862.47 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059FBP5 2056-04-01 0 N/A 4000.00 850.80 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 5461100.00 3676128.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AJWW4 2054-07-01 6 N/A 5654845.00 5797975.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 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2029-07-31 4 N/A 288000.00 292876.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A7JB9 2042-07-25 3.5 N/A 2830000.00 1192985.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 4269000.00 3431229.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 3867800.00 3676275.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 399900.00 438905.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138ELDD2 2043-06-01 3 N/A 85908292.00 18053643.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 10000000.00 11085682.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 17002000.00 14401586.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285C0 2025-09-30 3 N/A 900.00 898.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FC4R2 2047-12-15 3 N/A 533000.00 447801.63 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 200.00 180.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KPYB8 2052-10-01 5 N/A 3008.00 2660.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 3998200.00 4115537.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJWW1 2051-11-25 2.5 N/A 5890000.00 3197764.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C5WJ6 2053-06-01 6.5 N/A 1000.00 1010.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 11063000.00 11665633.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 23500.00 24296.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393CRV7 2033-06-25 5.25 N/A 12500000.00 893563.72 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 800.00 654.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZF0 2025-03-31 0.5 N/A 2000000.00 1955971.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 15062200.00 14497412.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625 N/A 349000.00 336958.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3W32 2051-11-25 2 N/A 2192832.00 1361298.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 14681000.00 15456492.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Q8J48 2048-02-01 3.5 N/A 2000.00 527.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJF59 2051-11-25 2.5 N/A 5442395.00 3415523.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140YYBH1 2054-02-01 7 N/A 1000.00 946.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2B41 2050-02-01 5 N/A 2000.00 983.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMPV4 2052-04-25 3.5 N/A 1295951.00 1045465.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31334WPN5 2049-06-01 5 N/A 2000.00 858.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHN4 2025-07-31 4.75 N/A 200000.00 201345.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 5733072.40 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 941300.00 898903.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNNX0 2052-07-25 4.5 N/A 3756223.00 3651026.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3SK9 2051-05-25 2 N/A 2255145.00 1302278.06 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 349400.00 306372.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 36641800.00 37616871.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 17846900.00 14779899.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 5701000.00 5237791.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKX64 2052-01-25 2.5 N/A 5170000.00 3312457.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WFPF7 2045-09-01 3.5 N/A 132605184.00 36619178.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637Y53 2033-09-01 3.78 N/A 1000.00 950.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4Z60 2052-01-25 2.5 N/A 1642538.00 1006992.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133BUP68 2053-02-01 5 N/A 1361712.00 1247986.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3PT1 2058-12-25 3.5 N/A 5000000.00 5082547.52 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHV6 2025-08-31 5 N/A 3575300.00 3684625.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CTNQ8 2054-09-01 6 N/A 1000.00 1035.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GPX1 2040-01-25 5 N/A 9208000.00 516967.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GY45 2040-02-25 5 N/A 2000000.00 390427.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383PV32 2052-04-20 3.5 N/A 1380193.00 1130230.48 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 1500300.00 1464883.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 7400100.00 7273016.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJB8 2025-09-30 5 N/A 13909000.00 14292749.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 5938400.00 4686462.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 1600.00 1455.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 1998800.00 1608804.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 4495449.72 3052720.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 200.00 151.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WDUD2 2054-06-01 6 N/A 1000.00 1036.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LN6W6 2048-09-01 4.02 N/A 1000.00 886.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AW5S2 2047-07-25 3.5 N/A 3523175.00 2132770.76 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 100.00 109.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 5054400.00 5276715.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380VES6 2048-02-20 3 N/A 5000000.00 2891715.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 1513100.00 1614330.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WF4Q7 2054-07-01 6 N/A 1008.00 1042.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQ68 2053-01-01 6 N/A 2000.00 1623.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 25000300.00 26558924.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UL4 2051-08-25 2.5 N/A 1776000.00 1304782.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGMJ8 2043-10-25 3 N/A 7637000.00 4201410.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMW95 2052-06-25 4.5 N/A 2938016.00 2837436.42 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 706000.00 587915.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 23590300.00 29898752.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LE5 2024-11-21 0 N/A 5666100.00 5600769.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 13001200.00 7660370.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 36700.00 33319.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5HW0 2052-02-25 3 N/A 1665000.00 1247264.51 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZW3 2025-06-30 0.25 N/A 200.00 193.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BCJ81 2052-06-01 4.5 N/A 1432426.00 1070920.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRWR0 2053-04-01 5 N/A 53925581.00 47867979.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 2273800.00 2294888.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AMBX8 2054-09-01 5 N/A 1700483.00 1707061.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6EG2 2046-11-01 3 N/A 5267182.00 1858966.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 664100.00 559813.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Q7R90 2037-10-01 3.5 N/A 14626782.00 4218177.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 3700.00 3931.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 1083900.00 924672.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.9 N/A 1000.00 780.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QUQX7 2054-05-01 5 N/A 23674620.00 23487229.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUSJ7 2053-01-01 5.5 N/A 1708026.00 1471425.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCE91 2046-12-01 3.5 N/A 1000.00 878.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2CH1 2050-02-01 5 N/A 2048.00 829.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 9418100.00 9545557.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380UWY5 2048-01-20 3 N/A 4200000.00 4519519.95 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 5800.00 4471.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 11631300.00 11924766.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 900.00 885.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WENV8 2054-06-01 6 N/A 2811002.00 2842261.96 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 5629800.00 3996753.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 4766000.00 3844255.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140A82Y7 2054-01-01 7 N/A 1002.00 916.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 3219600.00 2082658.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 610000.00 629583.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XB1 2025-05-15 2.125 N/A 100.00 98.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 3000800.00 2662915.11 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNMA1 2052-07-25 4.5 N/A 3000000.00 2937836.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ADJL6 2054-05-01 6 N/A 5424232.00 5573492.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 1342300.00 1231633.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 500.00 407.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KHH82 2050-01-02 3 N/A 173312.00 37864.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X23 2053-11-01 6 N/A 613260.00 604071.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTXG9 2054-09-01 5.5 N/A 1008.00 1029.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECS7 2052-04-01 3.5 N/A 1000.00 775.82 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 790000.00 806190.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQEH8 2053-08-25 5.5 N/A 1500000.00 1585550.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BGZR5 2051-09-25 2.5 N/A 2929158.00 1781637.90 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 19295700.00 19949432.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133W6AE7 2054-02-01 5.5 N/A 5050349.00 5149799.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2SB9 2048-07-25 3.5 N/A 3095000.00 1464545.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 200.00 206.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 313637Z94 2038-09-01 3.91 N/A 2180.00 2044.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H16N1 2051-07-25 2 N/A 4768815.00 2961854.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140AMBY6 2054-09-01 5.5 N/A 2861050.00 2922014.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNT2 2054-09-01 6 N/A 1014972.00 1047391.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 24000000.00 25476868.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AU4D0 2047-02-25 3 N/A 2056000.00 1237541.79 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 600000.00 320858.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.15 N/A 4989000.00 3593890.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31329NTK4 2047-10-01 3.5 N/A 1245.00 217.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YL8 2024-10-15 0.125 N/A 7500000.00 9138271.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B36D5 2043-06-15 3.5 N/A 6922844.00 5056394.76 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 12983700.00 11117070.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 700000.00 599187.24 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617GUX58 2048-07-15 4.5 N/A 1603770.00 973087.00 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LU9 2024-10-22 0 N/A 8000000.00 7939640.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397QG51 2041-03-25 4.5 N/A 2000000.00 633186.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 2055000.00 2164074.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5 N/A 100.00 102.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LEUN5 2041-12-01 2.52 N/A 2130.00 1643.79 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 85000.00 92903.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 9283400.00 8455398.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 14674700.00 15644223.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CMDZ4 2054-01-01 6.5 N/A 1000.00 993.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 750839.00 63928.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 74100.00 72273.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 21276200.00 19511328.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRZN6 2034-01-01 4.09 N/A 2000000.00 1798761.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 770000.00 718788.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 1833500.00 1975934.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140N0FV2 2052-12-01 5 N/A 1000.00 926.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWRN6 2047-03-15 3 N/A 2077000.00 1739248.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A7UU2 2041-03-15 4 N/A 28108075.00 3967262.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 5000000.00 7885254.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QTU98 2054-01-01 6.5 N/A 2580760.00 2656771.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JABF4 2044-05-01 4 N/A 4576.00 1253.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 122200.00 123547.33 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132YBXR2 2040-02-01 3.26 N/A 2000.00 1845.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXZA3 2063-06-01 4 N/A 7990954.00 7287798.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 400.00 382.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WF4S3 2054-07-01 6.5 N/A 1000.00 1049.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 1200.00 1203.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 5431500.00 3981567.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132VPX29 2049-05-01 5 N/A 2002.00 495.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6YN3 2053-07-01 5.5 N/A 1786310.00 1774805.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A8D64 2042-09-25 3.5 N/A 2220000.00 1536503.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QUB39 2054-03-01 6 N/A 1000.00 1010.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 53500.00 64922.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 200.00 204.64 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140J7X34 2047-12-01 3.5 N/A 37923248.00 14482224.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVP6 2053-08-01 5.5 N/A 1000.00 945.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A03H6 2040-06-15 4.5 N/A 6000000.00 448194.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N7FB1 2052-11-01 5.5 N/A 1447205.00 1144971.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5UY3 2042-03-01 3 N/A 2362496.00 568417.15 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 7000000.00 6650114.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 1100.00 1070.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398TSC6 2040-08-25 4.5 N/A 4000000.00 372490.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.69 N/A 828299.00 793597.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 20571500.00 18556011.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 40476000.00 36059316.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 800.00 623.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 5800000.00 2674450.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGP89 2040-03-25 3 N/A 6000000.00 743472.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283Z1 2025-02-28 2.75 N/A 7813100.00 7841049.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3JN3 2051-10-25 2 N/A 4842323.00 2546684.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380ATY3 2046-09-20 3 N/A 3156348.00 3374819.04 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 2048100.00 1484989.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 6599500.00 7351388.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LLCR0 2028-07-01 4.7 N/A 2518393.00 2563137.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 20000.00 21367.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 385000.00 348510.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 108563700.00 116987011.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BMXN1 2043-12-15 3.5 N/A 1007353.00 1119967.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJFU4 2051-10-25 2 N/A 9338155.00 5095761.49 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 19638700.00 19692114.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAJ0 2025-08-31 0.25 N/A 7066000.00 6788837.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QRH63 2053-02-01 6 N/A 1024.00 943.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 343.05 290.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 319500.00 294624.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 6391000.00 6088608.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 15703600.00 11005213.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133A1UJ9 2050-01-01 5 N/A 2000.00 437.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 6999000.00 6500985.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSGD8 2054-02-01 6 N/A 2000.00 1988.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRV91 2053-04-01 4 N/A 2048.00 1852.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 68000.00 52649.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 481500.00 452458.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H56N2 2051-12-25 2.5 N/A 12758750.00 8396288.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140JRLB5 2049-06-01 5 N/A 2387.00 594.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AUHZ7 2046-11-25 3 N/A 3800000.00 4128817.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5N0 2054-08-20 6.5 N/A 1000.00 1028.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTY52 2054-09-01 6 N/A 1520862.00 1574907.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 4949800.00 4992318.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CAP5 2051-10-20 2 N/A 4485052.00 2431663.67 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 42995000.00 42367370.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 3600.00 3479.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 800.00 820.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 9440700.00 5173224.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGNP3 2033-10-25 3 N/A 2500000.00 1939030.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NG5Y2 2053-05-01 5 N/A 4221810.00 4129986.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CPA49 2054-02-01 6.5 N/A 2360.00 2096.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJE92 2051-11-25 2.5 N/A 1461217.00 871734.05 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.5 N/A 31900.00 32409.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 37705200.00 39143696.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XHG84 2048-07-01 3.5 N/A 4000.00 2964.16 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 800.00 970.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 730000.00 735537.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 7000000.00 7314963.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 1000.00 1046.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 3309800.00 2657302.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ADZK0 2054-05-01 5 N/A 1000.00 906.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPGE5 2052-11-25 5 N/A 512811.00 548024.99 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 2910200.00 2668004.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AMBZ3 2054-09-01 6 N/A 1264120.00 1312576.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2UE0 2048-08-25 3.5 N/A 2226346.00 1128268.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 717000.00 749821.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRLD3 2048-10-01 4.21 N/A 1000.00 912.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A0BA2 2040-07-15 4.5 N/A 4000000.00 836574.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6CX1 2052-03-25 2.5 N/A 1864788.00 1219253.36 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 6796000.00 6876127.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 1881665.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7SH7 2052-06-25 4 N/A 1500000.00 1334961.79 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 7699700.00 7933325.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 2700000.00 2753192.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 7318000.00 6110579.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 200.00 191.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKTN2 2051-12-25 2.5 N/A 2364000.00 1513891.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394C2J0 2035-04-25 5.5 N/A 4033012.00 326237.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XFHU5 2038-01-01 2.92 N/A 2159.00 1785.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWSZ8 2047-03-15 3.5 N/A 5627000.00 4116660.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132VQA55 2049-05-01 5 N/A 1000.00 576.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 3071200.00 2910971.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 100.00 83.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H36S6 2051-10-25 2 N/A 9750000.00 5448038.15 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHL8 2025-06-30 4.625 N/A 1770800.00 1786036.74 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179V4V9 2051-01-20 2.5 N/A 1000.00 501.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 3449700.00 3324267.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140N0UL7 2052-10-01 4.5 N/A 1000.00 891.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVA53 2054-08-01 6.5 N/A 2031.00 2113.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5RY5 2052-02-25 2.5 N/A 4297759.00 2971002.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133C8SC0 2053-08-01 5.5 N/A 1209532.00 1020250.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 39886300.00 37614465.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XQCA3 2054-06-01 6 N/A 1755240.00 1792640.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQJ8 2054-05-01 6.5 N/A 2693131.00 2718067.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LCVN2 2046-01-01 4.01 N/A 1011.00 820.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 3005300.00 3191536.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A9Y26 2041-04-15 4 N/A 9000000.00 3556791.31 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 1000.00 979.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2GE6 2048-06-25 3.5 N/A 5981000.00 2348864.71 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDZ1 2025-02-15 1.5 N/A 18939000.00 18657460.65 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6PV1 2052-03-25 3 N/A 1614454.00 1277980.97 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 201500.00 207653.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFK2 2025-09-15 3.5 N/A 6500000.00 6546359.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CTXA2 2054-09-01 5.5 N/A 1000.00 1025.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 700100.00 481533.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWZ75 2047-07-25 3 N/A 3000000.00 2179641.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3MM9 2048-11-25 3.5 N/A 6702000.00 4819307.08 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 775000.00 548793.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 2284400.00 2436078.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3V74 2051-04-25 2 N/A 1581428.00 855491.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJG74 2051-11-25 2.5 N/A 1207240.00 759885.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132ACJS0 2048-01-01 4 N/A 1000.00 363.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTHN3 2054-06-01 6 N/A 28807554.00 28612811.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 3120000.00 3216514.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 328000.00 324319.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 600.00 601.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AEDV9 2038-06-01 4.15 N/A 740000.00 700004.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AA4L6 2043-01-25 3 N/A 1747770.00 1996028.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 11704235.00 5356911.04 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 1000.00 943.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B2G38 2043-05-15 3.5 N/A 3362666.00 4587523.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 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109791.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWJ68 2030-04-25 5.80564 N/A 8500000.00 4807491.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136AV6R5 2027-06-25 2.898 N/A 5399000.00 5148105.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8U90 2032-07-25 3.5 N/A 28014000.00 26710268.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HAGR8 2028-08-28 4 N/A 60000.00 59481.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138LFYH5 2026-11-01 2.355 N/A 41375466.00 39813628.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JG5 2032-10-25 3.8 N/A 5069000.00 4927017.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133LPS99 2030-11-01 1.5 N/A 810000.00 314652.60 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERQZ7 2026-08-27 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Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GX2P8 2024-09-30 4.125 N/A 7000.00 7112.47 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRQ6 2030-02-28 5.19 N/A 160000.00 159693.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9GT0 2052-11-25 5.5 N/A 20000.00 18982.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179MEK2 2027-06-20 2.5 N/A 36547329.00 1393484.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UUU1 2041-07-25 5.5 N/A 300000.00 126863.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MFF45 2032-03-01 3.5 N/A 1000000.00 154055.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENZ94 2024-11-18 4.5 N/A 50000.00 50548.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3F23 2026-10-25 0.807 N/A 17500000.00 4520783.18 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRF0 2029-11-28 5.14 N/A 100000.00 99791.96 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 954400.00 1196439.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138ETYA8 2031-07-01 3.5 N/A 15000000.00 2527368.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1TR8 2025-07-25 5.475 N/A 100000.00 100860.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31413WGK5 2029-07-01 3.98 N/A 2585000.00 105509.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293XRB6 2029-10-01 7 N/A 5000.00 4.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNJ96 2034-06-01 3.5 N/A 25712589.00 22533661.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF6S5 2052-03-01 2.5 N/A 141747292.00 103782446.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XDBW4 2032-09-01 3.5 N/A 1563008.00 206236.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USK6 2054-08-20 6 N/A 250000.00 257758.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130A3GE8 2024-12-13 2.75 N/A 260000.00 259710.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397KC90 2037-08-15 6.16801 N/A 347500.00 12743.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ALZ23 2025-04-28 0.8 N/A 250000.00 244302.78 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFZW6 2051-04-25 2 N/A 30000.00 5827.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HAHP1 2029-02-28 4 N/A 30000.00 29708.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140NUPV5 2031-03-01 4.3 N/A 23300000.00 23457761.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31294NSX8 2027-11-01 2.5 N/A 1000000.00 84942.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LT5 2024-11-15 0 N/A 660000.00 653241.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBXR0 2054-03-25 5 N/A 114000.00 112473.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HAJD6 2044-08-19 6 N/A 250000.00 250330.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XDZR9 2033-09-01 3.5 N/A 1886485.00 172184.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HASK3 2033-08-25 4.5 N/A 22500000.00 22912447.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LCAE5 2027-10-01 3.2 N/A 2000000.00 1643393.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GBH2 2051-05-20 6 N/A 115000.00 117536.02 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 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3137FMTR3 2030-09-25 2.77 N/A 5780000.00 4619866.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FV2G6 2030-06-25 5.77116 N/A 8500000.00 4741011.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FTZZ3 2030-05-28 5.93564 N/A 17250000.00 9963371.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EQU83 2030-11-01 3 N/A 7950000.00 1040319.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1VW4 2026-01-09 5.5 N/A 1000000.00 1007261.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1WD5 2034-07-24 5.95 N/A 230000.00 233268.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31335GLZ6 2025-09-01 7.5 N/A 5000.00 0.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VBQ9 2054-06-20 6.5 N/A 2364000.00 2421279.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1P68 2039-06-27 6.125 N/A 110000.00 111275.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ALLS8 2044-11-25 5.81332 N/A 100000.00 9439.09 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMB50 2031-05-27 1.94 N/A 10000.00 8721.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179USY9 2049-05-20 6 N/A 26000.00 3683.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRH9 2051-12-01 2.5 N/A 3900000.00 2742436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8LU5 2033-04-01 3.5 N/A 13518000.00 3710861.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384Q4J4 2054-07-20 5 N/A 131000.00 128988.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30293VAJ3 2035-11-25 6.16564 N/A 61074000.00 14936354.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LKN37 2027-09-01 5.891 N/A 3700000.00 2991329.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BF5T6 2041-05-25 1.25 N/A 22000000.00 9426039.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8TZ4 2032-08-25 3.123 N/A 12483000.00 11595393.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132CJCB7 2032-06-01 2 N/A 7262358.00 6333522.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35803BAE0 2037-09-25 6.16564 N/A 56250000.00 7059405.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397Q2F4 2041-01-25 4 N/A 6000.00 209.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131X7KM9 2027-02-01 3 N/A 4864199.00 259972.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMP31 2027-08-01 2.5 N/A 2600000.00 120952.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2HM0 2037-08-28 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5859642.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LCT54 2026-01-01 3.1 N/A 118781464.00 116662072.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UTS8 2054-08-20 5.5 N/A 200000.00 198057.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MEWQ0 2031-01-01 3.5 N/A 1250000.00 151309.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW67 2054-05-20 6 N/A 250000.00 253626.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4RG7 2036-10-25 2.361 N/A 20000000.00 16171598.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2KL8 2029-08-24 4 N/A 250000.00 249351.25 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERNA5 2044-08-01 6.03 N/A 14000.00 14104.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137H9QZ5 2033-05-25 4.25 N/A 25000000.00 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S6XOOCT0IEG5ABCC6L87 3137FARK6 2046-01-25 6.486537 N/A 19301000.00 993974.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382JBY1 2050-09-20 1 N/A 65000.00 31002.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A8P37 2031-12-01 3 N/A 3260000.00 623173.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LKB55 2027-10-01 2.71 N/A 5111307.00 4914383.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8TK1 2033-03-01 3.5 N/A 5999392.00 1986635.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BF5S8 2041-05-25 1 N/A 42170000.00 17848102.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J8EP4 2024-12-01 2.94 N/A 880631.00 24453.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPKR9 2054-02-01 6 N/A 14739284.00 14343806.87 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMKK7 2026-12-16 0.75 N/A 125000.00 116336.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138LLHJ7 2027-11-01 5.846 N/A 82141000.00 38535727.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRDT4 2054-03-01 6.5 N/A 29767472.00 30282801.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31394LZ54 2033-11-15 5.5 N/A 12000.00 36.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AFDM1 2041-09-15 3.5 N/A 25000.00 12125.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1CX3 2031-05-28 5.79 N/A 30000.00 30599.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138LFYM4 2026-11-01 2.355 N/A 6716499.00 6462965.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AD5J4 2043-05-25 2.5 N/A 32000.00 7636.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202CP98 2026-07-20 7.5 N/A 25002.00 6.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ATUC9 2025-12-12 4.5 N/A 33585000.00 34027515.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B4XH4 2033-10-15 3 N/A 10243444.00 7649131.49 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 804100.00 1044351.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31294DEA5 2030-02-01 7 N/A 5000.00 3.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBFY5 2028-12-25 4.724 N/A 40000000.00 40890017.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LDWX7 2026-06-01 2.37 N/A 49029919.00 44647274.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4R36 2031-10-25 2.154 N/A 47100000.00 41307508.52 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 35700.00 36188.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UZE2 2054-08-20 5 N/A 1000000.00 1009825.78 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB2 N/A 30289VAF7 2036-07-25 6.16564 N/A 28250000.00 11604153.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31292HMF8 2031-11-01 6 N/A 6000.00 7.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5Z61 2053-05-01 5.5 N/A 1064968.00 955912.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7M91 2032-04-25 2.45 N/A 25000000.00 22194915.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418AMZ8 2032-12-01 3 N/A 11000000.00 1323992.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQCS9 2030-09-01 3 N/A 20550000.00 2471391.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HB3J1 2034-03-25 5.15 N/A 8000000.00 8521828.90 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPRZ0 2043-08-07 6.09 N/A 12000.00 12037.51 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERNV9 2039-08-12 5.75 N/A 310000.00 309759.13 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRL7 2033-08-26 5.57 N/A 2108000.00 2104464.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2032-06-25 2.92 N/A 13925000.00 12765189.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XPAT6 2032-04-01 2 N/A 7184504.00 6101244.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1XJ8 2028-03-25 3.158687 N/A 14763530.00 10237785.65 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERHK0 2044-06-17 6.19 N/A 250000.00 255042.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XP7C7 2037-04-01 3 N/A 58393877.00 51429343.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW91 2054-05-20 7.5 N/A 195000.00 200226.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2JQ9 2029-08-27 4.55 N/A 250000.00 249697.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HAHW6 2026-08-28 4 N/A 400000.00 397932.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B0JZ3 2025-09-25 5.5 N/A 400000.00 409248.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CCCK0 2053-09-01 6.5 N/A 1306493.00 1077685.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2ZJ5 2041-12-25 4 N/A 75000.00 20126.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LDRK1 2026-04-01 2.77 N/A 3000000.00 2757023.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410FSB2 2034-11-01 5.188 N/A 2700000.00 241222.43 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 88059EN59 2048-01-15 0 N/A 13000.00 4167.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FXSD1 2051-03-25 1.5 N/A 30000.00 15623.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179YU85 2054-04-20 6.5 N/A 225000.00 228045.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6T90 2053-07-01 5.5 N/A 1610263.00 1342397.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2KU8 2027-08-18 5.15 N/A 250000.00 250000.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133G6R98 2034-09-01 3.5 N/A 2055818.00 702269.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 1298100.00 1312364.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AHXY1 2034-01-25 3.5 N/A 12993330.00 14263085.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 4000.00 5.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YL8 2024-10-15 0.125 N/A 809900.00 986811.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3131XDEB7 2032-10-01 3.5 N/A 1727553.00 531238.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 911000.00 952131.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7QH9 2032-05-25 2.58 N/A 20822000.00 18636342.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31287TPP4 2032-06-01 7 N/A 3000.00 3.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LEZV6 2026-09-01 2.28 N/A 141755.00 85970.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HCKQ4 2029-03-26 5.83116 N/A 52500000.00 52685717.50 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENG61 2032-08-16 4.7 N/A 20000.00 19779.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133C62W8 2053-07-01 5.5 N/A 1295200.00 1301938.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NHJ0 2028-07-20 2.5 N/A 54826645.00 3715528.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRSK4 2044-05-25 4 N/A 35067140.00 32673000.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F7KH7 2050-12-25 1.5 N/A 30000.00 7179.37 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418CDC5 2031-10-01 2.5 N/A 10000000.00 1554510.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AXW33 2043-01-15 3 N/A 26050000.00 6021248.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128K7MU9 2035-08-01 5 N/A 3000.00 19.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H92P3 2032-11-25 4.118 N/A 8000000.00 7897354.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2DZ5 2030-08-22 5 N/A 135000.00 134998.53 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179NZN1 2029-02-20 2.5 N/A 2000000.00 110232.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KNS9 2031-04-01 4.5 N/A 2585000.00 114151.09 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERPZ8 2032-08-20 5.23 N/A 268000.00 267646.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H92X6 2032-08-25 3.4 N/A 6175000.00 5845032.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133SDPA9 2028-09-01 2.5 N/A 4091196.00 934296.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BND84 2044-05-15 4 N/A 34545291.00 5804138.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAMS2 2028-09-25 4.8 N/A 32525000.00 33316810.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ARK91 2024-09-30 2.61 N/A 350000.00 352970.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137EAEX3 2025-09-23 0.375 N/A 30000.00 28811.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134H1RE5 2027-02-08 5.375 N/A 285000.00 285639.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XDG58 2033-01-01 3.5 N/A 3719492.00 1218036.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3F62 2049-02-25 3 N/A 110000.00 18842.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 966600.00 1031267.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140H87G4 2033-09-01 3.5 N/A 1615199.00 814259.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30291SAC7 2040-03-25 1.17 N/A 14500000.00 10009368.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANDC8 2041-12-25 2.5 N/A 52000.00 162.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A4NY1 2042-03-25 3.5 N/A 15000.00 18887.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LE6Q9 2028-09-01 2.57 N/A 4650000.00 4086300.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDG6 2031-11-01 2 N/A 5000000.00 1053986.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FYZL3 2028-04-25 1.369 N/A 1050000.00 951890.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLMW1 2029-03-25 3.492 N/A 1000000.00 975463.00 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERQT1 2039-08-26 5.64 N/A 212000.00 211217.44 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 1302100.00 1314063.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LLD57 2028-07-01 4.985 N/A 6660000.00 6874683.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHV0 2025-09-25 2.229 N/A 5000000.00 2962768.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 1800.00 6.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MYB9 2051-01-20 1 N/A 152303.00 84002.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374E3Z8 2034-01-20 5 N/A 56000.00 8098.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT4L5 2046-04-25 3 N/A 64381.00 57289.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YYZ1 2054-05-20 7 N/A 125000.00 128505.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BL3M0 2052-02-25 2.5 N/A 57000.00 22961.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GX2V5 2024-10-11 4.5 N/A 400000.00 406612.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XN6M1 2052-07-01 3 N/A 63591474.00 54560615.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2E92 2029-08-08 4.7 N/A 90000.00 90019.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 302966AH9 2038-09-25 6.16564 N/A 32140000.00 7550465.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AWTL1 2047-05-25 2.6 N/A 191802485.00 18521486.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179RL49 2045-08-20 3.625 N/A 5000000.00 333474.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KTL5 2054-03-20 6.25319 N/A 356000.00 348113.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31307VK70 2033-01-01 3.5 N/A 2657242.00 593993.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30288KAK1 2036-03-25 6.16564 N/A 48750000.00 6322042.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PDM9 2051-06-20 4 N/A 7000.00 6815.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133G6AL9 2034-06-01 3.5 N/A 1183878.00 529294.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AQZD5 2045-08-25 4 N/A 1349000.00 833761.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AYG34 2039-01-24 5.8 N/A 15000.00 15075.02 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 12000.00 6563.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 N/A 100000.00 92975.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179YPK4 2053-12-20 7 N/A 500000.00 493515.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393X5K9 2034-05-25 5 N/A 8000.00 2962.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9C98 2032-09-25 3.71 N/A 9426000.00 9109235.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XPLP2 2035-06-01 3 N/A 3249318.00 2882087.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382KR54 2050-10-20 1 N/A 20000.00 10069.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133G6FT7 2034-07-01 3.5 N/A 3005675.00 1062873.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC4G2 2030-11-01 3.5 N/A 2288684.00 350295.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENP79 2024-09-26 4.25 N/A 150000.00 152593.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DY0 2028-12-25 1.752 N/A 52250000.00 47435075.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB6 N/A 30309LAG3 2039-02-25 5.874959 N/A 21375887.00 8354012.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MJCR9 2035-09-01 5 N/A 3000.00 25.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKVS1 2033-03-01 3.5 N/A 31000000.00 4384987.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ASGL7 2025-07-14 4.25 N/A 250000.00 250416.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XDCR4 2032-11-01 3.5 N/A 1364407.00 357640.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382JWU6 2050-09-20 4.5 N/A 3700.00 1034.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A6WE0 2042-05-25 3.5 N/A 2000.00 1779.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31329KNJ9 2031-01-01 4.5 N/A 40773546.00 1801848.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FRE98 2027-01-25 5.882861 N/A 4000000.00 282319.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2L29 2026-08-18 5.15 N/A 465000.00 464930.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKKZ8 2028-10-25 6.07564 N/A 20509000.00 10370675.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSP39 2053-07-01 5.5 N/A 156926764.00 147370433.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6EY9 2050-10-25 1 N/A 20000.00 9986.31 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 590100.00 696512.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPVT9 2043-09-18 6.47 N/A 47000.00 48367.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5FY8 2027-12-25 1.679 N/A 5245000.00 3935405.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNJ88 2034-07-01 3.5 N/A 69435403.00 60649190.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LEVK4 2026-09-01 2.12 N/A 125547236.00 120519166.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MEVR9 2030-10-01 3.5 N/A 1275000.00 152751.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2KD6 2025-08-15 5.05 N/A 10000.00 9995.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31392EH78 2032-10-25 6.46332 N/A 15310000.00 33743.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JCL6 2053-10-20 5 N/A 200000.00 193120.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HJAH9 2025-06-01 7.645 N/A 1522000.00 136804.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7LT4 2033-04-01 3 N/A 7934566.00 2640935.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HC2L5 2029-01-25 5.4 N/A 180400000.00 189223544.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AYG42 2035-01-29 6 N/A 65000.00 65301.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137HAML7 2033-12-25 4.5 N/A 40000000.00 40733240.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31294EW47 2030-04-01 8 N/A 5000.00 1.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPTW7 2031-08-01 1.5 N/A 1000000.00 541082.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136G4L92 2030-08-28 1 N/A 60000.00 50291.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138L9J78 2025-09-01 2.9 N/A 3000000.00 2949198.33 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERQF1 2034-08-21 5.44 N/A 100000.00 100006.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERQB0 2031-08-20 5.37 N/A 780000.00 779473.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ANHW3 2026-08-25 0.93 N/A 1000000.00 940389.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FNB41 2029-07-25 5.98564 N/A 7500000.00 1541444.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUFX7 2050-07-25 1.5 N/A 20000.00 1797.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AW3E8 2033-05-24 5.83 N/A 160000.00 162209.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHF5 2026-07-27 5.95564 N/A 30301000.00 9063628.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UMM8 2054-08-20 5.5 N/A 205000.00 203370.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YKW3 2053-11-20 7.5 N/A 50000.00 39253.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31292GX68 2029-01-01 6.5 N/A 2000.00 2.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H1LS3 2026-06-25 0.681 N/A 4500000.00 656562.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138ETC20 2027-07-01 3.097 N/A 6302002.00 2652801.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378JJY9 2043-03-20 3 N/A 120000.00 101933.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFN52 2041-02-25 2.5 N/A 28000000.00 24541492.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AL5A8 2027-02-26 0.9 N/A 2015000.00 1868388.60 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179YT95 2039-04-20 6 N/A 120000.00 115655.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2PR7 2047-09-25 3.5 N/A 2000000.00 75550.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J7N8 2054-02-20 5.5 N/A 358000.00 363259.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133LPTT4 2031-07-01 1.5 N/A 500000.00 265436.73 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 690100.00 843979.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133C6KG3 2053-06-01 5.5 N/A 1018430.00 1021715.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 6000.00 5.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERKH3 2032-07-08 5.85 N/A 330000.00 334295.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H0W95 2043-08-15 4 N/A 26650000.00 14443010.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397PST8 2038-01-15 6.32301 N/A 1200000.00 35553.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9MN6 2032-02-25 4.41 N/A 16710000.00 16787643.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134GY6C1 2024-12-13 5.14 N/A 10000.00 10104.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XN6F6 2033-07-01 3 N/A 13803661.00 12091553.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293XRH3 2029-10-01 7.5 N/A 5000.00 2.67 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 25000.00 23179.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133G6AK1 2034-06-01 3.5 N/A 1565574.00 564355.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FUKQ6 2040-10-15 5.80024 N/A 8590000.00 3103259.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B0DU0 2027-03-11 5.5 N/A 15000.00 15381.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSVU6 2051-10-25 1 N/A 21924399.00 16610204.04 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPV85 2039-01-18 5.98 N/A 30000.00 30186.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418AKN7 2032-10-01 3 N/A 10400000.00 1148345.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HB3F9 2028-08-25 4.86 N/A 4940000.00 4979404.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622A27E6 2026-04-15 3.5 N/A 15023.00 886.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJZ51 2028-10-25 5.89564 N/A 51247000.00 4480835.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATZH0 2046-10-25 2 N/A 225000.00 19372.64 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 N/A 30296RAN0 2038-01-25 6.16564 N/A 30000000.00 8689758.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HAEC3 2029-08-13 4 N/A 176000.00 174999.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2JH9 2026-08-20 4.5 N/A 10000.00 9994.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WLP0 2051-07-20 1.5 N/A 25000.00 13556.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138L4EW9 2025-06-01 2.98 N/A 3832000.00 3205118.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNXR7 2028-06-01 5.696 N/A 3000000.00 2952565.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FTAB7 2032-03-01 3.5 N/A 25979764.00 3315048.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR4J6 2054-06-01 6.5 N/A 28155495.00 29247105.97 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRK9 2033-08-26 5.34 N/A 95000.00 94920.99 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138L83S1 2027-02-01 2.94 N/A 1355000.00 1061169.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUUL1 2029-03-01 4.26 N/A 50000000.00 50401483.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393DHA2 2033-07-25 5 N/A 12000.00 549.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UXY3 2049-08-20 6 N/A 22000.00 3871.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERRA1 2027-08-27 4.58 N/A 33697000.00 33686306.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2K46 2027-08-27 4.625 N/A 25000.00 24979.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ATHQ3 2032-10-06 5.78 N/A 15000.00 15322.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BK2R0 2045-05-15 3 N/A 210000.00 185906.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMSS8 2031-12-25 2.00096 N/A 3500000.00 2821311.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LEVD0 2026-08-01 2.34 N/A 2000000.00 1928950.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LLDN2 2027-11-01 2.98 N/A 2000000.00 1825463.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJQR9 2051-10-25 1.5 N/A 30854.00 15565.85 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 5876800.00 7275682.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LKJ73 2027-09-01 2.84 N/A 45000000.00 43183085.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2KB0 2029-08-20 4.1 N/A 250000.00 249677.25 Agency Debentures and Agency Strips Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Moody's Long Rating A2 Fitch Long Rating NR Standard & Poor's Long Rating AA- Fitch Short Rating NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 3050000000.00 3050000000.00 0.0115 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.33000160 3130B1YZ4 2549001DPIFGXC1TOL40 US3130B1YZ47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Fitch Short Rating NR Standard & Poor's Long Rating AA+ Moody's Long Rating Aaa 2024-09-03 2025-01-21 2025-01-21 N N N 0.0540 500019185.00 500019185.00 0.0019 N N N N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 5.36000000 N/A KX1WK48MPD4Y2NCUIZ63 0RG005IM6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR N/A 3132D6A91 2036-12-01 2 N/A 48000.00 31791.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 9103000.00 7183899.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CDBM5 2053-09-01 4.5 N/A 1000.00 957.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9PC5 2051-11-01 4 N/A 1096.00 800.12 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFQ9 2024-10-31 4.375 N/A 15859500.00 16067450.97 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179Y5N0 2054-08-20 6.5 N/A 54797424.00 56351759.01 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 63664600.00 50762915.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ADZK0 2054-05-01 5 N/A 1000.00 906.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X23 2053-11-01 6 N/A 3108204.00 3061635.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 200.00 134.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140JCE91 2046-12-01 3.5 N/A 98726.00 86771.19 Agency Mortgage-Backed Securities FEDERAL HOME 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1907154.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 3455907.46 1636506.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MK0 2025-02-13 0 N/A 145048.77 141884.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGA3 2025-12-15 4 N/A 1063822.75 1069904.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 470585.12 454154.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 439.14 459.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 504245.39 632123.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 4387582.67 1901253.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 2226543.08 1039045.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 3689719.34 1562485.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 4484877.05 2943119.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZF0 2025-03-31 0.5 N/A 197.61 193.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 21.96 23.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 62524398.18 41466430.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875 N/A 131.74 134.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LC9 2024-11-07 0 N/A 8331389.87 8251208.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 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strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 261180.01 278435.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 11809749.91 10890257.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 124606.69 132274.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 80.80 28.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 8595424.30 9708546.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375 N/A 87.83 83.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 680056.10 691495.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 27.45 12.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 9968.60 3985.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 218209.92 228028.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YH7 2024-09-30 1.5 N/A 38183.44 38299.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283P3 2024-12-31 2.25 N/A 2085.93 2074.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDS7 2025-01-15 1.125 N/A 219.57 216.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 1122799.59 1158482.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 293249.58 171327.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 36778432.78 32580652.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 82.34 27.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 1262468.86 1273313.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 157652.16 140449.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 20859.27 16975.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 21.96 18.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 564934.89 599001.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ET1 2025-02-15 7.625 N/A 63785.45 64880.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 25865.49 26695.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 730667.28 688495.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 65.87 27.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFP1 2025-10-15 4.25 N/A 153.70 156.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 311886.93 166382.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 3875031.99 2351369.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 620398.59 480346.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 6150015.29 5122318.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 7915204.03 4447869.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 13372724.00 13799870.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 188743.45 218172.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 21.96 21.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 43.91 44.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 13.33 11.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 43453.15 46145.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 7816.74 7554.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 43.91 39.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 43.91 28.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 136419.62 138508.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 283736.57 184060.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGE5 2026-01-15 3.875 N/A 328346.86 328753.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 72897.66 61450.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 459716.34 488442.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJE2 2025-10-31 5 N/A 2877657.00 2948312.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 10926394.75 6543817.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 27.45 9.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.25 N/A 43.91 44.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 9.20 2.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 304792.35 148455.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YY0 2024-12-31 1.75 N/A 175.66 174.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJB8 2025-09-30 5 N/A 70965.43 72923.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 23624575.78 17670922.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 21.96 8.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 571741.60 546152.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 7046836.78 5783198.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 21.96 22.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797HE0 2024-10-31 0 N/A 21.96 21.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 5944645.30 4036824.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 4775125.94 5839891.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 218912.54 206889.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 175.66 168.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 1040767.76 1087757.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 21.96 23.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 43.91 15.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 571939.21 569104.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 21.96 17.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 1895800.20 1894687.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGU9 2025-03-31 3.875 N/A 18641.60 18851.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 518781.01 475219.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 566493.85 497673.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 281907.54 285637.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 19520893.32 16343379.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 21.96 17.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 109.79 116.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 248049.65 191218.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 658120.93 1036614.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 3111190.67 1556037.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 3700741.82 3827137.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 3543022.96 2788114.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 52733001.88 19389608.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 3425.31 3805.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z52 2025-01-31 1.375 N/A 1097570.85 1082875.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 186428.07 71864.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.5 N/A 87.83 83.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZT0 2025-05-31 0.25 N/A 856613.35 829991.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 5921836.84 3244991.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 304805.13 119204.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 330213.22 135844.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 69406.47 71106.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 1132636.38 1173711.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 52088560.24 48624256.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797GW1 2024-10-03 0 N/A 341740.71 340076.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 3874268.98 3939750.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 923538.67 742298.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 2714691.21 1447123.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 1283174.43 1304296.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 415011.64 380586.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 21.96 21.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 5097070.43 2834684.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 1032204.49 934373.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 2425823.26 1514670.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 541967.74 516324.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 5707183.97 4621061.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 10451.59 10770.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 1026303.51 791962.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 230835.26 234930.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 461099.64 409180.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 0.22 0.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 737034.84 671297.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828K74 2025-08-15 2 N/A 109.79 107.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 3282786.43 1387774.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0 N/A 439142.52 167051.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 1022104.21 1061098.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 2063.97 2111.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 409500.40 423610.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 27.45 8.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 1715334.58 1624232.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LS4 2024-10-08 0 N/A 593940.25 590624.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 42223.55 38086.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 519156.29 384385.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 13898.86 13600.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LV7 2024-10-29 0 N/A 884850.21 877347.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 12735.13 6810.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 1165110.97 1145824.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 219571.26 177106.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 81482.89 74314.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 97620.52 93805.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 43.91 28.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 6586105.76 7301147.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 204947.81 198801.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625 N/A 197.61 203.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 3648593.64 3021580.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 65.87 63.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 138220.11 131009.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 718415.20 744642.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 12112741.21 7150260.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 62314.32 63972.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 87.83 84.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 15182652.80 10190596.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 87.83 89.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 555559.20 454234.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 262212.00 309496.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 790434.57 591121.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 368813.84 112051.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625 N/A 8663447.48 8699340.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGG0 2025-01-31 4.125 N/A 141623.46 141632.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 19488047.03 21423047.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 109.79 99.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 30841988.96 37432632.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 16381107.58 10395942.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 13.83 4.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 1163948.54 485695.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 3419075.81 1136148.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 11220223.04 3590291.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 115.04 38.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 1502745.69 1606779.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 7690049.90 6557505.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 46846428.19 25250599.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 40708.51 43376.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 42376352.60 43069648.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 23688423.24 30023115.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 137253.99 144730.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 255427.24 179005.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 10371228.81 4643333.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 1819784.63 1772613.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 20838015.04 21944047.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 2727968.02 2306494.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 402166.72 324873.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 2424352.13 2447707.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 3361130.95 2548907.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 750955.66 679732.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 26546.17 25437.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 964949.81 1015921.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 6089177.58 2603586.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 21.96 20.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 368660.14 138650.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 276923.27 264038.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 72678.09 73229.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 57878.98 62375.29 U.S. Treasuries (including strips) UNITED 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(including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 2432981.28 2552743.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 465205.62 147803.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 109.79 104.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 157432.59 149563.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 21.96 22.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 197.61 143.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 2267769.28 1423528.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0 N/A 31618.26 28095.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 1005328.96 954544.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 66090.95 63612.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 415895.41 154068.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 27703632.82 19011257.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 24767637.93 24835002.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 900.24 960.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 4391207.54 2375867.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 9386868.90 9175538.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 2087134.60 1986191.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 230988.96 159303.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 9287.86 8881.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 3870021.28 2482591.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 6395.01 2447.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 855230.05 899202.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 388311.77 398419.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 7527765.85 4674968.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 4328078.86 5581423.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 10558.93 3777.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 34977.70 34426.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 2211715.92 955563.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 910144.82 947053.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286L9 2026-03-31 2.25 N/A 2688496.36 2639090.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 196077.13 202026.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 4744847.06 4704816.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 2216637.72 4641888.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 304155.60 132727.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFK2 2025-09-15 3.5 N/A 42596.82 42900.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ES3 2024-11-15 7.5 N/A 21.96 22.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 2193756.18 1589771.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 186223.87 173785.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 65.87 68.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 34362.90 31197.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 22236354.59 9527255.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828P46 2026-02-15 1.625 N/A 104230.48 100634.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 21.96 20.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 109.79 113.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZC7 2025-02-28 1.125 N/A 131.74 130.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 304572.78 262453.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 25755.71 27125.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 1414412.17 1139185.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 82536.84 85430.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 21.96 21.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 13092243.67 7121368.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 185728.30 170734.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 3092243.99 2582044.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 23765761.71 20852364.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 3440967.06 3506391.16 U.S. Treasuries (including strips) 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(including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 254746.57 377802.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 1446834.78 1060029.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 237246.74 239447.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 27.45 9.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 18076203.84 8920696.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 301327.87 274803.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 1685714.42 1671470.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 1118847.30 1077304.28 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254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 390564800.00 414914265.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 1804400.00 757095.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617WKYP7 2052-10-15 2.8 N/A 864435.00 726555.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392M6E7 2032-05-15 6 N/A 27000.00 597.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617YEKV1 2057-05-15 2.57 N/A 744551.00 613024.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5QW6 2046-06-01 3 N/A 67000.00 15477.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LS4 2024-10-08 0 N/A 26000000.00 25854868.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617FK2G1 2057-10-15 4.4 N/A 1000000.00 957175.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797ML8 2025-02-27 0 N/A 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2054-05-01 5.5 N/A 17623742.00 17705928.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCZK5 2049-09-01 4 N/A 6952179.00 2467217.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L7SJ7 2035-06-01 2.5 N/A 1000.00 343.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0TS8 2054-04-01 5.5 N/A 1860331.00 1871480.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408F7K9 2036-01-01 6 N/A 21750028.00 400274.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQBT8 2053-10-01 5 N/A 2056884.00 1997535.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRH6 2054-08-01 6 N/A 8562534.00 8778954.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2WE4 2053-05-01 5.5 N/A 13782041.00 12151967.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5N1 2052-01-01 2.5 N/A 147550.00 113419.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA74 2053-10-01 5.5 N/A 1729633.00 1662444.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y4Y7 2054-08-20 6 N/A 820389.00 833057.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A55Y0 2054-02-01 5.5 N/A 2468482.00 2197631.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJZA3 2041-06-01 5 N/A 1000.00 72.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEY29 2054-05-01 5.5 N/A 9258166.00 9309504.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5N6 2054-05-01 5 N/A 38419.00 37636.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL92 2054-08-01 5 N/A 353165.00 350931.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3A60 2054-01-01 5.5 N/A 504950.00 504766.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRNB5 2054-08-01 5.5 N/A 21664362.00 21945534.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1YD3 2053-11-01 6 N/A 4080204.00 4086136.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4XM8 2053-11-01 5.5 N/A 481806.00 459160.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM52 2053-09-01 5.5 N/A 5245083.00 5050528.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VR4 2054-04-01 6.5 N/A 1186095.00 1211555.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3L9 2052-08-01 5 N/A 14575753.00 12577183.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 36000.00 3821.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUP1 2052-08-01 5 N/A 828260.00 723005.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMB7 2046-11-20 1.5 N/A 173719.00 140207.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDRP1 2046-05-01 3.5 N/A 431055.00 132949.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3H22 2053-10-01 5.5 N/A 781504.00 751101.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 59312402.00 14596505.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXV7 2053-11-01 6 N/A 1030.00 981.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTZT9 2054-02-01 4.5 N/A 5790000.00 5336509.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJH2 2042-01-01 4.5 N/A 1978.00 135.74 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGU9 2025-03-31 3.875 N/A 7500000.00 7584621.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140M52D6 2053-12-01 7.5 N/A 2759391.00 2234462.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBP1 2054-08-01 6 N/A 64302082.00 65517860.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4W2 2052-01-01 3 N/A 20300000.00 14158548.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQEM0 2053-12-01 6 N/A 1029822.00 992844.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ7K5 2054-07-01 6 N/A 2623436.00 2690068.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B45R2 2052-02-01 2 N/A 360224.00 222998.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X55G4 2040-03-01 2.5 N/A 6525928.00 1856835.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YDM3 2053-08-20 6.5 N/A 34433462.00 29164006.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WF94 2036-06-20 2.5 N/A 38118279.00 21179095.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5W3 2052-02-01 2.5 N/A 13532.00 10237.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3C2 2054-03-01 5 N/A 1008.00 979.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEBP2 2050-06-01 3 N/A 29643176.00 15097548.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL27 2054-07-01 5 N/A 387955.00 384538.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 1024.00 1009.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFNR2 2054-09-25 6.2 N/A 64285714.00 64663271.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140APCQ5 2054-09-01 5.5 N/A 16163834.00 16388568.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WABX5 2054-04-01 6.5 N/A 1859304.00 1956354.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQVE0 2027-12-01 3 N/A 1029.00 36.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW55 2053-10-01 6.5 N/A 22000.00 20044.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXH6 2052-02-20 2 N/A 2330127.00 1655399.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96N5 2054-03-01 5.5 N/A 3652216.00 3437639.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF7C4 2054-06-01 6 N/A 3696519.00 3780995.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTGE0 2043-05-01 3.5 N/A 8907139.00 2326615.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YUW2 2052-05-20 1.5 N/A 113600.00 92124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4R8 2054-04-01 5.5 N/A 1819516.00 1782039.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNH47 2054-02-01 6 N/A 50345.00 51298.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQRG3 2053-05-01 5.5 N/A 3112504.00 2835736.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2C3 2054-02-01 5 N/A 4663443.00 4526323.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMP40 2054-01-01 6 N/A 3682650.00 3290909.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRGA8 2053-08-01 6 N/A 1395470.00 1371150.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWT29 2054-02-01 5 N/A 2002.00 1989.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6YU9 2035-05-01 3 N/A 5000.00 1958.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APCN2 2054-09-01 5.5 N/A 17043281.00 17309165.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FFZ6 2042-08-01 3.5 N/A 20000000.00 2100151.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFG3 2052-11-01 5 N/A 619639.00 546537.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APRE0 2041-09-01 4.5 N/A 1430.00 24.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0AW9 2053-09-01 6 N/A 1152.00 1058.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFD0 2052-11-01 3.5 N/A 8268.00 6973.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDKQ2 2054-07-25 6.24884 N/A 49689400.00 48823525.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418ES35 2053-06-01 4.5 N/A 22125000.00 20393756.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRLT5 2054-04-01 6.5 N/A 11321499.00 11654426.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWP5 2033-04-01 4 N/A 2000.00 200.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ5N2 2053-07-01 6 N/A 375413.00 355993.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7K78 2054-03-01 5.5 N/A 100200.00 101034.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A52Q0 2053-12-01 7.5 N/A 1000.00 634.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 12676835.00 12654533.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV39 2051-09-01 3 N/A 6000.00 4999.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63T6 2047-01-01 3 N/A 5389000.00 1918555.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRQE7 2053-07-01 6 N/A 47690029.00 46313335.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEPY2 2050-08-01 3 N/A 3000.00 1318.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUG75 2054-04-01 5 N/A 1121.00 1078.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS26 2054-08-01 5.5 N/A 3690488.00 3741769.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS91 2054-08-01 5.5 N/A 3410625.00 3472250.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEAC8 2051-12-01 3 N/A 3000.00 2175.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARGZ2 2051-09-01 2.5 N/A 257236.00 189263.39 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 100.00 100.85 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QT3Z0 2054-02-01 6.5 N/A 26783467.00 26154833.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJR5 2053-11-01 5.5 N/A 206850.00 198139.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LG0 2024-09-10 0 N/A 2800.00 2795.52 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X7RY7 2050-02-01 3.5 N/A 1332749.00 696226.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BYJY7 2047-05-15 2.5 N/A 47205000.00 10098204.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A96P0 2054-03-01 6 N/A 400400.00 394167.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 19000000.00 17429461.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133W7ZX6 2054-02-01 5.5 N/A 1501731.00 1512985.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W93D1 2054-04-01 5.5 N/A 4425143.00 4453680.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6GF2 2048-02-01 3 N/A 5187393.00 1415139.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USB6 2035-06-20 6 N/A 14886000.00 15311059.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 20000.00 2229.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCQ8 2039-08-01 6.5 N/A 1589114.00 1646130.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV23 2054-05-01 6.5 N/A 30016596.00 31318964.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2W1 2041-07-01 2.5 N/A 2004.00 1286.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMH80 2051-11-01 2 N/A 1000.00 689.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKNL0 2053-02-01 6 N/A 2911872.00 2583645.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YUR3 2054-04-20 5.5 N/A 200000.00 198942.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL43 2054-07-01 6 N/A 54414944.00 54655504.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ7B4 2053-09-01 6 N/A 2501276.00 2550151.75 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 236494200.00 216876889.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128M5BM1 2037-10-01 6.5 N/A 5332.00 66.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NREU6 2053-08-01 6 N/A 2058198.00 2116892.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JHBW2 2048-11-01 4.5 N/A 2473083.00 1023800.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3WJ9 2050-06-01 2.5 N/A 98165947.00 23783913.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9J38 2053-08-01 5.5 N/A 25503287.00 23261577.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7P60 2035-08-01 2 N/A 1000.00 408.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KR3E2 2053-09-01 5 N/A 1800043.00 1711678.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACUJ7 2052-04-20 2.5 N/A 146373800.00 117603789.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A84P4 2054-02-01 6 N/A 1101808.00 1069084.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS39 2054-02-20 4 N/A 275433.00 261840.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTK65 2053-11-01 6.5 N/A 2094.00 2045.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 4451888.00 4145388.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKX0 2054-03-01 6.5 N/A 2000.00 1903.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQV22 2054-03-25 5.5 N/A 10000000.00 10203443.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XGA58 2051-05-01 3 N/A 18464360.00 13636000.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERPZ8 2032-08-20 5.23 N/A 65940000.00 65852944.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6 N/A 555553.00 564211.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDWQ5 2036-11-01 1.5 N/A 3000.00 1860.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCF2 2054-08-01 5 N/A 2000.00 1997.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAEJ5 2053-08-01 5.5 N/A 514927.00 484209.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFDA1 2054-07-01 6 N/A 5825174.00 6015358.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJWS6 2053-12-01 6.5 N/A 11102880.00 11410224.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 393000.00 48313.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 3443223.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D54D1 2034-12-01 2.5 N/A 1456099.00 312917.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGT66 2050-11-01 3.5 N/A 1002.00 694.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BST4 2044-02-01 3.5 N/A 9492643.00 3111544.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 3531558.00 3268504.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402WJP4 2033-09-01 5 N/A 137150285.00 2191244.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 8916000.00 7610535.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJP9 2053-11-01 4.5 N/A 1000.00 946.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0UC1 2053-10-01 5.5 N/A 100993.00 91420.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 378000.00 384974.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WA7J0 2044-02-01 4.5 N/A 49998151.00 2360778.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUGK6 2054-04-01 6.5 N/A 1187.00 1215.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV31 2054-05-01 6.5 N/A 41088870.00 41862094.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ7L3 2054-07-01 5.5 N/A 2614106.00 2625924.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF2N0 2052-01-01 3 N/A 2000.00 1590.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNCP5 2054-01-01 5.5 N/A 1855647.00 1734932.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407Q4G8 2035-08-01 7.263 N/A 115047967.00 1095031.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MHA3 2039-09-01 5.5 N/A 312630657.00 8315545.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4A5 2034-02-01 5.5 N/A 1000.00 913.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4V81 2053-12-01 6 N/A 502522.00 510244.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6D6 2053-04-01 5 N/A 1122.00 1101.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USC4 2054-08-20 6 N/A 16389719.00 17341098.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NCSE0 2053-02-01 5 N/A 5728.00 4517.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLLG9 2053-12-01 6 N/A 10000.00 10196.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCP0 2039-08-01 6 N/A 1973028.00 2028395.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRUL6 2053-08-01 6 N/A 16104166.00 15801593.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179YMN1 2053-12-20 7 N/A 2033053.00 1940804.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W92Y6 2054-04-01 5 N/A 1039237.00 1033202.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQZU3 2053-05-01 5 N/A 20263050.00 19428351.55 Agency Mortgage-Backed Securities FEDERAL 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3132DNAY9 2052-01-01 2.5 N/A 1001.00 720.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKA9 2052-03-01 4 N/A 32250000.00 11441332.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6W5 2054-06-01 6 N/A 1008.00 1004.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDSA9 2054-07-25 6.24884 N/A 34971269.00 33189567.07 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179YPJ7 2053-12-20 6.5 N/A 577332.00 577360.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQ29 2054-01-01 6 N/A 785165.00 780918.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJE68 2052-04-01 2.5 N/A 73986.00 53772.35 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 200.00 160.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X5N82 2049-04-01 4.5 N/A 11777861.00 1622833.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBSN6 2042-03-01 4 N/A 22494802.00 1984594.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418XET1 2030-08-01 4.5 N/A 100458907.00 3523789.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMYG2 2033-10-01 3.5 N/A 1000.00 99.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMMF0 2053-09-01 6 N/A 50000.00 44878.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1QK2 2052-09-01 5 N/A 14501672.00 12728762.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYZ9 2051-05-01 3 N/A 3000.00 1567.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ABU6 2050-05-20 3.5 N/A 4400000.00 3680327.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XMJD9 2053-08-01 5 N/A 900000.00 848728.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ46 2053-12-01 5.5 N/A 11421441.00 11102677.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GK7F7 2041-11-01 4 N/A 14627801.00 2111609.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-08-01 5.5 N/A 5287944.00 5393007.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HJP1 2039-02-01 4.5 N/A 1553.00 11.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAE78 2054-03-01 5.5 N/A 5106236.00 5091320.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJA8 2053-11-01 5.5 N/A 10000.00 9870.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0M25 2053-04-01 5 N/A 830000.00 796215.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQCY6 2054-09-01 6 N/A 17083881.00 17515681.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXH96 2039-04-01 3.5 N/A 149388.00 138336.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGSR1 2050-02-01 3 N/A 6000.00 4249.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 64302405.00 62516283.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9VL4 2048-10-01 4.5 N/A 60000000.00 12897729.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5P7 2048-07-01 3.5 N/A 2242164.00 1970715.67 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGG0 2025-01-31 4.125 N/A 9084200.00 9084770.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WBNT9 2054-05-01 5.5 N/A 25110.00 24981.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRE42 2053-06-01 5 N/A 4093648.00 3801723.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQW69 2053-03-01 5 N/A 1016.00 919.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5Q9 2054-05-01 6 N/A 29651667.00 29189025.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXU9 2053-11-01 5.5 N/A 1000.00 962.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPL2 2053-12-20 7.5 N/A 1329013.00 1290331.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSYM7 2053-09-01 5.5 N/A 36626797.00 34350913.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QSLS3 2037-08-01 6.71 N/A 24940762.00 178934.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H0F45 2051-05-25 2.5 N/A 8297198.00 5977909.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132J66W9 2043-02-01 3 N/A 1000.00 163.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXX1 2041-08-01 4.5 N/A 19000000.00 2790237.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKP51 2051-05-01 2.5 N/A 62976000.00 41876288.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K44T4 2050-01-01 3 N/A 5000000.00 1025483.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WHJ89 2046-10-01 4 N/A 6491000.00 1936020.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANSY6 2054-08-01 5 N/A 4627206.00 4622823.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB4L6 2054-04-01 5.5 N/A 2585001.00 2591859.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8VZ2 2054-02-01 6 N/A 3064614.00 3022966.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A56P8 2053-12-01 6 N/A 222290.00 180557.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKM2 2026-04-30 5.194195799 N/A 4416500.00 4429755.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X9GT6 2036-01-01 2 N/A 1000.00 602.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHCV6 2049-12-01 3.5 N/A 40795185.00 10793052.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1DD6 2053-09-01 5.5 N/A 504206.00 504450.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDYD6 2054-07-25 6.24884 N/A 76458296.00 76476561.43 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418EU99 2053-08-01 5.5 N/A 1008.00 937.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDEC7 2053-04-01 5 N/A 2734023.00 2680123.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGXS1 2053-11-01 5.5 N/A 63968.00 60532.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CD93 2042-07-01 4 N/A 100880982.00 8376693.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2W6 2052-08-01 4.5 N/A 1795.00 1505.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PZ53 2049-02-01 5.5 N/A 8720216.00 303945.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZK8 2036-07-01 3 N/A 3000.00 1943.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS42 2054-08-01 6 N/A 8104480.00 8314891.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJF1 2053-09-01 5.5 N/A 16707081.00 15839405.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRY70 2043-01-01 3.5 N/A 60043769.00 8858311.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A06C8 2053-09-01 5.5 N/A 33385.00 31365.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2AG6 2052-10-01 5 N/A 382018.00 341674.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7J67 2050-07-01 3 N/A 1000.00 523.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCE5 2054-08-01 4.5 N/A 257000.00 251739.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHF34 2053-11-01 5 N/A 1001.00 969.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C92L6 2053-08-01 6.5 N/A 4057956.00 3927999.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 53.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 7249000.00 5255940.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418C5T7 2029-01-01 4 N/A 91884.00 9323.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNTF1 2053-05-01 5.444 N/A 10500000.00 9078168.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJB1 2053-06-01 5 N/A 9343377.00 8910612.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGHY8 2052-03-01 3 N/A 1209.00 903.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPCR8 2053-10-01 5 N/A 2011542.00 1958158.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWDD2 2054-01-01 5 N/A 2003.00 1964.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDJA9 2054-06-25 6.29884 N/A 31442107.00 31023285.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1935939.00 1812230.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCH8 2054-08-01 6 N/A 2000.00 2048.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9BZ2 2054-04-01 5.5 N/A 4651429.00 4592962.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A56S2 2053-12-01 5.5 N/A 5119341.00 5043814.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZL7 2054-01-01 5.5 N/A 19684263.00 19137692.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCG0 2054-08-01 5.5 N/A 26950095.00 27299868.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSQ53 2054-08-01 5.5 N/A 2300690.00 2334964.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAG76 2054-06-01 5 N/A 5678029.00 5655509.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACVA5 2051-09-20 3 N/A 105000043.00 87595628.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HU7 2039-08-01 6.5 N/A 366645.00 379799.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6LZ4 2054-07-01 6 N/A 5136119.00 5284203.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HZ92 2054-01-20 5.5 N/A 27142406.00 27392972.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140JV6N7 2049-07-01 4 N/A 5865465.00 1907843.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-08-01 5.5 N/A 55361843.00 56080304.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKW62 2052-09-01 4 N/A 3667197.00 3115547.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 2000.00 1332.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW30 2053-10-01 5.5 N/A 56139646.00 53410883.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2N7 2053-07-01 5 N/A 1000.00 970.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMYK5 2052-02-01 2 N/A 781258.00 571679.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YKT0 2053-10-20 6 N/A 50000000.00 48103116.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKU8 2049-11-01 3 N/A 1039.00 430.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKG7 2054-01-01 5.5 N/A 2058566.00 1995386.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LV74 2033-05-01 4 N/A 8001.00 1504.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391XDE6 2034-01-01 4.481 N/A 33974100.00 6170.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDKE3 2053-09-01 6.5 N/A 2050943.00 2121476.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLAT4 2051-02-01 3.5 N/A 225000.00 120032.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5V8 2039-05-01 5 N/A 481634.00 456504.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 8200000.00 8308507.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HD4Z0 2035-02-25 6 N/A 11594.00 11763.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140JBW69 2051-10-01 2.5 N/A 13916541.00 10130221.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCDK9 2053-08-01 5.5 N/A 335218.00 326607.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTC7 2052-08-01 4.5 N/A 59060550.00 50089657.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7PP7 2041-02-01 4.5 N/A 14596710.00 2085743.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6L92 2054-07-01 5.5 N/A 4328237.00 4402054.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.5 N/A 50000000.00 31024537.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF7B6 2054-05-01 6 N/A 1262958.00 1296110.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFDF1 2054-06-01 5.5 N/A 10729548.00 10847792.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPX46 2038-10-01 6.5 N/A 7026489.00 6809699.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 2000.00 218.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXD5 2053-05-01 5 N/A 366998.00 349698.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6K77 2054-08-01 5.5 N/A 2378175.00 2407881.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWLA9 2054-03-01 4 N/A 3000.00 2858.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJQS3 2053-11-01 6 N/A 18246482.00 17708686.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4W9 2051-10-01 1.5 N/A 2075.00 1407.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9JL6 2054-04-01 5.5 N/A 1000000.00 1007910.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3A1 2027-09-01 2.5 N/A 1163.00 62.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKYY9 2054-07-20 7 N/A 1000.00 1058.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAEP8 2054-04-01 5.5 N/A 15398908.00 15503878.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382GXQ0 2050-07-20 1 N/A 14210246.00 7939620.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TVT9 2048-04-20 3.5 N/A 2263.00 120.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZU7 2054-03-01 5.5 N/A 999651.00 996327.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BURR0 2053-01-01 5.5 N/A 450000.00 352338.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1FV4 2053-11-01 5.5 N/A 200209.00 199356.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTLD9 2053-11-01 6.5 N/A 1000.00 951.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRG8 2054-08-01 6 N/A 8448590.00 8662130.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERLK5 2031-01-22 5.7 N/A 3219000.00 3236738.84 Agency Debentures and 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549300M8ZYFG0OCMTT87 38383MC97 2050-06-20 4.5 N/A 13418082.00 6952947.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 35121920.00 34951138.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFJ2 2051-05-20 3.5 N/A 7118.00 3801.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FJZ29 2051-06-20 3 N/A 930436.00 662985.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSH9 2048-02-20 4 N/A 43384.00 4997.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5C62 2043-11-25 2.5 N/A 9552286.00 6259610.10 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31412CFF2 2037-01-01 6.998 N/A 3879.00 39.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRH9 2054-01-20 5.5 N/A 23932300.00 23806814.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMWU3 2032-09-01 2.5 N/A 12814000.00 2226649.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBTV8 2054-05-01 5.5 N/A 1174664.00 1192768.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 1000.00 977.16 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 500000.00 423526.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31288QFZ8 2047-08-01 7.196 N/A 1000.00 146.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5ET8 2051-12-01 2.5 N/A 1756752.00 1260953.86 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 23000.00 23087.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EJV22 2033-11-21 4.07 N/A 153000.00 149146.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133BKFV6 2052-09-01 4 N/A 553000.00 457740.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HACU5 2027-08-05 5.5 N/A 5714000.00 5736435.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DNQD8 2052-07-01 3.5 N/A 4001.00 3180.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X98 2053-11-01 6 N/A 36128.00 36150.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DNWJ8 2052-04-01 3.5 N/A 6559045.00 5242098.10 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 59.92 19.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 57000.00 5702.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTY9 2033-08-15 5.5 N/A 2000000.00 61982.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5K0 2034-03-15 6.5 N/A 31959323.00 264606.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFY2 2053-06-01 5.5 N/A 36622560.00 36050457.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BT2 2032-11-01 6.045 N/A 1405758.00 1408268.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNG7 2052-12-20 5.5 N/A 27204832.00 23827813.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHK39 2050-02-01 3.5 N/A 1300000.00 374152.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6L21 2054-02-01 5.5 N/A 357917.00 353093.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M8P99 2032-08-01 8 N/A 1000.00 50.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMFP5 2051-07-01 2.5 N/A 128108.00 86314.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNQT3 2052-02-01 2.5 N/A 6735000.00 4855601.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LV0 2025-05-15 0 N/A 20.57 19.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XN6B5 2054-02-01 7 N/A 35325.00 33587.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3138LDL50 2026-06-01 2.64 N/A 79000.00 76653.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398PWX3 2040-05-25 4.5 N/A 3400000.00 1718680.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LNMY4 2030-06-01 3.6 N/A 1685369.00 1647512.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 29669000.00 27278094.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374VP52 2039-07-16 6 N/A 1723028.00 2974627.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2K7 2051-07-01 1.5 N/A 8436543.00 5629729.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 1765000.00 1397814.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WXV79 2043-07-01 4 N/A 919129.00 170750.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YAS3 2053-04-20 5.5 N/A 8950.00 8522.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 2011814.00 1999506.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN34 2026-02-25 3.208 N/A 11742340.00 11562344.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XHH42 2051-02-01 4 N/A 5000.00 3667.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q6J4 2054-06-01 4.928 N/A 49316.00 48794.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7D92 2054-02-01 6.5 N/A 22058.00 22847.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPY81 2043-11-01 5.951 N/A 4183.00 602.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3R7 2052-08-20 5 N/A 25231552.00 21402242.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A3LN7 2040-11-15 4.5 N/A 9361600.00 10744513.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XJXW8 2052-09-01 4 N/A 2928679.00 2520690.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178EAG4 2043-04-15 3.5 N/A 430144.00 37432.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDZS1 2051-10-01 2.435 N/A 3414874.00 2292102.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 170.97 87.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QT4U0 2054-02-01 7 N/A 89421.00 87334.43 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FS2 2026-01-15 2 N/A 200.00 315.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 6.40319 N/A 5418750.00 5282839.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 19092226.00 11877964.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJL1 2048-10-01 5.605 N/A 8000000.00 1704032.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 300.00 98.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWE66 2052-10-01 4.5 N/A 2817.00 2451.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 6.35319 N/A 2350592.00 1936596.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDUJ6 2038-10-01 2.15 N/A 1205431.00 896728.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 6.48319 N/A 100000000.00 97755994.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSHN4 2053-06-01 6 N/A 373679.00 349980.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQST0 2053-12-01 6.5 N/A 5750393.00 5867319.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6 N/A 2056514.00 620627.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NKLQ2 2053-05-01 6.5 N/A 1148763.00 1184765.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 6 N/A 39492016.00 33225135.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XN5W0 2054-02-01 6.5 N/A 2000.00 2014.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373WU97 2032-05-20 6 N/A 1150.00 41.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 11217500.00 9789067.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0PQ7 2048-06-01 4.5 N/A 915967.00 276627.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACWN9 2054-06-01 6.5 N/A 278193.00 287765.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 7887214.00 6266244.73 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 309100.00 314157.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNC0 2053-12-20 6 N/A 955021.00 1036556.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WJYW2 2047-02-01 4 N/A 23030368.00 8088775.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HDL64 2027-09-01 6.5 N/A 5276.00 0.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6K8 2053-11-01 7 N/A 190030.00 197688.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 43.33 28.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKHY1 2051-12-25 1.5 N/A 29446791.00 10559919.93 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 14805500.00 10542516.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 52.13 28.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 100.00 58.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 13159.00 529.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFGN8 2037-03-01 2.61 N/A 3985324.00 3284833.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGCE5 2053-10-01 6 N/A 7068217.00 6779554.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9MC4 2048-08-01 4.5 N/A 21134976.00 4827520.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMSE6 2050-12-01 3 N/A 90061.00 27155.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 1017.00 98.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDYQ1 2046-05-01 3.5 N/A 1010.00 136.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SJ2 2029-08-15 7 N/A 5689938.00 574200.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHPN0 2053-04-20 6.5 N/A 53378.00 50523.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 6 N/A 785941.00 676551.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 663461.00 672694.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKU8 2049-11-01 3 N/A 3000.00 1242.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3S9 2054-04-01 5.5 N/A 2000.00 2015.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0QN9 2029-09-01 7 N/A 1566.00 0.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 6.46319 N/A 21973210.00 18166712.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 3228.00 8.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 5800.03 3720.68 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5 N/A 428267.00 24595.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 5 N/A 131480.00 115082.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XFL5 2052-08-20 6 N/A 27638656.00 21609406.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 16948819.00 16866160.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 7990.00 6706.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNJX0 2038-05-01 3.56 N/A 2438954.00 2226091.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XH64 2053-04-20 6.20319 N/A 44938532.00 37282466.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QRWP4 2053-04-01 5 N/A 650450.00 556545.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAW0 2040-01-01 3.3 N/A 903229.00 757204.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FG6Q3 2028-04-25 3.336117 N/A 1000.00 964.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-01-20 6 N/A 607039.00 607198.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQE4 2054-06-01 5.733 N/A 2302874.00 2305755.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 6.5 N/A 7222225.00 6373316.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UWZ8 2041-07-25 4.5 N/A 1258776.00 444298.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AEWK1 2054-06-01 6 N/A 106575.00 107226.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYNB6 2059-04-15 5.28 N/A 41349.00 43064.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 5.12 4.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H05W4 2051-05-25 2.5 N/A 7199359.00 5101707.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140J6ER4 2048-05-01 5.922 N/A 280076.00 91243.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AEK0 2045-08-01 3.5 N/A 2465000.00 583150.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 1836183.00 1358741.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCP2 2025-05-25 2.587 N/A 9023.00 1469.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QTDZ9 2053-10-01 4.5 N/A 88008.00 81891.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAKQ5 2053-02-01 6 N/A 1001126.00 779584.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 6.35319 N/A 1531382.00 1289150.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398VZW9 2040-04-15 4.5 N/A 400000.00 64171.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 6.5 N/A 3542877.00 3297185.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFQ9 2024-10-31 4.375 N/A 111000.00 112455.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 6499400.00 6682820.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DQCB0 2053-04-01 6 N/A 1010.00 901.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 1487408.00 133142.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSKX9 2052-04-01 3 N/A 300000.00 253970.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACH86 2048-02-20 4.146 N/A 65181.00 52956.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 58895.46 49796.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179Q6R7 2045-03-20 4.5 N/A 240885.00 17667.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 2082.00 2012.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLU7 2037-10-01 7 N/A 3816.00 21.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 17549600.00 16999401.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.5 N/A 28337632.00 23779793.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 1200.00 1149.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 1045.00 816.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 7 N/A 7458485.00 6221834.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 600.00 545.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 7794.62 4441.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 11863.00 11546.40 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 41000.00 30740.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HA2B1 2033-02-25 4.43 N/A 1000.00 1014.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WQC96 2040-06-01 4.5 N/A 19801376.00 1829881.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 2000.00 1618.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEY5 2052-08-01 5.5 N/A 5999.00 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29000.00 3085.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWNW9 2054-01-01 7 N/A 7138.00 7011.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6D46 2054-02-01 6 N/A 5020113.00 5082097.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNA5 2054-05-01 6.5 N/A 1065992.00 1105554.53 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 5892600.00 2450673.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4NN6 2051-12-25 2.5 N/A 1643000.00 1291113.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140Q9HX4 2048-07-01 4.5 N/A 399470.00 90116.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHT9 2054-09-01 6.5 N/A 1000.00 1041.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6D87 2054-02-01 6 N/A 696607.00 661321.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7X68 2032-12-01 7.5 N/A 14362.00 747.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 18899.00 15863.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397KQK0 2037-10-15 4.5 N/A 800000.00 211253.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPT73 2053-01-01 5 N/A 13770828.00 12019761.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 304000.00 125060.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XPS42 2054-03-01 6 N/A 50868416.00 51910772.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AE4Q0 2038-03-12 3.375 N/A 265000.00 241378.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CJDJ7 2053-11-01 6.5 N/A 1138624.00 1170187.75 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EM2B7 2041-08-09 2.45 N/A 2000.00 1453.20 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617N4WA8 2050-05-20 5 N/A 580467.00 534327.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNJA2 2052-09-01 6.5 N/A 1022181.00 684485.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 6 N/A 81092483.00 69805760.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3DE7 2030-09-25 3.863641 N/A 3198482.00 2344948.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQXG5 2037-11-01 4.5 N/A 68934.00 52542.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 6.35319 N/A 6942296.00 6210214.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 1000.00 966.79 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 25336800.00 18041513.63 U.S. Treasuries (including strips) FEDERAL HOME 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1000000.00 447713.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 6.85319 N/A 6891064.00 5767171.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383UR85 2052-10-20 6 N/A 28297832.00 23991659.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HGYJ5 2064-05-20 3 N/A 30900.00 27410.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KSDA7 2053-10-01 6 N/A 20250816.00 19814832.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQMK8 2052-10-01 5 N/A 540000.00 475230.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y0FJ6 2048-02-01 4 N/A 1000.00 249.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LH6Y5 2029-05-01 3.25 N/A 1000.00 916.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FVFT5 2058-11-15 5.84 N/A 684378.00 725460.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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2052-11-01 5.5 N/A 1000.00 868.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AH2B2 2057-12-15 4.9 N/A 1000.00 996.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 3617MN3V3 2050-03-20 3 N/A 2298000.00 510560.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NAY79 2050-05-20 4 N/A 11786976.00 2236838.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2P4 2051-10-01 3 N/A 1025.00 826.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1ZD0 2041-10-25 4 N/A 5896.00 1271.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HG5G3 2063-05-20 3 N/A 527874.00 468671.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 100.00 104.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN34 2026-02-25 3.208 N/A 1217300.00 1198640.28 Agency Collateralized Mortgage 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MORT N/A 3140NHJF6 2053-04-01 5.5 N/A 1048940.00 1041016.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 3563357.00 9710.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG3W0 2064-06-20 3.5 N/A 858467.00 785839.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q6J4 2054-06-01 4.928 N/A 3870100.00 3829158.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ABEV9 2041-02-15 4.5 N/A 4771000.00 2340411.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31419GBA1 2040-10-01 4 N/A 2524.00 225.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BG0 2029-10-01 6.05 N/A 43108000.00 43182904.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBCG9 2042-07-01 6.668 N/A 1301000.00 477013.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVE2 2052-11-01 5 N/A 4878208.00 4384793.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376UTX7 2047-05-20 3.5 N/A 301096.00 118585.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NPYJ3 2053-07-01 7 N/A 1501184.00 1570593.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DQY7 2051-10-20 3 N/A 9084232.00 6645086.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AX7E9 2027-06-25 3.161246 N/A 75000.00 44065.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BVLU7 2053-01-01 7.5 N/A 878923.00 590544.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACR93 2053-07-20 5.5 N/A 29632810.00 28394189.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAL0 2049-11-01 5 N/A 6064903.00 5265066.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 6.35319 N/A 32628288.00 26881665.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMP2 2053-12-20 6.65319 N/A 1840.00 1537.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NKKN0 2053-05-01 6.5 N/A 116881.00 120822.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15G2 2041-09-20 4.5 N/A 1000.00 530.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP46 2053-03-01 6 N/A 950000.00 812376.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QPL8 2051-12-01 4.903 N/A 1001.00 455.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 216375521.00 19368439.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7AK3 2053-07-01 6.5 N/A 1889164.00 1776631.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPPA1 2052-05-01 4 N/A 28484000.00 26390650.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AALE2 2047-10-15 4.5 N/A 104926.00 34262.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31300M4B6 2045-09-01 6.489 N/A 1000.00 75.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4AB0 2031-03-15 0 N/A 1200000.00 911880.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3617W2RP5 2039-12-20 5.5 N/A 1191376.00 714909.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAC5 2053-05-01 4.5 N/A 25095744.00 22638470.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383GSX0 2051-12-20 3 N/A 12529271.00 8734752.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMJ9 2054-08-01 5 N/A 1036.00 1034.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 99301.00 91168.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZM5 2054-01-01 6 N/A 1001.00 970.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 27121570.00 2626287.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418D2K7 2051-07-01 1.5 N/A 924989.00 617247.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQ4K2 2054-03-25 5.5 N/A 7923161.00 8267403.53 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 100.00 100.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WFZK6 2054-07-01 7 N/A 2599668.00 2411041.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQLM8 2054-05-01 5 N/A 455594.00 451036.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XA23 2033-04-01 5 N/A 1820.00 20.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PAH3 2054-05-20 6.5 N/A 50000000.00 49422227.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X7LA5 2050-08-01 2.5 N/A 11585392.00 7295684.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9ZE4 2047-01-01 7.46 N/A 1027.00 90.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTAX6 2057-10-15 4.19 N/A 1008.00 948.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGH56 2054-08-01 6.5 N/A 1000.00 1035.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4DD3 2053-05-01 5.5 N/A 1033858.00 989786.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQE4 2054-06-01 5.733 N/A 352055.00 352495.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7FZ6 2041-02-01 4.5 N/A 2815000.00 106615.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618APYX1 2058-04-15 5.08 N/A 1000.00 1011.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397SJA3 2041-03-25 4.5 N/A 6212100.00 4428131.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XJKT9 2050-05-01 5 N/A 5924371.00 5157008.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQLZ6 2054-07-01 6 N/A 191868.00 195451.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9US4 2033-04-01 3 N/A 97660.00 14172.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2BW1 2040-08-15 5 N/A 51812.00 4001.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPAL2 2052-04-01 4 N/A 3176645.00 2486539.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329LQC9 2043-11-01 4 N/A 1289.00 53.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X42H8 2049-10-01 3 N/A 3470000.00 826620.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 18108550.00 339571.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACPL8 2053-05-20 5.5 N/A 1089450.00 1011942.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 6 N/A 670604.00 562810.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QRWP4 2053-04-01 5 N/A 3479.00 2976.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H05W4 2051-05-25 2.5 N/A 5750000.00 4074643.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BGN31 2051-09-25 2.5 N/A 1000000.00 634242.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131Y3GR1 2048-09-01 4.5 N/A 6923680.00 1475842.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 6.75319 N/A 1624424.00 1239740.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWL27 2054-07-01 5 N/A 1000.00 991.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 6.5 N/A 19582052.00 18024608.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C73E5 2053-07-01 6 N/A 368889.00 363475.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 5 N/A 24482414.00 21429123.31 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 400.00 131.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NVJD0 2034-06-01 4.64 N/A 3452381.00 3539228.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M5FC9 2037-11-01 6 N/A 1793.00 28.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACP20 2053-07-20 5.5 N/A 177040.00 168004.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJZ55 2052-06-01 4.5 N/A 585109.00 497196.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2Q9 2047-04-20 4 N/A 17713600.00 1807568.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 7 N/A 26054369.00 21734438.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HPK84 2064-06-20 4.5 N/A 20647.00 19971.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5C86 2049-09-25 3.5 N/A 6505671.00 3672417.01 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 201000.00 74717.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 1521790.00 1373464.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637WE6 2030-09-01 3.73 N/A 3823176.00 3725225.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQST0 2053-12-01 6.5 N/A 1810544.00 1847358.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG4K5 2064-06-20 4.5 N/A 31560.00 30526.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397QH35 2041-03-25 4 N/A 6437800.00 6496362.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EW55 2053-10-01 6.5 N/A 5700000.00 5193219.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 6.5 N/A 14419776.00 14103533.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQGQ3 2053-05-01 6.5 N/A 2949416.00 2690730.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BYL9 2053-03-20 5 N/A 9955343.00 10166832.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618BHJV9 2053-09-15 6.5 N/A 98496.00 100305.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG3Y6 2064-06-20 2.5 N/A 154970.00 129460.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKFD9 2051-11-25 3.5 N/A 10927868.00 2784001.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BA4S8 2041-06-15 4.5 N/A 5600000.00 3187295.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 14624885.00 13619669.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KXV1 2038-06-01 5.5 N/A 7534.00 73.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGHW7 2054-08-01 5.5 N/A 1000.00 1012.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WLSQ0 2058-02-15 4.35 N/A 1000.00 934.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQAF1 2063-03-15 5.2 N/A 1000.00 1023.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG6G2 2064-06-20 3.5 N/A 208808.00 190769.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHPN0 2053-04-20 6.5 N/A 1172.00 1109.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSTQ5 2054-03-01 5.5 N/A 7998504.00 7950924.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 657326.00 523361.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QRR47 2053-03-01 5.5 N/A 13624702.00 12562825.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FB48 2054-06-01 3.5 N/A 1000.00 924.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2L9 2053-05-20 5.5 N/A 14860909.00 13917146.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDR6 2051-04-20 2.5 N/A 3673.00 2124.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVD8 2058-08-15 5.42 N/A 1715390.00 1775322.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCCD4 2047-12-15 3 N/A 1100000.00 1176203.21 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 3890100.00 3830660.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 20147853.00 16535987.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXU4 2048-05-20 3.5 N/A 2661153.00 361749.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHH6 2052-09-01 3.5 N/A 1000.00 845.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5EK1 2040-06-01 6.5 N/A 5550000.00 1272248.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NJL0 2054-04-20 5.5 N/A 10383325.00 10832008.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6 N/A 1000.00 301.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTLM9 2053-11-01 7 N/A 1000.00 927.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X5J1 2053-06-20 6 N/A 14447888.00 12512711.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395KND1 2034-05-15 4.5 N/A 3101379.00 547095.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617FTDV7 2058-05-15 4.55 N/A 4302520.00 4191695.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1KE4 2041-10-25 4.5 N/A 2100000.00 2443822.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GRD64 2054-03-01 6.5 N/A 16961.00 17466.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 4433900.00 4571815.74 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36176MPQ0 2031-10-20 4.25 N/A 56291.00 9204.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXD3 2028-11-01 6.5 N/A 3354.00 2.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLJV2 2053-05-01 6.5 N/A 1229047.00 1292810.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAZ43 2041-12-20 4 N/A 257408.00 192140.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDRS2 2044-12-01 4.5 N/A 481298.00 84387.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSH9 2048-02-20 4 N/A 923031.00 106321.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WXW2 2051-08-20 3 N/A 16268577.00 3993163.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398NGB4 2040-09-25 4.5 N/A 7591502.00 3048859.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133WB2W5 2054-05-01 6 N/A 5283072.00 5271000.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142AWMS1 2054-08-01 4.498 N/A 1000.00 994.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8DB8 2048-01-01 3.5 N/A 7300000.00 1780422.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 5700000.00 6662267.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3618HPKJ0 2064-06-20 3 N/A 27653.00 24552.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHSM0 2052-07-01 4 N/A 383000.00 314825.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YYL0 2052-09-20 5.5 N/A 7824000.00 772466.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XQNS2 2042-01-01 5 N/A 9913274.00 10108497.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MD62 2050-05-20 5 N/A 35741358.00 2984779.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWLN1 2054-05-01 6.5 N/A 1000.00 978.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0 N/A 1000.00 563.41 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 1456600.00 776471.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LJWD8 2037-07-01 3.29 N/A 1000.00 872.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HGY30 2064-06-20 3 N/A 401952.00 356889.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEBJ4 2052-07-01 4.5 N/A 2763746.00 2624500.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ78 2053-04-01 4.5 N/A 1000.00 910.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2J3 2051-11-01 2.5 N/A 3000001.00 2118869.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WG51 2051-06-20 3.5 N/A 81283.00 45916.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUX3 2047-01-20 4.5 N/A 30000.00 3446.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5E4 2052-05-20 4 N/A 15052083.00 12483856.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.5 N/A 460180.00 67512.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQS8 2054-05-01 7 N/A 2160960.00 2181914.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 12982976.00 12903552.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7YB6 2038-12-01 7 N/A 2400.00 142.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QADT4 2048-12-01 5 N/A 1734274.00 351295.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MKT3 2054-04-20 5.5 N/A 23394000.00 23726006.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VU89 2053-02-20 5 N/A 3055433.00 3245869.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179QPH8 2044-09-20 4 N/A 3068.00 233.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVLX4 2052-09-01 5 N/A 375000.00 320105.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HGYA4 2064-03-20 4.5 N/A 51032.00 49324.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKLT6 2053-05-01 6.5 N/A 1328517.00 1229197.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.5 N/A 41757376.00 29110556.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CTB5 2053-08-20 5.5 N/A 3206898.00 3475714.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 6.35319 N/A 977563.00 751160.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396QM97 2039-09-25 4.5 N/A 4805483.00 594075.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWHG1 2053-06-01 5.5 N/A 17611904.00 16196417.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC2X7 2048-09-01 3.5 N/A 1339000.00 368191.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPLW0 2064-05-20 3.5 N/A 94977.00 86936.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPFC0 2052-10-25 4.5 N/A 6020507.00 6153364.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDHD4 2033-09-01 1.82 N/A 89036900.00 73111858.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397GTH3 2037-04-15 4.5 N/A 2300000.00 189605.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 6 N/A 45155840.00 36635524.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394DZB9 2035-06-25 4.5 N/A 200000.00 47136.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XLE46 2051-07-01 2 N/A 37757600.00 28601762.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94G1 2052-10-25 5.5 N/A 16501343.00 12560811.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DVC3 2050-12-01 2.5 N/A 2278000.00 1156200.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6CR2 2054-05-01 5.5 N/A 361498.00 351427.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJJ1 2054-08-01 6.5 N/A 13550564.00 14052112.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BAY22 2054-02-01 6.431 N/A 5559538.00 5585890.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.9 N/A 1000.00 780.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140A7DY7 2054-01-01 7.5 N/A 1161886.00 1216695.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFV5 2054-07-01 6.5 N/A 47220793.00 48914649.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398R3Y9 2040-07-25 4.5 N/A 800000.00 191025.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HPQA3 2064-07-20 4.5 N/A 19477.00 18852.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDX0 2054-07-01 7.5 N/A 821465.00 864416.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5L5 2058-04-15 4.9 N/A 1999.00 2001.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFY2 2053-06-01 5.5 N/A 823078.00 810220.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394CF23 2035-04-25 4.5 N/A 7352000.00 1794271.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KQG67 2052-12-01 6 N/A 1074.00 872.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 4837652.00 601743.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWN4 2032-11-15 6.5 N/A 1588.00 7.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1421218.00 1330400.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDS1 2054-07-01 7 N/A 1122804.00 1184376.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VTQP8 2050-02-20 5.5 N/A 82606.00 32397.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MHKJ4 2050-04-20 4 N/A 1000.00 330.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWER0 2052-09-01 4 N/A 1000.00 862.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRJR5 2054-08-01 5 N/A 1000.00 998.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374VP52 2039-07-16 6 N/A 1000.00 1726.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XLUY2 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3133W8D59 2054-03-01 6 N/A 4526308.00 4543644.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6KN6 2054-01-01 6.5 N/A 1050426.00 1105197.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944 N/A 1236630.00 85967.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7XW0 2054-02-01 5 N/A 1107872.00 1101644.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAS68 2053-08-01 6 N/A 292593.00 237121.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNAH5 2054-02-01 6 N/A 2021763.00 2000750.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMHD9 2053-12-01 7 N/A 1896225.00 1997745.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQ37 2054-01-01 5.5 N/A 1478132.00 1490695.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLYH1 2030-10-25 3.279 N/A 110000.00 89814.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSSK8 2053-08-01 5.5 N/A 207142.00 194590.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRD92 2053-08-01 5.5 N/A 2394403.00 2242703.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFF38 2053-10-01 7 N/A 2480685.00 1869921.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZR1 2053-09-01 5 N/A 33462129.00 33901211.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQYK2 2054-01-01 6.5 N/A 32000000.00 32498315.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8U34 2054-01-01 5.5 N/A 824951.00 827453.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQ5Q8 2044-06-25 5.5 N/A 12017402.00 11153997.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W8F57 2054-03-01 5 N/A 5784251.00 5468620.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHN68 2053-11-01 7 N/A 1640811.00 1743765.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRT61 2053-08-01 5.5 N/A 309795.00 286800.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C63X5 2053-07-01 4.5 N/A 712946.00 686933.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6UJ4 2054-03-01 7 N/A 1432150.00 1360321.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKH5 2054-01-01 6 N/A 22705266.00 21789477.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXF2 2053-10-01 4 N/A 400000.00 365268.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSL59 2054-02-01 6 N/A 27961180.00 27310003.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLD94 2053-12-01 7.5 N/A 1338000.00 1405838.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4UN0 2048-02-15 3.5 N/A 3179551.00 2825553.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C8YJ8 2053-07-01 5.5 N/A 2111602.00 2017827.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0H70 2053-09-01 6 N/A 23881000.00 22202783.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KD3 2053-09-01 5.5 N/A 935000.00 904029.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQRD6 2053-12-01 6 N/A 24058213.00 23404397.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHXN0 2053-11-01 6 N/A 9522346.00 9824663.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKYC4 2049-03-15 4 N/A 697952.00 622074.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W75Q4 2054-03-01 6 N/A 9113997.00 9439997.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFFM6 2053-10-01 7.5 N/A 4539321.00 4345400.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W65D5 2054-03-01 6 N/A 4692260.00 4801753.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8FP3 2054-03-01 6.5 N/A 1124789.00 1173306.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQYK6 2053-07-01 5.5 N/A 5398271.00 5267351.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5RY6 2053-11-01 6 N/A 3337567.00 3077470.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CA6Q8 2053-09-01 5 N/A 1884700.00 1874006.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKG7 2054-01-01 5.5 N/A 9545800.00 9252828.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLE36 2054-01-01 5.5 N/A 1706410.00 1654374.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 194461499.00 183921221.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANFV4 2045-04-25 2 N/A 1000000.00 767505.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMDB7 2054-01-01 4 N/A 60000.00 56784.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 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Securities FEDERAL HOME LOAN MOR N/A 3133W7N50 2054-03-01 6.5 N/A 3064078.00 3009543.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRGT1 2054-03-01 5.5 N/A 68397.00 66753.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NL7D5 2053-07-01 4.5 N/A 705430.00 659846.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3J46 2053-11-01 7 N/A 1202655.00 1210830.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTGF0 2053-10-01 4.5 N/A 5520769.00 5294503.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTL32 2053-08-01 6 N/A 5205421.00 5297192.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8MZ3 2054-03-01 6.5 N/A 1161192.00 1198831.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMSX6 2053-07-01 6.5 N/A 2627147.00 2487564.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHR83 2053-11-01 4.5 N/A 283250.00 274570.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMTF1 2054-01-01 6.5 N/A 1595980.00 1649749.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0XC1 2053-09-01 6 N/A 18752859.00 17828631.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQKA5 2053-11-01 7 N/A 1076231.00 897323.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6TQ2 2053-07-01 5 N/A 467913.00 433552.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8GF4 2054-03-01 6.5 N/A 4545081.00 4706362.11 Agency Mortgage-Backed Securities FHLMC SCRTT SERIES 20 N/A 35563PLK3 2058-10-25 3.5 N/A 11952362.00 8813346.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWJT1 2053-11-01 6.5 N/A 14062000.00 12933110.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJUX7 2053-11-01 7 N/A 1348850.00 1176412.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8EH4 2053-07-01 6.5 N/A 1484144.00 1533574.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHXS9 2053-11-01 6 N/A 11726807.00 10897837.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B63P6 2059-11-25 3 N/A 8900000.00 3499917.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQPF7 2053-06-01 5 N/A 355145.00 324131.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8GW7 2054-03-01 6 N/A 4520720.00 4640825.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNFA5 2054-01-01 6.5 N/A 1013387.00 1071209.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTEJ4 2053-10-01 5.5 N/A 139555.00 134360.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEYP1 2053-09-01 6 N/A 6234800.00 5566944.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJD6 2053-09-01 4.5 N/A 1042841.00 979808.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHXU4 2053-11-01 6 N/A 18787368.00 18541522.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSWR9 2053-10-01 4.5 N/A 10638146.00 10117849.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKQ5 2054-02-01 6.5 N/A 14040429.00 13171903.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLZ41 2053-12-01 7 N/A 1186503.00 1234811.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHC29 2053-11-01 6.5 N/A 1705506.00 1008854.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 21705659.00 20318646.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AQQL7 2045-11-25 2.5 N/A 4762443.00 801024.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B4MS4 2048-02-25 3.5 N/A 15857000.00 283349.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EWZ9 2053-10-01 4.5 N/A 154536.00 145781.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJKR1 2053-12-01 6 N/A 1337805.00 1370159.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJA2 2053-08-01 4 N/A 467064.00 427124.17 Agency Mortgage-Backed Securities FREDDIE SCRT SERIES 2 N/A 35563PWF2 2060-09-25 2.5 N/A 4960000.00 2153152.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CKDC9 2053-12-01 6.5 N/A 1057116.00 1111066.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6RU5 2053-07-01 4.5 N/A 1867100.00 1763755.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKSD1 2053-12-01 7.5 N/A 1016345.00 1068484.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6Y68 2054-02-01 6.5 N/A 1073673.00 1124581.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKR3 2054-02-01 7 N/A 476697728.00 434507797.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BDZP6 2051-02-25 1.25 N/A 581389.00 320194.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BSSU8 2056-11-15 5 N/A 200000.00 283126.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 30195065.00 27952308.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLR65 2054-01-01 6.5 N/A 592160.00 622776.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2Z2 2053-08-01 5.5 N/A 31543254.00 32017051.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLM29 2054-01-01 7.5 N/A 2660892.00 2484277.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 136000.00 125869.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGQP5 2053-11-01 5 N/A 1925050.00 1798532.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJL8 2053-10-01 5.5 N/A 13220263.00 12566912.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKGF9 2053-12-01 6.5 N/A 2968851.00 2796644.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.19 N/A 7960000.00 7966656.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNET5 2054-02-01 6.5 N/A 2010251.00 2077182.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLFL5 2054-01-01 6 N/A 6611760.00 6598009.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0U31 2053-12-01 6 N/A 943329.00 960486.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7V69 2054-03-01 5.5 N/A 1028716.00 1000018.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 300000.00 273835.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8GK3 2054-03-01 5.5 N/A 18840592.00 18935657.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398RFN0 2040-05-25 5.5 N/A 15000000.00 304181.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7TX3 2054-03-01 6.5 N/A 2465752.00 2542556.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W67G6 2054-03-01 5.5 N/A 1552021.00 1571955.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNLD2 2054-01-01 6 N/A 4390428.00 4432601.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJU8 2053-09-01 4 N/A 4574918.00 4189004.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJYZ8 2053-12-01 6 N/A 2839149.00 2919624.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKJ1 2054-01-01 6.5 N/A 199194902.00 185149306.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSFJ6 2053-10-01 6 N/A 20000000.00 19587870.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSKS0 2054-01-01 6 N/A 12157564.00 11946622.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRA48 2054-03-01 6.227 N/A 6775975.00 6743268.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W83H4 2054-03-01 4.5 N/A 1221368.00 1191963.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4W5 2053-07-01 5.5 N/A 54240.00 51873.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KJ0 2053-09-01 5.5 N/A 185000.00 177652.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSWN8 2053-07-01 5.5 N/A 9678447.00 9647919.71 Agency Mortgage-Backed Securities FHLMC SCRTT SERIES 20 N/A 35563PQN2 2059-11-25 2 N/A 1680000.00 783962.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMZ80 2054-01-01 6 N/A 1063558.00 1054852.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9J84 2054-03-01 5.5 N/A 300728.00 302517.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6G7 2053-11-01 7 N/A 1148515.00 877376.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACF97 2043-01-25 4 N/A 2650000.00 402156.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CFRL5 2053-10-01 4 N/A 1100450.00 961837.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30289TAC9 2036-06-25 13.27942 N/A 7251555.00 1391631.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31393T4M5 2033-11-25 5.61332 N/A 525332061.00 289166.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CHDC6 2053-11-01 7.5 N/A 1071043.00 1130049.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2P4 2053-09-01 5.5 N/A 22376405.00 22897452.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMNW0 2054-01-01 6.5 N/A 2057154.00 2013036.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AEJE8 2043-06-25 3.5 N/A 6187131.00 8186186.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EYQ7 2053-12-01 7 N/A 171825654.00 149342723.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFYL7 2053-10-01 6.5 N/A 1128051.00 996464.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0EJ7 2053-09-01 6 N/A 400000.00 396011.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6GU5 2054-02-01 5 N/A 1060304.00 924577.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDW6 2053-10-01 4 N/A 292861.00 269714.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6PR2 2054-02-01 7.5 N/A 1024420.00 736914.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31393UNR0 2043-08-25 5.807 N/A 1700000.00 464000.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C7M53 2053-07-01 5.5 N/A 28165117.00 25468762.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8WJ0 2053-08-01 5.5 N/A 1920422.00 1809476.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNCJ9 2054-01-01 5 N/A 2531727.00 2520342.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4S6 2054-02-01 7 N/A 973000.00 862447.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMBJ5 2053-09-01 5.5 N/A 1080000.00 1068945.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLCL8 2053-12-01 7 N/A 2603907.00 2531964.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B6MT5 2043-07-15 4 N/A 5242254.00 394276.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A1EZ6 2053-10-01 5.5 N/A 780744.00 783213.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CN7M8 2054-02-01 7 N/A 1780806.00 1878513.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3KG7 2053-11-01 7 N/A 1017079.00 1070348.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSKD3 2054-01-01 6.5 N/A 8040905.00 7879099.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAGN4 2053-08-01 6.5 N/A 6399835.00 6050215.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJCG4 2053-11-01 4.5 N/A 1703814.00 1640868.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSSL7 2053-09-01 5.5 N/A 18331010.00 18331926.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6LN5 2054-02-01 6 N/A 2212880.00 2276967.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7MX0 2054-02-01 6 N/A 1159641.00 1162130.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCGQ3 2053-09-01 6 N/A 1091417.00 1122598.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6J24 2054-02-01 5.5 N/A 7799560.00 7891134.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEJC7 2053-10-01 5.5 N/A 2025971.00 1846835.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKLH9 2053-11-01 6.5 N/A 501124.00 517673.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30301WAK8 2037-02-25 3.22 N/A 8000000.00 2405219.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPEA5 2049-12-25 4.5 N/A 8982489.00 7620096.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30304CAL7 2027-05-25 3.16 N/A 4887000.00 2059314.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNTY0 2053-10-01 5 N/A 230000.00 224012.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSQW7 2053-09-01 6.5 N/A 4986648.00 4779179.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWJS3 2054-03-01 6 N/A 61715.00 62965.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9CT8 2053-08-01 4.5 N/A 1164753.00 1069006.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397UEX3 2041-06-25 4 N/A 800000.00 605929.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EZK9 2054-01-01 5 N/A 10176288.00 9792124.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMPY4 2054-01-01 7.5 N/A 4003279.00 4202532.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B0ZZ2 2048-02-25 3.5 N/A 400000.00 219317.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CGXS1 2053-11-01 5.5 N/A 54114.00 51208.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359VYH0 2039-01-19 7.5 N/A 8675000.00 62937.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DQZT6 2053-08-01 5.5 N/A 235000.00 224989.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C63T4 2053-07-01 4.5 N/A 981722.00 945046.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395TLN2 2035-03-15 5 N/A 2109000.00 557417.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W6ZS9 2054-03-01 5.5 N/A 6883261.00 6715838.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACR60 2043-03-25 3 N/A 17519949.00 22174113.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7W92 2054-02-01 6.5 N/A 1252583.00 1294184.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563P7F0 2061-11-25 3.25 N/A 1215000.00 872448.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CAYK0 2053-09-01 6 N/A 4235256.00 3895420.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 549300MXPHPVIBTZSG77 302616AC1 2036-01-25 13.27942 N/A 6754810.00 1555171.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GQBS0 2053-10-01 4.5 N/A 3575925.00 3433245.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396XL85 2047-11-25 6 N/A 2383381.00 213315.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWKD4 2053-12-01 4 N/A 2356558.00 2148958.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCK54 2053-09-01 6 N/A 1004115.00 812720.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYM6 2053-12-01 5.5 N/A 212000.00 205456.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PAR0 2056-01-25 3 N/A 1000000.00 436018.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CLZ74 2053-12-01 7.5 N/A 1542511.00 1615222.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLHZ2 2054-01-01 6 N/A 1534330.00 1586910.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS7H8 2053-09-01 4.5 N/A 299525.00 280272.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFBN8 2053-10-01 6 N/A 7457532.00 6448325.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AJVL7 2044-04-25 3.5 N/A 2100000.00 2185921.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7BR5 2054-03-01 5 N/A 2661529.00 2649176.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHNT8 2053-11-01 4.5 N/A 642188.00 622720.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJ38 2053-12-01 5 N/A 4058888.00 3920527.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339WLL8 2032-02-15 7.350633 N/A 50000000.00 218736.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CAY95 2053-09-01 5 N/A 1705968.00 1671812.38 Agency Mortgage-Backed Securities FHLMC SCRTT SERIES 20 N/A 35563PKJ7 2058-08-26 3.5 N/A 8301649.00 5996977.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132E0C26 2053-08-01 5.5 N/A 115000.00 107515.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7KU4 2049-12-25 2.5 N/A 1000000.00 747933.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GQGJ5 2053-11-01 6.5 N/A 16000000.00 14844674.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0U67 2053-10-01 6.5 N/A 6070271.00 5475879.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PMT3 2059-02-25 4 N/A 2650000.00 1131165.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C84J1 2053-07-01 6 N/A 97504.00 82430.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3B36 2054-03-01 5.5 N/A 67858.00 68422.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLB62 2053-12-01 5 N/A 1844651.00 1831793.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564CHX8 2060-04-26 2 N/A 26000000.00 11326778.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C8DU6 2053-07-01 4.5 N/A 130068.00 125577.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSGR7 2053-12-01 5.5 N/A 36535630.00 35572648.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6JB6 2053-07-01 5.5 N/A 8295357.00 8077531.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2M1 2053-08-01 4.5 N/A 38815486.00 38246412.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8UR4 2053-07-01 5.5 N/A 1772202.00 1765772.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXQ4 2053-07-01 6 N/A 13590000.00 12914387.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRTK2 2053-11-01 7 N/A 1306286.00 1175531.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PHE2 2058-03-25 3.5 N/A 700000.00 313912.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMAH7 2054-01-01 6.5 N/A 1157966.00 1197006.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFYV5 2053-10-01 6.5 N/A 1443393.00 964632.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6NE3 2054-03-01 5 N/A 9115820.00 9076948.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHM69 2053-11-01 4.5 N/A 1210932.00 1173257.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPN6 2053-09-01 5.5 N/A 4575636.00 4309177.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NL4G1 2053-07-01 4.5 N/A 392670.00 364987.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8DY6 2054-03-01 5.5 N/A 4356955.00 4291969.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F4AY8 2038-07-15 4 N/A 400000.00 342029.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7N68 2054-03-01 6 N/A 1288683.00 1319101.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6ZR0 2054-01-01 4.5 N/A 2142168.00 1866530.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKHV6 2053-07-01 4.5 N/A 6439215.00 6200466.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHG74 2053-11-01 6.5 N/A 6234195.00 6092406.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLM37 2053-12-01 7.5 N/A 4230464.00 4011350.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKT9 2054-01-01 4 N/A 831287.00 761092.02 Agency Mortgage-Backed Securities FHLMC SCRTT SERIES 20 N/A 35563PKA6 2058-08-26 3 N/A 300000.00 144650.34 Agency Collateralized Mortgage Obligation 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGUW5 2053-11-01 6.5 N/A 3120495.00 2508629.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1YQ4 2053-11-01 5.5 N/A 1101900.00 1111673.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BR2W6 2047-06-25 4.5 N/A 18290007.00 17651254.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418EXV7 2053-11-01 6 N/A 22131136.00 21094553.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQGE6 2053-11-01 6.5 N/A 7000000.00 6826530.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCDG8 2053-08-01 5.5 N/A 4015088.00 3431326.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8GQ0 2054-03-01 6 N/A 9406219.00 9490498.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSS78 2054-03-01 5.5 N/A 24793460.00 24782123.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFUK3 2053-10-01 5.5 N/A 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FEDERAL HOME LOAN MOR N/A 3133CMX58 2054-01-01 7 N/A 3989632.00 3776914.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGDJ3 2053-10-01 6.5 N/A 1017200.00 1050690.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A7RD6 2042-03-25 1.5 N/A 943995.00 744570.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AJQY5 2044-04-25 3.5 N/A 2300000.00 1971754.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CLMT0 2053-12-01 7 N/A 8010049.00 7578925.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6TK3 2054-03-01 6 N/A 8387662.00 8573155.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CN4H2 2054-02-01 6.5 N/A 9799990.00 9807174.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTT82 2054-01-01 5 N/A 1500000.00 1397974.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396PRS2 2037-01-25 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FEDERAL HOME LOAN MOR N/A 3133W6NA1 2054-03-01 5 N/A 3844200.00 3615103.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDRD8 2053-09-01 6.5 N/A 2491362.00 2562111.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFTN9 2053-10-01 5.5 N/A 1191390.00 1201896.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8J61 2054-03-01 6.5 N/A 2585659.00 2679401.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAUM0 2053-08-01 7 N/A 1085610.00 671513.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLRF5 2054-01-01 6.5 N/A 19380784.00 18591777.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNHG0 2054-02-01 5.5 N/A 5194874.00 5236695.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMGW8 2054-01-01 6.5 N/A 1924098.00 2019603.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGPC5 2053-11-01 5.5 N/A 1089673.00 1099262.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8VM2 2054-03-01 6.5 N/A 1026046.00 1074792.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRY81 2053-08-01 2.5 N/A 215131.00 180881.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W64M6 2054-02-01 5 N/A 1724633.00 1702800.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSBW1 2053-09-01 3 N/A 19736873.00 16976423.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPQQ6 2053-07-01 4.5 N/A 962667.00 928229.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKSC1 2049-01-15 4.5 N/A 430928.00 424647.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMMV3 2054-01-01 7 N/A 1554056.00 1649166.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8GG2 2054-03-01 6.5 N/A 3716659.00 3689402.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF35 2053-08-01 6.5 N/A 20515644.00 18648573.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSK50 2054-01-01 2.5 N/A 223996.00 186916.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PDD8 2057-06-25 3.25 N/A 10745000.00 3685272.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A8TZ5 2054-01-01 5.5 N/A 531789.00 530186.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KR6P4 2053-09-01 6 N/A 14800000.00 14325458.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZA1 2053-12-01 4 N/A 955210.00 877619.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6ND5 2054-03-01 5 N/A 4752126.00 4762667.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKHP6 2053-11-01 4.5 N/A 2715065.00 2446036.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCDM5 2053-08-01 5.5 N/A 1004676.00 953549.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5NP2 2053-06-01 4.5 N/A 6655.00 6355.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5MQ8 2053-11-01 4.5 N/A 674874.00 655517.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT4P2 2053-08-01 5.5 N/A 14429313.00 15067414.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGU39 2053-11-01 7 N/A 1840974.00 1599509.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7XJ9 2054-01-01 6.5 N/A 2263442.00 2291034.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398MGC4 2040-03-25 3.5 N/A 3110000.00 158245.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CASN1 2053-08-01 5.5 N/A 1051170.00 991347.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGUG0 2053-11-01 6 N/A 110320.00 102428.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYD6 2053-11-01 4 N/A 281034.00 260063.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPKR0 2053-07-01 4 N/A 1746730.00 1643831.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2E9 2054-02-01 6 N/A 32527562.00 31245370.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6QP5 2054-03-01 5.5 N/A 8134874.00 7749009.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFN54 2053-10-01 7 N/A 1405891.00 1379347.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564CLZ8 2032-05-25 3.5 N/A 11475000.00 8227685.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KRT46 2053-08-01 6 N/A 15167000.00 13240572.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2J8 2053-12-01 5 N/A 68927923.00 68835751.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564CAB3 2028-06-25 3.5 N/A 2000000.00 1901842.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMGT5 2054-01-01 6 N/A 1974770.00 2009623.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSST0 2053-11-01 7 N/A 4095296.00 4320998.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLZ33 2053-12-01 7 N/A 1098091.00 1142097.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6WD5 2054-03-01 5.5 N/A 4047172.00 4097873.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BR2Q9 2054-06-25 4.5 N/A 2550568.00 2445128.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 840079.00 817658.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A06A2 2053-09-01 4.5 N/A 867626.00 838151.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACMM0 2043-03-25 2.5 N/A 300000.00 267895.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B7GE3 2044-01-15 2.5 N/A 7762291.00 8793299.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNQZ0 2054-01-01 7 N/A 78414533.00 77421337.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ADJ24 2041-07-15 5 N/A 1010000.00 796103.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W8GY3 2054-03-01 5 N/A 3123700.00 3044699.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRLK1 2041-01-25 4 N/A 1403508.00 313122.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AEK63 2043-06-25 4.75 N/A 35000000.00 4491891.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CNN99 2054-02-01 5.5 N/A 2730546.00 2744233.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9E31 2054-03-01 5.5 N/A 7038529.00 6720430.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGSN8 2053-11-01 7 N/A 1098675.00 1033349.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJTG6 2053-12-01 6.5 N/A 1078490.00 1131082.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTBK5 2053-11-01 4.5 N/A 18359964.00 17907179.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFGZ6 2053-10-01 5.5 N/A 1462367.00 1468182.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0E32 2053-09-01 5 N/A 955568.00 887346.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BR2X4 2054-06-25 4.5 N/A 4002022.00 3752588.77 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSKQ4 2054-02-01 6.5 N/A 17099423.00 16536941.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W62V8 2054-02-01 5 N/A 1735712.00 1735527.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8EL5 2053-07-01 6 N/A 2701809.00 2409593.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W62D8 2054-02-01 5.5 N/A 5544270.00 5656507.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7S24 2053-07-01 6.5 N/A 3085007.00 2903124.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNKU5 2054-02-01 6.5 N/A 1000071.00 1058950.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT4W7 2053-08-01 5.5 N/A 14081826.00 14615915.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHW76 2053-11-01 5.5 N/A 8577072.00 8601831.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMB71 2054-01-01 7 N/A 1019872.00 1044639.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSJW3 2054-01-01 7 N/A 2593471.00 2600174.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQPD5 2034-08-25 6.5 N/A 17839341.00 17677082.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W8GM9 2054-03-01 5.5 N/A 17227590.00 17184508.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8U35 2054-03-01 4.5 N/A 4008309.00 3906172.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC3H7 2053-08-01 4.5 N/A 284211.00 274411.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0VQ2 2053-10-01 6.5 N/A 500000.00 487963.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8HP1 2054-03-01 5 N/A 5142436.00 5120574.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRVZ6 2054-01-01 7 N/A 1303188.00 1368639.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7VA2 2053-07-01 6 N/A 1881512.00 1738359.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PBX6 2056-07-25 3.25 N/A 5999998.00 2682004.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NSGG3 2053-10-01 4.5 N/A 130500.00 103310.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A24U4 2042-01-25 4 N/A 970000.00 153569.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CFCA5 2053-09-01 4 N/A 1200065.00 1130950.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AH5G1 2044-02-25 3.5 N/A 6700000.00 7667152.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CDUB8 2053-09-01 5.5 N/A 948821.00 853932.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSFP2 2053-11-01 5.5 N/A 12852848.00 12577164.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG5B9 2053-11-01 6.5 N/A 1366407.00 1441255.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6E44 2053-11-01 4.5 N/A 1012098.00 979565.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7Y41 2054-03-01 6.5 N/A 5419593.00 5537999.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSQV9 2053-09-01 6.5 N/A 1930303.00 1865879.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A76F6 2054-01-01 7 N/A 1301453.00 1375674.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJKE4 2051-10-25 2.5 N/A 9249686.00 6086175.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31392CEQ3 2032-06-25 5.59332 N/A 243985801.00 276941.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W7BE4 2054-02-01 7.5 N/A 7420971.00 5707480.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564CJD0 2060-04-26 2 N/A 14600000.00 7881980.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CMJ39 2054-01-01 6 N/A 6753002.00 6660546.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392W7D6 2042-08-25 7.5 N/A 16400000.00 716767.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W6ZB6 2054-03-01 6 N/A 1145702.00 1104288.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A92H0 2042-11-25 3.5 N/A 169600.00 148970.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CNFE7 2054-02-01 5.5 N/A 3020231.00 2823129.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKYH5 2053-12-01 5.5 N/A 2430084.00 2381170.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLHD1 2054-01-01 6.5 N/A 2316500.00 2397599.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLVM5 2054-01-01 6 N/A 1205192.00 1250104.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5QB4 2053-07-01 6.5 N/A 11864594.00 11453970.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5ZP9 2053-06-01 4.5 N/A 1000.00 963.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3D0 2054-03-01 6 N/A 79466432.00 76976318.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSWQ1 2054-03-01 6.5 N/A 53551071.00 54686420.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8G56 2054-03-01 5.5 N/A 3187173.00 3063454.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9ZX2 2054-02-01 6.5 N/A 1044898.00 1074320.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLGJ9 2054-01-01 6.5 N/A 1841375.00 1931172.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0RP9 2053-10-01 7 N/A 43029401.00 40047308.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2T6 2053-08-01 6 N/A 43389264.00 44662623.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3JQ7 2053-11-01 6.5 N/A 1663370.00 1583470.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTD30 2053-10-01 4.5 N/A 972438.00 934357.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HR6 2053-09-01 5.5 N/A 50000000.00 48123717.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CN6Y3 2054-02-01 6.5 N/A 1226184.00 1183830.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35564CDD6 2059-01-25 2.75 N/A 510000.00 461485.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A4MV8 2042-03-25 4 N/A 1298000.00 1211424.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132E0K27 2053-09-01 5.5 N/A 100000.00 96987.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 35563PKD0 2058-08-26 3 N/A 3495355.00 2513314.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CLYY6 2054-01-01 6.5 N/A 10256045.00 10003660.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1D20 2053-09-01 4.5 N/A 2028866.00 1959131.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5R31 2053-07-01 4.5 N/A 655604.00 599479.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2NF6 2041-12-25 4 N/A 5400000.00 606690.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133W6JZ1 2054-02-01 6 N/A 3383537.00 3511738.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFHD9 2042-07-25 1.08838 N/A 13296420.00 348003.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CKU55 2053-12-01 4.5 N/A 3055436.00 2642239.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3Q89 2053-11-01 6.5 N/A 1794061.00 1850680.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 150817300.00 156105577.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CHND3 2053-11-01 6.5 N/A 2292805.00 2194666.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJP9 2053-11-01 4.5 N/A 680466.00 644325.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGF93 2053-11-01 7 N/A 1053918.00 1102841.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AD2H1 2041-08-25 1.5 N/A 4070000.00 389124.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CCRL2 2053-09-01 6 N/A 79246.00 65118.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30303HAL7 2037-02-25 3.08 N/A 11420000.00 2928274.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSGS5 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Rating P-1 Fitch Short Rating NR Fitch Long Rating NR 2024-09-03 2024-10-28 2024-10-28 N N N 0.0550 395067963.70 395067963.70 0.0015 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797MB0 254900HROIFWPRGM1V77 US912797MB06 U.S. Treasury Debt Y Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Moody's Short Rating P-1 2024-11-12 2024-11-12 2024-11-12 N N N 0.0525 3789335577.93 3789335577.93 0.0142 N Y Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 5.38999920 OSG002B18 ES7IP3U3RHIGC71XBU11 1232497 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORT N/A 3140QNLG5 2052-03-01 3.5 N/A 12000.00 9143.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFDU2 2035-08-01 3 N/A 188100.00 102782.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMA71 2038-03-01 4 N/A 369838.00 307491.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPMP2 2053-10-01 7 N/A 3459645.00 3266183.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYH7 2046-06-01 3.5 N/A 4169.00 533.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJS9 2051-11-01 3 N/A 585000.00 421900.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPN2 2050-06-01 3.5 N/A 8000.00 6859.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKW5 2053-06-01 5 N/A 194000.00 178090.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CN6 2050-03-01 3 N/A 15023.00 5350.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NECU7 2053-05-01 6 N/A 1370469.00 1291784.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHCV5 2051-02-01 2 N/A 31154360.00 19241527.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMAA6 2052-04-01 3 N/A 48136.00 37889.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDC6 2052-09-01 3.5 N/A 4000.00 3267.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNJ3 2051-09-01 2 N/A 456625.00 347033.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGK99 2051-07-01 3.5 N/A 10020.00 6733.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPS3 2046-10-01 3 N/A 18607.00 5453.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR6P3 2053-05-01 7 N/A 1308335.00 1178807.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5QV0 2029-06-25 2.752 N/A 1332610.00 1251740.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 30014.00 25586.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEDK9 2049-03-01 4.5 N/A 17245232.00 5393703.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140QNM82 2042-03-01 3 N/A 100000.00 72530.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYE1 2047-07-01 5 N/A 6469430.00 4829351.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 70274.00 62240.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR41 2052-07-01 3 N/A 7000.00 5536.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GXH7 2038-02-25 6.007237 N/A 8174.00 103.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLR69 2031-11-25 1.76413 N/A 5905700.00 4990046.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFR7 2053-06-01 5 N/A 30001.00 28417.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418M7K2 2040-04-01 5.5 N/A 5388150.00 177572.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKEN4 2053-12-01 7 N/A 654331.00 613249.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H62C8 2048-05-25 3 N/A 14037870.00 10119570.20 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X4XF8 2034-09-01 3.5 N/A 51262.00 14114.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 77452.00 62016.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1LE5 2053-09-01 6.5 N/A 56017.00 35782.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1FR3 2053-11-01 6 N/A 30584.00 29754.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRJV0 2054-03-25 5 N/A 3490814.00 3539499.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AJXC7 2054-08-01 6 N/A 12314.00 12613.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN4G6 2050-02-01 3 N/A 6000.00 5274.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB5Z5 2053-03-01 4.645 N/A 12849425.00 12217013.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X82G1 2050-05-01 3.5 N/A 7121614.00 2916167.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPC9 2053-07-01 4.5 N/A 13045487.00 12276844.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6E7 2051-11-01 3.5 N/A 35000.00 20740.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG4B7 2054-07-01 5.5 N/A 23834.00 24608.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X74Q9 2049-09-01 3.5 N/A 999000.00 260157.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFV1 2047-01-01 4 N/A 68715.00 10434.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NM88 2047-03-01 4 N/A 89070063.00 19455569.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJWP4 2052-11-01 4.5 N/A 27965557.00 24848131.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQCB9 2052-09-01 5 N/A 75567167.00 70378376.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESR2 2053-05-01 4 N/A 243000.00 217944.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJR9 2050-03-01 3.5 N/A 7056.00 6535.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6U1 2052-05-01 3 N/A 10000.00 7842.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQWL5 2052-10-01 6 N/A 12004.00 6603.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNQ5 2054-05-01 6 N/A 10000.00 9968.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRUL5 2053-03-01 5 N/A 361401.00 341066.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPWJ4 2052-06-01 3 N/A 30000.00 26492.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDP1 2053-10-01 6.5 N/A 62822576.00 60763782.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJK2 2052-09-01 5 N/A 30000.00 26096.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKJM1 2051-04-01 2 N/A 4485930.00 2864854.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5Q9 2054-05-01 6 N/A 3063480.00 3015681.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPXC6 2052-07-01 2.5 N/A 354306.00 278481.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF2T7 2037-02-01 2 N/A 41800.00 28456.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EJQ5 2043-01-01 3.5 N/A 18538789.00 2167566.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDJR6 2050-05-01 3.5 N/A 12430216.00 6217509.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDFJ0 2051-09-01 3.5 N/A 70647.00 43697.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B27L0 2028-08-25 3.700668 N/A 9998884.00 9317961.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLN89 2034-01-25 2.43181 N/A 4250000.00 3625284.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4Y4 2052-01-01 3.5 N/A 14000.00 10417.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLRQ1 2051-08-01 2.5 N/A 12000.00 9089.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJZ92 2054-07-01 6.5 N/A 12000.00 12567.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKY8 2053-02-01 6.5 N/A 5632.00 5122.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSGB1 2053-06-01 6.5 N/A 13502816.00 13230032.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4RG3 2049-08-01 5 N/A 22000.00 5834.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEXA0 2029-01-01 1.8 N/A 1800000.00 1639278.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LLJV4 2033-09-01 4.27 N/A 1502534.00 1503098.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPKN7 2052-07-01 4.5 N/A 3576730.00 3208655.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNYJ5 2052-04-01 3.5 N/A 22000.00 17470.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ62 2053-11-01 5 N/A 1331660.00 1291323.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPD89 2038-11-01 3 N/A 18000.00 16034.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AVW4 2040-11-01 4 N/A 343944.00 40546.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA2H4 2049-07-01 4 N/A 15000.00 5833.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6R35 2042-11-01 3.5 N/A 112192770.00 19591560.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXHZ8 2051-06-01 4.5 N/A 114000.00 36989.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKA2 2052-10-01 5 N/A 104440.00 89769.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHH9 2037-03-01 2 N/A 17346.00 12607.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESB7 2038-05-01 4.5 N/A 36000.00 29207.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZU5 2052-11-01 4 N/A 17243376.00 14616077.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7VL2 2036-11-01 1.5 N/A 10016.00 6605.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTR92 2038-12-01 6.5 N/A 5056.00 5060.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXB8 2052-07-01 5 N/A 55007.00 45963.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKCY4 2053-01-01 5 N/A 18000.00 15659.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31339D5N4 2032-02-15 6 N/A 4237.00 53.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LVLG2 2038-04-01 4.5 N/A 204782.00 133698.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8Q96 2053-12-01 7.5 N/A 1828380.00 1919188.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVC2 2037-02-01 2 N/A 263678.00 180496.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44W3 2039-10-01 6.5 N/A 6416031.00 2766501.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLM3 2052-03-01 2.5 N/A 14438649.00 10993500.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCYK8 2051-09-01 3.5 N/A 98000.00 54889.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3JS3 2053-11-01 7 N/A 5001.00 5295.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRJJ3 2053-02-01 4 N/A 425979.00 380014.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHC3 2053-08-01 5 N/A 18273594.00 17186288.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 114101.00 103369.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPF2 2053-07-01 4.5 N/A 19000.00 17673.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNFK4 2047-04-01 4.5 N/A 54515.00 18133.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKAW2 2031-11-25 0.5 N/A 3300000.00 2488759.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X6XD8 2035-02-01 3.5 N/A 32000.00 9909.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFN3 2051-04-01 2.5 N/A 10752.00 6905.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5WZ2 2050-02-01 3 N/A 279538.00 104765.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 20033383.00 19382586.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LY2C0 2027-06-01 2.5 N/A 1019000.00 36244.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN3P7 2053-09-01 5 N/A 356872.00 316994.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2SE3 2052-01-01 3 N/A 99000.00 73215.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEBJ2 2040-03-01 3 N/A 16000.00 10120.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSJ2 2050-09-01 2.5 N/A 71000.00 31997.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8Z62 2053-12-01 7 N/A 1211842.00 1270468.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 49000.00 41548.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKX33 2050-09-01 2 N/A 96149.00 50030.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPMW4 2037-06-01 4 N/A 47198.00 34245.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94U0 2052-10-25 5.5 N/A 10000000.00 4175818.89 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 82998.00 44470.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNW8 2052-03-01 2.5 N/A 203000.00 146648.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSVA0 2054-08-25 6.5 N/A 30349190.00 29973306.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XJPE7 2052-09-01 5 N/A 7000.00 6346.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8F60 2053-01-01 7 N/A 3973562.00 4099214.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LD5W9 2026-06-01 2.625 N/A 3000000.00 2912248.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCG26 2034-11-01 3 N/A 200000.00 67693.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPGX9 2042-06-01 3.5 N/A 3765642.00 2913395.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8EF0 2050-10-01 2 N/A 519976.00 317297.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBGN2 2049-07-01 2.5 N/A 33000.00 12004.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDZZ2 2051-12-01 3 N/A 6283008.00 4741250.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FGD89 2046-09-01 4.5 N/A 1005472.00 372160.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QXC9 2053-05-01 4.761 N/A 26565534.00 24465959.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPWA5 2030-09-25 2.914 N/A 13414427.00 8684233.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.5 N/A 451349.00 275619.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPWD9 2032-04-25 2.04522 N/A 11382496.00 9874088.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRMY6 2053-02-01 5.5 N/A 41671.00 39776.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH60 2052-05-01 3 N/A 50001.00 40151.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0BT8 2053-08-01 6 N/A 1458038.00 1395832.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPQW0 2052-07-01 4.5 N/A 11000.00 10035.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWJ3 2053-07-01 5.5 N/A 414228.00 385484.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKF64 2031-10-25 1.72396 N/A 6000000.00 4928691.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9VU1 2054-02-01 7 N/A 382366.00 404481.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFK9 2046-11-01 3 N/A 1598000.00 313006.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XML79 2053-09-01 6.5 N/A 4450526.00 4063261.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDEK8 2048-06-01 4 N/A 11000.00 6456.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140XKSW1 2053-03-01 6 N/A 94000.00 89710.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQGV5 2053-09-25 6.24884 N/A 708191.00 647671.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132A5FC4 2046-05-01 3.5 N/A 1330000.00 156488.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPN54 2054-01-01 4.5 N/A 14106483.00 13672671.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FH2 2054-03-01 6.5 N/A 2793097.00 2886195.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X8HM2 2047-04-01 3 N/A 15000.00 7674.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6ST9 2047-02-01 3.5 N/A 191000.00 80081.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2HA3 2028-07-25 3.468899 N/A 79672.00 76717.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZJ0 2036-06-01 2.5 N/A 10000.00 6273.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNUE1 2052-08-01 5 N/A 22609610.00 18894000.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8M97 2030-02-25 1.821 N/A 4283600.00 3670029.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QNVN9 2052-04-01 4 N/A 15000.00 12241.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFA48 2054-06-01 7.5 N/A 196291.00 206223.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3XY1 2028-09-25 3.661307 N/A 2996000.00 2465440.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B9PH4 2029-10-25 1.086 N/A 1000.00 674.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418ELX6 2052-12-01 5 N/A 8002755.00 7115273.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNGH9 2052-02-01 3 N/A 353281.00 242367.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9BT7 2043-11-01 4 N/A 67504.00 25406.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNHF2 2052-02-01 3 N/A 140942.00 99651.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 19000.00 7125.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3 N/A 12812566.00 4567522.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3C2 2054-03-01 5 N/A 106000.00 102950.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNS37 2052-03-01 3 N/A 72929.00 56113.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 20000.00 15523.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ3U7 2052-12-01 6 N/A 73050355.00 68348658.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2S8 2047-10-01 3.5 N/A 1096000.00 152403.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0TS8 2054-04-01 5.5 N/A 27634.00 27799.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED58 2050-07-01 3 N/A 21000.00 6477.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMK54 2047-09-01 3.5 N/A 824710.00 717629.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMF9 2053-02-01 5 N/A 2008312.00 1780672.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4VK3 2051-03-25 2 N/A 963782.00 597057.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140N1W66 2052-09-01 5 N/A 85953.00 84746.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418AJY5 2042-09-01 4 N/A 929336.00 108851.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EU4 2054-02-01 6 N/A 5000.00 5129.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HCH62 2054-04-25 5 N/A 9858898.00 9889621.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 134031.00 102581.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW22 2053-10-01 5 N/A 60000.00 57269.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCU0 2040-04-01 4 N/A 125000.00 104794.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTNT2 2053-12-01 6 N/A 18247830.00 18132520.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFZ3 2052-09-01 5 N/A 22253.00 19200.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEC77 2051-07-01 3.5 N/A 110300.00 64307.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMLS4 2053-06-01 6.5 N/A 1107637.00 1153592.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JM5S7 2034-03-01 4 N/A 138000.00 39149.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLHH4 2053-02-01 6.5 N/A 16768376.00 15067321.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J73N3 2031-03-01 2.5 N/A 1210000.00 181556.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB6Z8 2035-03-01 3.5 N/A 11000.00 5349.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 27000.00 23215.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS5M9 2053-09-01 7 N/A 392776.00 344573.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKP58 2047-04-01 3.5 N/A 23195.00 7450.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTG29 2053-11-01 5.5 N/A 1360616.00 1335377.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNTD6 2053-11-01 6 N/A 7000.00 6924.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEBP2 2050-06-01 3 N/A 190000.00 96768.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VF9 2036-01-01 2 N/A 11000.00 6338.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLQ78 2030-05-25 2.54777 N/A 135190.00 71513.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96F2 2054-02-01 6 N/A 355641.00 364776.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L5YU8 2029-07-01 4.2 N/A 21727607.00 19440008.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HW3Z3 2032-01-01 2.44 N/A 33943279.00 30156076.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVE4 2052-07-01 4.5 N/A 14000.00 12137.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CH9 2040-02-01 3.5 N/A 101000.00 34732.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NB4R9 2053-01-01 7 N/A 2239918.00 2315496.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSM4 2052-02-01 2.5 N/A 26000.00 19132.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK5U8 2051-06-01 3 N/A 9538.00 7299.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 287799.00 269408.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ2L1 2054-06-01 6.5 N/A 12000.00 12466.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF76 2053-07-01 5.5 N/A 131740.00 118476.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTKR9 2053-11-01 6 N/A 53324534.00 52483129.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140L6G99 2051-04-01 2 N/A 400000.00 281609.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 12247.00 12069.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.5 N/A 138000.00 66220.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BLRM4 2031-09-25 1.58286 N/A 1898930.00 1609237.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S79 2048-09-01 4.5 N/A 43000083.00 16050562.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS2J3 2054-07-25 6.44884 N/A 1129494.00 1102261.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QUAR7 2054-03-01 4.5 N/A 2070.00 2002.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.28668 N/A 9997909.00 8423905.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMN46 2048-01-25 2 N/A 6233043.00 4891915.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LC5P2 2028-08-01 1.39 N/A 1945000.00 1664353.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJKX5 2054-09-01 6.344 N/A 2387168.00 2435160.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9FX4 2044-05-01 5.5 N/A 29737.00 9644.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTGN4 2054-06-01 5.5 N/A 2026928.00 2018716.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNPG1 2052-03-01 3 N/A 199970.00 147610.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2W9 2047-11-01 3.5 N/A 62235567.00 8576455.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZS36 2045-06-01 3 N/A 1297748.00 393523.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRER0 2053-01-01 6 N/A 103322.00 92697.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31398K3Z1 2037-12-15 6.764232 N/A 2222.00 41.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQDH9 2033-07-25 4.651416 N/A 3298100.00 1510083.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPTN7 2047-07-01 4 N/A 227000.00 158581.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFK88 2054-06-01 4.5 N/A 34695.00 34077.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKB6 2054-07-01 6.5 N/A 26230.00 27304.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQH7 2053-07-01 6 N/A 31949.00 30463.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSZ8 2053-04-01 5.5 N/A 47821592.00 46493547.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 25089875.00 23362508.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4XM8 2053-11-01 5.5 N/A 100811.00 96072.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNT94 2052-08-01 4.5 N/A 24420472.00 21092206.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPGV0 2029-07-01 4 N/A 1322481.00 71582.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMFU0 2054-07-01 6 N/A 17432.00 17943.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDW6 2053-10-01 4 N/A 36000.00 33154.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3140X6PC9 2050-05-01 3 N/A 92664.00 41891.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRAL7 2053-01-01 6 N/A 7000.00 6259.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCGF9 2035-12-01 3 N/A 306000.00 133381.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNMS0 2053-12-01 5.5 N/A 54594.00 53855.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3A3 2052-08-01 5 N/A 999755.00 816954.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQB1 2052-03-01 2 N/A 120000.00 86288.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 14001.00 13148.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRV6 2035-08-01 2.5 N/A 15000.00 5780.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJH3 2037-01-01 3.5 N/A 10000.00 6042.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A77D0 2054-01-01 7 N/A 1238816.00 675864.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 83584324.00 81739713.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXD1 2041-08-01 2.5 N/A 1432757.00 1218133.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BAUF7 2053-04-01 4.268 N/A 27322462.00 25145595.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2M8 2052-08-01 4 N/A 133887.00 117854.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTA4 2052-01-01 2.5 N/A 96582.00 79421.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTL6 2035-10-01 1.5 N/A 53070.00 26687.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFYM7 2052-01-01 3 N/A 60000.00 43504.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ96 2050-07-01 3 N/A 240000.00 76697.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ5F1 2054-07-01 6.5 N/A 12000.00 12504.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 6885903.00 6335690.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9FR1 2036-01-01 3.5 N/A 23000.00 12078.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HAY42 2053-11-25 6.44884 N/A 145337.00 136404.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QPK48 2052-06-01 4 N/A 101581.00 83134.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGW6 2041-02-01 4.5 N/A 150000.00 42043.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8PM9 2048-05-01 3.5 N/A 16753718.00 5747085.99 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating AA- Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Fitch Long Rating AA Moody's Short Rating P-1 2024-09-03 2024-09-06 2024-10-07 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Moody's Long Rating Aa1 Standard & Poor's Long Rating AA- N N 0.0547 1000000000.00 1000000000.00 0.0038 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.49500040 3133EPYG4 254900C5LP6DN9OP9V83 US3133EPYG45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Fitch Long Rating AAA Moody's Short Rating P-1 2024-09-03 2025-10-10 2025-10-10 N N N 0.0557 500353305.00 500353305.00 0.0019 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0488 1305386175.60 1305386175.60 0.0049 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.51499840 3133EPMJ1 254900C5LP6DN9OP9V83 US3133EPMJ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Fitch Long Rating AAA Fitch Short Rating F1+ 2024-09-03 2025-04-14 2025-04-14 N N N 0.0559 475575462.50 475575462.50 0.0018 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.47999920 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Fitch Long Rating AAA Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 2024-09-03 2025-12-15 2025-12-15 N N N 0.0555 185199800.00 185199800.00 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313384E54 2549001DPIFGXC1TOL40 US313384E546 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's Short Rating P-1 Fitch Long Rating NR Moody's Long Rating Aaa Fitch Short Rating NR Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0518 205405308.72 205405308.72 0.0008 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797KU0 254900HROIFWPRGM1V77 US912797KU05 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa 2024-10-17 2024-10-17 2024-10-17 N N N 0.0519 2517183872.01 2517183872.01 0.0095 N Y Y N JPMORGAN TRUST II 2024-08-09 /s/Timothy J. Clemens Timothy J. Clemens Treasurer