N-MFP3 0000763852 XXXXXXXX 2024-10-31 JPMORGAN TRUST II 0000763852 549300IMXLYKELY96B40 JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 S000003909 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. 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Securities FEDERAL NATIONAL MORT N/A 3140XGVW6 2052-04-01 3 N/A 1359000.00 998798.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.95028 N/A 65619368.00 65286568.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.99028 N/A 243108.00 241145.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202E7L7 2039-07-20 6.5 N/A 1000.00 53.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXM7 2059-09-15 6.1 N/A 27000.00 28792.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVT8 2050-12-20 3 N/A 38729960.00 18839448.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAZ4 2025-11-30 0.375 N/A 1000.00 960.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617NP2Y2 2039-07-20 6.5 N/A 18528.00 6992.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJN90 2051-04-01 2.5 N/A 22384577.00 15427510.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 3602.00 3521.59 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137BUX52 2026-09-25 3.032 N/A 75000.00 12786.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618JCC64 2054-09-20 6 N/A 1000.00 1017.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG27 2053-06-01 7 N/A 2000.00 2183.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A23Q3 2047-11-20 3.5 N/A 1000.00 136.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B2CB3 2058-04-15 4.92 N/A 1000.00 994.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PN4 2054-04-01 5.5 N/A 1008.00 998.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JHE38 2054-10-20 6 N/A 3030.00 3081.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSXY2 2054-08-01 6 N/A 984019.00 997223.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MC97 2050-06-20 4.5 N/A 1000.00 505.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NS6R0 2053-11-01 6.5 N/A 4010.00 4104.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCN53 2050-07-01 3.5 N/A 2024.00 1043.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6QN6 2054-09-01 6 N/A 1008.00 1014.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJC75 2052-08-01 5 N/A 7063874.00 6633687.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJ4G4 2050-09-01 2 N/A 6144.00 3893.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTCT4 2054-09-01 6 N/A 1033308.00 1041969.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGE6 2048-11-20 5 N/A 111736745.00 7542288.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC68 2052-02-01 2 N/A 3000.00 2066.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 2.00 0.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133A8LU9 2050-07-01 3 N/A 19673745.00 9638570.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPR34 2052-07-01 5 N/A 263082.00 207476.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJWR1 2053-07-01 6 N/A 336257.00 299898.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHE0 2053-06-01 6.5 N/A 3036.00 3146.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCQV0 2025-07-01 4.5 N/A 5733.00 11.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412U6D7 2039-10-01 6 N/A 1704.00 72.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTN96 2053-12-01 6 N/A 3024.00 2643.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2M5 2054-06-20 6 N/A 411063.00 413210.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFN33 2052-02-01 3 N/A 8077586.00 6123316.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NTA77 2053-12-01 7 N/A 8856575.00 9151313.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JELT0 2054-09-20 5.5 N/A 1600734.00 1606131.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUCP0 2054-09-01 6 N/A 5120.00 5113.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5P6 2058-05-15 4.79 N/A 2543640.00 2476675.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 1015.00 81.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVD8 2058-08-15 5.42 N/A 3105.00 3170.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3L4 2054-04-01 6 N/A 4299739.00 4309250.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 5000.00 1125.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA4Z4 2051-03-20 2 N/A 203683.00 113565.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 1000000.00 907291.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA5T7 2051-05-20 2.5 N/A 1024.00 642.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVGD0 2054-09-01 7 N/A 1179728.00 1237854.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCAR0 2054-09-20 6 N/A 115977.00 117984.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJQ39 2050-07-01 3 N/A 42371878.00 14231416.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPK76 2064-06-20 2.5 N/A 528296.00 424607.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XS98 2052-11-20 3.5 N/A 5002.00 3980.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW59 2054-05-20 5.5 N/A 1086.00 1075.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J51 2049-05-01 4 N/A 3097.00 917.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADE79 2048-10-20 3.5 N/A 1008.00 890.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFJ54 2032-02-01 2.24 N/A 27883.00 23954.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2NY6 2036-08-25 2.184 N/A 300000.00 229333.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EP6V1 2036-01-01 7 N/A 7000000.00 805804.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WLSQ0 2058-02-15 4.35 N/A 1000.00 923.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z92 2053-04-01 6 N/A 4007.00 4042.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBH0 2038-07-01 6.907 N/A 3826540.00 3921105.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0 N/A 1000.00 542.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128HD4Q9 2030-07-01 7.199 N/A 2705.00 15.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVV7 2052-01-20 3 N/A 10444248.00 7250786.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JJ2F0 2054-09-20 6 N/A 917156.00 933022.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 3080.00 1559.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5C86 2049-09-25 3.5 N/A 4460187.00 2426240.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 38383KUG5 2054-04-20 6.02028 N/A 100000000.00 92105019.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NS6Y5 2053-11-01 6.5 N/A 3005.00 2748.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ2N3 2053-07-01 6 N/A 2623148.00 2300414.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2V96 2053-05-01 6 N/A 1224940.00 1172404.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AJTX1 2058-09-15 5.19 N/A 1000.00 1009.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFQ9 2042-02-01 6.578 N/A 1167674.00 51124.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194W4G1 2046-08-20 4.5 N/A 711989.00 52661.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 100.00 101.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4HS2 2051-09-25 2 N/A 2650000.00 1075017.20 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31402C4H2 2034-04-01 5.5 N/A 4999.00 37.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 8452000.00 8741408.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AN3P2 2054-09-01 6 N/A 716704.00 736243.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHB6 2053-06-01 6.5 N/A 6000.00 6226.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG50 2053-06-01 6.5 N/A 1238183.00 1285431.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A8US5 2041-04-15 4 N/A 665976.00 310521.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288Q4Y3 2054-01-01 4.281 N/A 31914831.00 29559233.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MUSY4 2050-05-20 5 N/A 1933.00 376.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDZ9 2053-10-01 4.5 N/A 97313.00 87775.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB6D9 2052-08-20 4.5 N/A 1024.00 800.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AABX4 2054-04-01 5 N/A 2531766.00 2472548.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JR5K8 2054-10-20 6 N/A 1008.00 1035.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLJM2 2053-06-01 6 N/A 4000.00 4072.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKF7 2053-05-01 6.5 N/A 2000.00 2049.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 9582904.00 7045501.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3E2 2048-10-01 4.5 N/A 11272428.00 1028374.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9SF8 2054-08-01 5.5 N/A 10620301.00 10560316.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDL3 2054-08-01 7 N/A 4002.00 4189.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQXA8 2054-08-01 6 N/A 15088512.00 14774695.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 3101.00 2594.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BAN59 2045-01-25 2 N/A 1618.00 573.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618JEQE8 2054-10-20 6 N/A 1830886.00 1877969.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X2K1 2053-05-20 5 N/A 1000.00 908.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT4K3 2054-08-01 6 N/A 2045.00 2052.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH47 2048-12-20 4 N/A 61602877.00 6140498.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JYLP6 2050-02-20 3.5 N/A 1000.00 243.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EB90 2052-03-01 2.5 N/A 3000.00 2120.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNE4 2051-09-20 2.5 N/A 3133.00 2012.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 6.04028 N/A 72979186.00 65124343.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFHB2 2033-03-25 1.49481 N/A 47839731.00 23376791.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HVG94 2054-07-20 7.5 N/A 619965.00 638969.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSL54 2054-02-20 7 N/A 1000.00 1069.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V6V7 2051-02-20 2 N/A 1000.00 578.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABVQ2 2051-10-20 4 N/A 29000.00 23725.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABBW1 2051-07-20 2.5 N/A 58079200.00 34585690.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYS26 2040-03-01 2.5 N/A 3997.00 906.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFV6 2050-10-01 3 N/A 5175.00 2650.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Q88 2052-09-01 3.5 N/A 12990.00 11030.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCG24 2054-02-01 4.909 N/A 29050336.00 26376122.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AACC6 2049-02-20 4.5 N/A 1999.00 377.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLCB3 2053-05-01 7.5 N/A 2000.00 2096.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKH3 2053-04-01 7 N/A 1001.00 1076.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDK5 2054-08-01 7 N/A 4000.00 4289.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7F0 2039-07-20 4 N/A 1000.00 43.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MEBJ4 2052-07-01 4.5 N/A 1546176.00 1428598.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVE2 2052-11-01 5 N/A 13756200.00 11992679.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQSX5 2053-03-01 5.5 N/A 4000.00 3668.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLC7 2050-08-01 2.5 N/A 204725.00 104743.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA81 2050-02-01 5.97 N/A 532234.00 523085.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDHD4 2033-09-01 1.82 N/A 46880800.00 37478699.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 1278.00 667.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HHFV7 2054-08-20 7 N/A 1610908.00 1693754.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFJ2 2051-05-20 3.5 N/A 7550206.00 3838500.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA7D0 2051-05-20 2.5 N/A 10339720.00 6373209.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XG2K4 2040-03-01 3 N/A 40999.00 26975.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG76 2053-06-01 7 N/A 979384.00 1075207.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HJZU3 2054-05-20 5.5 N/A 3460202.00 3467132.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 1986700.00 1927762.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3622ABKN1 2051-12-20 3 N/A 1000.00 753.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LJWD8 2037-07-01 3.29 N/A 3613604.00 3128946.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z27 2053-04-01 6.5 N/A 4000.00 4169.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHKU8 2051-02-01 3 N/A 5151.00 3188.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WUH30 2043-06-01 4 N/A 327000.00 52748.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177MAX0 2041-11-15 3.75 N/A 287987.00 33262.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABGQ9 2051-10-20 3.5 N/A 1017.00 725.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1NW6 2053-04-01 7 N/A 3000.00 3273.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XV0 2048-10-01 4.5 N/A 1023.00 128.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZT0 2050-12-20 3.5 N/A 15808870.00 6015713.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKM2 2053-05-01 6.5 N/A 2000.00 1574.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7J62 2054-03-01 6.5 N/A 538461.00 549747.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDPY5 2052-06-01 4 N/A 2000.00 1586.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNUZ2 2043-06-01 4.25 N/A 1133149.00 897230.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B9LY0 2058-05-15 4.87 N/A 2000.00 1975.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UA6N7 2051-05-20 3 N/A 1822.00 1356.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKWD1 2030-06-01 4.68 N/A 1043.00 1044.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTK73 2054-08-01 6 N/A 12174649.00 12105297.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FEUB4 2025-01-25 3.59 N/A 70000.00 69956.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A7FL3 2054-03-01 6 N/A 1003.00 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912803GM9 2052-11-15 0 N/A 1246854.30 366851.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MA2 2024-11-05 0 N/A 30419.87 30400.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 19656.95 20016.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 256500.73 216436.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 1671246.36 1702958.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 117.98 37.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 507568.21 513045.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 7719560.60 4606068.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 190968.54 178817.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 4737553.49 2790182.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 225.17 227.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 395052.98 408580.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LQ8 2024-12-19 0 N/A 182609.27 181470.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 1082168.21 1074982.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 8803973.51 8989437.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 503785.43 481696.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 6.34 4.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 4894198.68 4218454.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 25016704.63 26532058.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 2325549.08 1405166.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 6574.83 2606.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 8763894.04 8159874.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 269035.20 111604.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 69801.32 71921.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 112.58 114.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 13529703.31 17287521.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 781279.47 714042.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 84.44 27.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 135.10 46.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 22969296.69 21819315.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128284Z0 2025-08-31 2.75 N/A 22.52 22.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 22.52 11.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 792312.58 800010.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 11403690.07 10956846.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 4570.86 5548.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 1294634.44 1305987.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 2250077.19 1584850.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 45.03 31.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAQ4 2025-10-15 0.125 N/A 268892.72 320111.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 4260042.38 4259871.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 79213.25 78291.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 3995405.30 4656346.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 22.52 18.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 191184.00 69778.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 45.03 33.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 28945891.78 23642714.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 10222.58 3857.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 854525.83 953663.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 35868.87 35510.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 4.74400816 N/A 45.03 45.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 1264800.00 1320089.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 22.52 7.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 107976.36 44209.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 1.04 0.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 22.52 9.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 22.52 19.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 740952.32 592035.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 312557.94 144209.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 63541.72 64365.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 1073319.21 1075165.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 578555.78 332078.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 4100400.00 4064124.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 3887714.76 2203867.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 7644550.99 2674568.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHL8 2025-06-30 4.625 N/A 132915.23 135152.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 4809919.20 4320683.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 12158985.27 8178011.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 45.03 45.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 61714548.34 61951005.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 2797472.04 2336672.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 67.55 25.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 893456.95 919225.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 28950166.88 28651632.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 4841667.55 4972000.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 186978.08 85194.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 4599122.67 2917729.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 112.58 110.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 5429101.99 5268042.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 2507511.26 3696659.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 65.50 52.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 219401.32 212885.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 266579.19 126294.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LB1 2025-05-15 0 N/A 22516.56 21995.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 12252339.07 12380474.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 424572.19 427192.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 340067.55 343707.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 N/A 101707.28 30050.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 20140994.45 13394164.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDS7 2025-01-15 1.125 N/A 225.17 224.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 293390.73 300587.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 74079.47 48633.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 44366757.61 38431147.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 1639925.83 1473893.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 366569.54 339748.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 490905.96 446098.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 45.03 43.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 16211.92 12938.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MD6 2024-11-26 0 N/A 3121943.05 3111422.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 1103.31 950.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 47056202.64 49158664.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 5226935.17 2769962.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 256080.79 247804.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 295529.80 191494.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 1564572.40 732188.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 1704863.58 1132571.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 73.31 28.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 0.23 0.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 9421985.43 9498968.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 2273113.91 4685870.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 2087104.64 642817.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 1597639.73 1573378.32 U.S. Treasuries (including strips) 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STATES TREASUR 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 405.30 421.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 5538825.17 5362302.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 3141575.67 1550273.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 255337.75 259296.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 24903131.12 27909061.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 261237.09 380869.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZT0 2025-05-31 0.25 N/A 73021.19 71329.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 697382.78 538042.10 U.S. Treasuries 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3132DNWW9 2052-09-01 5 N/A 1000.00 788.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVRE7 2046-12-01 3 N/A 43370000.00 9278916.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GDC73 2036-05-01 1.5 N/A 1000.00 593.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4S9 2026-10-01 4.5 N/A 1023.00 12.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WCQ50 2033-08-01 5.5 N/A 2385.00 25.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJXK4 2052-02-01 2.5 N/A 1000.00 723.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNEZ5 2052-06-01 4 N/A 3000.00 2179.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYH7 2046-06-01 3.5 N/A 1156.00 141.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZH3 2052-08-01 4.5 N/A 1280.00 1060.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAYP2 2053-01-01 6 N/A 1088.00 798.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EP5 2054-02-01 5.5 N/A 3000.00 2985.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFQ8 2050-02-20 3.5 N/A 23842299.00 3606296.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM3X0 2052-01-01 2 N/A 1015.00 696.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLPR1 2051-08-01 2.5 N/A 1000.00 655.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5M30 2047-05-01 4 N/A 1000.00 204.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6WA9 2043-10-01 3.5 N/A 2016.00 446.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHFQ3 2051-02-01 2 N/A 1000.00 607.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG7G6 2051-02-01 4 N/A 1009.00 433.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMCD4 2051-10-01 2.5 N/A 1000.00 708.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBJE1 2051-03-01 4 N/A 7000.00 2494.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNUS9 2052-04-01 2.5 N/A 1000.00 675.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLDW3 2051-07-01 2 N/A 1024.00 661.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAB64 2035-01-01 3.5 N/A 1000.00 245.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0DS1 2052-08-01 4.5 N/A 1574.00 1248.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E2GG4 2042-01-01 3.5 N/A 16000.00 1154.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BWN2 2048-08-01 4.5 N/A 217000000.00 34945496.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFMD8 2050-11-01 2 N/A 1217.00 697.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HELK6 2048-02-01 4 N/A 19131.00 3222.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 773.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8D46 2050-07-01 3 N/A 1000.00 322.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMCN2 2051-10-01 3 N/A 1016.00 758.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7QR1 2047-09-01 4 N/A 3000.00 813.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFFM6 2048-03-01 4.5 N/A 2069.00 519.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMLV4 2051-11-01 2 N/A 1000.00 658.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEEJ7 2050-07-01 3.5 N/A 1024.00 555.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J84G5 2048-08-01 5.5 N/A 13997.00 1479.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHWK4 2054-07-01 6 N/A 1008.00 858.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKTJ9 2053-03-01 5.5 N/A 1000.00 924.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NVA0 2038-05-01 5.5 N/A 3060000.00 26622.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RAZ1 2054-10-01 5.784 N/A 19295872.00 18569853.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQB40 2052-06-01 4 N/A 1000.00 773.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X5WY4 2025-08-01 4 N/A 52262272.00 91909.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTS88 2045-07-01 4 N/A 16388.00 2976.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRHG9 2049-09-01 3.5 N/A 1000.00 311.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JLD7 2042-06-01 3.5 N/A 2087.00 247.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMP25 2051-09-01 3 N/A 3160.00 2307.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFNM7 2050-11-01 2 N/A 1271.00 673.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83G0 2050-10-01 3.5 N/A 1000.00 311.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ64 2051-11-01 2.5 N/A 1000.00 688.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JL6F1 2052-02-01 3.5 N/A 3060.00 2557.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVY0 2051-01-01 2 N/A 2000.00 1148.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKH80 2050-08-01 2 N/A 1000.00 480.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4G7 2052-01-01 2.5 N/A 1000.00 700.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LSME7 2042-05-01 4 N/A 1024.00 182.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXY89 2063-06-01 3.5 N/A 1055.00 862.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEPH2 2053-03-01 5.5 N/A 3051660.00 2149556.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGSP3 2053-11-01 6 N/A 1017.00 950.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQL52 2052-10-01 5.5 N/A 2000.00 1646.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQZX6 2052-12-01 4.5 N/A 1000.00 792.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ML5B6 2042-12-01 3 N/A 4008.00 834.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNTM4 2052-04-01 3.5 N/A 4027.00 2943.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD75 2052-07-01 3.5 N/A 3000.00 2365.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XFMP7 2034-01-01 4.5 N/A 17001.00 2984.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KLH47 2050-10-01 2.5 N/A 1000.00 526.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PNJ0 2036-08-20 5 N/A 2000.00 351.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYTM1 2040-06-01 3.5 N/A 1000.00 339.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKQ81 2047-04-01 4 N/A 16172.00 4205.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN7M8 2052-05-01 3.5 N/A 5000.00 3957.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GQ4E3 2047-08-01 3.5 N/A 1282.00 205.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNJP8 2037-03-01 2 N/A 1000.00 640.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCHX5 2048-05-01 4 N/A 1000.00 902.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNDV2 2052-05-01 3.5 N/A 9772464.00 7639464.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMQG3 2051-09-01 2.5 N/A 2000.00 1330.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DF70 2034-08-01 6 N/A 1814.00 15.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSTZ4 2053-08-01 5.5 N/A 4000.00 3677.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN3S9 2052-05-01 4 N/A 2000.00 1579.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRM83 2054-08-01 5 N/A 1000.00 977.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLBX0 2047-07-01 3.5 N/A 1603.00 245.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HEGJ5 2048-08-01 4 N/A 1000.00 497.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0WZ1 2053-11-01 6 N/A 1152.00 1084.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6MA8 2054-08-01 6 N/A 1010.00 1002.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5YJ8 2038-12-01 6 N/A 5033.00 4955.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCSA4 2048-06-01 4 N/A 1700000.00 357908.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y4LZ5 2043-06-01 3 N/A 1367.00 69.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334XRF8 2049-07-01 3.5 N/A 2037.00 1151.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 705.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GXXL0 2047-09-01 3 N/A 1693456.00 324877.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKJ82 2051-04-01 1.5 N/A 2119.00 1269.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQNF8 2052-10-01 4.5 N/A 1022.00 824.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRPN8 2053-07-01 5.5 N/A 35000000.00 32394509.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3EU3 2053-10-01 7 N/A 1000.00 792.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X5RD1 2043-09-01 4 N/A 4010.00 677.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRYE0 2053-08-01 6.5 N/A 1000.00 421.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPAG7 2051-06-01 2 N/A 1000.00 655.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7MB8 2046-07-01 4.5 N/A 12000.00 3606.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K8SU6 2050-03-01 3.5 N/A 1000.00 344.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYZX4 2051-10-01 3 N/A 4000.00 2772.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7QT6 2038-12-01 5.5 N/A 3169.00 86.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSP62 2053-07-01 5.5 N/A 1116.00 1036.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDRS2 2044-12-01 4.5 N/A 1000.00 166.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H6D89 2048-02-01 4.5 N/A 16010.00 3114.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNSY0 2052-08-01 4.5 N/A 50000000.00 41764847.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGU0 2041-01-01 4 N/A 2080.00 577.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDTV6 2050-06-01 2.5 N/A 1169.00 545.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6NB8 2054-01-01 6 N/A 3002.00 2762.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2S6 2050-09-01 3.5 N/A 1000.00 802.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRHS5 2053-02-01 5 N/A 1026.00 915.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCBA1 2047-06-01 4.5 N/A 1884462.00 1615515.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFND7 2050-11-01 1.5 N/A 1000.00 575.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR5Q2 2053-05-01 5.5 N/A 8228000.00 7424189.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADD65 2054-05-01 5.5 N/A 2018.00 2011.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP7F8 2037-08-01 3.5 N/A 1000.00 829.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH7A4 2046-10-01 3 N/A 49997312.00 16965745.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKMD7 2051-05-01 2.5 N/A 1012.00 629.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FS5L3 2032-02-01 3.5 N/A 5405000.00 658996.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCG1 2051-04-01 2 N/A 2747.00 1665.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCLX5 2053-02-01 5.5 N/A 4000.00 3702.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9WA9 2047-01-01 3.5 N/A 27017.00 4849.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR3V3 2053-04-01 4 N/A 4125.00 3518.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9XK4 2049-02-01 4.5 N/A 1026.00 259.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDT38 2050-06-01 2.5 N/A 1000.00 468.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJBH4 2052-08-01 5 N/A 4343600.00 3746055.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LXG86 2042-06-01 3.5 N/A 1024.00 152.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEB50 2050-07-01 2.5 N/A 1000.00 536.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNX65 2052-09-01 4.5 N/A 1000.00 885.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6VQ3 2054-11-01 5.5 N/A 3000.00 3058.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQWS0 2052-11-01 6.5 N/A 3000.00 2446.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YCZC3 2049-05-01 4.5 N/A 2000.00 659.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPKN7 2052-07-01 4.5 N/A 2000.00 1733.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHE6 2053-06-01 5 N/A 4000.00 3582.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8V90 2054-02-01 5.5 N/A 2000.00 1991.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQYY2 2043-11-01 3.5 N/A 61000000.00 10539656.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 97999.00 34991.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5T8 2050-04-01 4 N/A 12999.00 2509.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WHCR2 2054-07-01 6.5 N/A 1173828.00 1216827.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6U1 2052-05-01 3 N/A 2000.00 1497.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AHB63 2051-03-01 2 N/A 2000.00 1215.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNW3 2051-01-01 2 N/A 2627.00 1715.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7PC0 2051-04-01 2 N/A 1000.00 564.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMRE8 2053-09-01 6 N/A 1000.00 913.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMYF5 2054-02-01 6 N/A 9628800.00 9625741.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9TK6 2054-02-01 6 N/A 2006.00 2021.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJFE8 2051-03-01 2.5 N/A 1000.00 579.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPJ40 2052-06-01 5 N/A 12816368.00 10263782.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5Y9 2051-02-01 2.5 N/A 1000.00 571.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KA6L5 2051-07-01 2.5 N/A 1000.00 712.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6F47 2039-03-01 5 N/A 1000.00 850.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGN37 2051-01-01 1.5 N/A 223467776.00 132769722.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y32C4 2044-11-01 4 N/A 1000.00 166.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKUZ2 2053-06-01 5.5 N/A 2000.00 1456.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FMK54 2046-12-01 4 N/A 1000.00 541.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLYS9 2051-09-01 2 N/A 2000.00 1324.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHNC5 2051-03-01 2 N/A 1044.00 635.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFEL9 2050-10-01 2 N/A 1024.00 575.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSK4 2052-07-01 4 N/A 1000.00 799.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTAR1 2054-04-01 5.5 N/A 1000.00 975.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNEQ1 2052-02-01 2 N/A 1000.00 691.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGRB7 2051-03-01 2 N/A 2000.00 1086.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 24000.00 2599.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9MD0 2048-04-01 4 N/A 24000.00 3946.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUSE7 2054-09-01 6 N/A 1008.00 1014.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96E5 2054-02-01 5.5 N/A 1000.00 998.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNU59 2052-04-01 3 N/A 2032.00 1468.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMED2 2051-10-01 4 N/A 2003.00 1258.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142ACD22 2053-01-01 3.85 N/A 1687614.00 1395739.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5YZ5 2053-12-01 6.5 N/A 1000.00 1043.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7M56 2052-11-01 5 N/A 3000.00 2850.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPST5 2052-07-01 4.5 N/A 3000.00 2427.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLCU8 2051-07-01 2 N/A 2000.00 1366.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAL8 2051-10-01 3 N/A 1093.00 801.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPN50 2049-06-01 4.5 N/A 2397.00 611.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHRZ0 2033-08-01 3.5 N/A 1000.00 207.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DBY4 2036-03-01 5 N/A 1058.00 12.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQS4 2052-03-01 2.5 N/A 4000.00 2831.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQJA9 2037-02-01 2 N/A 1000.00 648.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK4X3 2051-06-01 2.5 N/A 1083.00 703.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBW4 2052-09-01 4.5 N/A 1000.00 816.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPWD5 2037-07-01 3.5 N/A 2000.00 1528.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9T94 2048-09-01 4 N/A 9994.00 821.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHV4 2054-08-01 6.5 N/A 2000.00 2053.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407CW37 2035-06-01 5.5 N/A 5191.00 74.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZF8 2051-09-01 3.5 N/A 1000.00 807.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPRD2 2052-12-01 6 N/A 1951000.00 1646240.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ2N7 2054-07-01 6.5 N/A 2010.00 2070.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M8BH5 2042-09-01 3.5 N/A 1000.00 179.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N52S2 2052-11-01 5.5 N/A 2001.00 1855.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHL55 2053-05-01 5 N/A 1000.00 787.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JSTM1 2049-07-01 3.5 N/A 4000.00 1391.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ME9 2053-10-01 6 N/A 3072.00 2891.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYF4 2052-12-01 5.5 N/A 25405856.00 20942009.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HNUL4 2048-07-01 4 N/A 15409392.00 3599993.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNUQ4 2052-08-01 4.5 N/A 1000.00 810.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWG9 2052-05-01 2.5 N/A 2000.00 1510.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QL6U5 2051-10-01 2 N/A 6000.00 4125.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKES0 2043-06-01 4 N/A 2016.00 154.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAMB3 2049-02-01 4.5 N/A 11485216.00 3512690.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JR4X6 2049-06-01 3.5 N/A 1001.00 252.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3HE4 2051-03-01 2.5 N/A 2028.00 992.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKH7 2052-10-01 5 N/A 1008.00 912.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXZC9 2063-06-01 4.5 N/A 1041.00 937.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N3E6 2048-03-01 4 N/A 9386.00 1797.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JUV92 2049-05-01 4.5 N/A 1000.00 649.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHW24 2054-07-01 5.5 N/A 1012.00 1004.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEJ8 2052-08-01 4 N/A 3000.00 2479.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5JD7 2052-11-01 5.5 N/A 4000.00 3229.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAWL0 2049-04-01 5 N/A 2053.00 812.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUHS8 2054-09-01 6 N/A 2015.00 2052.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DDX4 2036-04-01 5.5 N/A 4131.00 37.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404AD27 2033-11-01 4.5 N/A 1052.00 38.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL83 2052-03-01 2.5 N/A 1000.00 750.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKPY8 2051-05-01 2.5 N/A 1039.00 597.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RDH9 2035-04-01 6 N/A 1000.00 11.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF6N4 2050-12-01 2 N/A 1075.00 625.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKNG9 2051-05-01 2.5 N/A 3000.00 1908.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ2P2 2054-06-01 6.5 N/A 1010.00 1042.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXH23 2052-10-01 4.5 N/A 2000.00 1536.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBZP6 2049-10-01 3.5 N/A 2356.00 943.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKN46 2051-05-01 2 N/A 1138.00 717.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LSCT1 2051-07-01 3.5 N/A 1000.00 784.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NNY58 2053-09-01 6.5 N/A 4014.00 4074.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYY2 2050-09-01 2.5 N/A 1000.00 571.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAQ0 2052-05-01 4 N/A 1000.00 775.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMAA6 2052-04-01 3 N/A 3000.00 2259.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNA86 2052-03-01 2.5 N/A 1000.00 706.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVZ5 2052-11-01 5 N/A 1000.00 877.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZW9 2051-09-01 2 N/A 1230.00 831.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YKNE9 2045-03-01 3 N/A 1000.00 171.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLAS2 2047-07-01 4 N/A 16000.00 4374.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H64N6 2048-05-01 4 N/A 1000.00 323.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRGM9 2053-02-01 6 N/A 1008.00 859.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QST27 2053-08-01 5.5 N/A 4544672.00 4236725.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKEG9 2051-03-01 1.5 N/A 1000.00 679.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L05D5 2051-02-01 2 N/A 1000.00 533.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPAV1 2047-05-01 4 N/A 1000.00 108.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GWYU1 2047-08-01 4 N/A 2028.00 329.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A1GX4 2050-01-01 3.5 N/A 4001.00 1887.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MPSE6 2042-11-01 3 N/A 5440.00 912.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWY30 2054-10-01 5.5 N/A 2000.00 1992.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RJV2 2035-07-01 5 N/A 26989.00 313.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSEG2 2053-06-01 5 N/A 3000.00 2772.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNDE9 2052-02-01 3 N/A 2000.00 1499.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJJE5 2053-05-01 5.5 N/A 1252390.00 957159.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRD3 2050-11-01 2 N/A 1024.00 588.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2PU1 2051-02-01 2 N/A 7000.00 4251.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZ43 2052-10-01 4.5 N/A 2500.00 2179.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUPY7 2054-11-01 5.5 N/A 1008.00 1011.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFMU0 2050-11-01 2 N/A 1576.00 919.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6DR4 2043-04-01 3.5 N/A 3000.00 545.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLMH8 2053-02-01 6 N/A 1008.00 811.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVP6 2053-08-01 5.5 N/A 1013.00 934.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQF1 2053-07-01 6 N/A 1000.00 915.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFK99 2050-11-01 2 N/A 1227822.00 694084.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371J4M3 2031-04-01 6.5 N/A 71888739.00 43031.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGW42 2054-08-01 5 N/A 1000.00 985.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACJV6 2054-05-01 6.5 N/A 3805952.00 3916957.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGPJ0 2051-01-01 2 N/A 1268.00 738.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8U22 2053-01-01 5 N/A 3103.00 2548.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQD69 2054-07-01 5.5 N/A 2496364.00 2477738.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6GR2 2048-09-01 4 N/A 1000.00 94.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSV8 2054-08-01 6.5 N/A 1000.00 1037.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1MP9 2041-12-01 4 N/A 3073.00 319.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QA3M0 2049-05-01 4 N/A 11004.00 1150.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6TA2 2051-04-01 2 N/A 1000.00 542.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVML6 2053-05-01 4.5 N/A 21049856.00 17824621.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMFQ2 2036-10-01 2 N/A 1342.00 851.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFD5 2046-11-01 3 N/A 1000.00 251.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9NJ5 2054-04-01 6 N/A 1024.00 988.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTRP3 2043-06-01 3 N/A 494309376.00 95165087.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSWM9 2054-09-01 6.5 N/A 1268388.00 1312921.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YUHP9 2045-09-01 4 N/A 16441.00 2985.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQUN3 2052-11-01 5.5 N/A 4000.00 3422.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQCU0 2053-08-01 6 N/A 1000.00 1018.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8C96 2050-09-01 3 N/A 1000.00 422.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBQS3 2053-03-01 5 N/A 2000.00 1269.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NYHF5 2043-02-01 3.5 N/A 3072.00 549.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFEE5 2050-10-01 2 N/A 1026.00 605.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEVM5 2047-10-15 3.5 N/A 1000.00 830.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y2E66 2034-10-01 3.5 N/A 2001.00 526.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKBM9 2051-04-01 3 N/A 5000.00 2990.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YJGS9 2031-05-01 4 N/A 1001.00 304.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYTM5 2051-10-01 2 N/A 1543.00 1078.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371G2Z2 2028-07-01 7.5 N/A 50000000.00 51949.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9AA8 2054-02-01 7 N/A 4004.00 3765.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E2LH6 2042-01-01 3.5 N/A 1002.00 153.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 589.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFP8 2051-04-01 2.5 N/A 1793.00 1138.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8MR1 2046-11-01 4 N/A 1001.00 292.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFN4 2050-10-01 2.5 N/A 1216.00 632.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4T8 2052-01-01 2.5 N/A 2009.00 1344.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEVD1 2050-09-01 2.5 N/A 1024.00 542.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HL76 2034-03-01 5.5 N/A 5381.00 45.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFH85 2050-10-01 2 N/A 5440152.00 2979982.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A84J8 2054-02-01 6.5 N/A 1002.00 826.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131YAWS5 2049-03-01 4.5 N/A 2017.00 454.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJYB7 2029-08-01 3 N/A 1001.00 198.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRC5 2050-11-01 2 N/A 1044.00 654.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNR8 2053-07-01 6 N/A 1000.00 927.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHHZ1 2051-02-01 2 N/A 1101.00 675.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E4AA5 2045-12-01 3.5 N/A 3925000.00 617541.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG4V6 2051-02-01 2 N/A 68478848.00 41516152.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNP80 2052-08-01 4 N/A 100000000.00 79043887.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPKV9 2047-06-01 4 N/A 1001.00 158.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNFD9 2052-02-01 2.5 N/A 2000.00 1344.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFYQ6 2050-11-01 2 N/A 3072.00 1751.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EY4J7 2046-03-01 4.5 N/A 13999.00 3407.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9H89 2048-07-01 4.5 N/A 33000.00 3077.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H8ZB4 2048-08-01 4 N/A 2034.00 479.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNWN8 2052-04-01 2.5 N/A 6000.00 4345.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APL69 2054-09-01 6 N/A 3149492.00 3205406.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EES5 2052-05-01 4 N/A 1000.00 772.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFC6 2052-06-01 4 N/A 1348.00 1123.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEG78 2054-06-01 5.5 N/A 1218744.00 1213742.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJLB6 2050-06-01 2.5 N/A 2000.00 1037.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDEM2 2050-04-01 3 N/A 1000.00 414.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHJS5 2051-02-01 2 N/A 6001.00 3028.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5QK8 2043-01-01 4.5 N/A 1000.00 191.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNAZ3 2049-04-01 3.5 N/A 8904.00 2697.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTH48 2052-09-01 4.5 N/A 3002.00 2448.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9QC5 2029-12-01 3.5 N/A 1001.00 91.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCL5 2051-10-01 3.5 N/A 1000.00 566.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLV86 2051-09-01 2.5 N/A 1000.00 712.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JADN5 2049-02-01 5 N/A 8001.00 1940.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSG88 2053-06-01 5.5 N/A 53921120.00 47524638.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEXS9 2053-04-01 6 N/A 1164310.00 1050016.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHTX0 2027-02-01 3.5 N/A 1000.00 21.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 1000.00 772.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ACKY3 2050-11-01 2 N/A 4000.00 2318.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DURM1 2054-11-01 4.5 N/A 1000.00 958.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAT65 2054-04-01 5.5 N/A 1000.00 990.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNP2 2054-05-01 5.5 N/A 4116.00 4056.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FBHK9 2046-07-01 3.5 N/A 4004.00 1653.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2C48 2053-05-01 4.5 N/A 1086698.00 1022877.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C65G0 2053-06-01 5 N/A 1000.00 961.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEJ52 2050-08-01 2.5 N/A 1056.00 426.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFW3 2046-11-01 3.5 N/A 1000.00 130.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM6S8 2052-01-01 3.5 N/A 2000.00 1373.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL75 2052-03-01 2.5 N/A 1000.00 733.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGZH6 2053-05-01 5.5 N/A 4980.00 4905.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSSY8 2038-06-01 3.5 N/A 4000.00 3214.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7B5 2050-09-01 2 N/A 1000.00 506.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWP8 2043-07-01 4 N/A 1000.00 207.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH7C0 2046-10-01 3.5 N/A 60080384.00 19854001.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CN3H3 2054-02-01 6 N/A 3949264.00 4016781.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRVU5 2045-01-01 3.5 N/A 1024.00 282.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFDV5 2054-07-01 6 N/A 1000.00 1020.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EX8 2054-01-01 6.5 N/A 2000.00 1672.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6CC6 2051-04-01 2.5 N/A 1000.00 615.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X8XC0 2028-10-01 3 N/A 2000.00 208.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 2000.00 1397.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRKP8 2053-06-01 6.5 N/A 1008.00 797.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ3Y9 2052-12-01 6 N/A 1000.00 936.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLT30 2036-08-01 2 N/A 1000.00 589.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKUN3 2047-05-01 4 N/A 1000.00 180.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR2V4 2053-05-01 5.5 N/A 1000.00 924.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGLU6 2046-02-01 3.5 N/A 1000.00 236.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QG5R4 2051-02-01 2.5 N/A 1000.00 524.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDLT9 2050-05-01 3.5 N/A 2106.00 1085.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QELU4 2050-08-01 2.5 N/A 1000.00 440.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8ZJ5 2048-06-01 4.5 N/A 1211.00 340.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E1K30 2042-02-01 3.5 N/A 126767360.00 8590237.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8JB5 2053-03-01 6 N/A 3650012.00 3641150.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMY33 2051-09-01 2 N/A 1000.00 657.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLEZ3 2042-11-01 3.5 N/A 16000.00 2904.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1WP8 2053-09-01 7 N/A 1001000.00 861147.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9C68 2048-06-01 4 N/A 102854656.00 10774975.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFES4 2050-10-01 2 N/A 1024.00 592.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W4CS8 2043-02-01 3 N/A 1025.00 213.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7RF2 2031-08-01 4.5 N/A 933930.00 47382.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MPL5 2036-01-01 5.5 N/A 3400000.00 52578.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQFG5 2054-07-01 5.5 N/A 1025.00 975.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6NB4 2052-11-01 5.5 N/A 2000.00 1750.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJFY4 2050-07-01 3.5 N/A 2000.00 1488.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPUR9 2053-08-01 5.5 N/A 2000.00 1962.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFMF0 2045-09-01 4 N/A 4190.00 733.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5B47 2051-03-01 2 N/A 1000.00 598.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNFK3 2052-02-01 2.5 N/A 2000.00 1359.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLYR3 2053-07-01 5.5 N/A 1055.00 1004.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGF21 2053-05-01 5 N/A 3000.00 2632.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CJ7 2037-08-01 4 N/A 4000.00 2762.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXZN5 2052-04-01 3.5 N/A 1008.00 816.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMD4 2052-08-01 3 N/A 1000.00 738.24 Agency 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Rating A-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 1450000000.00 1450000000.00 0.0053 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. 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Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQU23 2054-03-25 5.95682 N/A 6053247.00 5433187.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XGWS4 2052-05-01 3.5 N/A 880773.00 660661.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M9UQ5 2044-10-01 4 N/A 323627.00 54887.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSP5 2039-11-01 2.5 N/A 1060.00 191.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDAT3 2034-02-01 5.5 N/A 1673873.00 840454.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTUD3 2054-11-25 0 N/A 24597100.00 25222825.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFUG4 2052-02-01 2.5 N/A 94000.00 63904.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRCZ4 2053-01-01 6 N/A 14017976.00 12967230.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQJA1 2054-10-01 5 N/A 7615397.00 7449706.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB93 2051-07-01 3.5 N/A 88550.00 35981.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJSM1 2047-01-01 3 N/A 100000.00 30412.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKWN8 2052-01-25 2.5 N/A 1000.00 615.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XGU98 2052-02-01 3 N/A 3180003.00 2384377.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGDZ5 2054-07-01 6 N/A 1172500.00 1183678.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M34Z0 2052-02-01 3 N/A 60000.00 38320.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEPY2 2050-08-01 3 N/A 175001.00 73408.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPYK4 2045-07-01 3.5 N/A 60246912.00 10665167.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQR95 2054-10-01 6 N/A 1452173.00 1482008.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CP1 2050-03-01 3 N/A 100000.00 34143.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6PM9 2054-08-01 7 N/A 3149130.00 3011709.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQTM5 2049-09-01 3 N/A 925000.00 338085.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NQR0 2038-12-01 6 N/A 1749075.00 78323.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAJ25 2049-03-01 5 N/A 205000.00 38557.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD83 2052-07-01 4 N/A 36000.00 29282.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 6.15682 N/A 25656704.00 21224342.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31377TP26 2033-12-01 5.8 N/A 390000.00 206698.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD26 2052-06-01 3.5 N/A 8000.00 6253.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6UD1 2045-10-01 3.5 N/A 4093369.00 1578244.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WQ4 2049-08-01 5.5 N/A 17217110.00 4245076.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7PU9 2051-11-01 2 N/A 23164860.00 14764206.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHK55 2052-06-01 4.5 N/A 48012928.00 38288827.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXTT9 2061-09-01 3 N/A 100000.00 71150.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ3Y9 2052-12-01 6 N/A 2953315.00 2765470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQA23 2052-06-01 3 N/A 926886.00 778262.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NK4E8 2053-06-01 5.5 N/A 182001.00 167510.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRUP6 2053-03-01 5.5 N/A 664972.00 607654.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGVR5 2051-01-01 2 N/A 58809984.00 35147174.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6R2 2050-03-01 4.5 N/A 70000.00 25640.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X86H5 2050-08-01 3 N/A 248000.00 78553.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRKD8 2054-03-25 5.70682 N/A 34486802.00 30641020.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BADC2 2052-04-01 2.5 N/A 14019646.00 9236232.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YVN5 2039-11-01 7 N/A 2832487.00 45950.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXGB5 2052-08-01 5 N/A 14552912.00 12500040.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNNW9 2052-07-01 5 N/A 100001.00 81955.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHP25 2036-03-01 2.5 N/A 500000.00 284335.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFF4 2049-09-01 2.5 N/A 7889000.00 1406399.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 52000.00 28260.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7QT3 2031-04-01 4.5 N/A 803000.00 33770.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417XCV9 2040-02-01 5.5 N/A 5907000.00 312579.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC6P8 2051-09-01 2.5 N/A 100000.00 61226.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGP62 2047-04-01 3 N/A 8266273.00 6550098.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAXN9 2037-04-01 2 N/A 1377807.00 891468.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APCD4 2054-09-01 5.5 N/A 507494.00 509336.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GVPY5 2047-08-01 3.5 N/A 465000.00 73093.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW2Q4 2054-10-01 6 N/A 1230292.00 1249037.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CN8 2037-09-01 3.5 N/A 3000.00 2164.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F3A81 2046-04-01 3.5 N/A 355000.00 54349.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFTF8 2052-02-01 2.5 N/A 1501000.00 1054775.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQR4 2034-02-01 4.5 N/A 3000.00 448.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 37525660.00 32367873.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNBF9 2051-11-01 2.5 N/A 100000.00 68095.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0ZX1 2048-07-01 4 N/A 995413.00 49555.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKU3 2052-11-01 5 N/A 129794602.00 110384675.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283YMU9 2031-03-01 8 N/A 4284.00 73.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBMG2 2050-09-01 3.5 N/A 660000.00 245127.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KX71 2037-11-01 6 N/A 1108850.00 33104.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKZ24 2047-06-01 4.5 N/A 295469.00 43918.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQGE9 2052-09-01 5.5 N/A 967539.00 798773.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHC3 2053-08-01 5 N/A 196338.00 179612.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJW66 2052-03-01 2.5 N/A 1800000.00 1311606.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACK36 2054-05-01 5.5 N/A 74100.00 70422.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNWD2 2052-06-01 3 N/A 80000.00 66112.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTX8 2050-07-20 3 N/A 1909651.00 649776.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y63T9 2042-01-01 4 N/A 17070000.00 3268336.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAH4 2050-08-01 3 N/A 68812.00 45191.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APHV9 2054-09-01 6 N/A 2779861.00 2828998.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ7B8 2054-08-01 6.5 N/A 1155245.00 1205337.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWLD7 2045-07-01 3.5 N/A 6694440.00 1434763.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CVK8 2042-08-01 3.5 N/A 2474324.00 192872.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6UE9 2049-05-01 3.5 N/A 8751712.00 2515242.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRJC0 2033-03-01 2 N/A 2863592.00 2701726.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCJN9 2051-08-01 2 N/A 100000.00 65642.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHK84 2054-07-01 5.5 N/A 1161757.00 1165447.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDF0 2054-03-01 7 N/A 7022540.00 7305067.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWP0 2050-11-01 2.5 N/A 1000.00 671.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5S20 2050-01-01 4 N/A 338000.00 77828.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APQ92 2041-09-01 4.5 N/A 14002350.00 1405928.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJJF1 2052-10-01 5.5 N/A 1822976.00 1457717.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCU5 2051-12-01 2.5 N/A 61000.00 41554.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDAC1 2053-04-01 4.5 N/A 2408915.00 2105693.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GWJN4 2047-08-01 4 N/A 11845406.00 2850415.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDX92 2051-11-01 3 N/A 1000000.00 638787.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJ5M6 2047-03-01 3.5 N/A 199000.00 40563.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LTPD0 2041-06-01 2.5 N/A 4340000.00 2572332.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYB7 2052-08-01 5 N/A 2026763.00 1674989.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKNV6 2051-05-01 2.5 N/A 100000.00 61924.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZF6 2054-07-01 5.5 N/A 5452279.00 5238442.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRLM3 2053-02-01 5.5 N/A 1116260.00 969923.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WNYB2 2047-06-01 4.5 N/A 4783760.00 1306573.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLY44 2053-06-01 5.5 N/A 8617752.00 7670118.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNP83 2052-05-01 3.5 N/A 100000.00 71101.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY55 2031-05-01 1.5 N/A 1530000.00 741529.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQB1 2052-03-01 2 N/A 695000.00 480087.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KP7D9 2051-02-01 2 N/A 2000000.00 1234521.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQF8 2052-07-01 3.5 N/A 5000.00 4053.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0A93 2052-07-01 2.5 N/A 2000.00 1569.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCVF2 2050-01-01 4.5 N/A 446149.00 224158.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBS5 2052-07-01 5 N/A 100000.00 75674.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFP59 2054-05-01 7 N/A 1125215.00 1175112.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LT71 2036-05-15 6 N/A 12907345.00 640677.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GVN76 2047-08-01 3.5 N/A 305000.00 61324.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFS47 2043-08-25 3.5 N/A 7959008.00 1026472.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XCR64 2048-03-01 3.5 N/A 1241280.00 358773.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMZZ4 2052-08-01 5 N/A 443219.00 354429.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELX6 2052-12-01 5 N/A 140894216.00 120943947.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMCQ5 2051-10-01 3 N/A 375000.00 246372.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8AZ0 2050-10-01 2 N/A 107848.00 62838.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDT7 2052-05-01 3.5 N/A 150000.00 115468.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDR24 2051-11-01 2.5 N/A 100000.00 67897.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMVA6 2054-09-01 5 N/A 1218580.00 1207328.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMK37 2041-11-01 2.5 N/A 376000.00 264313.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUHU4 2052-04-01 2.5 N/A 20496.00 17346.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLME5 2053-02-01 6.5 N/A 10940890.00 9056152.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGM4 2053-05-01 4.5 N/A 80634.00 68944.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3W3 2049-09-01 4.5 N/A 500000.00 73469.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JV6C1 2049-07-01 4.5 N/A 39999.00 6466.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6CG4 2050-04-01 3.5 N/A 100000.00 33889.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQE9 2054-05-01 6.5 N/A 296386.00 298972.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LWC2 2047-09-01 3 N/A 100000.00 30990.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLAZ1 2053-04-01 5 N/A 16162661.00 14567664.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJZY2 2050-08-01 3.5 N/A 58000.00 44726.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU6Z7 2046-05-01 3 N/A 97284.00 25703.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALC27 2054-08-01 6 N/A 13165654.00 12687738.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAV0 2031-12-01 3.5 N/A 5650000.00 312745.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJT94 2052-04-01 3 N/A 731000.00 562327.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHV4 2054-08-01 6.5 N/A 116817.00 119961.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRU1 2054-08-01 6 N/A 1466765.00 1490654.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FA3 2038-10-01 5.5 N/A 18000.00 14219.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1V87 2053-09-01 6 N/A 1666181.00 1480552.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5GY3 2049-11-01 3 N/A 2000000.00 792757.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS6G5 2054-10-25 5.90682 N/A 14963096.00 14701848.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C9N82 2053-08-01 5.5 N/A 6768090.00 6434894.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NP67 2038-11-01 5.5 N/A 2340203.00 155750.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L73E0 2051-04-01 2.5 N/A 90000.00 59088.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMSM1 2052-04-01 3.5 N/A 3842910.00 3074273.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF32 2053-01-01 4 N/A 65000.00 55382.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 106000.00 77619.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZG2 2048-08-01 3.5 N/A 168970.00 17273.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS47 2048-01-01 3.5 N/A 357999.00 52803.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMBB8 2033-01-01 3.24 N/A 1414.00 1141.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQK1 2052-06-01 2 N/A 35000.00 26793.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HCH62 2054-04-25 5 N/A 9858898.00 9711643.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KPUH9 2052-08-01 4.5 N/A 95000.00 77735.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKQF5 2047-04-01 4 N/A 200000.00 34195.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283H6N0 2035-02-01 6 N/A 27553.00 302.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MW2U9 2053-04-01 5.5 N/A 533187.00 515112.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5GE0 2051-04-01 2.5 N/A 100000.00 55580.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZC4 2054-07-01 7.5 N/A 26149662.00 27696444.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNGN7 2047-04-01 3.5 N/A 257991.00 80708.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKA62 2054-08-01 6 N/A 1034578.00 1064380.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LWSS1 2042-06-01 3.5 N/A 1125000.00 80864.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFZW3 2037-05-01 4.5 N/A 1118.00 0.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XC6C7 2051-10-01 2.5 N/A 100000.00 66643.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLK0 2046-11-01 3.5 N/A 8804385.00 7188053.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X65C1 2049-05-01 4 N/A 200000.00 62896.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 1751002.00 440775.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFLN9 2052-01-01 3 N/A 74000.00 50807.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 68000.00 53408.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F3J33 2046-08-01 3 N/A 632446.00 251921.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLRF5 2051-08-01 2.5 N/A 61248.00 39679.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHV8 2051-02-01 2 N/A 5366900.00 3801290.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBU6 2051-06-01 2.5 N/A 6000.00 3711.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYE1 2047-07-01 5 N/A 260688.00 185450.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4M60 2049-05-01 4 N/A 19034176.00 3315815.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7M89 2050-05-01 3.5 N/A 252000.00 59427.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGF3 2034-10-01 2.5 N/A 348000.00 58610.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ88 2050-07-01 2.5 N/A 150000.00 56342.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLHK7 2053-02-01 6.5 N/A 964404.00 833382.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJFU4 2051-10-25 2 N/A 770830.00 376808.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418DPE6 2050-05-01 3 N/A 4000.00 1077.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0A85 2052-07-01 3 N/A 64000.00 51143.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7FZ0 2051-04-01 2.5 N/A 60000.00 31172.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCE1 2052-01-01 2 N/A 100000.00 69428.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRT6 2052-07-01 4.5 N/A 2783060.00 2264615.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8C94 2048-01-01 3.5 N/A 11000.00 3361.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRJJ3 2053-02-01 4 N/A 5000.00 4327.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDS9 2052-05-01 3 N/A 9000.00 6795.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8HC4 2034-11-01 3 N/A 146000.00 46186.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQTM7 2052-11-01 6 N/A 846823.00 713033.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKM3 2050-06-01 3.5 N/A 154000.00 51911.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA4W9 2050-01-01 3.5 N/A 6000.00 2690.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A92U3 2054-03-01 7 N/A 1369186.00 1381595.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJBW7 2054-07-01 5.5 N/A 1570752.00 1555985.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411AZS7 2036-11-01 6 N/A 2763552.00 74099.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEF6 2052-08-01 2.5 N/A 3000.00 2277.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUHK5 2054-04-01 5.5 N/A 7263081.00 6868059.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9QD6 2048-09-01 4.5 N/A 200000.00 37139.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCXQ6 2051-10-01 2.5 N/A 1000000.00 664945.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406KL57 2035-03-01 6 N/A 1205450.00 45408.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415SYL0 2038-09-01 5.5 N/A 66155000.00 548918.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EA7M3 2042-03-01 4 N/A 393166.00 57572.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHXL6 2052-07-01 3.5 N/A 51983.00 40778.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGLT4 2051-12-01 3.5 N/A 100000.00 69866.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3TS6 2052-02-01 2 N/A 100000.00 64994.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KA6L5 2051-07-01 2.5 N/A 78000.00 55597.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANFX2 2039-08-01 5 N/A 2550337.00 2342816.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN5J8 2052-04-01 2.5 N/A 23822.00 17408.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSQV9 2053-09-01 6.5 N/A 1930303.00 1827882.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNVN9 2052-04-01 4 N/A 12988000.00 10114505.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2G1 2047-08-01 4 N/A 1056931.00 869817.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9SH3 2050-02-01 3 N/A 100000.00 43281.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLD60 2051-07-01 2.5 N/A 3637000.00 2355225.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMET9 2033-08-01 3.5 N/A 8536235.00 6592330.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTWK1 2044-01-01 6.5 N/A 2712744.00 2378061.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJKC1 2054-08-01 6 N/A 3055145.00 3109514.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF5X5 2036-04-01 2.5 N/A 1500000.00 808077.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DD2 2048-06-01 4.5 N/A 18413913.00 3955972.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHG66 2051-02-01 2 N/A 100000.00 61021.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5LR6 2052-02-25 2 N/A 14053900.00 8733833.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWMA8 2054-08-01 5.5 N/A 4290537.00 4199024.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6K1 2054-06-01 5.5 N/A 225198.00 220688.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3K1 2052-08-01 5 N/A 4184463.00 3063995.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFG3 2052-11-01 5 N/A 11000.00 9391.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDY42 2051-12-01 2 N/A 56022.00 38070.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXAB2 2050-12-01 2.5 N/A 100000.00 55951.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTSR6 2045-07-01 3.5 N/A 108650720.00 9940796.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQUD5 2052-11-01 4.5 N/A 80000.00 68726.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNXN7 2052-04-01 4 N/A 100000.00 69331.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGC98 2042-03-01 2.5 N/A 975998.00 680341.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNTZ6 2047-06-01 3.5 N/A 95000.00 32044.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHAH0 2051-07-01 3.5 N/A 899000.00 605604.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKMC1 2052-08-01 3.5 N/A 100000.00 77982.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AKJH4 2051-04-01 2 N/A 100000.00 53582.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFMR7 2050-02-01 4.5 N/A 855172.00 522969.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBQM5 2036-05-01 1.5 N/A 678209.00 402869.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUJC1 2054-04-01 6.5 N/A 2578680.00 2404828.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNS6 2053-07-01 6 N/A 14869281.00 13628582.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WFM9 2039-07-01 7.5 N/A 944664.00 126050.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS5M9 2053-09-01 7 N/A 11811359.00 10370775.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCY78 2053-03-01 4.5 N/A 1212965.00 467929.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHT3 2053-07-01 5.5 N/A 63000.00 56858.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAH6 2050-11-01 3 N/A 4000.00 1522.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9TQ0 2032-05-01 4 N/A 790000.00 67668.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFGB1 2052-01-01 2.5 N/A 46623.00 33126.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4W51 2049-08-01 3.5 N/A 253000.00 36816.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAUR1 2049-10-01 4 N/A 2969332.00 1373430.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN3C4 2052-05-01 3 N/A 1100000.00 818160.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDJR6 2050-05-01 3.5 N/A 12136909.00 5816856.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGQ44 2052-03-01 3 N/A 77000.00 56630.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KE6S2 2050-06-01 3 N/A 1551566.00 910178.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9SP2 2052-12-01 6 N/A 5340476.00 4026056.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMAK7 2054-08-01 6 N/A 6475856.00 6160701.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWZ31 2037-04-01 2.5 N/A 12000.00 8500.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9ZS7 2040-06-01 3 N/A 2548193.00 845305.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFS7 2052-12-01 5.5 N/A 762118.00 655818.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFA0 2052-05-01 3.5 N/A 42500.00 32828.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3JY3 2053-05-01 3 N/A 6000.00 4845.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMMU5 2051-11-01 3 N/A 60000.00 40712.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCYC6 2051-09-01 2.5 N/A 73000.00 49273.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE41 2052-10-01 3.5 N/A 4000.00 3246.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7SR9 2047-10-01 3.5 N/A 39207611.00 11844064.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4RF5 2049-08-01 5 N/A 2015000.00 602929.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFC7 2051-04-01 2.5 N/A 903030.00 571794.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMN46 2048-01-25 2 N/A 6233043.00 4678771.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NAW82 2038-02-01 5 N/A 1375638.00 1004405.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFJ6 2034-09-01 3 N/A 1182003.00 152922.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMC5 2035-06-01 3.5 N/A 1000.00 238.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2P4 2044-01-01 7.5 N/A 2564114.00 1623753.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXL5 2046-12-01 2.5 N/A 86246.00 56254.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAS85 2052-05-01 4 N/A 106000.00 67804.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335B4D5 2044-01-01 3.5 N/A 150000.00 36612.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTR9 2048-11-01 3.5 N/A 2696907.00 2169292.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUZ2 2053-08-01 5 N/A 78000.00 72713.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVB5 2054-08-01 5.5 N/A 960432.00 958136.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RC32 2027-05-01 3 N/A 4458.00 130.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJYT1 2046-09-01 3 N/A 301000.00 49932.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JABJ6 2038-11-01 4.5 N/A 3000.00 602.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARXF7 2051-09-01 2.5 N/A 14199260.00 9072839.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQF1 2053-07-01 6 N/A 200000.00 183057.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDYE0 2050-11-01 3.5 N/A 1449000.00 939166.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7UA5 2047-07-01 4 N/A 4495000.00 1299330.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6C24 2037-11-01 4 N/A 40000.00 28574.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KCZC4 2036-07-01 6 N/A 11298.00 132.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBW8 2053-11-01 5 N/A 20033383.00 18769534.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG92 2052-05-01 4 N/A 100000.00 81320.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACKX0 2054-05-01 6.5 N/A 2870485.00 2958641.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AV2Z1 2047-04-25 3.5 N/A 7000000.00 7791107.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSGB1 2053-06-01 6.5 N/A 4526254.00 4348198.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WD5U1 2045-02-01 3.5 N/A 2513876.00 384334.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPKM9 2052-07-01 4.5 N/A 1325602.00 1028756.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLG6 2051-11-01 2.5 N/A 65229.00 46732.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSVV0 2053-08-01 6 N/A 5041573.00 4627090.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSN81 2047-09-01 4 N/A 113814.00 36215.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2K1 2052-04-01 2.5 N/A 10073.00 7836.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5B2 2054-04-01 4 N/A 18000.00 16288.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LQ21 2047-08-01 3 N/A 225000.00 53334.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5D0 2036-10-01 2.5 N/A 2600000.00 1490495.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AXVT6 2051-11-01 2 N/A 100000.00 69550.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKCW6 2051-04-01 2 N/A 12743019.00 7772070.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ6K6 2052-04-01 2.5 N/A 100000.00 68615.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHYF7 2052-08-01 4 N/A 25358295.00 19228529.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNNT5 2052-03-01 2 N/A 101025.00 68408.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418A3V8 2043-11-01 4.5 N/A 200000.00 34605.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KSDB5 2053-10-01 6 N/A 821093.00 795630.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUQU3 2054-05-01 4.5 N/A 157317.00 139324.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ANZ7 2033-01-01 3 N/A 2068739.00 249311.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBZ7 2052-09-01 4.5 N/A 31000.00 26736.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KULR1 2050-12-01 2.5 N/A 100000.00 43841.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFRE8 2045-09-01 3.5 N/A 63168448.00 10575951.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBRQ5 2051-06-01 3 N/A 1362000.00 828741.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGDX5 2053-05-01 5 N/A 15713939.00 13768005.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7RU6 2052-12-01 4 N/A 6000.00 4834.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 966000.00 790571.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 11000.00 7684.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 18000.00 15929.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3CA9 2054-03-01 6.5 N/A 464236.00 416017.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQGM2 2052-12-01 5.5 N/A 151616.00 128365.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRMR3 2054-09-01 5.5 N/A 8649.00 8633.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8C21 2050-10-01 2 N/A 100000.00 55864.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 24000.00 18628.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCQ4 2051-11-01 3 N/A 57805.00 37485.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJJJ8 2054-07-01 6.5 N/A 43756.00 45227.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKH80 2050-08-01 2 N/A 2000.00 961.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAG8 2050-11-01 2.5 N/A 4000.00 1850.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL2S5 2051-05-01 2.5 N/A 137628.00 80190.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRJV0 2054-03-25 5 N/A 3490814.00 3478726.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XAY55 2051-01-01 4 N/A 89999.00 29331.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTHD4 2053-11-01 6.5 N/A 32257070.00 30482289.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AZA9 2028-09-01 3.5 N/A 3125394.00 264334.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ7A0 2054-08-01 6.5 N/A 2087096.00 2155634.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN3Z5 2054-02-01 5.5 N/A 2201089.00 2026362.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419KDX0 2040-11-01 4 N/A 1038337.00 116101.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU4Q9 2046-04-01 3 N/A 193000.00 32107.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M4MG0 2051-12-01 2.5 N/A 4044612.00 2879034.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKPM4 2047-01-01 3 N/A 100000.00 39101.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKK24 2050-11-01 2.5 N/A 138001.00 76638.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6C99 2037-12-01 3.5 N/A 1000.00 738.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUTP1 2054-06-01 4.5 N/A 7127493.00 6731656.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS7K1 2053-07-01 5.5 N/A 15195283.00 14212802.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4X0 2050-01-01 3.5 N/A 14000.00 2220.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW5X8 2037-12-01 5 N/A 69104.00 54032.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7FN4 2049-06-01 3.5 N/A 9480180.00 2100922.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPNH4 2049-06-01 4 N/A 125000.00 30151.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCCK8 2053-06-01 4.912 N/A 26053916.00 22585003.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VB78 2035-02-01 5 N/A 8995000.00 292888.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEQK4 2038-03-01 4.5 N/A 1398401.00 966493.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBE8 2053-10-01 5.5 N/A 2993464.00 2864954.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6K6 2050-07-01 3 N/A 9000.00 2671.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN3W7 2054-09-01 6 N/A 3432288.00 3491157.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG5D2 2054-07-01 6.5 N/A 3546756.00 3550005.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPZK6 2052-08-01 4.5 N/A 51101.00 42499.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 1084083.00 929093.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BQGV5 2053-09-25 5.75682 N/A 1487680.00 1322964.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133WDFY3 2054-06-01 5.5 N/A 1959094.00 1962976.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 719.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPNC8 2052-06-01 3.5 N/A 17000.00 12926.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHPF2 2050-07-01 3 N/A 100000.00 49630.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERP79 2031-07-01 3 N/A 1000000.00 161922.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPA56 2052-05-01 4 N/A 61000.00 51954.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUVV5 2054-06-01 6.5 N/A 860108.00 814056.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSMG7 2052-10-01 3 N/A 64664.00 53537.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKQL5 2051-05-01 2.5 N/A 100000.00 61485.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUB6 2040-11-01 2.5 N/A 100000.00 46567.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKLW6 2036-04-01 2.5 N/A 803587.00 496505.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE2K0 2053-04-01 6 N/A 3653585.00 3284961.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQJT0 2053-11-01 5.5 N/A 4314446.00 4235568.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKAF9 2052-04-01 4 N/A 100000.00 71218.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AREY2 2054-08-01 6 N/A 1764359.00 1800087.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8X36 2050-03-01 3.5 N/A 191002.00 58108.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LNV0 2044-10-01 4.5 N/A 1003.00 140.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKFP8 2051-04-01 2.5 N/A 3850680.00 2444837.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASVP0 2054-10-01 5 N/A 9761374.00 9563175.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRTA6 2051-07-01 2.5 N/A 100000.00 65503.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXG89 2057-09-01 4.5 N/A 200000.00 63389.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANFY0 2039-08-01 6 N/A 1514722.00 1369328.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC3B4 2048-10-01 4.5 N/A 116900.00 27383.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EX2F9 2046-01-01 3.5 N/A 425000.00 69874.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYEH3 2051-05-01 2 N/A 8961968.00 5813873.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLPC5 2051-03-01 3 N/A 9000.00 4244.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BFZ5 2042-03-01 3.5 N/A 44149001.00 7820882.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTKR9 2053-11-01 6 N/A 22210720.00 21377071.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMBP2 2052-05-01 4 N/A 31871.00 24980.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5T8 2050-04-01 4 N/A 16342.00 3155.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHFB3 2054-07-01 6.5 N/A 5637053.00 5491487.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKB49 2051-04-01 2 N/A 1024.00 645.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CR89 2047-12-01 3.5 N/A 500000.00 69143.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1WS8 2052-10-01 5 N/A 962759.00 925377.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRUQ9 2051-08-01 2.5 N/A 100000.00 66835.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFZA2 2052-03-01 2.5 N/A 96000.00 65810.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X72K4 2050-10-01 2.5 N/A 644645.00 294004.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 2000.00 1044.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUPM3 2052-10-01 4.5 N/A 9104346.00 8719623.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQH60 2052-03-01 2 N/A 8924350.00 6309059.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417QVQ4 2039-10-01 6 N/A 1122047.00 108264.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4QW9 2046-11-01 3 N/A 183284.00 33980.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDZ3 2052-06-01 3 N/A 111495.00 85067.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAE4 2051-10-01 2 N/A 46599.00 31163.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QQC3 2036-03-01 6 N/A 5938295.00 283591.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQ6R8 2054-02-01 5.5 N/A 6296903.00 6212952.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VRA3 2040-01-01 6 N/A 1450261.00 50659.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKHW8 2054-08-01 5.5 N/A 1408440.00 1269907.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417UJH9 2040-03-01 5.5 N/A 1007813.00 122737.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMLB5 2054-07-01 7 N/A 1503040.00 1585503.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF77 2052-06-01 4.5 N/A 50485230.00 39713814.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFL0 2053-06-01 4 N/A 2727285.00 2423399.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLEF1 2053-05-01 5.5 N/A 8944580.00 7718953.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWDA8 2053-02-01 5 N/A 32721.00 30754.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFGA8 2045-08-01 4 N/A 49565000.00 10823445.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLZX8 2051-05-01 2 N/A 50000.00 31326.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K0DP0 2049-11-01 3 N/A 100000.00 27733.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAR2 2050-01-01 4 N/A 11000.00 6424.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ31 2052-04-01 3 N/A 2475892.00 2046776.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNV92 2048-08-01 3.5 N/A 50000.00 42650.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6W7 2052-05-01 3 N/A 4570000.00 3502762.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQB1 2052-02-01 2.5 N/A 7020832.00 5486416.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X06F0 2043-08-01 3.5 N/A 230000.00 38430.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QE3T7 2040-09-01 2 N/A 47000.00 26804.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTAN3 2054-10-25 5.95682 N/A 34820209.00 34486870.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFBC4 2051-12-01 3 N/A 100000.00 67302.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9L86 2050-08-01 4 N/A 1001.00 264.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC22 2051-04-01 2 N/A 14364416.00 8913898.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NM88 2047-03-01 4 N/A 36929451.00 7792100.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GH8 2046-01-01 4 N/A 250000.00 67886.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKB6 2053-05-01 6.5 N/A 6146552.00 6291703.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NQN9 2038-11-01 6 N/A 2372678.00 98430.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2N4 2051-11-01 3 N/A 100000.00 63588.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 51427.00 44945.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDRQ1 2051-11-01 2.5 N/A 101000.00 70099.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDN56 2045-01-01 3.5 N/A 55366592.00 13408978.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XTBG9 2029-06-01 3.5 N/A 1280000.00 106279.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AQFQ5 2051-08-01 2.5 N/A 105000.00 71954.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6TB0 2051-04-01 2 N/A 100000.00 54104.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMRJ7 2053-10-01 6 N/A 625000.00 569356.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JATB4 2044-07-01 5 N/A 14910480.00 4415521.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EJQ5 2043-01-01 3.5 N/A 25438342.00 2867985.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNE82 2047-03-01 3.5 N/A 195000.00 34100.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC43 2052-01-01 3.5 N/A 1000.00 654.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QL7E0 2051-10-01 2 N/A 37059712.00 24359236.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWPH1 2035-10-01 2 N/A 9000.00 4384.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKUC8 2038-07-01 3 N/A 78504.00 67922.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K8SG7 2050-03-01 3 N/A 237000.00 59295.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTBJ7 2053-10-01 6 N/A 2357496.00 2264038.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 6000.00 4308.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BS58 2037-08-01 4.5 N/A 2000000.00 36634.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3H79 2051-03-01 2 N/A 100000.00 60353.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6EF0 2054-02-01 6.5 N/A 959494.00 839382.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2W9 2047-11-01 3.5 N/A 750000.00 98484.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJ55 2052-10-01 5 N/A 45015629.00 37675846.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCHQ0 2054-05-01 6 N/A 145254.00 142514.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLJZ2 2050-03-01 4 N/A 40942941.00 33032194.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUH2 2052-02-01 2.5 N/A 100000.00 72412.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC5Q5 2050-03-01 3.5 N/A 96612.00 48367.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYYQ5 2054-11-01 5 N/A 3422071.00 3356041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVU3 2054-08-01 6.5 N/A 1139843.00 1173998.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP3N7 2053-10-01 6 N/A 75385.00 73862.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5N5 2054-05-01 6 N/A 48958213.00 48243332.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXF21 2054-10-01 5.5 N/A 1190566.00 1204676.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPN2 2050-06-01 3.5 N/A 13131721.00 10757312.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YMU31 2045-04-01 3 N/A 10599984.00 1884665.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNX3 2054-09-01 6 N/A 2222944.00 2260709.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP66 2052-10-01 4.5 N/A 60000.00 50918.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE3Z0 2054-06-01 6.5 N/A 8024685.00 7990849.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNT4 2053-07-01 6 N/A 853312.00 765917.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKM5 2052-09-01 3.5 N/A 31625.00 27149.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4X9 2052-01-01 2.5 N/A 80000.00 54122.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8C27 2047-02-01 3.5 N/A 500001.00 88227.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJ3S8 2048-06-01 4 N/A 1670715.00 307096.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PN47 2038-02-01 5 N/A 281825406.00 2100749.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARKE9 2054-09-01 6 N/A 2013750.00 2050843.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKAC3 2050-10-01 2.5 N/A 150000.00 80984.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HCDB9 2048-06-01 4.5 N/A 7940609.00 2366634.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6AQ4 2050-03-01 3 N/A 242000.00 78413.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYB2 2051-04-01 2 N/A 1478784.00 909226.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 17000.00 14903.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFPP5 2054-06-01 6 N/A 3202078.00 3251221.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3L3 2053-09-01 5.5 N/A 571394.00 537114.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BNM4 2042-11-01 3.5 N/A 94000.00 27996.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N25G2 2052-09-01 5 N/A 54512.00 40196.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMW85 2035-09-01 3.5 N/A 1094000.00 775481.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACLP6 2054-05-01 5 N/A 3122087.00 3040927.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDD57 2042-04-01 3.5 N/A 20347920.00 2911015.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHS9 2052-02-01 2 N/A 40000.00 27820.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ6K3 2054-09-01 6 N/A 1869489.00 1892805.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEKL5 2050-08-01 2.5 N/A 102000.00 51169.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJPB5 2052-04-01 3.5 N/A 1637224.00 1235434.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNSC8 2052-02-01 2.5 N/A 23000.00 15581.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWNC2 2054-10-01 5.5 N/A 1264434.00 1262257.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS4X0 2054-10-25 5.90682 N/A 50000000.00 49023707.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140X63P4 2050-06-01 2.5 N/A 125000.00 61430.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415RCD4 2025-11-01 5.5 N/A 10080690.00 10499.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3W0 2051-09-01 1.5 N/A 121000.00 78349.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV27 2048-04-01 3.5 N/A 2412117.00 331355.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRNW2 2053-08-01 5.5 N/A 72074.00 71019.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADAK7 2054-05-01 5 N/A 1051619.00 1023905.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FF2 2038-11-01 5.5 N/A 35000.00 27486.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJHA0 2043-01-01 3.5 N/A 410978.00 67610.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DM90 2035-04-01 2 N/A 216606.00 45232.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQA3 2050-06-01 3 N/A 238000.00 67620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBAE0 2040-05-01 3.5 N/A 244000.00 88325.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HR4 2039-10-01 5.5 N/A 43920.00 44549.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412HTN9 2036-07-01 6 N/A 1253854.00 18971.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJQ3 2050-10-01 3 N/A 4000000.00 2620555.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4MG8 2049-07-01 4 N/A 233000.00 57837.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FLV47 2047-02-01 3.5 N/A 180000.00 77316.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAKH0 2049-02-01 4 N/A 409000.00 71254.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4TY5 2045-04-01 3 N/A 3491510.00 391516.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFFB8 2054-06-01 5.5 N/A 1169216.00 1171579.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRAY3 2052-07-01 4 N/A 662570.00 462307.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y0EC2 2048-02-01 4 N/A 332278.00 48592.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTGG9 2054-05-01 5.5 N/A 7635758.00 7238783.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H83E3 2048-08-01 4 N/A 5252219.00 1686032.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTCK3 2053-10-01 6 N/A 628336.00 576728.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AJN0 2041-11-01 3.5 N/A 4509553.00 788546.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR5W6 2054-06-01 5 N/A 1178870.00 1156495.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVS99 2046-07-01 4 N/A 204715.00 47348.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLY59 2051-09-01 2.5 N/A 10477687.00 6908011.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAX2 2054-08-01 6.5 N/A 26936786.00 28170635.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3Y6 2051-09-01 2.5 N/A 103000.00 66959.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFEE5 2050-10-01 2 N/A 1360531.00 802619.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRJ48 2047-07-01 3.5 N/A 2385771.00 2195435.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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3133KN2Y8 2052-03-01 2.5 N/A 41000.00 30076.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTG94 2053-11-01 5.5 N/A 902624.00 863619.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YWEL7 2045-08-01 3.5 N/A 12186352.00 1306432.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENM55 2044-09-01 3 N/A 56188352.00 10660600.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFBR1 2047-12-01 3 N/A 3418199.00 2190006.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKZU2 2054-08-01 5.5 N/A 2228054.00 2241864.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVUZ9 2052-08-01 4.5 N/A 44241.00 38601.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKX0 2054-03-01 6.5 N/A 2228843.00 1978005.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FMKR6 2046-12-01 3.5 N/A 135000.00 50329.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSJ1 2052-02-01 3 N/A 195996.00 140144.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9LN0 2042-11-01 3.5 N/A 2600.00 446.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUY26 2054-07-01 5 N/A 8535973.00 8180029.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2S3 2051-12-01 2 N/A 58000.00 38010.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0FF4 2053-04-01 5 N/A 1743761.00 1559274.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWA60 2051-02-01 2.5 N/A 100000.00 50315.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCW2 2046-10-01 4 N/A 320000.00 47928.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYSL8 2045-07-01 3 N/A 4379140.00 556849.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNNS9 2052-01-01 2.5 N/A 88000.00 69779.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 22000.00 17127.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAX8 2051-11-01 2.5 N/A 50225.00 36792.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6Z53 2036-12-01 3.5 N/A 197000.00 63267.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FP5G0 2046-11-01 3.5 N/A 295000.00 62710.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC84 2052-02-01 3 N/A 14000.00 9821.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQUL9 2053-07-01 2.5 N/A 38000.00 31486.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGC31 2050-09-01 4 N/A 90000.00 61813.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y4VR7 2045-10-01 3.5 N/A 3770290.00 1224440.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8RX7 2050-04-01 3.5 N/A 39000.00 8691.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWMH4 2035-04-01 3.5 N/A 4000.00 1428.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHF44 2037-06-01 3.5 N/A 472809.00 364072.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXE65 2038-09-01 5 N/A 2000.00 1695.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZN2 2052-01-01 2.5 N/A 2140000.00 1523587.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WLG83 2047-03-01 3.5 N/A 170000.00 50584.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BCZ7 2047-05-01 3 N/A 125000.00 33202.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2C3 2054-02-01 5 N/A 375979.00 354187.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWER0 2052-09-01 4 N/A 174000.00 144300.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F8R82 2046-06-01 3.5 N/A 385000.00 76735.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKNE4 2051-05-01 2.5 N/A 89790.00 54535.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPSL3 2053-02-01 6 N/A 13671904.00 12299780.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MGZE8 2042-10-01 3.5 N/A 167900.00 32828.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AN6J1 2045-05-25 3.5 N/A 15000000.00 18313088.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AMM40 2054-08-01 6.5 N/A 2838303.00 2955975.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZA9 2051-06-01 3 N/A 100000.00 62105.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFD0 2052-11-01 3.5 N/A 130000.00 105196.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD6H4 2051-12-01 2.5 N/A 1485259.00 1019460.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJG0 2037-04-01 3.5 N/A 6083000.00 1015508.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJR89 2053-06-01 4.5 N/A 1335468.00 1248408.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEV74 2050-09-01 3 N/A 119501.00 64050.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZ33 2051-09-01 2.5 N/A 1634603.00 1077862.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLJA5 2051-07-01 3.5 N/A 1472531.00 889398.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNXJ6 2054-02-01 6.5 N/A 320000.00 327619.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC91 2034-07-01 3 N/A 63972.00 7706.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBH41 2054-04-01 5.5 N/A 12822748.00 12699292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACZ60 2052-02-15 3.5 N/A 507108.00 451999.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJFW8 2050-04-01 3.5 N/A 9852946.00 7368232.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EASA6 2042-03-01 4 N/A 20787000.00 2186409.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1DT1 2053-09-01 5.5 N/A 1368754.00 1295887.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXC67 2056-06-01 3.5 N/A 49964520.00 19474480.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHFT9 2051-11-01 2 N/A 1150000.00 796222.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4VV0 2053-11-01 4.5 N/A 1100221.00 1013021.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK5Z7 2051-06-01 3.5 N/A 100000.00 59307.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBMT0 2051-05-01 2 N/A 998000.00 683289.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHJ2 2053-01-01 6 N/A 330382.00 278611.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHR7 2053-07-01 4.5 N/A 51000.00 45508.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPR2 2052-07-01 4.5 N/A 25639319.00 21584172.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5CP6 2046-12-01 3.5 N/A 100000.00 25709.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M5TQ2 2042-08-01 3.5 N/A 265000.00 34357.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS5E7 2053-09-01 6.5 N/A 745522.00 683736.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 11000.00 7887.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUVY9 2054-09-01 5.5 N/A 1172992.00 1172661.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLK62 2036-07-01 2.5 N/A 170000.00 97111.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF85 2052-06-01 4.5 N/A 50498657.00 37506853.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 82000.00 12765.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWX1 2051-12-01 3 N/A 2151002.00 1538267.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN5L3 2051-10-01 2.5 N/A 243012.00 173426.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFMH9 2050-11-01 2 N/A 4103174.00 2319335.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC92 2052-02-01 3.5 N/A 16001.00 10781.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTY6 2050-09-20 3.5 N/A 3409652.00 1093550.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJH3 2037-01-01 3.5 N/A 5000.00 2914.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFTH4 2052-02-01 2.5 N/A 100000.00 69140.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0WP6 2052-09-01 4.5 N/A 3110000.00 2653587.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWZ6 2052-02-01 3 N/A 6296052.00 4654281.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPQ76 2052-08-01 3 N/A 9932.00 7761.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7CA5 2049-03-01 4 N/A 3892860.00 641991.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L73Z3 2051-05-01 2.5 N/A 47000.00 33656.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQQT6 2053-02-01 6.5 N/A 30003651.00 22077458.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CH80 2047-02-01 3.5 N/A 3606118.00 1135542.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419MB91 2041-05-01 4.5 N/A 1966493.00 392699.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMJE6 2051-07-01 2 N/A 88000.00 56426.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKMD7 2051-05-01 2.5 N/A 8081360.00 5023794.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XX4K4 2047-10-01 3.5 N/A 2000000.00 556254.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRR5 2060-07-01 2.5 N/A 644755.00 317279.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKE2 2054-01-01 4.5 N/A 60000.00 54817.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKT54 2054-09-01 5.5 N/A 3031649.00 2863076.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHB30 2052-05-01 2.5 N/A 40000.00 28531.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9S79 2048-09-01 4.5 N/A 14820337.00 5310845.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JB6J0 2053-04-01 4.683 N/A 10106927.00 8980194.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4V1 2051-09-01 4 N/A 100000.00 53701.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCP69 2041-06-01 5 N/A 7688324.00 4361180.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGY3 2053-04-01 5 N/A 10000.00 8874.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNNP5 2051-05-01 2.5 N/A 67000.00 54029.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M73G9 2040-05-01 5.5 N/A 10446.00 508.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GXBY6 2047-11-01 3 N/A 302485.00 69505.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 8000.00 676.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBM7 2049-02-01 4 N/A 10000.00 4970.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC35 2052-01-01 3 N/A 4000.00 2747.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFBX6 2035-10-01 2.5 N/A 82626.00 41662.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M33H1 2052-01-01 2.5 N/A 100000.00 66196.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4U4 2043-02-01 3.5 N/A 8364258.00 1626114.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVGD0 2054-08-01 7.5 N/A 1246685.00 1343487.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVGW8 2054-09-01 5.5 N/A 95189.00 94787.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWM34 2054-10-01 7 N/A 385456.00 402848.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPXH7 2052-07-01 2.5 N/A 4263020.00 3451189.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XG6 2034-09-01 3.5 N/A 7000.00 1727.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6H4 2050-03-01 4 N/A 100000.00 46488.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANP60 2054-08-01 6.5 N/A 3136305.00 3231618.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCD8 2054-06-01 6.5 N/A 5687157.00 5558950.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRR0 2052-07-01 4.5 N/A 4000.00 3202.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCZ4 2052-01-01 2 N/A 4000.00 2727.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLC9 2052-03-01 3 N/A 1023000.00 743925.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLTD1 2053-06-01 6 N/A 1570555.00 1448113.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9GP4 2047-12-01 3 N/A 3001.00 1387.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR5U3 2053-05-01 5.5 N/A 29466182.00 25795825.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAJ3 2051-10-01 2.5 N/A 40778.00 27113.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQM70 2054-09-01 6 N/A 1140750.00 1157872.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH6G2 2046-10-01 3 N/A 199862272.00 22649425.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6GV9 2054-07-01 6 N/A 5188860.00 4899263.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSS36 2053-08-01 5 N/A 48498454.00 45150178.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2X7 2044-01-01 7 N/A 2000.00 1760.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L05B9 2051-02-01 2 N/A 100000.00 56096.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 45000.00 33590.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABQ24 2054-09-01 5 N/A 2102420.00 2065280.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV25 2041-01-01 2 N/A 6643656.00 3772912.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHTS1 2046-08-01 4 N/A 223153.00 37103.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAEW8 2051-03-01 2 N/A 100000.00 62634.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMA79 2051-10-01 2.5 N/A 7945134.00 5209535.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLM4 2052-07-01 2.5 N/A 56000.00 44896.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NERX5 2053-04-01 5 N/A 3785057.00 3653706.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLB44 2047-07-01 4 N/A 34563132.00 9146840.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFHS3 2052-01-01 3 N/A 499000.00 337168.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRKF9 2053-02-01 5.5 N/A 67000.00 56805.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKQB4 2054-08-01 6.5 N/A 1000.00 1032.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XASE3 2051-04-01 2.5 N/A 100000.00 63502.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSJY2 2054-07-25 5 N/A 1170000.00 1128406.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418D3N0 2036-08-01 2.5 N/A 12010.00 7308.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARLX6 2054-11-01 5 N/A 25416.00 25043.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6WN7 2033-05-01 3.5 N/A 125000.00 37684.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413TLJ9 2037-07-01 6 N/A 2000000.00 38552.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWW8 2036-02-01 1.5 N/A 1113780.00 592765.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCK96 2049-12-01 4 N/A 100000.00 30856.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLC0 2051-08-01 2.5 N/A 5108014.00 3414699.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NGY1 2039-11-01 6 N/A 1017411.00 117162.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286WSL4 2028-02-01 2.5 N/A 2629.00 183.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZ49 2042-01-01 2 N/A 28124536.00 19032551.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPK4 2032-09-01 3 N/A 500000.00 73289.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGU31 2051-08-01 4 N/A 1000.00 655.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHZ7 2053-06-01 6.5 N/A 2724777.00 2384756.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCM8 2054-08-01 6 N/A 3435995.00 3473133.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8XH3 2037-03-01 2 N/A 114753.00 80621.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR2G7 2053-05-01 5 N/A 15472301.00 14203187.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X46F8 2047-07-01 4.5 N/A 180000.00 52878.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YRQU5 2045-05-01 3.5 N/A 450000.00 78959.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9F39 2028-08-01 3 N/A 1051981.00 84534.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRAT2 2054-09-01 6.5 N/A 405600.00 416844.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNJX3 2053-12-01 6 N/A 3369228.00 3236625.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416TGC7 2039-08-01 6 N/A 2523387.00 78865.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL83 2052-03-01 2.5 N/A 35000.00 26273.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSVA0 2054-08-25 6.15682 N/A 46738900.00 45131707.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSYE6 2054-04-01 5.5 N/A 1388970.00 1330484.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MP5K3 2042-05-01 3 N/A 1368796.00 1118188.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK5J5 2044-12-01 4 N/A 100000.00 80375.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWM90 2054-10-01 5.5 N/A 1058272.00 1060084.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNJ5 2050-03-01 3.5 N/A 1000.00 365.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8PK7 2050-11-01 3 N/A 959000.00 364770.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WZ4 2051-02-01 3 N/A 75000.00 42474.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCZR2 2036-09-01 1.5 N/A 74172.00 44061.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APPR9 2054-09-01 6 N/A 2057866.00 2094437.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M96X5 2044-08-01 4 N/A 31022561.00 5441228.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHB71 2037-05-01 3 N/A 93795.00 65031.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NW6 2035-10-01 2.5 N/A 4000.00 1756.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6N51 2054-01-01 7.5 N/A 408793.00 336333.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2D1 2052-02-01 3.5 N/A 36001.00 29449.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYT8 2052-08-01 4.5 N/A 65000.00 52865.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNE57 2052-02-01 2.5 N/A 2746066.00 1922172.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUJ5 2047-01-01 3.5 N/A 14000.00 3360.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUWT9 2054-06-01 6.5 N/A 4676096.00 4617128.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4R73 2034-08-01 3.5 N/A 3796004.00 879740.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTH2 2053-03-01 4 N/A 17000.00 15376.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEEL4 2046-10-01 3 N/A 25145024.00 4149910.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNJJ3 2052-06-01 4.5 N/A 80000.00 61761.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDK6 2052-04-01 3 N/A 411000.00 304764.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN3H3 2052-05-01 3.5 N/A 50000.00 38459.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNEX7 2052-07-01 4.5 N/A 64000.00 54671.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M5PK2 2044-03-01 4 N/A 84876.00 30719.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6UG4 2050-05-01 3.5 N/A 188000.00 75584.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPBW7 2052-11-01 5.5 N/A 230000.00 190997.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBL9 2048-11-01 4 N/A 5265000.00 2711684.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTNT2 2053-12-01 6 N/A 2852688.00 2746862.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNR7 2051-01-01 3.5 N/A 9000.00 3270.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMH80 2051-11-01 2 N/A 104000.00 68342.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GY0 2039-07-01 5.5 N/A 23000.00 21553.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QE2V3 2050-09-01 4.5 N/A 4287656.00 2019937.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEP4 2052-09-01 3 N/A 31000.00 23952.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCRM2 2051-08-01 2.5 N/A 1546427.00 980249.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFAA7 2050-10-01 2 N/A 2033423.00 1096924.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2PV9 2051-02-01 2 N/A 100000.00 59839.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P75P4 2034-02-01 4.5 N/A 2718055.00 267849.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJQ47 2050-07-01 3 N/A 7000.00 3202.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHV87 2052-07-01 4.5 N/A 64582911.00 52561463.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B4SA4 2052-02-01 2.5 N/A 113247.00 71324.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHMV6 2052-06-01 4.5 N/A 1801232.00 1447416.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE3M0 2054-06-01 6.5 N/A 4067320.00 3553978.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJXN3 2047-02-01 3 N/A 332506.00 72974.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FY1 2039-02-01 6 N/A 4000.00 3258.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2D8 2052-08-01 3.5 N/A 9000.00 7334.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 21507006.00 19382721.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEC3 2052-07-01 4.5 N/A 11000.00 9025.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWA52 2051-02-01 2 N/A 107855.00 63116.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83X3 2050-10-01 2.5 N/A 100000.00 63526.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCZ93 2053-03-01 5 N/A 1654301.00 1246773.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGJT7 2052-03-01 3.5 N/A 93000.00 64417.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKES3 2051-04-01 2 N/A 23781885.00 14679320.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5P1 2054-05-01 5.5 N/A 1989024.00 1898787.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRR88 2053-03-01 5.5 N/A 52991076.00 47065913.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BXQ4 2047-04-01 3 N/A 100000.00 26536.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4HN9 2039-03-01 5.5 N/A 3121834.00 940974.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL75 2052-03-01 2.5 N/A 82000.00 60160.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8SM4 2052-08-25 3.5 N/A 18958778.00 14758392.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133A3CW6 2050-03-01 3 N/A 6000.00 2797.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYK7 2052-08-01 4.5 N/A 3204840.00 2681239.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5SX2 2050-02-01 3.5 N/A 146000.00 33588.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAL83 2047-02-01 3 N/A 100000.00 48726.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLUA3 2051-05-01 2.5 N/A 75000.00 46958.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTQN2 2053-12-01 7 N/A 55464678.00 52001281.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 11352612.00 11005549.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM3K9 2052-01-01 2.5 N/A 109000.00 73347.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGNY9 2051-01-01 2 N/A 1555154.00 923612.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUG1 2047-01-01 3.5 N/A 55455552.00 14744744.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3RT2 2053-11-01 7 N/A 7134961.00 6138061.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUJA5 2054-04-01 6.5 N/A 13480362.00 13038970.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQB24 2052-06-01 4 N/A 8030000.00 6119466.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BJQ0 2029-09-01 3.5 N/A 3328637.00 319395.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXNT5 2059-08-01 4 N/A 8265102.00 3422522.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVVB0 2046-08-01 3 N/A 100000.00 26066.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJZ3 2053-11-01 6 N/A 21415914.00 20292255.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFY96 2052-01-01 3 N/A 100000.00 61146.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2U0 2052-08-01 4.5 N/A 3449050.00 2740310.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGH77 2037-04-01 2.5 N/A 14000.00 9786.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLM3 2052-03-01 2.5 N/A 12747189.00 9310271.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5SZ7 2040-06-01 6.5 N/A 1000000.00 351754.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APQR8 2054-08-01 6 N/A 3089041.00 3121868.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNE0 2047-08-01 4 N/A 2524837.00 287258.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS7J7 2053-10-01 7 N/A 289552.00 300921.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3TR8 2052-02-01 2 N/A 100000.00 69416.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3E49 2051-03-01 2.5 N/A 77602.00 51897.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDKC9 2040-01-01 7 N/A 7628224.00 4250588.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 111000.00 80913.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYRC9 2051-12-01 2.5 N/A 60000.00 41249.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGNB1 2052-02-01 3.5 N/A 93000.00 62358.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W0VN6 2043-02-01 3.5 N/A 28263712.00 4723676.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8Z75 2051-01-01 2 N/A 2135000.00 1264717.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLHH4 2053-02-01 6.5 N/A 12862588.00 11065604.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417Y3A3 2031-07-01 4.5 N/A 1150000.00 55956.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHH9 2037-03-01 2 N/A 2000.00 1394.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APFE3 2040-03-01 3.5 N/A 1004000.00 383657.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUS8 2054-09-01 7 N/A 740281.00 783933.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MA5J9 2052-04-01 4 N/A 51614.00 38170.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGEG8 2050-12-01 3 N/A 7000.00 4023.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUCG9 2054-03-01 6.5 N/A 1093.00 1081.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRAV7 2054-09-01 6 N/A 8573250.00 8680086.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLV86 2051-09-01 2.5 N/A 976000.00 695670.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8NR4 2050-11-01 2.5 N/A 200000.00 81632.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQN84 2052-10-01 5.5 N/A 3029.00 2778.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X83G0 2050-10-01 3.5 N/A 160000.00 49895.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSX7 2049-09-01 3 N/A 200000.00 71504.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJG9 2053-09-01 6 N/A 14482274.00 13093473.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9S63 2051-02-01 2 N/A 100000.00 63184.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JMKZ4 2034-02-01 3.5 N/A 267000.00 48928.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7P60 2035-08-01 2 N/A 2417000.00 948765.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X93X1 2050-12-01 3.5 N/A 121000.00 47991.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNW8 2054-09-01 6 N/A 754266.00 770716.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJ2S6 2032-02-01 3.5 N/A 25000.00 5076.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MC8 2024-11-19 0 N/A 100.00 99.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140JATN8 2038-09-01 4 N/A 204000.00 61932.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR2N9 2054-10-01 6.5 N/A 2334320.00 2423399.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YGJ0 2029-10-01 4.5 N/A 2150000.00 41887.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2053-01-01 6 N/A 6639729.00 5650398.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXSZ6 2061-03-01 2.5 N/A 1293299.00 732673.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAY0 2054-08-01 6.5 N/A 20829975.00 21463288.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBEP2 2053-02-01 6.5 N/A 100000.00 64406.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSF36 2036-09-01 1.5 N/A 438336.00 264348.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSNK3 2053-07-01 5 N/A 3594620.00 3223950.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMK70 2050-02-01 3.5 N/A 5924297.00 4927052.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN6U5 2037-04-01 1.5 N/A 46257.00 31757.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKC48 2051-04-01 2 N/A 251230.00 161686.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KR30 2038-08-01 6 N/A 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2024-144 ZB N/A 38384WTY1 2054-09-20 6.5 N/A 62563.00 65208.93 Agency Mortgage-Backed Securities GNRM 2020-146 YK N/A 38382KWF6 2050-10-20 1 N/A 335000.00 139552.00 Agency Mortgage-Backed Securities GNRA 2023-024 FE N/A 38383WBL9 2053-02-20 5.69028 N/A 30000000.00 26107301.69 Agency Mortgage-Backed Securities GNII ET DD8573 C N/A 3618J2Q20 2064-07-20 7 N/A 687481.00 700809.97 Agency Mortgage-Backed Securities GNRA 2023-025 FH N/A 38383V6X1 2053-02-20 5.70028 N/A 40000000.00 36175402.02 Agency Mortgage-Backed Securities GNII ET DE3835 C N/A 3618J9HL3 2064-05-20 6.5 N/A 155096.00 157637.56 Agency Mortgage-Backed Securities GNII ET CW9386 C N/A 3618FJNB0 2064-01-20 7.5 N/A 523503.00 175522.09 Agency Mortgage-Backed Securities GNRM 2024-173 DT N/A 38384VRA7 2054-10-20 5.25 N/A 16666667.00 16415133.66 Agency Mortgage-Backed Securities GNHA AL BR0893 H N/A 3617LW7E8 2069-11-20 5.843 N/A 19831295.00 10068539.13 Agency Mortgage-Backed Securities GNII ET CX7144 C N/A 3618FT5D4 2064-04-20 7 N/A 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1398754.00 Agency Mortgage-Backed Securities GNHA AL BR0895 H N/A 3617LW7G3 2069-12-20 5.978 N/A 19279776.00 9927116.97 Agency Mortgage-Backed Securities GNII ET DB5151 C N/A 3618H7WL2 2064-02-20 7 N/A 1761500.00 1793165.19 Agency Mortgage-Backed Securities GNRA 2024-009 ZP N/A 38384G6B1 2054-01-20 4.5 N/A 158261.00 140021.91 Agency Mortgage-Backed Securities GNRM 2019-15 CZ N/A 38381RKW8 2049-02-20 3.5 N/A 1000000.00 989265.07 Agency Mortgage-Backed Securities GNII ET CX3745 C N/A 3618FQES7 2063-10-20 7 N/A 244822.00 248689.58 Agency Mortgage-Backed Securities GNII ET CX8048 C N/A 3618FU5H2 2063-10-20 7 N/A 1919660.00 1198182.12 Agency Mortgage-Backed Securities GNRM 2024-096 CL N/A 38384PB41 2054-06-20 5 N/A 1498502.00 1401010.96 Agency Mortgage-Backed Securities GNII ET CQ6535 C N/A 3618A9HL2 2063-01-20 6.5 N/A 870800.00 585416.72 Agency Mortgage-Backed Securities GNRA 2024-058 Z N/A 38384NEJ0 2054-04-20 6.5 N/A 409184.00 452609.90 Agency Mortgage-Backed Securities GNRM 2024-142 WG 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C N/A 3618GTU52 2064-01-20 7 N/A 124041.00 56539.02 Agency Mortgage-Backed Securities GNHA AL BE0925 H N/A 3617BUA25 2067-10-20 6.683 N/A 24612461.00 9761068.00 Agency Mortgage-Backed Securities GNII ET DF4741 C N/A 3618JNHS7 2064-04-20 7 N/A 140019.00 143620.71 Agency Mortgage-Backed Securities GNII ET CV2303 C N/A 3618BXRY9 2063-12-20 8 N/A 302872.00 135564.76 Agency Mortgage-Backed Securities GNRM 2020-061 HC N/A 38382EU39 2048-01-20 1.5 N/A 33925131.00 9482146.83 Agency Mortgage-Backed Securities GNRM 2019-29 ZE N/A 38381TGB5 2049-03-20 4.5 N/A 616764.00 654862.69 Agency Mortgage-Backed Securities GNRM 2018-069 V N/A 38380JR34 2035-02-16 2.9 N/A 347278.00 182738.15 Agency Mortgage-Backed Securities GNHA AL CY7285 H N/A 3618G7CW1 2073-11-20 6.662 N/A 970409.00 945007.06 Agency Mortgage-Backed Securities GNRA 2024-058 FM N/A 38384NFM2 2054-04-20 5.99028 N/A 50000000.00 49198096.80 Agency Mortgage-Backed Securities GNCL CS CU1282 N/A 3618BJM74 2065-08-15 7.05 N/A 4408341.00 4357274.78 Agency Mortgage-Backed Securities GNRA 2024-044 F N/A 38384KY88 2054-03-20 5.69028 N/A 4010000.00 3917205.97 Agency Mortgage-Backed Securities GNII ET CY6721 C N/A 3618G6PE9 2063-12-20 7.5 N/A 979036.00 479796.25 Agency Mortgage-Backed Securities GNRA 2024-084 DZ N/A 38384NVQ5 2054-05-20 4.5 N/A 961664.00 857231.55 Agency Mortgage-Backed Securities GNHF RF AH1377 H N/A 36182HQ66 2064-12-20 4.456 N/A 4910933.00 958213.02 Agency Mortgage-Backed Securities GNII ET DC7413 C N/A 3618HNGW1 2064-06-20 7 N/A 714895.00 728520.59 Agency Mortgage-Backed Securities GNHF RF AY2208 H N/A 36196RNZ7 2066-12-20 4.645 N/A 8828047.00 3338745.96 Agency Mortgage-Backed Securities GNCL CL CN7571 N/A 3617F7MU7 2066-11-15 5.685 N/A 1490013.00 1487254.99 Agency Mortgage-Backed Securities GNRM 2024-109 CT N/A 38384QR75 2054-07-20 5.5 N/A 69492082.00 67973707.02 Agency Mortgage-Backed Securities GNPL PN DB4182 N/A 3618H6UF9 2059-08-15 5.61 N/A 21309900.00 22151325.02 Agency Mortgage-Backed Securities GNHF RF AU1850 H N/A 36194PBT0 2066-06-20 4.587 N/A 3803735.00 1072229.30 Agency Mortgage-Backed Securities GNII ET DB4700 C N/A 3618H7GH9 2064-04-20 7 N/A 175243.00 178391.05 Agency Mortgage-Backed Securities GNHA AL CX2311 H N/A 3618FNR84 2073-08-20 6.71 N/A 1038701.00 1080626.68 Agency Mortgage-Backed Securities GNII ET CY8766 C N/A 3618G8W31 2063-11-20 7.5 N/A 285862.00 290607.90 Agency Mortgage-Backed Securities GNRM 2024-030 PC N/A 38384JKN3 2053-10-20 5.5 N/A 20227000.00 19816166.26 Agency Mortgage-Backed Securities GNHA ML DD2183 H N/A 3618HUM81 2074-07-20 7.58 N/A 2172763.00 2216291.43 Agency Mortgage-Backed Securities GNRM 2023-042 PA N/A 38383W6J0 2053-03-20 6 N/A 11094971.00 9348189.69 Agency Mortgage-Backed Securities GNCL CL DC4429 N/A 3618HJ4N3 2065-12-15 5.43 N/A 23689957.00 23825345.10 Agency Mortgage-Backed Securities GNRM 2022-037 JP N/A 38381EXR4 2055-02-16 1.75 N/A 2955000.00 2111189.07 Agency Mortgage-Backed Securities GNRM 2020-166 CA N/A 38382LQC8 2050-11-20 1 N/A 290000.00 141810.21 Agency Mortgage-Backed Securities GNRM 2022-152 DN N/A 38383YDU3 2052-09-20 4.5 N/A 1097928.00 998852.08 Agency Mortgage-Backed Securities GNII ET DA5555 C N/A 3618GVE48 2064-04-20 7.5 N/A 150842.00 153506.50 Agency Mortgage-Backed Securities GNCL CL CR4169 N/A 3618AJT29 2065-12-15 5.99 N/A 29006277.00 29564241.74 Agency Mortgage-Backed Securities GNRA 2024-058 FC N/A 38384NEY7 2054-04-20 5.99028 N/A 50000000.00 47610518.46 Agency Mortgage-Backed Securities GNII ET DB3305 C N/A 3618H5U61 2064-01-20 7 N/A 122259.00 124395.95 Agency Mortgage-Backed Securities GNHA AL BR0472 H N/A 3617LWQZ0 2070-03-20 7.254 N/A 21765133.00 14827502.94 Agency Mortgage-Backed Securities GNII ET DB1371 C N/A 3618H3QY0 2064-03-20 7.5 N/A 1039990.00 626578.16 Agency Mortgage-Backed Securities GNII ET CU9653 C N/A 3618BTWN6 2063-09-20 6.5 N/A 139175.00 118023.81 Agency Mortgage-Backed Securities GNII ET CX3954 C N/A 3618FQMB5 2063-09-20 6.5 N/A 6593053.00 3317942.67 Agency Mortgage-Backed Securities GNHF RF AE0488 H N/A 36180SRH9 2064-06-20 4.109 N/A 4092444.00 305203.61 Agency Mortgage-Backed Securities GNRM 2024-135 AC N/A 38381LRZ7 2050-01-16 4.25 N/A 1226726.00 1196883.07 Agency Mortgage-Backed Securities GNII ET DB1285 C N/A 3618H3NA5 2064-02-20 7.5 N/A 972246.00 989468.80 Agency Mortgage-Backed Securities GNII ET DA1878 C N/A 3618GRCP2 2064-01-20 7.5 N/A 431095.00 438694.23 Agency Mortgage-Backed Securities GNPL PN DA3198 N/A 3618GSRT6 2059-06-15 5.96 N/A 18569482.00 19697193.65 Agency Mortgage-Backed Securities GNCL CL CQ8771 N/A 3618ABW89 2064-12-15 5.7 N/A 1236300.00 1284728.34 Agency Mortgage-Backed Securities GNHA AL BC9749 H N/A 3617BDZN0 2067-09-20 7.907 N/A 20015433.00 9608687.06 Agency Mortgage-Backed Securities GNII ET CY6564 C N/A 3618G6JH9 2063-10-20 7.5 N/A 61415.00 62406.82 Agency Mortgage-Backed Securities GNCL CL CI3510 N/A 3617X73T1 2064-06-15 2.65 N/A 2862009.00 2404193.45 Agency Mortgage-Backed Securities GNII ET DD0946 C N/A 3618HTBP8 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Securities GNII ET DE7654 C N/A 3618JDQF7 2064-09-20 5.5 N/A 1501761.00 1485017.87 Agency Mortgage-Backed Securities GNII ET CX2099 C N/A 3618FNKL2 2064-01-20 7.5 N/A 248304.00 252608.39 Agency Mortgage-Backed Securities GNII ET CX0733 C N/A 3618FLY64 2064-01-20 7.5 N/A 391633.00 217570.95 Agency Mortgage-Backed Securities GNHF RF AS8942 H N/A 36193U5B6 2066-04-20 4.579 N/A 2063494.00 816290.78 Agency Mortgage-Backed Securities GNII ET CX4801 C N/A 3618FRKN9 2063-09-20 7.5 N/A 261822.00 266579.94 Agency Mortgage-Backed Securities GNCL CL CT8121 N/A 3618BEAW3 2066-02-15 5.5 N/A 22810170.00 23388818.39 Agency Mortgage-Backed Securities GNII ET DC1486 C N/A 3618HFUK8 2064-03-20 7.5 N/A 656743.00 665578.96 Agency Mortgage-Backed Securities GNCL CL CL6603 N/A 3617YEKQ2 2064-01-15 2.74 N/A 9017789.00 7587450.43 Agency Mortgage-Backed Securities GNHA AL BB9554 H N/A 3617B1TK9 2067-07-20 8.281 N/A 25071904.00 11225806.93 Agency Mortgage-Backed Securities GNCL CL DE4035 N/A 3618J9PU4 2064-09-15 5.98 N/A 253216.00 256410.57 Agency Mortgage-Backed Securities GNII ET DA4207 C N/A 3618GTU86 2063-12-20 7.5 N/A 142989.00 145797.33 Agency Mortgage-Backed Securities GNHA RM DC1906 H N/A 3618HGDK5 2074-08-20 7.271 N/A 348653.00 368156.76 Agency Mortgage-Backed Securities GNRM 2018-60 HZ N/A 38381AL20 2048-11-20 4 N/A 3405284.00 739816.13 Agency Mortgage-Backed Securities GNRA 2024-009 LZ N/A 38384G5Y2 2054-01-20 4.5 N/A 4330660.00 817520.95 Agency Mortgage-Backed Securities GNPL PN DE5544 N/A 3618JBER8 2059-09-15 5.97 N/A 3272000.00 3450755.99 Agency Mortgage-Backed Securities GNPL PN DC4428 N/A 3618HJ4M5 2059-09-15 5.85 N/A 10748578.00 11279855.75 Agency Mortgage-Backed Securities GNHF PF 785139 H N/A 3622AAS47 2070-08-20 4.559 N/A 8000000.00 1237038.04 Agency Mortgage-Backed Securities GNPL PN DA3201 N/A 3618GSRW9 2059-08-15 5.44 N/A 9612950.00 9918563.58 Agency Mortgage-Backed Securities GNCL CL CV9775 N/A 3618F62G0 2064-07-15 6.09 N/A 1150000.00 1185380.90 Agency Mortgage-Backed 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N/A 1179470.00 428901.40 Agency Mortgage-Backed Securities GNRA 2024-084 FL N/A 38384NUB9 2054-05-20 5.59028 N/A 12776713.00 12496183.01 Agency Mortgage-Backed Securities GNRM 2023-184 CM N/A 38384GVW7 2052-07-20 5 N/A 715391.00 702883.82 Agency Mortgage-Backed Securities GNRA 2020-034 AF N/A 38382DH44 2050-03-20 3.5 N/A 170000000.00 34530652.09 Agency Mortgage-Backed Securities GNHA AL AY4832 H N/A 36196ULM1 2067-07-20 8.169 N/A 19282557.00 8422751.76 Agency Mortgage-Backed Securities GNHA AL BC9778 H N/A 3617BD2K2 2067-11-20 6.632 N/A 20067456.00 10440421.07 Agency Mortgage-Backed Securities GNII ET CX8271 C N/A 3618FVFL0 2063-09-20 6.5 N/A 589326.00 344773.73 Agency Mortgage-Backed Securities GNHA AL CZ8468 H N/A 3618GLMR0 2073-12-20 7.012 N/A 882808.00 793233.78 Agency Mortgage-Backed Securities GNRM 2024-084 DA N/A 38384NVM4 2053-04-20 4.5 N/A 34453172.00 29049305.95 Agency Mortgage-Backed Securities GNRM 2024-119 AB N/A 38381LMW9 2053-12-16 4.5 N/A 8494296.00 8273331.27 Agency 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2051-07-20 2.5 N/A 1385571.00 884461.24 Agency Mortgage-Backed Securities GNII ET CY4147 C N/A 3618G3TC6 2063-11-20 7.5 N/A 4207099.00 2051739.22 Agency Mortgage-Backed Securities GNRA 2024-170 AG N/A 38381LVW9 2065-04-16 0 N/A 69538286.00 65965130.71 Agency Mortgage-Backed Securities GNRM 2021-089 EY N/A 38382QYH7 2051-05-20 1.5 N/A 705496.00 359886.91 Agency Mortgage-Backed Securities GNRM 2023-112 LT N/A 38384C2Q1 2053-08-20 5.5 N/A 5071595.00 4060100.95 Agency Mortgage-Backed Securities GNII ET CY3749 C N/A 3618G3EW8 2063-12-20 7.5 N/A 2759897.00 2545403.36 Agency Mortgage-Backed Securities GNRA 2023-149 FQ N/A 38384DHZ3 2053-10-20 6.39028 N/A 50000000.00 42750198.73 Agency Mortgage-Backed Securities GNRA 2024-173 Z N/A 38384VRH2 2054-03-20 6 N/A 13081887.00 13072428.80 Agency Mortgage-Backed Securities GNRA 2023-164 FL N/A 38384D3F2 2053-11-20 6.49028 N/A 50000000.00 43903009.98 Agency Mortgage-Backed Securities GNII ET CY9822 C N/A 3618G94F3 2063-12-20 7.5 N/A 14048363.00 8130928.60 Agency Mortgage-Backed Securities GNII ET DB7080 C N/A 3618H92M9 2064-04-20 7 N/A 310590.00 316190.64 Agency Mortgage-Backed Securities GNRA 2024-100 E N/A 38381LKG6 2065-03-16 3.5 N/A 2700908.00 2035728.38 Agency Mortgage-Backed Securities GNRM 2024-100 C N/A 38381LKE1 2056-10-16 2.5 N/A 644191.00 415766.67 Agency Mortgage-Backed Securities GNHA AL BK5170 H N/A 3617J5W77 2069-11-20 5.787 N/A 50069292.00 21234971.71 Agency Mortgage-Backed Securities GNII ET DA8631 C N/A 3618GYSU9 2064-02-20 7 N/A 520628.00 529656.60 Agency Mortgage-Backed Securities GNRM 2017-089 A N/A 38379RZD8 2057-08-16 2.5 N/A 45350000.00 1083270.96 Agency Mortgage-Backed Securities GNHA AL DE1248 H N/A 3618J6L59 2074-09-20 7.297 N/A 541142.00 577331.95 Agency Mortgage-Backed Securities GNII ET DC0174 C N/A 3618HEFP7 2064-03-20 7 N/A 583128.00 464790.15 Agency Mortgage-Backed Securities GNCL CL CL1968 N/A 3617Y9FH9 2065-10-15 4.12 N/A 453074.00 428141.79 Agency Mortgage-Backed Securities GNII ET DA1385 C N/A 3618GQRE3 2063-12-20 7 N/A 487191.00 393335.62 Agency Mortgage-Backed Securities GNCL CL CF9487 N/A 3617WBRG5 2064-03-15 2.8 N/A 296495.00 254321.55 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 5555285.00 5544018.88 Agency Mortgage-Backed Securities GNRM 2013-057 B N/A 38378KGW3 2040-12-16 2.05 N/A 2500000.00 1159989.56 Agency Mortgage-Backed Securities GNHA AL BB0139 H N/A 3617AQEL9 2067-10-20 6.648 N/A 30184092.00 14554580.59 Agency Mortgage-Backed Securities GNII ET DA9685 C N/A 3618H0XN2 2064-03-20 7 N/A 273225.00 278108.77 Agency Mortgage-Backed Securities GNRA 2022-172 FD N/A 38383YS60 2052-10-20 5.99028 N/A 50000000.00 42446358.83 Agency Mortgage-Backed Securities GNII ET CY6936 C N/A 3618G6V51 2063-10-20 7.5 N/A 176539.00 179390.50 Agency Mortgage-Backed Securities GNII ET CY6784 C N/A 3618G6RD9 2063-12-20 7.5 N/A 978560.00 698333.90 Agency Mortgage-Backed Securities GNRA 2024-128 PZ N/A 38384UMV8 2054-08-20 6.5 N/A 1754622.00 1454763.26 Agency Mortgage-Backed Securities GNRM 2024-084 CT N/A 38384NWS0 2054-05-20 4.5 N/A 4250000.00 3942876.07 Agency Mortgage-Backed Securities GNPL PN CV9778 N/A 3618F62K1 2064-09-15 5.95 N/A 2970000.00 3154303.35 Agency Mortgage-Backed Securities GNRM 2024-173 V N/A 38384VRF6 2034-12-20 6 N/A 34619497.00 34993491.43 Agency Mortgage-Backed Securities GNRM 2023-054 ZP N/A 38383XMB7 2053-04-20 5.5 N/A 2368551.00 2428308.35 Agency Mortgage-Backed Securities GNII ET DA0490 C N/A 3618GPRK1 2064-01-20 7 N/A 210586.00 214289.10 Agency Mortgage-Backed Securities GNRM 2023-042 BZ N/A 38383W5K8 2053-03-20 5.5 N/A 995036.00 1023252.96 Agency Mortgage-Backed Securities GNPL PN CF6778 N/A 3617W8Q73 2063-04-15 2.4 N/A 133154.00 108041.07 Agency Mortgage-Backed Securities GNPL PN DA3197 N/A 3618GSRS8 2059-06-15 6 N/A 9327000.00 9886217.13 Agency Mortgage-Backed Securities GNCL CL DE4029 N/A 3618J9PN0 2064-09-15 5.98 N/A 395449.00 400437.98 Agency Mortgage-Backed Securities GNHF RF AB6552 H N/A 36178TH58 2065-01-20 4.555 N/A 2593688.00 484132.30 Agency Mortgage-Backed Securities GNRM 2024-012 AB N/A 38381JX28 2064-08-16 4.5 N/A 15790611.00 15248833.51 Agency Mortgage-Backed Securities GNPL PN CU4659 N/A 3618BNE82 2059-04-15 5.68 N/A 7296.00 7572.83 Agency Mortgage-Backed Securities GNHA AL BE0930 H N/A 3617BUA74 2067-10-20 6.681 N/A 39933850.00 18920393.52 Agency Mortgage-Backed Securities GNII ET DC1731 C N/A 3618HF4Q4 2064-05-20 7 N/A 17404081.00 16619995.58 Agency Mortgage-Backed Securities GNII ET CZ3004 C N/A 3618GEKR8 2064-01-20 7.5 N/A 955664.00 795457.38 Agency Mortgage-Backed Securities GNCL CL CP7204 N/A 3617FXAD1 2065-04-15 4.56 N/A 358304.00 351477.95 Agency Mortgage-Backed Securities GNHA RM DD9255 H N/A 3618J3H85 2074-08-20 6.204 N/A 21968698.00 23124607.87 Agency Mortgage-Backed Securities GNII ET DA2535 C N/A 3618GRY86 2064-03-20 7 N/A 191058.00 192955.00 Agency Mortgage-Backed Securities GNRM 2019-12 ZB N/A 38381YR89 2049-09-20 3.5 N/A 357584.00 298682.95 Agency Mortgage-Backed Securities GNRA 2024-025 ZG N/A 38384JQ31 2064-02-20 6 N/A 3620422.00 3940846.12 Agency Mortgage-Backed Securities GNHF RF AL7424 H N/A 36184EG96 2065-02-20 4.678 N/A 4279068.00 837395.68 Agency Mortgage-Backed Securities GNII ET CY0071 C N/A 3618FYCG8 2063-12-20 7.5 N/A 249670.00 254077.13 Agency Mortgage-Backed Securities GNII ET CX8487 C N/A 3618FVNC1 2063-08-20 7 N/A 651588.00 424201.31 Agency Mortgage-Backed Securities GNCL CL CU4616 N/A 3618BNDV2 2066-01-15 5.96 N/A 4297088.00 4341378.09 Agency Mortgage-Backed Securities GNCL CL CL5327 N/A 3617YC4L5 2064-07-15 2.9 N/A 151244.00 128661.46 Agency Mortgage-Backed Securities GNRM 2024-058 CT N/A 38384NFL4 2054-04-20 5.5 N/A 5000000.00 4966074.97 Agency Mortgage-Backed Securities GNII ET DB4787 C N/A 3618H7J86 2064-04-20 7 N/A 429400.00 437080.95 Agency Mortgage-Backed Securities GNPL PN DA3205 N/A 3618GSR25 2059-10-15 5.05 N/A 14429600.00 14401418.99 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 264972.00 247795.72 Agency Mortgage-Backed Securities GNHF RF AH4598 H N/A 36182MDB8 2064-04-20 4.901 N/A 3033169.00 200735.16 Agency Mortgage-Backed Securities GNHA AL CZ4328 H N/A 3618GFYZ2 2073-12-20 6.655 N/A 702999.00 727350.33 Agency Mortgage-Backed Securities GNRM 2018-158 V N/A 38380MUT6 2031-06-16 3.25 N/A 430000.00 226244.22 Agency Mortgage-Backed Securities GNRA 2023-149 QF N/A 38384DFP7 2053-10-20 6.44028 N/A 30000000.00 25681224.73 Agency Mortgage-Backed Securities GNII ET DA5554 C N/A 3618GVE30 2064-04-20 7 N/A 100606.00 102413.27 Agency Mortgage-Backed Securities GNHA AL CY7422 H N/A 3618G7G72 2073-11-20 6.917 N/A 824567.00 844754.66 Agency Mortgage-Backed Securities GNII ET CY1227 C N/A 3618G0LG1 2063-10-20 7 N/A 1635337.00 699017.01 Agency Mortgage-Backed Securities GNRA 2024-144 FB N/A 38384WTG0 2054-09-20 6.07028 N/A 100000000.00 99429045.13 Agency Mortgage-Backed Securities GNHF RF AW1858 H N/A 36195QB34 2066-11-20 4.433 N/A 4299946.00 2201211.77 Agency Mortgage-Backed Securities GNRM 2024-109 BD N/A 38384QS25 2050-09-20 5 N/A 6500000.00 6282492.96 Agency Mortgage-Backed Securities GNCL CL CC1904 N/A 3617V0DH3 2064-12-15 4.45 N/A 1462907.00 1434358.37 Agency Mortgage-Backed Securities GNRM 2023-184 MV N/A 38384GXL9 2034-11-20 5.5 N/A 4694245.00 4435905.81 Agency Mortgage-Backed Securities GNRA 2023-182 FD N/A 38384GRG7 2053-12-20 6.19028 N/A 50000000.00 45070343.75 Agency Mortgage-Backed Securities GNHA AL BA9597 H N/A 3617ANUW4 2067-06-20 8.246 N/A 38719084.00 14009334.04 Agency Mortgage-Backed Securities GNCL CL DE4033 N/A 3618J9PS9 2064-09-15 5.98 N/A 370894.00 375573.20 Agency Mortgage-Backed Securities GNPL PN CM3807 N/A 3617YPGQ2 2059-09-15 5.33 N/A 34437400.00 35360356.33 Agency Mortgage-Backed Securities GNHA ML DD5681 H N/A 3618HYJ20 2074-07-20 7.576 N/A 798604.00 771237.63 Agency Mortgage-Backed Securities GNII ET CX1437 C N/A 3618FMS28 2063-09-20 6.5 N/A 2112794.00 943091.36 Agency Mortgage-Backed Securities GNII ET CX0726 C N/A 3618FLYX5 2063-12-20 8 N/A 682588.00 700384.95 Agency Mortgage-Backed Securities GNPL PN CO1758 N/A 3617FC5T8 2064-03-15 5.77 N/A 67207.00 70337.41 Agency Mortgage-Backed Securities GNHA AL BB9582 H N/A 3617B1UF8 2067-09-20 8.012 N/A 45173157.00 21100137.07 Agency Mortgage-Backed Securities GNII ET DA9651 C N/A 3618H0WL7 2064-02-20 7 N/A 89681.00 90782.34 Agency Mortgage-Backed Securities GNII ET CY2456 C N/A 3618G1WR3 2063-11-20 7.5 N/A 299899.00 304713.16 Agency Mortgage-Backed Securities GNRA 2023-166 FJ N/A 38384GAH3 2053-11-20 6.39028 N/A 50000000.00 35214203.72 Agency Mortgage-Backed Securities GNRM 2023-151 BV N/A 38384DKF3 2034-07-20 6 N/A 10880535.00 10198534.77 Agency Mortgage-Backed Securities GNII ET CY7467 C N/A 3618G7JL8 2064-01-20 7.5 N/A 891716.00 688130.25 Agency Mortgage-Backed Securities GNII ET DC0175 C N/A 3618HEFQ5 2064-01-20 7.5 N/A 328792.00 334782.99 Agency Mortgage-Backed Securities GNCL CL CR5675 N/A 3618ALJU3 2064-04-15 6.15 N/A 3965000.00 4192924.06 Agency Mortgage-Backed Securities GNHA AL BK5218 H N/A 3617J5YP5 2070-03-20 6.859 N/A 28863867.00 14250998.64 Agency Mortgage-Backed Securities GNHA RM DB3458 H N/A 3618H5ZX7 2074-09-20 6.143 N/A 3379806.00 3582178.64 Agency Mortgage-Backed Securities GNII ET DB0505 C N/A 3618H2R21 2064-04-20 7 N/A 363177.00 369817.46 Agency Mortgage-Backed Securities GNII ET CZ8996 C N/A 3618GL7H9 2064-04-20 7.5 N/A 147773.00 149964.14 Agency Mortgage-Backed Securities GNII ET DF0897 C N/A 3618JH7J1 2064-03-20 6.5 N/A 176973.00 179876.60 Agency Mortgage-Backed Securities GNII ET CZ5830 C N/A 3618GHPP0 2064-01-20 7 N/A 336057.00 345007.36 Agency Mortgage-Backed Securities GNRA 2019-45 FL N/A 38381TYT6 2049-04-20 4.5 N/A 25000000.00 4383350.59 Agency Mortgage-Backed Securities GNII ET DE9284 C N/A 3618JFJ52 2064-09-20 7 N/A 218221.00 222526.90 Agency Mortgage-Backed Securities GNPL PN CM3802 N/A 3617YPGK5 2059-06-15 5.72 N/A 3424300.00 3570700.90 Agency Mortgage-Backed Securities GNHF RF AF7339 H N/A 36181PEL9 2064-01-20 4.836 N/A 3734875.00 313512.34 Agency Mortgage-Backed Securities GNHA RM DB3444 H N/A 3618H5ZH2 2074-09-20 6.26 N/A 20003744.00 21374080.48 Agency Mortgage-Backed Securities GNPL PN CV9766 N/A 3618F6Z74 2064-03-15 6.12 N/A 290000.00 308633.96 Agency Mortgage-Backed Securities GNHA AL BB9563 H N/A 3617B1TU7 2067-08-20 8.272 N/A 20119133.00 11194593.32 Agency Mortgage-Backed Securities GNHA AL DB5008 H N/A 3618H7R53 2074-04-20 6.826 N/A 2626924.00 2665470.81 Agency Mortgage-Backed Securities GNHF RF AS5980 H N/A 36193QUD3 2066-10-20 4.372 N/A 2543470.00 969896.42 Agency Mortgage-Backed Securities GNII ET CX7897 C N/A 3618FUX24 2063-12-20 7.5 N/A 716395.00 728424.96 Agency Mortgage-Backed Securities GNII ET DF3661 C N/A 3618JMB63 2064-06-20 7 N/A 211835.00 215409.72 Agency Mortgage-Backed Securities GNRA 2024-025 ZP N/A 38384JP32 2054-02-20 6.5 N/A 1274796.00 1392701.64 Agency Mortgage-Backed Securities GNRA 2019-43 FD N/A 38381TP66 2049-04-20 4 N/A 150000000.00 35132524.49 Agency Mortgage-Backed Securities GNRM 2003-76 TG N/A 38374CNL1 2033-09-20 5.5 N/A 1000000.00 288202.30 Agency Mortgage-Backed Securities GNII ET CY9846 C N/A 3618G95F2 2063-12-20 7.5 N/A 7688766.00 3559026.25 Agency Mortgage-Backed Securities GNRM 2024-026 E N/A 38384J5R1 2055-11-20 6 N/A 8000000.00 6103335.61 Agency Mortgage-Backed Securities GNRM 2024-039 BV N/A 38384KKL4 2035-01-20 6 N/A 5337660.00 5249443.49 Agency Mortgage-Backed Securities GNHA RM DD8322 H N/A 3618J2G70 2074-09-20 5.848 N/A 19982100.00 21242910.56 Agency Mortgage-Backed Securities GNII ET DA1377 C N/A 3618GQQ61 2063-11-20 7.5 N/A 212680.00 216422.82 Agency Mortgage-Backed Securities GNRM 2024-144 PY N/A 38384WTN5 2054-09-20 5 N/A 945459.00 865010.84 Agency Mortgage-Backed Securities GNII ET DA7823 C N/A 3618GXVQ6 2063-07-20 7 N/A 130853.00 133138.81 Agency Mortgage-Backed Securities GNHA RM 892399 H N/A 36208A7L9 2060-01-20 6.27 N/A 2043234.00 74393.55 Agency 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3618FFY59 2063-08-20 6.5 N/A 71460.00 71976.62 Agency Mortgage-Backed Securities GNRM 2012-108 KA N/A 38378HQM1 2042-08-16 1.5 N/A 1000000.00 124098.73 Agency Mortgage-Backed Securities GNII ET CY5640 C N/A 3618G5HR1 2063-11-20 7.5 N/A 2643009.00 2316260.18 Agency Mortgage-Backed Securities GNPL PN CY4831 N/A 3618G4LL2 2059-09-15 5.6 N/A 8334900.00 8666995.62 Agency Mortgage-Backed Securities GNII ET DA9612 C N/A 3618H0VD6 2064-01-20 7 N/A 319916.00 325333.15 Agency Mortgage-Backed Securities GNII ET DD2742 C N/A 3618HVBK4 2064-04-20 7 N/A 176303.00 180431.31 Agency Mortgage-Backed Securities GNRM 2023-067 BZ N/A 38384AML4 2053-05-20 5.5 N/A 150756.00 142355.94 Agency Mortgage-Backed Securities GNRM 2024-109 L N/A 38384QP36 2064-07-20 7 N/A 15365744.00 16020570.55 Agency Mortgage-Backed Securities GNRM 2020-002 AJ N/A 38380NU72 2061-08-16 2.5 N/A 154000.00 71704.66 Agency Mortgage-Backed Securities GNPL PN CP2998 N/A 3617FSKK5 2059-07-15 5.65 N/A 8976700.00 9322512.96 Agency 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CX1950 C N/A 3618FNEX3 2063-10-20 7.5 N/A 881565.00 221509.95 Agency Mortgage-Backed Securities GNII ET DB2598 C N/A 3618H43F4 2064-01-20 7 N/A 85286.00 86762.79 Agency Mortgage-Backed Securities GNRA 2024-084 CZ N/A 38384NUA1 2054-05-20 5.75 N/A 150753.00 140628.36 Agency Mortgage-Backed Securities GNII ET CX1975 C N/A 3618FNFQ7 2063-10-20 7.5 N/A 2331281.00 1882564.29 Agency Mortgage-Backed Securities GNHA AL BA7691 H N/A 3617ALRL6 2067-07-20 8.255 N/A 20021246.00 8352571.86 Agency Mortgage-Backed Securities GNII ET CX1913 C N/A 3618FNDS5 2063-10-20 7 N/A 15126449.00 6864439.28 Agency Mortgage-Backed Securities GNII ET DD0887 C N/A 3618HS6Y7 2063-12-20 8 N/A 100386.00 103215.85 Agency Mortgage-Backed Securities GNII ET CZ8767 C N/A 3618GLW40 2064-02-20 7 N/A 1212179.00 1143855.02 Agency Mortgage-Backed Securities GNPL PN DA0303 N/A 3618GPKQ5 2059-08-15 5.49 N/A 7775600.00 8043815.64 Agency Mortgage-Backed Securities GNHA AL CX6763 H N/A 3618FTQQ2 2073-09-20 6.601 N/A 906615.00 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Securities GNRA 2024-025 KZ N/A 38384JN42 2054-02-20 7 N/A 1188838.00 1296568.15 Agency Mortgage-Backed Securities GNRM 2024-058 AL N/A 38384NHJ7 2054-04-20 6 N/A 6707165.00 6768092.89 Agency Mortgage-Backed Securities GNCL CL CS8939 N/A 3618B24Y2 2066-08-15 6.1 N/A 8885878.00 9442711.54 Agency Mortgage-Backed Securities GNII ET CZ8773 C N/A 3618GLXA5 2064-02-20 7 N/A 3524287.00 3505510.90 Agency Mortgage-Backed Securities GNHA AL BR0478 H N/A 3617LWQ72 2070-03-20 7.283 N/A 24092829.00 16724786.53 Agency Mortgage-Backed Securities GNRA 2024-109 CZ N/A 38384QM70 2054-07-20 5.5 N/A 3752701.00 3620972.34 Agency Mortgage-Backed Securities GNCL CL DE4037 N/A 3618J9PW0 2064-09-15 5.98 N/A 521744.00 528326.32 Agency Mortgage-Backed Securities GNHF RF 771824 H N/A 36176PG91 2064-12-20 4.598 N/A 6491721.00 1164778.50 Agency Mortgage-Backed Securities GNCL CL CV9786 N/A 3618F62T2 2064-09-15 5.98 N/A 599937.00 612645.47 Agency Mortgage-Backed Securities GNHF RF DD2181 H N/A 3618HUM65 2074-07-20 4.465 N/A 424195.00 419707.01 Agency Mortgage-Backed Securities GNPL PN DB4186 N/A 3618H6UK8 2059-08-15 5.69 N/A 8590700.00 8956331.41 Agency Mortgage-Backed Securities GNII ET CZ7020 C N/A 3618GJYR2 2064-01-20 7 N/A 260386.00 265021.65 Agency Mortgage-Backed Securities GNCL CL CS2715 N/A 3618AVAQ9 2065-01-15 5.5 N/A 10667357.00 10559936.72 Agency Mortgage-Backed Securities GNPL PN CY4830 N/A 3618G4LK4 2059-09-15 5.6 N/A 10506100.00 10924704.87 Agency Mortgage-Backed Securities GNPL PN CQ8781 N/A 3618ABXJ4 2059-06-15 5.45 N/A 5853600.00 6026030.12 Agency Mortgage-Backed Securities GNII ET CY1125 C N/A 3618G0HA9 2063-09-20 7 N/A 218390.00 221962.73 Agency Mortgage-Backed Securities GNRA 2024-084 ZC N/A 38384NVL6 2054-05-20 4.5 N/A 3844785.00 3519039.56 Agency Mortgage-Backed Securities GNII ET DA3999 C N/A 3618GTNQ4 2064-01-20 7 N/A 1293498.00 1236811.28 Agency Mortgage-Backed Securities GNII ET DB8303 C N/A 3618HBGL1 2064-05-20 7 N/A 174233.00 177425.02 Agency Mortgage-Backed Securities GNII ET DA6109 C N/A 3618GVYE4 2063-12-20 7.5 N/A 2741030.00 1741642.77 Agency Mortgage-Backed Securities GNPL PN DE5543 N/A 3618JBEQ0 2059-09-15 5.85 N/A 4722385.00 4955801.74 Agency Mortgage-Backed Securities GNRM 2023-106 HZ N/A 38384BG96 2053-07-20 5.5 N/A 2604167.00 2755982.17 Agency Mortgage-Backed Securities GNPL PN DA8491 N/A 3618GYNG5 2059-09-15 5.48 N/A 2374250.00 2443622.89 Agency Mortgage-Backed Securities GNPL PN CD1375 N/A 3617VBQ44 2059-05-15 5.75 N/A 369941.00 386219.92 Agency Mortgage-Backed Securities GNRA 2008-051 FE N/A 38375QU98 2038-06-16 5.6504 N/A 20000000.00 817137.52 Agency Mortgage-Backed Securities GNRM 2018-68 GZ N/A 38381BDR2 2048-12-20 3.5 N/A 582011.00 558379.42 Agency Mortgage-Backed Securities GNHF RF AR6570 H N/A 36193DJP8 2066-06-20 4.41 N/A 4117642.00 1504041.86 Agency Mortgage-Backed Securities GNII ET CX0712 C N/A 3618FLYH0 2063-11-20 7.5 N/A 220831.00 224403.68 Agency Mortgage-Backed Securities GNRA 2024-009 PZ N/A 38384G5P1 2054-01-20 5 N/A 500000.00 466446.30 Agency Mortgage-Backed Securities GNCL CL CQ7040 N/A 3618A9ZD0 2065-07-15 6.14 N/A 10669002.00 11238918.75 Agency Mortgage-Backed Securities GNHA AL DC3850 H N/A 3618HJH33 2074-06-20 6.788 N/A 4176438.00 4097553.92 Agency Mortgage-Backed Securities GNII ET DF3665 C N/A 3618JMCA3 2064-08-20 6.5 N/A 53547.00 54157.76 Agency Mortgage-Backed Securities GNHA AL BD5706 H N/A 3617BMKT3 2067-09-20 7.351 N/A 23771786.00 11150531.56 Agency Mortgage-Backed Securities GNPL PN DA0300 N/A 3618GPKM4 2059-07-15 5.99 N/A 9282800.00 9770946.97 Agency Mortgage-Backed Securities GNCL CL CV9784 N/A 3618F62R6 2064-09-15 5.98 N/A 299532.00 305876.99 Agency Mortgage-Backed Securities GNII ET CW7228 C N/A 3618FGA53 2063-09-20 6.5 N/A 3869635.00 2824789.80 Agency Mortgage-Backed Securities GNPL PN DA0191 N/A 3618GPF81 2059-08-15 5.36 N/A 12532000.00 12876377.20 Agency Mortgage-Backed Securities GNRM 2018-68 PA N/A 38381BDT8 2048-08-20 4 N/A 400000.00 141645.01 Agency Mortgage-Backed Securities GNII ET DA6203 C N/A 3618GV3L2 2064-01-20 7 N/A 160778.00 113550.29 Agency Mortgage-Backed Securities GNRM 2024-023 DV N/A 38384J2M5 2035-01-20 5.5 N/A 4926000.00 4753318.17 Agency Mortgage-Backed Securities GNII ET CY3551 C N/A 3618G25L4 2063-10-20 7 N/A 714601.00 405039.27 Agency Mortgage-Backed Securities GNHA RM CE9368 H N/A 3617VYMR7 2071-10-20 6.527 N/A 5221266.00 5137051.91 Agency Mortgage-Backed Securities GNII ET DA6106 C N/A 3618GVYB0 2063-12-20 7 N/A 746271.00 586509.15 Agency Mortgage-Backed Securities GNII ET DB1319 C N/A 3618H3PC9 2064-02-20 7.5 N/A 610666.00 524616.10 Agency Mortgage-Backed Securities GNII ET DA9701 C N/A 3618H0X69 2064-03-20 7.5 N/A 138159.00 139204.05 Agency Mortgage-Backed Securities GNHA AL BE0929 H N/A 3617BUA66 2067-10-20 6.648 N/A 40116293.00 17924216.97 Agency Mortgage-Backed Securities GNRM 2021-012 A N/A 38380RTA8 2063-03-16 1.25 N/A 775000.00 447870.04 Agency Mortgage-Backed Securities GNRM 2024-109 BA N/A 38384QR83 2050-09-20 4.5 N/A 10000000.00 9553816.43 Agency Mortgage-Backed Securities GNII ET DB2957 C N/A 3618H5JA5 2064-01-20 7.5 N/A 400486.00 407483.61 Agency Mortgage-Backed Securities GNRA 2024-109 AZ N/A 38384QM54 2054-07-20 5.5 N/A 1755217.00 1740105.64 Agency Mortgage-Backed Securities GNII ET CP9288 C N/A 3618A0J96 2062-09-20 5 N/A 2035285.00 1126885.05 Agency Mortgage-Backed Securities GNII ET DB0860 C N/A 3618H25V1 2064-04-20 7 N/A 1572352.00 1277834.87 Agency Mortgage-Backed Securities GNII ET CY2473 C N/A 3618G1XA9 2063-12-20 7.5 N/A 963307.00 800394.05 Agency Mortgage-Backed Securities GNHA RM DE0709 H N/A 3618J5YE8 2074-09-20 6.409 N/A 1410210.00 1473290.10 Agency Mortgage-Backed Securities GNPL PN CJ8153 N/A 3617XRBW1 2064-01-15 3.24 N/A 15202191.00 13233752.06 Agency Mortgage-Backed Securities GNRM 2023-018 AZ N/A 38383VT40 2053-02-20 4.75 N/A 758119.00 745806.28 Agency Mortgage-Backed Securities GNRA 2024-058 FD N/A 38384NFG5 2054-04-20 6.04028 N/A 50000000.00 47298628.30 Agency Mortgage-Backed Securities GNII ET DB0647 C N/A 3618H2WG4 2064-01-20 7.5 N/A 559832.00 314500.40 Agency Mortgage-Backed Securities GNII ET CZ1744 C N/A 3618GC5D0 2063-12-20 7.5 N/A 134326.00 135281.96 Agency Mortgage-Backed Securities GNRM 2022-056 JZ N/A 38383MC22 2052-03-20 3.5 N/A 1633282.00 855604.53 Agency Mortgage-Backed Securities GNII ET CV2315 C N/A 3618BXSC6 2063-12-20 7.5 N/A 509696.00 305562.41 Agency Mortgage-Backed Securities GNII ET CY2474 C N/A 3618G1XB7 2063-12-20 8 N/A 222009.00 227770.53 Agency Mortgage-Backed Securities GNHA AL DD2182 H N/A 3618HUM73 2074-07-20 7.461 N/A 1714394.00 1770690.08 Agency Mortgage-Backed Securities GNHA AL BU5893 H N/A 3617N7RN9 2070-06-20 7.46 N/A 19992619.00 10729953.49 Agency Mortgage-Backed Securities GNII ET CY2518 C N/A 3618G1YP5 2062-09-20 4.5 N/A 168875.00 158370.54 Agency Mortgage-Backed Securities GNRA 2024-058 FH N/A 38384NFP5 2054-04-20 5.94028 N/A 50000000.00 49477196.12 Agency Mortgage-Backed Securities GNII ET DA6943 C N/A 3618GWWC8 2064-08-20 7 N/A 158730.00 162733.33 Agency Mortgage-Backed Securities GNII ET CW7541 C N/A 3618FGLW2 2063-09-20 6.5 N/A 8953861.00 5383799.53 Agency Mortgage-Backed Securities GNHA RM DD8323 H N/A 3618J2G88 2074-09-20 6.512 N/A 17686286.00 18864953.16 Agency Mortgage-Backed Securities GNCL CL CL5325 N/A 3617YC4J0 2064-06-15 2.9 N/A 579226.00 492936.39 Agency Mortgage-Backed Securities GNII ET DB8283 C N/A 3618HBFY4 2064-03-20 7 N/A 65359.00 66527.22 Agency Mortgage-Backed Securities GNII ET CZ0606 C N/A 3618GBU77 2063-11-20 7.5 N/A 3580173.00 2618302.32 Agency Mortgage-Backed Securities GNII ET DB6698 C N/A 3618H9NP9 2064-03-20 7.5 N/A 272423.00 276411.71 Agency Mortgage-Backed Securities GNHA AL CY7419 H N/A 3618G7G49 2073-10-20 7.085 N/A 862948.00 734898.24 Agency Mortgage-Backed Securities GNCL CL CV9773 N/A 3618F62E5 2064-07-15 6 N/A 1817219.00 1874719.44 Agency Mortgage-Backed Securities GNHA RM DD9263 H N/A 3618J3JG5 2074-09-20 5.947 N/A 22329632.00 23475164.45 Agency Mortgage-Backed Securities GNPL PN DB4195 N/A 3618H6UU6 2059-10-15 5.1 N/A 6400000.00 6411200.00 Agency Mortgage-Backed Securities GNRM 2023-112 LV N/A 38384CU98 2034-07-20 5.5 N/A 2348260.00 2188525.12 Agency Mortgage-Backed Securities GNHA AL DB3406 H N/A 3618H5YB6 2074-05-20 6.941 N/A 360686.00 389449.52 Agency Mortgage-Backed Securities GNRA 2023-147 FM N/A 38384DSX6 2053-10-20 6.29028 N/A 50000000.00 31983998.09 Agency Mortgage-Backed Securities GNRM 2023-112 MZ N/A 38384C2S7 2053-08-20 6 N/A 1758540.00 1925555.44 Agency Mortgage-Backed Securities GNPL PN DE5545 N/A 3618JBES6 2059-09-15 5.85 N/A 7630192.00 8007335.03 Agency Mortgage-Backed Securities GNII ET DA8120 C N/A 3618GYAV6 2064-03-20 7 N/A 218265.00 222108.88 Agency Mortgage-Backed Securities GNRA 2024-144 DZ N/A 38384WTX3 2054-09-20 6.5 N/A 8654800.00 8566368.02 Agency Mortgage-Backed Securities GNII ET DA6911 C N/A 3618GWVC9 2064-03-20 7 N/A 119892.00 122166.75 Agency Mortgage-Backed Securities GNRM 2024-150 AE N/A 38381LUG5 2049-12-16 4 N/A 12703570.00 12353241.25 Agency Mortgage-Backed Securities GNRM 2024-109 LT N/A 38384QR59 2054-07-20 4.5 N/A 27500000.00 25444658.23 Agency Mortgage-Backed Securities GNPL PN DE5542 N/A 3618JBEP2 2059-09-15 5.85 N/A 2898845.00 3042128.31 Agency Mortgage-Backed Securities GNRM 2023-089 B N/A 38384BNQ0 2053-06-20 7 N/A 18845528.00 18537958.36 Agency Mortgage-Backed Securities GNHA AL BB0148 H N/A 3617AQEV7 2067-10-20 6.683 N/A 20063760.00 12597700.30 Agency Mortgage-Backed Securities GNHA AL DD9251 H N/A 3618J3H44 2074-07-20 6.631 N/A 1040519.00 1108272.67 Agency Mortgage-Backed Securities GNII ET CW2294 C N/A 3618FARP4 2063-08-20 6.5 N/A 931674.00 842369.49 Agency Mortgage-Backed Securities GNII ET DF1546 C N/A 3618JJWF7 2064-06-20 7.5 N/A 105217.00 107260.59 Agency Mortgage-Backed Securities GNII ET CY4097 C N/A 3618G3RS3 2063-11-20 7.5 N/A 1581690.00 576861.02 Agency Mortgage-Backed Securities GNRM 2021-107 EY N/A 38382UAN1 2051-06-20 2 N/A 601919.00 343716.82 Agency Mortgage-Backed Securities GNPL PN DB4187 N/A 3618H6UL6 2059-09-15 5.7 N/A 16716000.00 17417464.35 Agency Mortgage-Backed Securities GNRM 2024-067 G N/A 38381KCR3 2065-10-16 3.75 N/A 1544855.00 1182048.89 Agency Mortgage-Backed Securities GNRA 2019-98 F N/A 38381YBT0 2049-08-20 3.5 N/A 100000000.00 12871809.81 Agency Mortgage-Backed Securities GNRM 2024-150 AB N/A 38381LUE0 2065-02-16 4.25 N/A 6736731.00 6394169.23 Agency Mortgage-Backed Securities GNRM 2020-127 LP N/A 38382HX54 2050-06-20 1.5 N/A 2160000.00 811909.04 Agency Mortgage-Backed Securities GNRA 2014-13O FL N/A 38375UKZ2 2064-07-20 5.98983 N/A 10000000.00 2284133.40 Agency Mortgage-Backed Securities GNII ET DB2446 C N/A 3618H4WF2 2063-02-20 7 N/A 73832.00 75122.24 Agency Mortgage-Backed Securities GNII ET CW5553 C N/A 3618FEE21 2063-09-20 6.5 N/A 4463418.00 2568813.52 Agency Mortgage-Backed Securities GNRM 2020-014 AE N/A 38380NH93 2062-02-16 2.6 N/A 1500000.00 694447.27 Agency Mortgage-Backed Securities GNPL PN DA3202 N/A 3618GSRX7 2059-08-15 5.25 N/A 20579700.00 21023730.97 Agency Mortgage-Backed Securities GNRM 2023-112 LZ N/A 38384CV22 2053-08-20 5.5 N/A 2873580.00 3035497.96 Agency Mortgage-Backed Securities GNRA 2010-121 FE N/A 38377KZF0 2040-09-20 5.37363 N/A 20000000.00 757639.05 Agency Mortgage-Backed Securities GNHA RM DE9876 H N/A 3618JF6M9 2074-09-20 6.127 N/A 1443682.00 1512362.28 Agency Mortgage-Backed Securities GNRM 2023-115 A N/A 38384CG60 2049-05-20 6 N/A 40000000.00 30126918.53 Agency Mortgage-Backed Securities GNII ET DC7435 C N/A 3618HNHL4 2064-07-20 7 N/A 198013.00 201854.16 Agency Mortgage-Backed Securities GNII ET DF0512 C N/A 3618JHR91 2064-08-20 7 N/A 258783.00 263894.35 Agency Mortgage-Backed Securities GNCL CL CV9782 N/A 3618F62P0 2064-09-15 5.98 N/A 538098.00 549496.53 Agency Mortgage-Backed Securities GNPL PN DA8489 N/A 3618GYNE0 2059-09-15 5.48 N/A 3440000.00 3540512.90 Agency Mortgage-Backed Securities GNII ET CV8315 C N/A 3618F5GY8 2063-12-20 7.5 N/A 6899059.00 4777000.97 Agency Mortgage-Backed Securities GNRM 2023-112 CZ N/A 38384CV97 2053-08-20 7 N/A 411078.00 477018.41 Agency Mortgage-Backed Securities GNII ET CX1564 C N/A 3618FMWZ0 2063-11-20 7.5 N/A 265982.00 97140.10 Agency Mortgage-Backed Securities GNII ET DB5869 C N/A 3618H8QW3 2064-07-20 6.5 N/A 274075.00 277219.24 Agency Mortgage-Backed Securities GNCL CL CI8983 N/A 3617XD6U2 2065-03-15 4.2 N/A 2149263.00 1985007.72 Agency Mortgage-Backed Securities GNCL CL CU2406 N/A 3618BKU72 2065-01-15 5.44 N/A 287398.00 296071.38 Agency Mortgage-Backed Securities GNII ET DD7519 C N/A 3618J1K85 2064-06-20 7.5 N/A 208804.00 212859.53 Agency Mortgage-Backed Securities GNII ET CY3747 C N/A 3618G3EU2 2064-01-20 7 N/A 1318426.00 1195169.11 Agency Mortgage-Backed Securities GNHA AL CX0156 H N/A 3618FLE58 2073-08-20 6.535 N/A 1095702.00 1047532.08 Agency Mortgage-Backed Securities GNHA AL BU6353 H N/A 3617N8BW4 2070-04-20 7.197 N/A 20550595.00 12810286.15 Agency Mortgage-Backed Securities 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21665080.00 19646470.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413Y2V2 2037-11-01 6 N/A 731787.00 2056.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASSC7 2041-09-01 4.5 N/A 500000.00 14780.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF6L5 2054-08-01 5.5 N/A 9674754.00 9638795.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKZA6 2054-08-01 6 N/A 1388951.00 1434199.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP2D8 2052-08-01 3.5 N/A 2000.00 1629.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCDQ8 2050-04-01 3 N/A 2374000.00 1268700.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJYQ5 2039-11-01 5.5 N/A 10197840.00 234458.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GP4U9 2047-07-01 3.5 N/A 4391180.00 2063977.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU4M5 2039-07-01 6 N/A 6751773.00 6653338.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWQW6 2039-02-01 6.5 N/A 2428894.00 2406185.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM2E6 2053-06-01 6 N/A 749524.00 751043.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHFS6 2039-07-01 5.5 N/A 1843307.00 1840537.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVC5 2051-12-01 2.5 N/A 5360000.00 3659872.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4F8 2048-11-01 4 N/A 842000.00 71253.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARN22 2054-10-01 5.5 N/A 3025471.00 3050302.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMS0 2054-11-01 5.5 N/A 1424015.00 1423518.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPB7 2052-05-01 2.5 N/A 12642557.00 10538531.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9KY5 2054-03-01 5.5 N/A 1022166.00 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGPW8 2054-06-01 5 N/A 1744269.00 1693863.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKTD7 2054-08-01 6 N/A 2606344.00 2655147.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBNL0 2051-06-01 2.5 N/A 51767.00 32826.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHL29 2041-02-01 3 N/A 74000.00 48604.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2FL0 2052-09-01 5 N/A 347000.00 330267.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MP6W6 2052-06-01 3.5 N/A 102017.00 81912.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7MW6 2050-07-01 3.5 N/A 509471.00 145142.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPME6 2039-03-01 5 N/A 37412076.00 33540323.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRT40 2051-08-01 2.5 N/A 100000.00 62595.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH3P0 2052-08-01 4.5 N/A 323788.00 282976.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFLH0 2050-10-01 2.5 N/A 2993355.00 1710574.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQZ4 2043-03-01 3 N/A 3706423.00 373492.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7RR8 2047-11-01 3.5 N/A 77170.00 18145.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYU6 2039-07-01 5.5 N/A 1076556.00 1051569.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABVJ1 2054-06-01 6 N/A 2097840.00 2076817.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4XF8 2034-09-01 3.5 N/A 5656000.00 1486692.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XATJ1 2051-05-01 2 N/A 30000.00 18365.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KTUB9 2036-03-01 2 N/A 2275000.00 1343663.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2051-07-01 2 N/A 10000.00 6339.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUT97 2054-06-01 5.5 N/A 41865092.00 41925697.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGGG8 2052-03-01 3 N/A 361000.00 242123.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419EEJ4 2041-01-01 4.5 N/A 3030780.00 257383.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417SNL0 2040-04-01 4.5 N/A 13762654.00 562128.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRH0 2054-09-01 7 N/A 5566504.00 5832754.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHED5 2052-02-01 2.5 N/A 4000.00 2680.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJUY7 2051-10-01 2.5 N/A 1635025.00 1225395.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389SUM4 2032-03-01 6 N/A 1004177.00 924.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHEL7 2052-02-01 2.5 N/A 2311000.00 1592699.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPH4 2052-02-01 3 N/A 40278905.00 34730392.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACAU7 2039-04-01 5 N/A 2323000.00 2175604.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQA31 2054-05-01 5.5 N/A 267000.00 261452.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJRA8 2042-09-01 4.5 N/A 4750000.00 297213.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3A7 2053-09-01 5 N/A 525000.00 506837.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHEJ3 2053-04-01 5 N/A 114379.00 109580.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQG6 2043-01-01 3 N/A 2442825.00 407107.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GPRB6 2047-03-01 3 N/A 848000.00 213634.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5W3 2052-02-01 2.5 N/A 1940000.00 1411042.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLG8 2027-10-01 5.5 N/A 712000.00 2144.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BDA0 2041-02-01 4 N/A 30000.00 2844.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DD82 2049-07-01 4 N/A 7180000.00 621064.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N4PL5 2052-11-01 5.5 N/A 240000.00 197902.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQMV7 2054-08-01 5 N/A 1739903.00 1709107.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0KD6 2052-11-01 5 N/A 884276.00 543910.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2H4 2054-10-01 6 N/A 1931423.00 1958182.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A4K0 2039-10-01 6 N/A 2121000.00 34987.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFA25 2050-10-01 2 N/A 4400000.00 2409157.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJAA6 2054-09-01 5.5 N/A 999900.00 995290.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDXB7 2049-06-01 3.5 N/A 4670860.00 2716509.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FET0 2034-09-01 6 N/A 1744301.00 1772442.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRE45 2052-05-01 3.5 N/A 1762526.00 1401064.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJUD9 2042-11-01 3.5 N/A 2084979.00 390121.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9A39 2049-06-01 3.5 N/A 1190000.00 355394.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RBC6 2047-08-01 5 N/A 7825909.00 114752.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJW46 2054-08-01 5.5 N/A 1008375.00 1014361.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMS32 2053-07-01 5.5 N/A 7254824.00 6849901.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUKM7 2039-04-01 4.5 N/A 1265861.00 1206877.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXV79 2043-07-01 4 N/A 26345137.00 4707477.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELE74 2027-03-01 5 N/A 7575613.00 16382.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANC23 2054-08-01 6 N/A 2110325.00 2146620.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNQ98 2053-12-01 6.5 N/A 400000.00 357535.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCSH0 2050-01-01 3 N/A 216000.00 50051.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW5D1 2054-02-01 6.5 N/A 1173190.00 1218213.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5A29 2026-08-01 5 N/A 12894563.00 43484.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF5Y1 2050-12-01 2.5 N/A 2560000.00 1375523.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7QY8 2050-08-01 2.5 N/A 2062000.00 1072618.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA94 2039-08-01 6 N/A 1006874.00 824549.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTL3 2053-07-01 4 N/A 210000.00 188793.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANL80 2054-08-01 6 N/A 1574819.00 1593084.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGCF4 2037-02-01 2 N/A 888010.00 591851.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C7C2 2039-02-01 4 N/A 1225000.00 139575.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFN44 2054-07-01 6 N/A 3120821.00 2335970.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFJL1 2054-07-01 6 N/A 1318396.00 1237692.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BAG2 2042-02-01 3.5 N/A 100000.00 6865.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGD1 2052-02-01 3.5 N/A 23019063.00 20674392.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X55W9 2047-02-01 3.5 N/A 482867.00 109450.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 4087601.00 348792.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418RGW5 2040-04-01 5 N/A 1070000.00 34108.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQR9 2052-11-01 5 N/A 9959287.00 9819973.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE4R7 2054-06-01 5.5 N/A 2849284.00 2839222.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFX97 2049-01-01 4 N/A 17000.00 10403.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANHZ5 2054-09-01 6 N/A 1284150.00 1308721.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXGS8 2052-08-01 4.5 N/A 60000.00 50413.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQXD5 2054-07-01 5 N/A 1434894.00 1407397.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLY51 2053-07-01 6 N/A 120000.00 105936.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY27 2051-01-01 1.5 N/A 100000.00 68169.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AUCY7 2054-11-01 5 N/A 11386728.00 11144961.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7RQ0 2047-11-01 3.5 N/A 50702.00 8407.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXG0 2038-10-01 6 N/A 1092882.00 823407.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPH83 2052-06-01 4 N/A 1005000.00 798533.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRYG2 2053-04-01 6.5 N/A 100000.00 79053.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4X7 2051-10-01 2 N/A 15405292.00 10231031.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGMQ9 2052-04-01 4 N/A 750000.00 515532.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7J5 2036-12-01 1.5 N/A 600600.00 390411.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWQX4 2039-02-01 6.5 N/A 1746612.00 1359746.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQZK7 2054-08-01 6 N/A 5248067.00 5394462.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8AH5 2054-02-01 6.5 N/A 1570450.00 1619626.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHYT9 2053-05-01 5 N/A 1150048.00 1096267.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRSK0 2053-03-01 6.5 N/A 850000.00 734018.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YGH4 2029-10-01 4 N/A 250000.00 6169.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHKC5 2054-07-01 5.5 N/A 2407091.00 2410426.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416TAH2 2039-07-01 4.5 N/A 870000.00 33898.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC4N3 2050-03-01 2.5 N/A 1007000.00 602824.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BFS0 2034-06-01 4.5 N/A 555000.00 81187.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L8SR2 2051-05-01 2.5 N/A 3940919.00 3085298.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKHM3 2051-04-01 2 N/A 9306000.00 5647664.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KK75 2032-01-01 7 N/A 565000.00 1164.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNE5 2039-08-01 5 N/A 1003899.00 996754.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5BL6 2034-06-01 3.5 N/A 717000.00 77393.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF5D7 2050-12-01 2.5 N/A 560000.00 314760.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC2A0 2054-06-01 6 N/A 1005332.00 1044314.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4K96 2049-07-01 4 N/A 870000.00 121935.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGFU3 2039-06-01 6 N/A 500000.00 503175.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H4HW7 2047-11-01 4.5 N/A 457658.00 65113.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGGU2 2054-07-01 5 N/A 1556473.00 1533679.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNPL0 2052-03-01 3.5 N/A 30000.00 21572.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD4Z1 2054-08-01 5.5 N/A 1002895.00 992761.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHWR9 2031-09-01 2 N/A 537973.00 92768.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AK72 2042-09-01 4 N/A 3600000.00 434782.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHL34 2026-12-01 4.5 N/A 555000.00 3874.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDGK6 2050-11-01 2.5 N/A 36000.00 21424.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X66J5 2049-09-01 4.5 N/A 6570000.00 1866521.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6PV1 2043-10-01 3 N/A 300000.00 59767.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4K3 2039-04-01 6 N/A 10105817.00 8732881.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRB5 2030-08-01 4.5 N/A 650000.00 15590.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ5E3 2039-09-01 5.5 N/A 16546966.00 16725654.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5R67 2053-11-01 6 N/A 3314076.00 3136858.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H5P47 2048-04-01 3.5 N/A 5189.00 925.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ72 2053-03-01 3 N/A 63000.00 52005.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419E6N4 2041-03-01 4 N/A 2000000.00 184006.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNE44 2052-05-01 3.5 N/A 4578096.00 3926559.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WG4K7 2046-05-01 2.5 N/A 47059.00 8468.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2K5 2052-04-01 3 N/A 93629.00 74661.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NP82 2028-01-01 5.5 N/A 15000000.00 61143.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E57H5 2042-01-01 3.5 N/A 3446692.00 237749.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381UB22 2024-11-25 6.45 N/A 70000.00 57466.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAPT3 2035-02-01 2.5 N/A 95000.00 39745.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD6H4 2051-12-01 2.5 N/A 700000.00 480470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVNB6 2039-10-01 5.5 N/A 8199351.00 8372458.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSCR0 2038-05-01 5.5 N/A 752000.00 654972.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MKRA6 2043-06-01 4 N/A 7397615.00 950725.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAGA9 2054-05-01 6 N/A 1138552.00 1164045.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXX43 2051-01-01 2.5 N/A 567000.00 233338.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6NC2 2052-11-01 4.5 N/A 1000000.00 882659.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2U75 2051-09-01 3.5 N/A 1007954.00 656549.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417KZE0 2039-09-01 4.5 N/A 2880000.00 232176.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E04Y8 2045-07-01 4 N/A 33909.00 3071.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WVAJ0 2043-06-01 4 N/A 829966.00 114874.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACS46 2054-05-01 6 N/A 1207265.00 1254946.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNSZ8 2053-04-01 5.5 N/A 8400000.00 7887755.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ3U4 2054-10-01 5 N/A 10302971.00 10073005.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A13N5 2053-10-01 6 N/A 1345160.00 1377279.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7FL8 2035-07-01 3 N/A 895000.00 326499.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKK5 2037-11-01 4 N/A 80000.00 59631.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRF67 2052-02-01 2 N/A 15679930.00 12561080.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSW6 2054-08-01 6.5 N/A 2393396.00 2466866.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMR8 2053-01-01 4.5 N/A 78000.00 68398.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJW8 2035-06-01 2.5 N/A 10541259.00 9262259.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 27000.00 22047.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQ46 2054-08-01 6 N/A 3122633.00 3071388.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414AU42 2025-11-01 5 N/A 15860679.00 9027.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECG3 2042-03-01 2 N/A 2485223.00 1703800.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A62P0 2054-02-01 6 N/A 4012193.00 3849594.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 16000.00 12686.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJAH6 2052-04-01 3.5 N/A 4100000.00 3071657.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMH9 2039-03-01 6 N/A 34362424.00 31690841.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDK54 2036-10-01 1.5 N/A 840048.00 525258.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7EQ8 2050-07-01 2.5 N/A 17569530.00 9414612.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGH2 2052-02-01 4 N/A 8072733.00 7543421.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRNK9 2052-06-01 5 N/A 1082160.00 1025250.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4LB0 2049-07-01 3.5 N/A 3670000.00 837985.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNPA6 2053-08-01 6 N/A 198000.00 196027.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLGT7 2051-07-01 2 N/A 1000000.00 627684.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417CG33 2042-07-01 4 N/A 365000.00 31335.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAUJ5 2049-05-01 5 N/A 40000.00 6134.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRG1 2054-02-01 5.5 N/A 475306.00 447976.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 400000.00 351447.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3K8 2048-10-01 5 N/A 4135206.00 314154.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGQ2 2054-08-01 5 N/A 1060205.00 1040471.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLQ3 2059-01-01 3.5 N/A 1700000.00 606037.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQ3C0 2054-05-01 6.5 N/A 2784815.00 2783480.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKQC7 2038-03-01 4 N/A 1068000.00 758445.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADWM9 2054-07-01 6.5 N/A 2263097.00 2345680.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHWD0 2054-07-01 6 N/A 1223562.00 1272368.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPV3 2052-07-01 5 N/A 550000.00 433887.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJ24 2042-08-01 2 N/A 8115181.00 6680509.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMV7 2039-10-01 5.5 N/A 1520505.00 1552554.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APPG3 2054-08-01 5.5 N/A 2795827.00 2790519.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGLZ2 2052-02-01 3 N/A 108000.00 78541.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZD7 2054-08-01 5 N/A 2093218.00 2047786.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXC83 2056-05-01 4 N/A 3550000.00 899006.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVZ4 2048-04-01 3 N/A 65000.00 10317.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQHB1 2039-09-01 5 N/A 2053294.00 1608260.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YU89 2041-07-01 4 N/A 9530000.00 423336.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT7B9 2053-12-01 7 N/A 9191208.00 8051353.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACN74 2054-05-01 6.5 N/A 1209516.00 1259244.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCP0 2039-09-01 6 N/A 1870031.00 1791383.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADF22 2039-05-01 6 N/A 1152338.00 1149739.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MGYD1 2032-11-01 3.5 N/A 3035000.00 361527.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKXN3 2051-06-01 2 N/A 125000.00 79127.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3T6 2053-09-01 5.5 N/A 1500000.00 1391585.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLEY8 2051-07-01 2.5 N/A 1750000.00 1134355.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFK39 2045-09-01 3.5 N/A 13800000.00 2331854.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQPR7 2054-10-01 5 N/A 5111022.00 5012226.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXDM1 2056-06-01 4.5 N/A 230000.00 59079.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLF5 2053-03-01 5.5 N/A 825000.00 752637.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPZ5 2053-06-01 5.5 N/A 6100000.00 5384726.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTGL7 2038-10-01 6 N/A 2204882.00 2144301.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKQ40 2028-02-01 2.5 N/A 2500000.00 134422.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHQA6 2036-03-01 2.5 N/A 55379.00 34180.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBV80 2049-06-01 3.5 N/A 146537.00 70290.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXVD3 2052-07-01 4 N/A 27000.00 20768.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDUL6 2050-06-01 2.5 N/A 151000.00 76059.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WELB3 2045-04-01 4 N/A 100000.00 32723.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNWD2 2052-06-01 3 N/A 15000.00 12396.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MKHA3 2052-06-01 3 N/A 3438546.00 2670222.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYN4 2053-12-01 6 N/A 16482502.00 14961192.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9R31 2049-07-01 5.5 N/A 2007622.00 805089.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRX24 2053-04-01 6 N/A 35000.00 31523.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQDT9 2052-09-01 4.5 N/A 3649455.00 3071486.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5UD8 2038-11-01 6 N/A 1113294.00 968988.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LTQ8 2038-03-01 5 N/A 4962055.00 106578.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFZH2 2054-07-01 5.5 N/A 1758716.00 1752703.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YSTH9 2045-07-01 3.5 N/A 300000.00 40169.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGL85 2039-06-01 6.5 N/A 1282180.00 1261903.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZJ5 2053-01-01 7 N/A 1910779.00 255169.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3TJ5 2047-11-01 3.5 N/A 3628317.00 1757727.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMJW7 2052-12-01 5 N/A 8027900.00 7351829.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASNU8 2054-10-01 5.5 N/A 11438669.00 11406976.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMJ0 2032-07-01 3 N/A 10108000.00 1366212.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWC7 2052-07-01 4 N/A 5980000.00 4806693.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKW95 2051-06-01 2.5 N/A 171000.00 105263.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANDL0 2039-08-01 5.5 N/A 1311900.00 1319389.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRBE6 2052-07-01 4.5 N/A 425000.00 320941.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG43 2050-03-01 4.5 N/A 4699814.00 3226408.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJGL1 2052-09-01 5 N/A 9949987.00 8169086.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJUG1 2054-07-01 5.5 N/A 6056316.00 6027240.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQ7G4 2053-01-01 5 N/A 100000.00 86297.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJ32 2037-05-01 3 N/A 24142753.00 21907996.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET75 2053-07-01 6 N/A 488049.00 431758.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANES4 2054-09-01 5.5 N/A 1534975.00 1541499.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJUC0 2032-01-01 2.5 N/A 28690291.00 6322266.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 5000.00 507.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N47E1 2052-10-01 5 N/A 242215.00 213956.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGKS5 2051-01-01 3 N/A 500000.00 301012.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUL8 2054-06-01 5.5 N/A 22177249.00 22061216.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A85B4 2054-02-01 5.5 N/A 3257843.00 2938780.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEQG3 2038-03-01 4 N/A 850569.00 685743.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWA4 2053-09-01 6.5 N/A 1590586.00 1369925.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 642484.00 508528.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHBX9 2025-09-01 5 N/A 3940000.00 762.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRE6 2047-11-01 4.5 N/A 4000.00 570.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9CT6 2033-09-01 4 N/A 650000.00 105203.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANG29 2054-09-01 6 N/A 2720932.00 2770245.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WHT2 2040-06-01 4.5 N/A 533000.00 25539.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389DV53 2031-04-01 7.5 N/A 12886224.00 18430.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAPG6 2054-03-01 5.5 N/A 1467783.00 1307183.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERA91 2046-08-01 3 N/A 59000.00 14357.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9CT8 2048-06-01 4 N/A 18000000.00 4072565.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXRB2 2052-08-01 5.5 N/A 1630808.00 1254878.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCHZ9 2044-07-01 4 N/A 1014000.00 130038.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHY92 2052-08-01 2.5 N/A 22000.00 16076.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 45607.00 44491.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTC4 2046-11-01 3.5 N/A 100000.00 15847.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZA3 2054-09-01 5.5 N/A 15233970.00 15170567.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYL4 2052-08-01 3.5 N/A 3397423.00 2857089.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2KB4 2041-01-01 4.5 N/A 23000000.00 1943022.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKX1 2052-11-01 6 N/A 31197981.00 29718119.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBFK9 2048-05-01 4 N/A 55000.00 5957.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAJ3 2051-10-01 2.5 N/A 600000.00 398939.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ42 2054-08-01 6.5 N/A 12147407.00 12010089.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF62 2032-06-01 3.5 N/A 249250.00 152465.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1D46 2053-09-01 5.5 N/A 1470.00 1400.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APN26 2054-08-01 5.5 N/A 3615659.00 3639280.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKE0 2054-08-01 6 N/A 4557694.00 4628798.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKUR4 2054-08-01 5.5 N/A 1049500.00 1054573.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKL7 2052-08-01 3.5 N/A 1105505.00 922834.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APTK0 2054-09-01 6 N/A 4271081.00 4354893.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVN9 2054-08-01 5 N/A 2337835.00 2282517.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GPA5 2037-08-01 5.5 N/A 200000.00 3747.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLNB0 2037-05-01 3.5 N/A 228000.00 166057.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CHF4 2047-03-01 3.5 N/A 3239000.00 471669.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAW7 2054-07-01 5.5 N/A 275269000.00 265961925.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7HG7 2050-04-01 3 N/A 300000.00 113816.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KHL90 2050-06-01 3.5 N/A 1048224.00 361346.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJ40 2037-03-01 3 N/A 13616645.00 12278813.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414C6Y9 2038-04-01 5 N/A 714166.00 7346.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUED4 2039-04-01 6.5 N/A 9364501.00 7839701.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2P4 2044-01-01 7.5 N/A 1457550.00 923009.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6TA2 2051-04-01 2 N/A 100000.00 54268.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAQJ9 2042-04-01 4 N/A 392650.00 52936.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEB2 2037-06-01 3 N/A 424050.00 297504.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSS8 2049-09-01 3 N/A 1360000.00 256654.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EENK1 2042-04-01 3.5 N/A 290000.00 24545.50 Agency Mortgage-Backed Securities 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3140GS2K7 2047-06-01 4 N/A 6379401.00 2612621.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7E34 2054-03-01 5.5 N/A 1273766.00 815026.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GRSQ8 2047-08-01 3.5 N/A 16290204.00 7101874.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5MF7 2049-12-01 3.5 N/A 65000.00 15846.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXA5 2036-02-01 1.5 N/A 1000000.00 473364.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGE9 2051-01-01 3.5 N/A 6421869.00 5831184.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XXHG4 2042-01-01 4.5 N/A 30000.00 2203.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BTA4 2030-07-01 2.5 N/A 425000.00 37618.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAGC6 2047-10-01 4 N/A 18769025.00 2118816.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPE29 2052-05-01 3.5 N/A 285000.00 223872.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMCB2 2052-05-01 3 N/A 226966.00 173075.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XADE9 2051-03-01 2 N/A 200000.00 119692.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYB99 2054-02-01 6 N/A 3774991.00 3280064.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQAF4 2052-10-01 2 N/A 630000.00 491263.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3C20 2047-10-01 3.5 N/A 4875800.00 693996.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCA8 2049-05-01 4 N/A 650000.00 60685.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EE23 2027-12-01 3 N/A 8861229.00 279170.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QED58 2050-07-01 3 N/A 49000.00 14450.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLS9 2050-02-01 2.5 N/A 169000.00 40411.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF5Y8 2045-11-01 3.5 N/A 5917.00 618.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAUW6 2048-12-01 5 N/A 922265.00 118264.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NABH5 2053-02-01 4.5 N/A 126956.00 110325.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCZ9 2054-08-01 6 N/A 1742950.00 1771749.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFJQ3 2035-10-01 2 N/A 75000.00 36152.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKW5 2053-06-01 5 N/A 800000.00 697735.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EY46 2053-11-01 3.5 N/A 76721.00 67718.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGKW3 2039-06-01 5.5 N/A 1600205.00 1595258.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMML2 2054-08-01 5.5 N/A 50983822.00 50648995.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GQN36 2047-07-01 4 N/A 15098620.00 4198186.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 10000.00 7584.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNCP7 2037-05-01 2.5 N/A 133111373.00 108386316.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0D93 2052-08-01 4.5 N/A 74853.00 61503.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQL94 2052-10-01 4.5 N/A 195065549.00 166040252.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X72U2 2047-07-01 5 N/A 122000.00 50242.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NA54 2027-01-01 6.5 N/A 2252963.00 13441.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZV8 2053-02-01 5 N/A 69449.00 53015.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GUX2 2043-06-01 4 N/A 1878898.00 346923.80 Agency Mortgage-Backed 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NATIONAL MORT N/A 3140XQQ59 2039-05-01 5 N/A 14425617.00 13667989.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQK68 2054-09-01 5 N/A 2416417.00 2360138.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFS2 2046-11-01 3 N/A 10000.00 1784.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 57000.00 49969.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQT5 2052-12-01 5.5 N/A 46212598.00 47324580.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A06X2 2053-09-01 5.5 N/A 3178510.00 3130176.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9VF9 2036-01-01 2 N/A 475000.00 262278.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRAE3 2053-01-01 4 N/A 751857.00 647267.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTE90 2052-07-01 3.5 N/A 1082645.00 943011.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9AM3 2033-07-01 4 N/A 625000.00 112870.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412REZ6 2040-02-01 4.5 N/A 2446722.00 221920.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJP4 2041-08-01 5 N/A 8043.00 912.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFR7 2053-06-01 5 N/A 15000.00 13870.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK5J5 2044-12-01 4 N/A 8259504.00 6638620.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABT54 2054-05-01 6.5 N/A 1036208.00 923628.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417MH71 2039-09-01 4.5 N/A 255000.00 5584.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5P52 2047-06-01 4 N/A 11151524.00 1972711.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMT24 2052-04-01 2 N/A 680000.00 484652.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2M3 2051-07-01 2.5 N/A 557000.00 346875.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC85 2038-11-01 6 N/A 40428297.00 33783494.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWT0 2043-07-01 4 N/A 13753507.00 2291210.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HGDY0 2050-07-01 2.5 N/A 1380000.00 717874.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRA4 2051-12-01 2 N/A 275000.00 182710.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3UK0 2047-11-01 3.5 N/A 3098226.00 643155.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4M3 2048-11-01 5 N/A 24000.00 2244.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGN9 2054-09-01 6.5 N/A 231616590.00 234849925.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5WR5 2053-12-01 6 N/A 3729110.00 3554901.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQHW0 2049-06-01 4 N/A 312729.00 285875.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANTW9 2054-07-01 6 N/A 2058243.00 2081778.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ML4G2 2052-04-01 4.5 N/A 300000.00 276118.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 5000.00 2868.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGC3 2052-02-01 3.5 N/A 30942295.00 27764678.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNC36 2038-11-01 5.5 N/A 42793680.00 37055382.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZB9 2039-03-01 6 N/A 1465307.00 1454836.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EL4S9 2026-10-01 4.5 N/A 10609690.00 133824.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSRX2 2047-10-01 3.5 N/A 19000.00 3015.77 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A+ Fitch Long Rating NR Fitch Short Rating NR Standard & Poor's Short Rating A-1 Moody's Long Rating NR Moody's Short Rating NR 2024-11-15 2024-11-15 2024-11-15 N N N 0.0521 2500000000.00 2500000000.00 0.0091 N N N Y US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797MN4 254900HROIFWPRGM1V77 US912797MN44 U.S. Treasury Debt Y Fitch Long Rating AA+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ 2024-12-10 2024-12-10 2024-12-10 N N N 0.0480 6487685250.00 6487685250.00 0.0237 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 4.86000000 N/A N/A OQB007QV4 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 31418EZB9 2038-12-01 6.5 N/A 36292345.00 28580536.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5T94 2050-01-01 3 N/A 5000000.00 1206493.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN3R3 2051-08-01 4 N/A 130000.00 114135.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBUK2 2049-09-01 4.5 N/A 15000.00 2231.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH27 2052-08-01 3.5 N/A 130000.00 107355.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALA45 2039-08-01 5 N/A 1088442.00 1079139.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRBR1 2042-12-01 3.5 N/A 5502400.00 855966.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HDHU1 2048-05-01 3.5 N/A 7007.00 1157.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPNN8 2036-07-01 2 N/A 345000.00 182983.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANF87 2054-09-01 6 N/A 11015112.00 11147239.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECU2 2037-04-01 2 N/A 2000.00 1372.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A3KB2 2025-12-01 3.5 N/A 3976458.00 44320.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQBA9 2045-09-01 3.5 N/A 234694.00 54067.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQG2 2032-10-01 2.5 N/A 700000.00 116503.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTS7 2033-04-01 3 N/A 8008259.00 2063177.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GRX74 2047-07-01 4 N/A 56000.00 10847.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A5B50 2031-02-01 4 N/A 750000.00 34372.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MN2C9 2052-04-01 3.5 N/A 41249.00 26909.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMW46 2052-07-01 3.5 N/A 5355000.00 4149601.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CXP4 2048-06-01 4.5 N/A 6062000.00 619982.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJS53 2050-08-01 3.5 N/A 8548100.00 6444579.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNG99 2038-12-01 5.5 N/A 146974.00 124835.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAC3 2035-04-01 5 N/A 166000.00 1533.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHBB7 2041-10-01 5 N/A 2509881.00 103559.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X3XM9 2043-09-01 3.5 N/A 164433.00 28561.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JM5W8 2034-03-01 4 N/A 4160483.00 1073645.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXS28 2054-03-01 6 N/A 1517866.00 1545943.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCJ66 2048-11-01 3 N/A 3000.00 1633.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MDK50 2042-10-01 3.5 N/A 1387917.00 190177.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENK81 2044-09-01 3.5 N/A 8530000.00 1537965.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NQ40 2028-02-01 5.5 N/A 9510000.00 58080.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQQ1 2052-11-01 5 N/A 51682256.00 51416953.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLG0 2052-06-01 3.5 N/A 77500.00 60232.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZ76 2054-11-01 5.5 N/A 5069268.00 5089414.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCPF9 2036-09-01 2 N/A 119845.00 72275.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3H5 2038-09-01 5 N/A 103000.00 11974.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATA48 2054-10-01 6 N/A 1191435.00 1226538.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XYQL1 2044-08-01 3.5 N/A 2100000.00 312052.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQLK6 2054-10-01 5.5 N/A 3140321.00 3131620.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJNU3 2052-10-01 4.5 N/A 695000.00 611243.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9VV0 2047-03-01 3.5 N/A 916464.00 270952.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZY9 2039-01-01 6.5 N/A 86515855.00 66250938.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZ39 2054-09-01 5.5 N/A 1316793.00 1335391.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WMWS6 2043-04-01 4 N/A 1050000.00 230548.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLFV5 2053-05-01 6 N/A 585000.00 521993.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RFS7 2027-03-01 5 N/A 17612602.00 36080.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7J67 2050-07-01 3 N/A 682000.00 337115.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4G91 2033-09-01 4 N/A 456000.00 69157.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJEJ8 2027-01-01 4 N/A 545205.00 103276.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARL73 2054-11-01 5.5 N/A 2593006.00 2597446.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDZK5 2036-11-01 2.5 N/A 391289.00 241466.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9JZ5 2048-06-01 4 N/A 282338.00 78694.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHNY9 2052-05-01 2.5 N/A 1800000.00 1271543.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADD24 2054-08-01 6 N/A 2595628.00 2633317.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MBK7 2038-12-01 5.5 N/A 32129189.00 916933.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AVRE7 2026-10-01 3 N/A 1100000.00 12015.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHUX5 2052-04-01 3 N/A 7000.00 4694.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQYM4 2039-07-01 6 N/A 4723500.00 4376770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 4000.00 3557.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ARGQ1 2041-09-01 4 N/A 1150000.00 104156.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6M9 2041-11-01 2.5 N/A 840000.00 552533.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 5361000.00 4624147.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTR1 2036-07-01 2 N/A 1000000.00 619407.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHPS0 2052-04-01 3.5 N/A 141878.00 100117.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEKB4 2045-04-01 3 N/A 825000.00 117558.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGNF7 2054-06-01 5.5 N/A 2037274.00 2029375.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVS0 2051-12-01 3 N/A 405440.00 280941.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBMS2 2050-12-01 4 N/A 2740027.00 636227.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADZE4 2054-06-01 6 N/A 1097340.00 952636.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGC0 2040-07-01 4.5 N/A 270000.00 56933.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKH6 2047-05-01 4 N/A 86042.00 9265.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHJL2 2052-06-01 4 N/A 6794130.00 5302174.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGSP5 2052-05-01 3.5 N/A 7790000.00 6060657.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEBP2 2050-06-01 3 N/A 180000.00 88146.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCBQ8 2049-11-01 3 N/A 174000.00 56770.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEWL2 2050-09-01 2.5 N/A 100000.00 53091.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACUP6 2054-10-01 5 N/A 1157673.00 1138164.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBXF2 2036-03-01 3.5 N/A 21000.00 9517.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APNZ3 2054-08-01 6 N/A 4391812.00 4513028.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDLX7 2042-04-01 4 N/A 300000.00 35610.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGT82 2052-04-01 3.5 N/A 114900.00 91930.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJS38 2050-02-01 4 N/A 6600000.00 5093672.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE7H6 2054-06-01 6.5 N/A 1538830.00 1583106.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6H4 2050-03-01 4 N/A 39703219.00 18457406.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB7F6 2039-04-01 6 N/A 510121.00 509753.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDEK8 2048-06-01 4 N/A 60000.00 33521.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACZN6 2054-06-01 5.5 N/A 1663950.00 1676087.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRJ87 2053-02-01 5 N/A 700000.00 613641.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLVT2 2051-10-01 2.5 N/A 82000.00 62722.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGMS5 2052-04-01 4 N/A 147000.00 104911.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCMJ2 2049-12-01 3 N/A 215987.00 77110.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ4C3 2054-10-01 5 N/A 2631748.00 2584967.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGBA4 2050-12-01 2.5 N/A 847000.00 421775.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAWG3 2034-07-01 3 N/A 690000.00 251454.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMSP2 2053-05-01 5.5 N/A 4646388.00 4396846.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCEQ1 2050-04-01 3.5 N/A 9917571.00 3656553.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAH7 2036-08-01 3 N/A 800000.00 128916.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKS97 2037-05-01 3.5 N/A 5202228.00 682733.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6G6 2050-03-01 4 N/A 4277000.00 1152466.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELA6 2052-10-01 6.5 N/A 150800.00 114809.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6P2 2031-11-01 2 N/A 2000000.00 1055087.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MFAE7 2042-10-01 3.5 N/A 11000.00 2615.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQT36 2043-12-01 3 N/A 3700000.00 740401.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EW2J3 2046-06-01 4 N/A 1702573.00 403976.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCR3 2026-10-01 2 N/A 481135.00 25920.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDVG6 2050-06-01 3 N/A 1131000.00 430323.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFBF5 2050-10-01 2.5 N/A 175000.00 83815.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAZQ9 2038-02-01 6 N/A 16202528.00 10890069.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDTP6 2032-04-01 3.5 N/A 1746913.00 81351.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9NP2 2046-12-01 3.5 N/A 665000.00 196262.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJDK6 2052-09-01 2.5 N/A 313000.00 231821.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGJG0 2046-01-01 3.5 N/A 300000.00 53341.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBPA0 2049-08-01 3 N/A 71000.00 18249.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2KW0 2052-09-01 5 N/A 8597075.00 7153744.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWP5 2033-04-01 4 N/A 250000.00 23072.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGK0 2052-08-01 4.5 N/A 4078000.00 3343018.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQUE0 2054-09-01 6.5 N/A 17930411.00 18443102.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPPS0 2052-07-01 4.5 N/A 144450.00 119180.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGR0 2054-04-01 7.5 N/A 57168779.00 58822024.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPE8 2047-09-01 3.5 N/A 485000.00 64339.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APNS9 2054-11-01 6 N/A 4650786.00 4756423.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNQD1 2052-05-01 3.5 N/A 310000.00 240743.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZP8 2054-03-01 5 N/A 1004602.00 986289.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGJ88 2039-06-01 6 N/A 2273937.00 2090933.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7UC7 2047-12-01 5 N/A 190000.00 45481.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 372291.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGYM5 2037-04-01 3 N/A 27460115.00 19688963.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NZV5 2040-03-01 4.5 N/A 1000000.00 66534.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417SMM9 2040-01-01 4.5 N/A 4156260.00 295560.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACV83 2054-05-01 5 N/A 2140584.00 2088975.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FHJY4 2046-11-01 4.5 N/A 420000.00 112068.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NJ63 2027-09-01 6 N/A 3136193.00 12614.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRJF1 2053-02-01 7 N/A 23535918.00 17733497.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQJZ1 2042-08-01 2 N/A 19986050.00 16581196.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANM55 2039-08-01 6 N/A 1271973.00 1294020.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6RC2 2053-12-01 6.5 N/A 1599676.00 1562806.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU99 2053-08-01 5.5 N/A 12000.00 10824.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMZE0 2053-06-01 5.5 N/A 2051550.00 2004970.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLX9 2052-10-01 4 N/A 2710000.00 2283301.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMHC8 2054-08-01 5.5 N/A 2276756.00 2266353.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATDD5 2054-11-01 5 N/A 2338236.00 2293118.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3G6 2052-07-01 3.5 N/A 300000.00 232098.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8TT9 2054-01-01 6 N/A 7987773.00 7007754.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFFW6 2036-12-01 2 N/A 204982.00 140698.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 591637.00 98681.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPD8 2050-05-01 2.5 N/A 40000.00 12929.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4TR7 2049-09-01 3 N/A 210000.00 46577.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KDLF5 2050-06-01 4.5 N/A 3320100.00 828208.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5HW2 2047-03-01 2.5 N/A 1125000.00 313260.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFLM9 2050-10-01 3 N/A 200000.00 120493.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZH5 2037-04-01 3 N/A 292699.00 203100.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ3T3 2054-07-01 5.5 N/A 1947493.00 1942000.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMW5 2039-10-01 5 N/A 2554105.00 2560466.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVM68 2054-10-01 6 N/A 34623997.00 35131723.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTS59 2054-01-01 6.5 N/A 459758.00 383438.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTX4 2053-10-01 6 N/A 1069894.00 999819.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEP2 2052-01-01 2.5 N/A 430000.00 287847.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A52J6 2053-12-01 7.5 N/A 1000157.00 1051760.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FC39 2034-09-01 5.5 N/A 10709759.00 10067285.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCV7 2034-07-01 6.5 N/A 1479269.00 1247456.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFKR9 2035-10-01 3 N/A 1000000.00 491448.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADTA9 2054-08-01 6 N/A 2631999.00 2653046.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESQ4 2053-04-01 3.5 N/A 2618000.00 2183985.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA4W9 2050-01-01 3.5 N/A 4000.00 1793.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJGY3 2052-09-01 4.5 N/A 600000.00 489927.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371LZN2 2024-11-25 5 N/A 34330409.00 2325.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCSA7 2050-02-01 4.5 N/A 696130.00 302025.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANNR6 2054-09-01 5 N/A 1946282.00 1904595.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KRQ69 2050-11-01 2.5 N/A 1100000.00 681960.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7Q57 2032-05-01 3.5 N/A 16250000.00 1679196.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF4F3 2050-12-01 2.5 N/A 2140000.00 1195714.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQCD2 2028-05-01 2.5 N/A 1000000.00 64370.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKUQ6 2054-08-01 5 N/A 1085215.00 1064036.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQV8 2051-11-01 3 N/A 623000.00 456593.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5P8 2052-08-01 4 N/A 250000.00 194871.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KNNM6 2050-10-01 2.5 N/A 750000.00 379566.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMLM8 2052-05-01 3.5 N/A 2159517.00 1703061.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAXS6 2027-03-01 5 N/A 1180664.00 1153.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K06W3 2049-12-01 3.5 N/A 418000.00 93174.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 33444240.00 30103395.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGX2 2052-11-01 4.5 N/A 2170000.00 1687752.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3CC3 2051-02-01 2.5 N/A 2000000.00 1171267.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASQJ0 2039-10-01 5.5 N/A 1159506.00 1180587.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9RY3 2050-05-01 5 N/A 3477118.00 532361.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8VU4 2047-01-01 3 N/A 1200000.00 448276.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF2R1 2037-03-01 2.5 N/A 1044166.00 742953.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMQ56 2051-12-01 2.5 N/A 171177.00 119762.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVA4 2054-09-01 6.5 N/A 2502463.00 2570333.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3Y2 2052-05-01 2 N/A 5000.00 3725.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXDD0 2054-03-01 5.5 N/A 7158461.00 6070273.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC7J6 2054-05-01 6 N/A 1245830.00 1144408.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJD2 2053-11-01 5 N/A 15000.00 13748.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JNDR8 2049-01-01 4 N/A 315093.00 36668.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHK9 2052-09-01 4.5 N/A 2213887.00 1833810.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF4H3 2052-07-01 4.5 N/A 325596.00 263198.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7MS0 2053-12-01 6.5 N/A 1298745.00 984193.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0ZW1 2028-07-01 2.5 N/A 1125000.00 71083.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDJQ8 2050-05-01 3 N/A 1310000.00 326845.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQTF2 2052-11-01 6 N/A 1000000.00 895845.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KELC0 2050-08-01 2.5 N/A 31000.00 18186.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCY0 2051-10-01 2.5 N/A 2554151.00 1779691.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V2W1 2040-07-01 4.5 N/A 3927863.00 110439.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRP1 2053-06-01 4 N/A 280488.00 252220.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E0SG5 2026-12-01 3.5 N/A 3101279.00 49587.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYG9 2038-11-01 3.5 N/A 906617.00 797947.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNR9 2054-09-01 5.5 N/A 2599600.00 2590014.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSMA2 2051-10-01 2.5 N/A 100000.00 63502.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGK8 2053-04-01 4.5 N/A 575000.00 509250.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QET51 2035-08-01 2.5 N/A 723000.00 344553.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYPW3 2047-09-01 4.5 N/A 675000.00 174321.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APV35 2054-09-01 5.5 N/A 1078138.00 1088702.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BT71 2030-08-01 2.5 N/A 25000.00 1626.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNC34 2052-02-01 2 N/A 55000.00 39315.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M0A48 2051-10-01 2.5 N/A 5036364.00 3327576.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP4M8 2052-03-01 2.5 N/A 2177222.00 1775104.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WECV9 2045-03-01 4 N/A 72210.00 9356.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKV51 2054-08-01 6 N/A 1522210.00 1552262.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKNT8 2054-08-01 5 N/A 1566854.00 1534773.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MTAE3 2037-07-01 2.5 N/A 55482.00 41664.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRNA7 2037-12-01 5.5 N/A 72978.00 65650.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM37 2053-08-01 5.5 N/A 802441.00 714385.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGT79 2054-06-01 5.5 N/A 2857356.00 2846503.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APTD6 2054-09-01 6 N/A 4200412.00 4092208.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 311000.00 223323.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLU2 2035-08-01 3 N/A 6000000.00 4193549.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 3090000.00 2398393.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MBR87 2052-04-01 3 N/A 4282617.00 3205960.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJUN6 2054-07-01 5.5 N/A 20186804.00 20055713.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMHV6 2054-08-01 6.5 N/A 8863918.00 9119336.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRG9 2054-08-01 5.5 N/A 7625081.00 7570541.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJK56 2054-09-01 5 N/A 1134985.00 1112389.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3X4 2050-01-01 3.5 N/A 291865.00 238214.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADPY1 2039-05-01 5.5 N/A 1605763.00 1587741.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404LEV8 2034-03-01 5 N/A 1221191.00 8090.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPYW1 2052-08-01 3.5 N/A 34000.00 25611.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKJW1 2053-02-01 6 N/A 1410000.00 1082046.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRU8 2054-08-01 6.5 N/A 2846196.00 2988591.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419BBT1 2041-02-01 4 N/A 6929383.00 379318.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJAA1 2052-06-01 3.5 N/A 2875000.00 2189634.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWW0 2038-05-01 3.5 N/A 1500000.00 231125.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APMX9 2054-11-01 5.5 N/A 4022257.00 4030194.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADSY8 2054-08-01 6 N/A 4448196.00 4148262.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKNP6 2054-08-01 6 N/A 1683917.00 1736440.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBWY2 2036-05-01 2 N/A 1000000.00 546266.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BGU4 2044-07-01 4 N/A 350000.00 75742.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSG4 2054-07-01 6 N/A 3871853.00 3853919.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGU6 2052-06-01 2.5 N/A 4770000.00 3694044.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGBN3 2054-07-01 5.5 N/A 1211914.00 1209842.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMJY1 2051-11-01 3 N/A 10000.00 6922.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDB6 2053-01-01 6.5 N/A 300000.00 252725.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL5P9 2050-07-01 4.5 N/A 1077637.00 850000.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AE2F5 2054-06-01 5.5 N/A 564506.00 541683.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFCB5 2050-12-01 4.5 N/A 567000.00 339398.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFR3 2052-06-01 4 N/A 281795.00 203308.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPL72 2052-06-01 3.5 N/A 43595637.00 38122956.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31380WHE7 2028-12-01 7 N/A 475000.00 832.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC5F6 2054-05-01 6 N/A 1087790.00 1108624.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6T2 2044-05-01 6.5 N/A 399286.00 363636.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FVU9 2043-03-01 3.5 N/A 328000.00 41521.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHYN1 2052-07-01 4 N/A 420000.00 339121.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHP55 2031-08-01 2.5 N/A 26000.00 4417.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MNM6 2038-04-01 5 N/A 439000000.00 4021751.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94A5 2054-04-01 5.5 N/A 3066729.00 2965983.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADN98 2054-05-01 6 N/A 10326541.00 9944980.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBS8 2052-02-01 2.5 N/A 1326356.00 929504.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 69000.00 8987.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQTC6 2054-09-01 5.5 N/A 6110043.00 6107109.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1LG0 2043-03-01 3 N/A 50000.00 9664.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY71 2041-05-01 2 N/A 300000.00 186982.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YPDY5 2045-05-01 4 N/A 2014688.00 131778.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFRG0 2037-02-01 2 N/A 138776.00 100234.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQTV4 2054-09-01 6 N/A 11275452.00 11424411.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7Y29 2050-09-01 2.5 N/A 34905250.00 16100149.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3X8 2051-09-01 2 N/A 595000.00 391059.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC5Q2 2054-05-01 6 N/A 1427920.00 1401545.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDKP8 2050-05-01 2.5 N/A 15663034.00 7618938.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YBSS3 2045-02-01 3.5 N/A 105000.00 10457.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YX7H8 2054-02-01 6.5 N/A 2405363.00 2305410.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9XH9 2047-07-01 3 N/A 4700000.00 1193360.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYBT5 2054-02-01 5 N/A 2652278.00 2575415.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QD6H2 2050-07-01 2.5 N/A 131000.00 64988.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPK2 2050-05-01 2.5 N/A 1000000.00 184094.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 100000.00 77634.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDXX7 2050-06-01 3.5 N/A 3875000.00 1464217.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3BL5 2050-01-01 3 N/A 1500000.00 383138.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKMC1 2052-08-01 3.5 N/A 1150000.00 896800.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBMH1 2053-02-01 7 N/A 1019810.00 454745.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANRH4 2054-08-01 6 N/A 1553364.00 1578531.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417KST5 2039-08-01 4.5 N/A 7385369.00 309643.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMH82 2053-08-01 5 N/A 800000.00 735109.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKS27 2053-04-01 5 N/A 200000.00 187524.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGZ7 2051-09-01 3.5 N/A 616500.00 483783.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3Q9 2053-07-01 6 N/A 300000.00 266811.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3F5 2054-03-01 6.5 N/A 4449584.00 3928159.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATDW3 2054-11-01 5.5 N/A 2859835.00 2860073.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXSS1 2054-03-01 5.5 N/A 5948043.00 5494288.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K3BZ4 2035-01-01 2 N/A 122030.00 44025.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MF4D6 2042-12-01 3.5 N/A 2743591.00 362618.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAF4 2034-05-01 6 N/A 447382.00 437177.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9PD9 2048-08-01 5 N/A 230000.00 26918.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK4X5 2052-10-01 4.5 N/A 182828.00 159142.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHYG8 2052-04-01 3.5 N/A 38653.00 33263.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW6H1 2054-03-01 5.5 N/A 1125856.00 1121188.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1UJ4 2038-09-01 6 N/A 1598645.00 1550132.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANPA1 2054-08-01 5.5 N/A 1536975.00 1538547.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECB4 2052-03-01 3.5 N/A 2000.00 1416.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGJF2 2054-09-01 5.5 N/A 2640653.00 2633072.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HFG94 2048-04-01 5 N/A 154953.00 15565.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHX7 2033-08-01 5 N/A 425000.00 320979.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFVY9 2054-06-01 6 N/A 1604512.00 1616014.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH50 2053-05-01 3.5 N/A 9175000.00 7572708.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPE86 2037-05-01 2 N/A 6871786.00 4665782.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XASE3 2051-04-01 2.5 N/A 800000.00 508021.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANMY2 2039-08-01 5.5 N/A 1402937.00 1415671.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AR2T0 2041-09-01 4 N/A 60000.00 2214.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGP6 2030-03-01 5 N/A 447600.00 4879.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9H53 2043-03-01 3.5 N/A 2424000.00 703082.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94M9 2054-04-01 6 N/A 1026231.00 1003415.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKL4 2054-08-01 5.5 N/A 14412000.00 13969907.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJF8 2052-09-01 5 N/A 58551394.00 47963086.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5WG4 2050-02-01 3.5 N/A 38000.00 8630.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHRS8 2052-01-01 3.5 N/A 670000.00 469446.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APNF7 2054-11-01 5.5 N/A 6852600.00 6873653.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV39 2051-09-01 3 N/A 5000.00 4003.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDCD6 2051-10-01 2.5 N/A 108630.00 76904.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416CCH7 2039-04-01 4.5 N/A 71000.00 1029.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP2R9 2053-10-01 3 N/A 514051.00 433734.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABQV0 2054-09-01 5.5 N/A 3530576.00 3556516.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNE67 2053-11-01 6 N/A 310000.00 296458.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DMN9 2050-03-01 2.5 N/A 1100000.00 247140.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK6U4 2054-08-01 6.5 N/A 1073236.00 1134195.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQVA7 2030-12-01 3.5 N/A 68000.00 5474.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416TL49 2039-08-01 4.5 N/A 18750000.00 960889.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQH6 2034-02-01 4 N/A 10000.00 1742.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9SL5 2054-03-01 5.5 N/A 1997222.00 1980787.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCBE5 2049-11-01 3 N/A 118266394.00 39768876.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUTN6 2054-06-01 4.5 N/A 23000.00 21144.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQF2 2035-06-01 2.5 N/A 82000.00 26777.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQA39 2037-08-01 5 N/A 49205.00 25330.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACZZ9 2054-06-01 5.5 N/A 6684271.00 6591738.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES68 2053-06-01 6 N/A 5635114.00 4760109.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 1470000.00 1128572.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HQX9 2029-07-01 6.5 N/A 1673570.00 1724.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402VTU4 2033-09-01 4.5 N/A 3848917.00 64152.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNTZ6 2047-06-01 3.5 N/A 482000.00 162582.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F2XL9 2046-04-01 4 N/A 225000.00 53882.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407X7D7 2035-11-01 6 N/A 984377.00 36976.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYF3 2050-09-01 2.5 N/A 239833.00 170161.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGK0 2053-02-01 5.5 N/A 1000000.00 921789.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9WC5 2051-01-01 2.5 N/A 2630000.00 1439874.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGHL1 2046-01-01 3.5 N/A 213000.00 24087.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTXX2 2039-01-01 6.5 N/A 4250841.00 3533920.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4LZ7 2049-07-01 3.5 N/A 1000000.00 286731.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCRH3 2036-08-01 2.5 N/A 46843359.00 25514359.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ECBZ1 2045-12-01 4 N/A 4600000.00 427376.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 116110.00 91195.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHUV5 2049-01-01 5 N/A 2591909.00 2383940.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGF5 2037-02-01 3 N/A 353000.00 72368.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHH9 2037-03-01 2 N/A 4000.00 2789.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8S46 2048-06-01 4 N/A 84144.00 16312.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKZ94 2037-05-01 3.5 N/A 892000.00 647597.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJPE7 2052-09-01 5 N/A 25000.00 21104.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0AY5 2053-09-01 6 N/A 88000.00 81464.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF3Q7 2054-07-01 5.5 N/A 1212089.00 1207635.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 35562000.00 22685877.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVN4 2052-07-01 3.5 N/A 3260000.00 2510391.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 185735.00 158041.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMV73 2054-10-01 5 N/A 229766.00 225820.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPJ84 2054-06-01 6.5 N/A 1067788.00 1107106.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRJN1 2043-06-01 3.5 N/A 475000.00 59727.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8E40 2054-02-01 6 N/A 2122784.00 2147499.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYKR2 2052-07-01 5 N/A 1445967.00 1366399.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFWU1 2050-04-01 3.5 N/A 39423275.00 25722813.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR26 2042-04-01 2 N/A 1000000.00 686595.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNDC8 2051-06-01 2.5 N/A 167676.00 120851.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABSA4 2054-10-01 5.5 N/A 41102243.00 40950342.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGLK8 2039-06-01 6 N/A 1007681.00 1012124.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJUU0 2054-07-01 5.5 N/A 2586402.00 2480621.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AABA4 2039-03-01 5.5 N/A 1085953.00 1069972.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEKD3 2050-08-01 2.5 N/A 700000.00 417649.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YRR0 2040-07-01 4.5 N/A 1595288.00 106418.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7XE5 2052-12-01 7 N/A 900000.00 930208.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJTS7 2039-07-01 6.5 N/A 1053441.00 1074862.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DYG2 2042-11-01 3 N/A 10000000.00 2008409.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N3AS8 2052-10-01 5 N/A 100000.00 83086.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4P6 2052-01-01 2.5 N/A 7700000.00 5227460.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVES9 2054-09-01 5.5 N/A 28861790.00 29303032.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QES60 2035-09-01 2 N/A 900000.00 443630.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XARV6 2051-04-01 2.5 N/A 3823667.00 2378808.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYS9 2052-06-01 3 N/A 53197.00 43353.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCCL5 2044-07-01 3.5 N/A 7693274.00 1194279.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAH5 2049-02-01 5 N/A 506986.00 24074.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5MZ8 2053-12-01 6.5 N/A 648010.00 560618.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XML79 2053-09-01 6.5 N/A 23906271.00 20825064.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8K71 2049-06-01 5 N/A 3368000.00 841535.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6PA8 2039-01-01 6.5 N/A 1157732.00 969170.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY52 2051-02-01 2.5 N/A 3000000.00 2093028.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQ87 2054-05-01 5.5 N/A 5559541.00 5278104.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKNB7 2054-08-01 5.5 N/A 1596840.00 1593922.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA6H0 2036-05-01 2 N/A 115000.00 64063.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZ49 2042-01-01 2 N/A 1000000.00 676724.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KBF33 2036-03-01 2 N/A 255000.00 153453.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6RB9 2050-04-01 4 N/A 600000.00 203602.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUG4 2052-02-01 2.5 N/A 16136593.00 10970237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 10000000.00 2895275.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJYD4 2054-08-01 6 N/A 1697213.00 1625032.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFZY2 2052-06-01 5 N/A 725000.00 531172.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416KEG9 2039-01-01 5.5 N/A 33026.00 1062.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGMR7 2052-04-01 4 N/A 45852.00 33874.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 31500.00 26331.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXQQ2 2051-04-01 2.5 N/A 252000.00 141530.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN7G8 2044-11-01 4.5 N/A 29000.00 2800.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2A9 2054-09-01 5 N/A 1572061.00 1543415.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZQ4 2054-11-01 5.5 N/A 4104080.00 4088912.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMU9 2039-10-01 5.5 N/A 2631764.00 2669478.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMSB8 2054-08-01 6 N/A 1834787.00 1867604.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNCB8 2050-05-01 4 N/A 15681266.00 13680954.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUPX8 2054-05-01 5.5 N/A 27554609.00 27169425.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FC54 2034-09-01 5 N/A 23272531.00 22790299.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPR27 2047-01-01 4.5 N/A 300000.00 120491.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH92 2037-06-01 2.5 N/A 1434442.00 1110218.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMFA9 2038-07-01 5 N/A 22858322.00 18175085.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCXQ6 2051-10-01 2.5 N/A 900000.00 598451.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BBC9 2034-02-01 4.5 N/A 115000.00 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N/A 3140YWN66 2039-01-01 6.5 N/A 1633579.00 1374406.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8GH0 2047-08-01 3 N/A 275000.00 85787.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJQM8 2052-10-01 4.5 N/A 50000.00 42346.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADAC5 2054-05-01 6.5 N/A 1506936.00 1432641.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPGA1 2039-02-01 5.5 N/A 1552052.00 1340576.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQG63 2039-09-01 4.5 N/A 1039508.00 1022317.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 2200000.00 1489362.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2J0 2054-10-01 5.5 N/A 5505750.00 5490605.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NH4L9 2053-05-01 6.5 N/A 4134994.00 3041420.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12P1 2053-10-01 6.5 N/A 180000.00 176093.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHHW0 2044-07-01 4.5 N/A 5521000.00 3923898.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMPT7 2053-10-01 6 N/A 33739249.00 31228327.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKX59 2054-07-01 5.5 N/A 1129513.00 1108689.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9X59 2051-02-01 2 N/A 215000.00 126198.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDM9 2042-05-01 2.5 N/A 400000.00 288675.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5AN3 2034-10-01 4 N/A 250000.00 63886.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPR2 2053-05-01 6.5 N/A 9821142.00 9321224.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31391HTS3 2032-10-01 7.5 N/A 1766000.00 21091.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4Y4 2052-01-01 3.5 N/A 2000.00 1427.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADR98 2041-04-01 5 N/A 500000.00 28337.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDUM4 2050-06-01 2.5 N/A 1900000.00 931329.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAB58 2048-12-01 4.5 N/A 5231000.00 902337.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGGZ1 2041-04-01 4.5 N/A 12700000.00 822328.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6NG2 2035-04-01 3.5 N/A 3800000.00 942232.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ3P5 2054-10-01 5 N/A 2245911.00 2201474.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QU6V3 2054-08-01 5.5 N/A 42191569.00 42248357.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPP6 2053-02-01 5.5 N/A 164136006.00 162877238.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMY34 2042-06-01 2 N/A 100000.00 77820.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASLT3 2054-10-01 6 N/A 2105550.00 2161107.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L6LP7 2036-03-01 2 N/A 1000000.00 599591.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q95N9 2048-11-01 5 N/A 2502950.00 302341.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMNG7 2048-03-01 3.5 N/A 400000.00 334695.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31388NNV4 2031-09-01 6.5 N/A 1072907.00 47227.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31368HNM1 2039-06-01 4.5 N/A 32000.00 706.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LYHW0 2042-09-01 3.5 N/A 1299056.00 447374.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVM8 2054-08-01 6 N/A 1325250.00 1250189.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 41000.00 35832.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PE4 2054-02-01 6 N/A 1107291.00 1127043.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK4N2 2054-10-01 5.5 N/A 2597402.00 2614306.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XECV4 2036-12-01 2.5 N/A 78138.00 49807.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416Y4B1 2041-09-01 4.5 N/A 2300000.00 115962.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YJ24 2029-11-01 5.5 N/A 164000.00 7303.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9FR6 2054-03-01 6 N/A 2389610.00 2272225.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31386JCP0 2030-12-01 7.5 N/A 20000000.00 27306.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C2Y9 2033-10-01 4 N/A 245000.00 24993.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJRM7 2052-10-01 5.5 N/A 5000.00 4039.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF5E5 2050-12-01 2.5 N/A 382505.00 205480.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNBK9 2051-04-01 3 N/A 60263154.00 48873356.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A94P6 2041-04-01 4.5 N/A 3386394.00 81540.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCUH7 2035-01-01 3.5 N/A 257000.00 79468.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSE2 2038-08-01 3 N/A 3000.00 1862.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ2U5 2054-10-01 5 N/A 1065079.00 1044788.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHLM2 2039-07-01 6 N/A 1011974.00 1033856.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6VF5 2035-08-01 2 N/A 60000.00 22665.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRBB0 2039-09-01 6 N/A 24095349.00 24480398.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXDF8 2052-07-01 5 N/A 3794476.00 3359920.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3ZH7 2051-02-01 2.5 N/A 2000000.00 1280705.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHQP0 2054-07-01 5.5 N/A 2016510.00 2011126.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMA5 2052-11-01 6.5 N/A 266925.00 198600.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGXA2 2041-11-01 2.5 N/A 4521000.00 3256252.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EDW8 2042-12-01 3.5 N/A 190000.00 28295.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBHE1 2049-07-01 4 N/A 90000.00 19019.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMFV3 2053-08-01 6 N/A 1100000.00 1011343.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHZZ8 2046-09-01 4.5 N/A 790000.00 107414.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2RQ8 2051-01-01 2 N/A 300000.00 182551.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX4S0 2052-09-01 5 N/A 6125296.00 5318481.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6LX7 2049-08-01 5.5 N/A 2923000.00 830215.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBYX0 2034-10-01 3 N/A 20054124.00 6480168.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2S6 2050-09-01 3.5 N/A 140000.00 112342.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6GJ0 2047-05-01 3.5 N/A 9263672.00 1354620.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APB52 2054-09-01 6 N/A 1152138.00 1128292.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8U97 2053-01-01 5 N/A 230491.00 204199.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JZ9 2050-04-01 5.5 N/A 1243000.00 349451.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 4148000.00 2672463.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN4A4 2054-09-01 6.5 N/A 1029829.00 1075323.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVR0 2054-08-01 6.5 N/A 1547520.00 1589402.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNL1 2054-05-01 5.5 N/A 12106990.00 11811850.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F5CP6 2046-12-01 3.5 N/A 1200000.00 308513.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3G5 2051-08-01 2 N/A 60249339.00 39061275.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 31000.00 25268.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHTE9 2052-03-01 3 N/A 319000.00 218849.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEBR5 2038-04-01 5 N/A 1014334.00 923398.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFHF6 2045-08-01 3.5 N/A 992000.00 135012.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGUD7 2050-10-01 5 N/A 29900.00 4277.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKHE8 2054-08-01 6 N/A 2331719.00 2372096.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJF79 2042-12-01 4 N/A 9845105.00 1230186.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9CR0 2047-04-01 3 N/A 1225000.00 572865.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407JB43 2026-09-01 6 N/A 1100000.00 2715.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHBG6 2046-05-01 3 N/A 75328.00 8742.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZB1 2054-09-01 5.5 N/A 10645479.00 10606354.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADP88 2039-05-01 6 N/A 1912069.00 1858098.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNMS0 2053-12-01 5.5 N/A 440000.00 421956.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KXAB2 2050-12-01 2.5 N/A 100000.00 55951.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XQ45 2041-02-01 4.5 N/A 395000.00 35430.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRSA5 2053-09-01 5.5 N/A 3791.00 3407.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KUCJ9 2036-10-01 2 N/A 16367548.00 10884132.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXPH2 2036-09-01 2 N/A 1138169.00 700944.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSK9 2050-09-01 3 N/A 15000.00 5000.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5C6 2053-11-01 6 N/A 100000.00 95145.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL5S3 2050-09-01 4.5 N/A 5616710.00 4804135.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 12025000.00 2669486.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQSV5 2054-09-01 5 N/A 2043279.00 2002358.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGJ3 2050-01-01 4.5 N/A 1150000.00 940406.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8KT9 2031-08-01 5 N/A 145000.00 1561.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQ5E4 2054-06-01 5 N/A 1739568.00 1712476.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUXD3 2039-06-01 5.5 N/A 5549735.00 5352165.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRY8 2053-04-01 4.5 N/A 494909.00 462434.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKEF8 2042-06-01 4 N/A 28660000.00 3339005.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJNJ3 2054-07-01 6 N/A 2010604.00 1880188.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAS9 2037-01-01 2 N/A 39924.00 25872.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBQE4 2053-03-01 5 N/A 4511278.00 4009465.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFH7 2037-04-01 2.5 N/A 500000.00 350863.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT5K1 2054-02-01 7.5 N/A 9889366.00 9988105.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER77 2053-05-01 5 N/A 165000.00 147480.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKP20 2053-02-01 5 N/A 6266000.00 5333679.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKG40 2050-08-01 3 N/A 900000.00 461465.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJYJ6 2052-12-01 6 N/A 7000000.00 5832995.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7W21 2050-09-01 2.5 N/A 79952.00 41182.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKWG9 2036-05-01 2.5 N/A 500000.00 341277.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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3133B0SS3 2051-12-01 2 N/A 246952.00 165567.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K5J9 2038-10-01 6.5 N/A 2825000.00 33218.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5D69 2045-08-01 3 N/A 750000.00 122683.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMBX1 2051-09-01 4 N/A 1279376.00 1122187.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XZSF9 2045-02-01 3 N/A 518168.00 104786.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPDR2 2037-12-01 7 N/A 13210832.00 821355.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAC7 2054-08-20 4 N/A 1001702.00 936307.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4Q53 2053-12-01 7.5 N/A 1103036.00 998216.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYW8 2054-06-20 5.5 N/A 900775936.00 893290014.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQMY8 2042-10-01 6 N/A 1187806.00 1159016.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5S0 2050-04-01 3.5 N/A 199000.00 44220.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSFQ9 2054-07-01 6 N/A 1261182.00 1285666.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180NC78 2043-05-15 3 N/A 4890000.00 572485.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2EC2 2027-10-20 3.5 N/A 883573.00 16583.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNSX1 2052-04-01 3 N/A 275000.00 201048.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ALMQ0 2048-05-20 4.5 N/A 400000.00 59929.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRWH2 2054-08-01 5.5 N/A 1539178.00 1550653.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WJXL0 2049-08-20 5 N/A 2423216.00 930153.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGG60 2052-03-01 3 N/A 18450000.00 13419010.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YLHX5 2049-05-20 5 N/A 1091508.00 906821.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5XZ7 2031-03-01 2.5 N/A 109000.00 12211.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XHRW6 2057-09-15 3.98 N/A 9392900.00 8448476.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGKQ6 2054-06-01 5 N/A 1114380.00 1085968.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XFUC7 2043-12-01 5 N/A 1986946.00 296721.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD7D7 2039-09-01 6 N/A 501604.00 511826.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNDD4 2054-09-20 6 N/A 2529284.00 2595895.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT69 2039-05-01 4.5 N/A 259156.00 13975.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YABC1 2057-07-15 3.72 N/A 8184080.00 7269028.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQF76 2053-05-01 5.5 N/A 452196.00 409258.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5W9 2053-04-01 4.5 N/A 215000.00 192978.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 225000.00 210669.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTU56 2054-01-01 6.5 N/A 8000.00 7500.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACGY0 2048-04-20 4 N/A 15780112.00 12609448.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQNZ1 2054-09-01 6 N/A 1452250.00 1479416.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ADA36 2039-10-15 4.5 N/A 44400000.00 3102817.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XFJG6 2037-05-01 4 N/A 1004370.00 151695.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W0VQ9 2043-02-01 3.5 N/A 59490.00 5934.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVB1 2051-05-01 2.5 N/A 511000.00 319755.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AK72 2042-09-01 4 N/A 200000.00 24154.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6Q3 2050-07-01 2 N/A 4700000.00 2087820.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6TR0 2053-07-01 5.5 N/A 573082.00 488010.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHMR5 2052-06-01 4.5 N/A 742000.00 593956.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATE69 2054-10-01 6 N/A 5091368.00 5256104.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GS6V4 2054-03-20 6 N/A 3849184.00 3890680.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5NB1 2047-05-01 4.5 N/A 1055000.00 140550.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQFA9 2053-05-01 6 N/A 7842000.00 6054437.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H4HW7 2047-11-01 4.5 N/A 2465000.00 350710.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LHD3 2027-04-01 5.5 N/A 18762272.00 112753.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A34S6 2042-05-01 3.5 N/A 784000.00 94133.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2X5 2052-04-20 4 N/A 73819904.00 57410463.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3L50 2054-01-01 5.5 N/A 1934562.00 1920838.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YNT42 2051-07-20 2.5 N/A 1005646.00 786220.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A7MF3 2058-03-15 5.16 N/A 3000000.00 3004440.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y9E80 2064-04-15 2.98 N/A 842472.00 726086.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKJ2 2053-10-01 3.5 N/A 102000.00 87360.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGH7 2052-08-01 3.5 N/A 515000.00 416253.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LXR2 2041-08-15 4.75 N/A 3052548.00 131164.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N4S4 2043-02-01 4 N/A 47083456.00 9693317.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GEW2 2043-04-01 3.5 N/A 139154.00 13902.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7VV4 2047-12-01 3.5 N/A 18000.00 5038.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8VM4 2048-04-01 3 N/A 1229504.00 533042.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRCK9 2048-09-01 3 N/A 34931648.00 30740220.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3R1 2054-05-01 6 N/A 41431552.00 41296757.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HLCF6 2054-06-20 6.5 N/A 99769.00 102841.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHT93 2054-07-01 5.5 N/A 1256900.00 1262483.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGL1 2052-04-01 4 N/A 9528592.00 7526807.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3BP4 2039-04-01 6.5 N/A 3900000.00 44359.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297ETS4 2039-11-15 5.5 N/A 3150000.00 36577.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZE5 2051-05-01 2 N/A 1606674.00 1026328.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVB29 2044-08-01 6.5 N/A 1945306.00 2032970.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3K9 2049-07-01 4.5 N/A 66000.00 7558.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GXSH0 2054-03-20 5.5 N/A 66014848.00 65337543.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312942H40 2040-09-01 4 N/A 251000.00 17984.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJH0 2052-03-01 2.5 N/A 392249.00 303948.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6H4 2050-03-01 4 N/A 600000.00 278930.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GKUJ1 2059-06-15 6.2 N/A 8810656.00 9393970.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSBK6 2054-08-01 6 N/A 1531814.00 1522650.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKV1 2052-11-01 5.5 N/A 50000000.00 42119587.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411H6U9 2037-08-01 6 N/A 300000.00 33406.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A35Y2 2042-04-01 5 N/A 71000.00 11442.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNDR3 2054-09-20 6.5 N/A 1905624.00 1989533.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFDE4 2054-06-01 5.5 N/A 925790.00 918099.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQC8 2053-07-01 5.5 N/A 520000.00 470226.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFXB1 2052-07-01 4 N/A 123000.00 101724.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKMW2 2043-02-01 3 N/A 341588.00 62735.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E7ZV9 2042-02-01 4 N/A 790415.00 99519.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ5Y8 2053-08-01 4.5 N/A 738000.00 670464.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7CR4 2054-03-01 6 N/A 28518.00 28707.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ3C8 2053-07-01 5 N/A 30000.00 27150.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C03R1 2053-04-01 4.5 N/A 1167614.00 1096853.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8LL9 2050-11-01 3 N/A 506000.00 186467.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 48998973.44 27397188.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DNJ95 2052-06-01 3.5 N/A 960636.00 792609.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRB61 2053-06-01 5.5 N/A 46327872.00 46016669.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACAR1 2047-05-01 4.5 N/A 17559584.00 3676408.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179BJC9 2042-11-15 3 N/A 47230.00 5901.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB93 2054-09-20 5 N/A 750000000.00 737217500.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNU34 2054-02-01 6 N/A 6927.00 6952.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y67B9 2047-09-01 3.5 N/A 1784154.00 811983.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTT26 2054-07-01 6.5 N/A 300000.00 300848.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSNZ1 2052-12-01 4.5 N/A 500000.00 431191.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XX2M2 2047-10-01 3.5 N/A 6280000.00 1271647.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410MMX5 2036-04-01 6 N/A 383457.00 6418.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FXZX0 2053-02-15 4.85 N/A 3000000.00 2885841.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5H4 2057-10-15 4.5 N/A 1750000.00 1632420.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283NCC4 2034-09-01 6.5 N/A 1680258.00 52357.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFF5 2052-11-01 4.5 N/A 22931040.00 19542242.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEU2 2049-08-01 4 N/A 419000.00 49490.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKUE7 2042-11-01 3 N/A 21991008.00 3438911.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFY67 2054-07-01 5.5 N/A 6347816.00 6258798.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAN7 2044-06-01 6.5 N/A 14063824.00 13322791.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YXCR7 2063-09-15 4.6 N/A 1337256.00 1328094.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YEKY5 2057-06-15 2.98 N/A 1335332.00 1120021.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFWR5 2034-01-01 3.5 N/A 70000.00 10774.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HYGS6 2054-08-20 6.5 N/A 233216.00 240767.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXWX4 2054-10-01 6.5 N/A 5460992.00 5652146.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWJ45 2054-10-01 6 N/A 3886712.00 3961427.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE63 2052-07-01 4.5 N/A 5779970.00 4719801.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRK69 2054-08-01 6 N/A 1026478.00 1050729.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0D93 2052-08-01 4.5 N/A 224535.00 184491.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5P6 2058-05-15 4.79 N/A 1523550.00 1483440.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW7E6 2054-09-01 5.5 N/A 1003310.00 1008654.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVEK7 2046-10-01 3.5 N/A 38315264.00 6151016.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CX4L1 2054-10-01 6 N/A 1165112.00 1197935.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHDR3 2040-05-01 4 N/A 1518050.00 706786.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ7E9 2052-04-01 3.5 N/A 7650872.00 6222425.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXUU3 2053-03-01 5.5 N/A 102000.00 84038.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVS0 2053-08-01 5.5 N/A 444923.00 413872.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K9MJ5 2049-12-01 4.5 N/A 1117056.00 972366.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP3A0 2045-07-01 3 N/A 1336000.00 303094.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBZN2 2052-05-01 2 N/A 49175.00 37156.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WM6R2 2039-07-01 5 N/A 500000.00 34808.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VRM4 2035-08-20 2 N/A 129453.00 46823.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BYBN8 2053-04-01 6 N/A 201655.00 201118.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLJ9 2048-07-01 4.5 N/A 1314000.00 569028.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MNP61 2042-11-01 4 N/A 1138926.00 50565.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FK2K2 2057-08-15 3.56 N/A 9345760.00 8189949.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJB1 2053-06-01 5 N/A 13549568.00 12571928.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6KL6 2054-06-01 5.5 N/A 1560914.00 1347051.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRF0 2054-08-01 6 N/A 1756530.00 1784411.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KRRX9 2050-11-01 4.5 N/A 1003814.00 323752.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHR20 2031-08-01 2.5 N/A 125000.00 21629.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H32K8 2043-01-01 3.5 N/A 100000.00 11918.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VM23 2035-05-20 2 N/A 2564744.00 389097.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHU0 2053-07-01 6 N/A 228946.00 204396.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHUF0 2040-06-01 4 N/A 1116964.00 1035809.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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652786.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW5E9 2054-02-01 5.5 N/A 462057.96 457671.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 13264.14 10855.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ5R9 2054-10-01 5.5 N/A 1213098.17 1216008.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMZ82 2036-12-01 3.5 N/A 1365489.67 1128380.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAEN9 2053-01-01 5.5 N/A 464457.40 325858.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWWA7 2054-03-01 5 N/A 1569764.06 1399738.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BWF9 2045-10-01 3.5 N/A 1920284.57 201564.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412NRN8 2038-12-01 5.5 N/A 320047.43 7763.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2Q4 2036-07-01 1.5 N/A 493538.74 297353.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLV86 2051-09-01 2.5 N/A 137163.18 97766.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFF2 2037-07-01 2.5 N/A 542212.47 384412.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FA98 2044-07-01 6.5 N/A 1533595.95 1466739.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDE7 2052-05-01 3.5 N/A 468205.61 358513.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHB5 2053-08-01 5 N/A 616777.12 557765.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZT8 2054-11-01 5 N/A 1815158.14 1781502.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4D3 2038-11-01 4 N/A 1126704.11 123273.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XHY6 2033-07-01 4.5 N/A 12725085.76 128589.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS47 2048-01-01 3.5 N/A 2366131.21 348994.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EY96 2043-02-01 3 N/A 98300.28 21238.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXES7 2056-10-01 3.5 N/A 59437.38 21052.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPSN0 2048-02-01 3 N/A 1725694.82 1452520.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCW2 2046-10-01 4 N/A 338335.85 50674.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419L3Y7 2025-12-01 3.5 N/A 6858136.78 43415.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AQB8 2041-12-01 4 N/A 523695.89 69518.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LW79 2038-02-01 6 N/A 1143026.53 20117.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKF2 2048-09-01 5 N/A 727674.46 627366.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQA23 2052-06-01 3 N/A 1782197.82 1496428.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412XY65 2047-06-01 5.29 N/A 460205.34 76560.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFD9 2046-11-01 5 N/A 91442.12 17974.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AT58 2052-01-01 4 N/A 2989345.40 162718.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415R2E3 2038-05-01 5.65 N/A 25532.93 16322.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AJX7 2042-08-01 3.5 N/A 9916959.44 1289218.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJP8 2039-12-01 3.5 N/A 546823.89 103066.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARMW7 2054-10-01 5 N/A 598463.54 588639.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GFT8 2043-04-01 3.5 N/A 324619.53 55227.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB68 2039-05-01 3.5 N/A 858641.53 78113.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEK8 2053-08-01 6.5 N/A 868183.06 786524.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WA5S2 2029-02-01 3.5 N/A 457.21 24.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AYM3 2040-12-01 4 N/A 1261974.44 143752.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXH0 2036-03-01 2 N/A 279203.89 152908.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 2286.05 1706.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BY59 2036-02-01 3.5 N/A 650153.49 93977.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTS1 2050-10-01 3 N/A 510704.25 180285.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X3CH9 2040-02-01 3.5 N/A 182884.24 60167.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXW3 2053-06-01 5.5 N/A 1561374.24 1384314.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS4W5 2054-10-01 5.5 N/A 485406.79 485558.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLS9 2050-02-01 2.5 N/A 95557.02 22849.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGHY9 2053-04-01 5 N/A 679155.27 590856.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415RBR4 2037-09-01 6 N/A 5486527.35 67242.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2C3 2054-02-01 5 N/A 1328653.58 1251644.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPBV0 2052-05-01 3 N/A 34290.80 27889.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLY44 2053-06-01 5.5 N/A 1753402.70 1560593.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WB2N4 2029-06-01 3 N/A 459128.61 46724.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ6N7 2054-10-01 5 N/A 940783.07 919784.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWWD1 2054-03-01 5 N/A 765265.41 745357.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWVL4 2054-03-01 5 N/A 1008580.09 979801.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUM0 2038-07-01 5.5 N/A 16459.58 13042.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWQ1 2051-02-01 1.5 N/A 276509.55 165367.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARBY5 2054-10-01 5.5 N/A 12643.70 12713.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7K2 2036-12-01 2 N/A 530431.06 342855.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4ZP4 2030-07-01 3 N/A 16916.79 3550.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPN57 2051-07-01 2 N/A 182881.96 91057.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DR46 2035-07-01 1.5 N/A 465195.34 202787.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM5A0 2052-04-01 3 N/A 502931.67 406798.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412AD92 2037-05-01 6 N/A 777258.04 15530.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFVY4 2052-02-01 3 N/A 2286.05 1623.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412P6A4 2039-07-01 5 N/A 1371631.84 69632.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 273869.16 27822.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385YG33 2030-10-01 7.5 N/A 499.73 0.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXG2 2036-03-01 1.5 N/A 717349.73 396186.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWLZ4 2054-04-01 5.5 N/A 701904.70 702033.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP2M5 2035-07-01 4 N/A 758909.26 136189.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGA61 2045-12-01 3.5 N/A 6250.07 715.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCU9 2044-09-01 6.5 N/A 799899.11 806399.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415RV43 2038-05-01 5.65 N/A 29888.77 20450.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384FRA7 2029-08-01 6.5 N/A 3303.35 0.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYX4 2051-05-01 2 N/A 1095923.32 687107.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XL2 2048-10-01 4.5 N/A 45721.06 8641.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKVH0 2052-09-01 4 N/A 960142.29 794715.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLX6 2053-02-01 5 N/A 64009.49 55723.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCJW4 2044-08-01 4 N/A 679.87 69.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3J1 2048-10-01 4 N/A 228605.31 11302.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2K7 2054-10-01 5 N/A 266896.69 261873.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHS40 2046-11-01 3 N/A 393907.06 284567.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWZ7 2053-04-01 5 N/A 34290.80 30659.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DH21 2049-11-01 4 N/A 4347893.70 507275.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3F8 2052-08-01 3.5 N/A 457.21 372.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8TT2 2048-03-01 4 N/A 107444.49 11034.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3L4 2036-08-01 1.5 N/A 110582.33 66999.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9CS7 2043-08-01 3.5 N/A 1783121.39 281943.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELQ1 2037-12-01 4.5 N/A 15545.16 11405.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCW1 2052-06-01 3 N/A 390658.12 308305.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTL4 2031-12-01 3 N/A 8687.00 1376.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWJ5 2038-09-01 5 N/A 27432.64 21893.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR3Q1 2054-10-01 5 N/A 1142836.79 1120108.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APAA2 2054-11-01 5 N/A 1017610.00 994896.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLLA4 2038-01-01 8 N/A 2294428.70 1494902.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EC57 2052-02-01 2 N/A 390915.07 279324.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWU50 2054-02-01 5.5 N/A 783620.13 773578.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FEHN7 2046-10-01 3 N/A 122371.51 17691.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411XBG9 2037-01-01 5.49 N/A 123973.11 14950.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4Q0 2039-04-01 5.5 N/A 12344.69 11074.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NR2A3 2053-09-01 4.5 N/A 493456.90 467431.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2H0 2053-07-01 5 N/A 421548.18 387843.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGFX3 2053-05-01 5 N/A 1352097.06 980371.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVB5 2050-12-01 1.5 N/A 229679.29 133858.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418VUM2 2040-08-01 5.5 N/A 1862676.03 104507.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410QK42 2036-08-01 5.35 N/A 44690.97 27393.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDM9 2042-05-01 2.5 N/A 45721.06 32996.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEBB9 2051-11-01 3 N/A 75896.96 53991.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 1133857.17 730518.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMT0 2034-12-01 4.5 N/A 604282.01 92269.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6ST9 2047-02-01 3.5 N/A 749380.54 299012.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WECV9 2045-03-01 4 N/A 677586.13 87798.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLRE2 2052-08-01 5 N/A 1317242.06 1200224.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7NC5 2032-08-01 4 N/A 63552.28 11390.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW4E0 2054-02-01 7 N/A 501162.27 375650.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8YA5 2030-02-01 3 N/A 171453.98 11156.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAET0 2027-03-01 3.5 N/A 914.42 29.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGMU5 2054-06-01 7 N/A 1389201.07 1451886.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BKY1 2034-12-01 3.5 N/A 1186946.18 128593.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NR0 2048-08-01 4.5 N/A 91442.12 17768.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRP9 2040-08-01 2 N/A 1529369.50 707301.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FTJQ5 2047-02-01 4 N/A 64009.49 24563.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS5B0 2054-11-01 5 N/A 614948.27 605389.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP4C8 2052-08-01 5.5 N/A 1113307.84 844770.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EY46 2053-11-01 3.5 N/A 17939.57 15834.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMN64 2054-09-01 5.5 N/A 490655.57 496329.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZP6 2054-11-01 5 N/A 1791153.66 1751174.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHWY9 2052-02-01 3 N/A 64466.70 47307.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MBGH3 2042-09-01 4 N/A 45721.06 7075.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQH70 2054-09-01 5.5 N/A 1605033.28 1603062.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3Q6 2054-10-01 5 N/A 1439253.74 1407939.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL6Z6 2052-05-01 2.5 N/A 457.21 359.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417LS71 2047-07-01 4.5 N/A 465283.12 80054.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2S6 2050-09-01 3.5 N/A 1451.64 1164.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1AW3 2052-09-01 4.5 N/A 920342.56 688906.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDY3 2052-04-01 4 N/A 2286.05 1667.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHY1 2049-11-01 3 N/A 6103761.67 542587.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6M73 2033-04-01 3 N/A 4572.11 1163.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLN2 2053-07-01 2.5 N/A 67209.96 53189.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BJ98 2034-11-01 3 N/A 349063.39 33117.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECB4 2052-03-01 3.5 N/A 123446.87 87428.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0KB4 2053-12-01 7 N/A 970328.02 962281.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBC0 2034-05-01 4 N/A 552368.94 521293.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GHJ5 2036-01-01 6.5 N/A 5320167.61 96486.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXT2 2053-11-01 5 N/A 49378.75 46029.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAY3 2054-07-01 6.5 N/A 1736430.58 1705558.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6J0 2036-07-01 3 N/A 365768.49 57138.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMVQ7 2053-08-01 4.5 N/A 459574.85 407165.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDAZ3 2028-12-01 3.5 N/A 915.34 78.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTR3 2050-10-01 2.5 N/A 582029.11 269441.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6V6 2039-01-01 6.5 N/A 1106523.75 1038636.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412TPJ6 2038-07-01 6 N/A 342907.96 21982.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQNZ6 2047-07-01 3.5 N/A 252837.47 227670.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPE39 2047-04-01 4 N/A 1217046.19 1076188.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPZ7 2053-02-01 5.5 N/A 230891.36 198985.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTBN0 2050-10-25 3.5 N/A 457.21 383.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMD27 2051-06-01 3 N/A 1143026.53 790111.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPWD5 2037-07-01 3.5 N/A 457.21 349.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 156366.49 134011.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHM5 2052-11-01 4.5 N/A 457.21 401.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABC94 2054-03-01 7 N/A 484163.18 430118.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EH78 2037-08-01 4.5 N/A 262894.27 173051.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MJ7M5 2042-11-01 4 N/A 45721.06 5228.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QGC5 2038-02-01 6.25 N/A 140029.89 18262.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERM64 2031-04-01 3 N/A 693088.77 108109.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHWG0 2052-03-01 2 N/A 21587.66 14180.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGV8 2049-10-01 3 N/A 1668818.73 142247.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED64 2052-06-01 3 N/A 1598288.51 1227064.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABS63 2039-10-01 5 N/A 1057562.44 1064581.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABF59 2054-10-01 5.5 N/A 498707.96 499403.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A76L3 2053-12-01 7 N/A 585133.57 461560.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CV92 2033-04-01 3 N/A 565.11 78.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBJ8 2042-02-01 2 N/A 1188305.01 803438.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQS4 2050-06-01 5 N/A 3656873.81 478656.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEJM1 2040-08-01 3 N/A 73153.70 32601.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARL57 2054-11-01 6 N/A 538261.25 549631.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7J5 2036-12-01 1.5 N/A 182884.24 118881.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWR9 2051-02-01 2 N/A 80926.28 47506.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DU67 2040-12-01 2 N/A 66295.54 36045.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 10973.05 7879.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6V3 2050-03-01 4.5 N/A 503027.23 55808.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BSJ6 2035-07-01 3 N/A 91442.12 12986.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5BA3 2036-04-01 2 N/A 176487.41 109358.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASLQ9 2054-10-01 5 N/A 561934.70 550105.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASYY8 2054-11-01 5.5 N/A 653884.33 652839.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELM26 2028-04-01 3.5 N/A 1403636.58 31151.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8BF3 2034-06-01 4 N/A 66295.54 10851.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A26K6 2053-10-01 5.5 N/A 561131.38 514410.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYK4 2038-07-01 4 N/A 686803.95 85152.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8HF2 2054-01-01 7 N/A 670284.93 714567.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XN3H5 2053-11-01 6 N/A 457.21 425.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVV9 2053-08-01 4 N/A 17831.21 15658.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APBN3 2054-09-01 6 N/A 914.42 930.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ERA0 2053-04-01 6 N/A 192028.46 162768.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC91 2034-07-01 3 N/A 61723.43 7435.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFN2 2054-10-01 3.5 N/A 138284.26 124433.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410T5G6 2036-09-01 5.8 N/A 391605.92 26888.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JLLM4 2049-01-01 4.5 N/A 486242.11 48609.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EF47 2052-06-01 5 N/A 580657.48 446727.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENC0 2037-12-01 5.5 N/A 754529.64 550163.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 861.38 436.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNMS0 2053-12-01 5.5 N/A 318755.35 305684.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACDD2 2054-04-01 5.5 N/A 525334.99 526064.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMF76 2053-07-01 5.5 N/A 41148.96 35388.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EL73 2037-11-01 4.5 N/A 330839.43 239181.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416LU53 2038-06-01 5.5 N/A 594373.80 23270.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31363WH81 2024-12-15 8 N/A 1828842.45 1.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKNS5 2041-07-01 6 N/A 457.21 374.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBT6 2052-02-01 3 N/A 1633802.80 1140066.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL3Q9 2053-07-01 6 N/A 182884.24 162652.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEP8 2044-10-01 6 N/A 561526.41 570267.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GUVD6 2047-09-01 3.5 N/A 2107919.23 484336.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTN2 2035-10-01 2.5 N/A 291581.50 108016.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DX80 2036-04-01 1.5 N/A 227685.40 130441.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZ94 2039-02-01 5.5 N/A 17374.00 13932.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFS61 2052-02-01 2 N/A 734631.38 547209.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYQ7 2053-12-01 7 N/A 650855.31 520368.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELQJ5 2026-06-01 5 N/A 93208.33 0.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSH6 2050-09-01 2 N/A 1409580.32 722721.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BM29 2035-02-01 3 N/A 639024.53 64336.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6F4 2036-11-01 1.5 N/A 961568.78 624306.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A6M4 2025-01-01 5.5 N/A 112957.54 0.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPM7 2037-02-01 2 N/A 5486.53 3600.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTZ2 2036-02-01 2 N/A 841325.59 705498.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXXA4 2054-02-01 5 N/A 961202.10 933852.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGXC9 2053-04-01 4.5 N/A 485221.62 455286.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYB2 2051-04-01 2 N/A 541794.58 333120.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPC8 2053-02-01 5 N/A 688974.33 594276.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VEF7 2039-01-01 5 N/A 431965.27 13752.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Y5 2051-10-01 2.5 N/A 251922.59 165546.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS4Q8 2054-11-01 5 N/A 1502622.68 1469083.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGU8 2053-01-01 4.5 N/A 380406.09 318124.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NH5Q7 2053-05-01 5 N/A 1467716.02 1396364.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXX71 2054-02-01 7 N/A 807808.40 790518.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV47 2049-12-01 3.5 N/A 884245.32 704099.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUB6 2040-11-01 2.5 N/A 45721.06 21291.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVD1 2050-12-01 3 N/A 50750.38 21099.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6TA1 2054-08-01 7 N/A 1262518.07 1340479.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ACM8 2042-01-01 3.5 N/A 208945.25 19920.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LQ21 2047-08-01 3 N/A 114302.65 27094.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQZ8 2040-07-01 2 N/A 228605.31 96169.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ETU4 2053-06-01 3 N/A 283487.95 224011.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJCE5 2029-01-01 3.5 N/A 2743.26 84.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMZZ2 2044-05-01 5.5 N/A 473920.75 405252.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFB3 2041-08-01 4.5 N/A 574587.09 60665.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CLG7 2047-06-01 3.5 N/A 408746.29 46513.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENR7 2038-01-01 5 N/A 370336.02 271039.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JHYV9 2048-11-01 4.5 N/A 45721.06 10192.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406UWK0 2025-04-01 5 N/A 44308.28 28.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A5DG0 2053-11-01 7 N/A 834189.91 711097.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7F3 2051-12-01 2.5 N/A 245394.54 167153.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KE31 2047-10-01 7 N/A 457210.61 16555.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQXC6 2048-02-01 3 N/A 311156.51 271627.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGFW5 2053-05-01 5 N/A 1866603.02 1525729.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KM84 2038-07-01 6 N/A 11634859.74 117117.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ4V1 2054-10-01 5.5 N/A 494486.99 499997.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKB5 2037-09-01 4.5 N/A 240971.94 162740.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NN5B7 2053-08-01 6.5 N/A 465211.80 382254.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMQN7 2048-10-01 4.5 N/A 1426019.32 104126.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAL1 2044-06-01 5.5 N/A 698846.42 634828.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371HM70 2029-04-01 7 N/A 12304.45 39.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADH7 2039-05-01 6 N/A 2535756.35 52733.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASY36 2054-11-01 5 N/A 1332951.82 1312233.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YY3S0 2045-07-01 3.5 N/A 331477.69 31693.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLBJ6 2049-07-01 2.5 N/A 1481.82 1162.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A32B8 2053-11-01 7 N/A 778930.97 768106.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC6X9 2050-03-01 4.5 N/A 305635.69 49334.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KYC85 2051-05-01 2.5 N/A 1210693.70 749899.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9L86 2050-08-01 4 N/A 457.21 121.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XS43 2041-02-01 4 N/A 426135.84 53850.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELDU4 2043-01-01 3.5 N/A 274326.37 26476.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DL34 2050-02-01 4.5 N/A 1563781.91 237216.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZM6 2045-01-01 4 N/A 45721.06 7345.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZN3 2054-01-01 6.5 N/A 797375.31 678364.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEE6 2042-06-01 3 N/A 131275.68 99576.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LUSY2 2042-06-01 3.5 N/A 3120462.43 403379.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407H3G9 2036-07-01 6 N/A 10080178.15 114923.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANJZ3 2054-10-01 5 N/A 490683.00 479839.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECZ1 2042-04-01 2.5 N/A 489672.57 353234.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6WA5 2035-05-01 3.5 N/A 833768.82 129455.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLC6 2038-02-01 2 N/A 43057.81 35084.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK6P0 2037-05-01 2.5 N/A 84583.96 63794.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEN3 2044-10-01 5.5 N/A 209970.32 210796.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JV6X5 2049-07-01 5 N/A 3154354.54 1492735.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MEC2 2039-08-01 6.5 N/A 2500862.04 29029.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMF39 2034-03-01 3.5 N/A 231361.83 34601.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNQ80 2054-01-01 6.5 N/A 45721.06 43134.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGE8 2047-02-01 3.5 N/A 792091.78 119485.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCK8 2036-10-01 3 N/A 548652.73 97712.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERT67 2044-04-01 4.5 N/A 656097.23 96589.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPE1 2051-05-01 3 N/A 69622.20 59732.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EKS8 2052-11-01 4 N/A 3657.68 3095.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWR5 2053-07-01 5 N/A 274326.37 241028.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGW75 2054-08-01 5.5 N/A 1095495.37 1102273.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3U53 2047-11-01 3.5 N/A 616688.87 267446.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSQF1 2053-07-01 6 N/A 1051584.41 962503.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFD65 2052-01-01 3 N/A 106066.46 81630.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MN2Q2 2043-01-01 4 N/A 45721.06 6622.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG81 2037-03-01 3 N/A 1204509.47 289565.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411HCY4 2036-12-01 5.6 N/A 210920.86 28797.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1YJ0 2053-11-01 5.5 N/A 1093229.44 1092341.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BJW9 2036-06-01 5.25 N/A 22714.68 13167.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFB62 2045-07-01 3.5 N/A 2537518.90 223744.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKYJ3 2053-03-01 4.5 N/A 84583.96 73392.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GWV4 2043-06-01 3 N/A 98300.28 22227.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWZ71 2054-05-01 5.5 N/A 1376308.64 1365301.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARCB4 2054-10-01 5 N/A 526059.22 514317.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWW8 2036-02-01 1.5 N/A 67963.44 36170.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLBP2 2042-03-01 1.5 N/A 1241036.48 888239.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNPP3 2053-05-01 4.5 N/A 2053389.55 1626538.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWF7 2028-04-01 3.5 N/A 5486.53 584.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASMM7 2054-10-01 5 N/A 1045631.53 1022881.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQFR4 2053-08-01 6.5 N/A 690804.54 511622.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMT4 2053-01-01 5.5 N/A 229340.96 195145.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCM54 2051-08-01 3 N/A 256495.15 169939.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MRT1 2039-11-01 5.5 N/A 3611123.94 74660.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBJB5 2048-06-01 4.5 N/A 45721.06 10279.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWPU1 2054-02-01 5.5 N/A 704012.44 645980.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CVW9 2034-03-01 6 N/A 1714539.80 11126.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJDK6 2052-09-01 2.5 N/A 21946.11 16254.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPTQ7 2030-04-01 3.5 N/A 16916.79 1744.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2V3 2041-07-01 2 N/A 49417.61 31027.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DW40 2041-02-01 1.5 N/A 137163.18 80073.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECH1 2042-03-01 2.5 N/A 137163.18 95073.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKS27 2053-04-01 5 N/A 137163.18 128607.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGA2 2037-08-01 2.5 N/A 225698.82 162577.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSMW8 2053-07-01 5 N/A 411489.55 372028.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FB4A5 2046-07-01 3.5 N/A 428729.13 45146.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM2S4 2037-08-01 2 N/A 223853.97 181670.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VSC9 2038-09-01 6.5 N/A 851467.44 19759.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVS90 2052-07-01 3 N/A 11457.70 8620.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ7A4 2054-10-01 5 N/A 670292.25 658382.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPND7 2054-04-01 5.5 N/A 141735.29 137830.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ5T5 2054-10-01 5.5 N/A 1799844.32 1795342.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARJR2 2054-10-01 5.5 N/A 723439.78 724448.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4LY0 2049-07-01 5 N/A 170539.56 41180.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVM71 2036-08-01 2 N/A 437869.23 261865.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELV0 2052-12-01 4 N/A 457.21 387.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413H3E6 2047-09-01 6.5 N/A 3919030.60 71787.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMWJ1 2053-02-01 5 N/A 457210.61 407334.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X55G4 2040-03-01 2.5 N/A 5345678.13 1476524.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLB8 2038-11-01 2 N/A 34330.12 28185.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWPL1 2054-02-01 5.5 N/A 595940.20 598894.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNH0 2054-05-01 5 N/A 53576.85 52222.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4D9 2039-03-01 4.5 N/A 3200.47 2873.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APXC3 2054-10-01 5 N/A 575818.82 562630.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEC52 2053-05-01 5 N/A 596913.60 472578.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DM90 2035-04-01 2 N/A 589793.92 123162.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411D6S3 2036-11-01 5.6 N/A 338024.04 29859.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECY4 2042-04-01 2 N/A 141178.86 99453.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPKN8 2052-04-01 2.5 N/A 125732.92 101352.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GWY8 2043-06-01 3 N/A 51055.34 11238.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N22K6 2053-06-01 3 N/A 199436.18 160763.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDL1 2042-05-01 2 N/A 33365.86 23767.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ21 2040-07-01 2.5 N/A 54865.27 19623.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQA3 2050-06-01 3 N/A 67667.17 19225.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUH1 2053-07-01 6.5 N/A 20574.48 17265.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV74 2051-01-01 2 N/A 1153089.28 667075.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DDJ8 2049-06-01 3.5 N/A 457210.61 21122.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1YC1 2052-09-01 4 N/A 557198.46 356311.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASAK4 2054-10-01 5.5 N/A 1313153.68 1316241.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5N6 2054-05-01 5 N/A 400179.07 381055.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQLZ6 2052-10-01 5.5 N/A 18745.64 16382.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AYBQ1 2041-12-01 3.5 N/A 86879.16 8465.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKCJ7 2053-02-01 5.5 N/A 1600237.14 1453613.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLSE9 2053-02-01 4 N/A 2064305.91 1759389.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV49 2053-07-01 5.5 N/A 799927.91 774953.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAK3 2044-06-01 5 N/A 119248.76 109111.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHH8 2039-11-01 3 N/A 5619005.49 908505.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR4F2 2045-07-01 3 N/A 4483625.35 1142616.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EB74 2052-03-01 1.5 N/A 22129.91 14707.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASYZ5 2054-11-01 5.5 N/A 612123.63 610182.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KAL8 2037-11-01 6 N/A 777258.04 16383.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNLP7 2052-06-01 3 N/A 229983.80 189953.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CRJ5 2032-11-01 3 N/A 379690.55 55752.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWU76 2054-02-01 5.5 N/A 1112904.12 1104482.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5B4 2036-10-01 1.5 N/A 893845.83 570267.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMSX6 2053-07-01 6.5 N/A 1201159.49 1126858.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR3Y4 2054-10-01 5 N/A 1835714.78 1794741.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417G3Y0 2043-07-01 3 N/A 274326.37 56946.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413MVB0 2037-09-01 6.25 N/A 1488280.44 34782.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLWS3 2053-04-01 5 N/A 130305.02 114490.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YYC5 2031-04-01 4.5 N/A 91442.12 3086.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADLS8 2054-06-01 6.5 N/A 655578.29 685419.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AGR3 2032-07-01 3.5 N/A 291072.62 25163.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFEV1 2052-02-01 3 N/A 472214.89 361320.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW63 2038-10-01 5 N/A 27432.64 23108.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHPX7 2036-03-01 2 N/A 49798.92 30390.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELU2 2052-12-01 3.5 N/A 21488.90 17661.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZZ8 2036-06-01 1.5 N/A 2095119.17 1241532.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRAY1 2054-08-01 5.5 N/A 914.42 914.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGPW4 2053-04-01 6.5 N/A 787776.17 811028.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCD86 2049-11-01 4 N/A 845839.63 299808.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CNR1 2037-08-01 4 N/A 184713.09 30240.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQKA5 2053-11-01 7 N/A 492064.23 411389.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 27432.64 19238.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418V6L1 2040-06-01 5.5 N/A 153165.56 14411.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E4CS8 2042-08-01 4 N/A 174012.99 22882.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2G4 2054-02-01 7 N/A 1508799.59 1240240.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMN49 2054-09-01 5.5 N/A 464493.98 473300.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHB31 2053-06-01 4.5 N/A 605764.28 482882.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WQT2 2025-08-01 3.5 N/A 22016.98 38.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2QB1 2052-02-01 3 N/A 1467380.43 1092834.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASAL2 2054-10-01 5.5 N/A 1446170.43 1448186.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7A66 2035-04-01 3.5 N/A 3200.47 1143.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN6P9 2054-10-01 5.5 N/A 1782046.03 1775460.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416XNQ9 2041-02-01 5 N/A 228605.31 19667.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BYE0 2036-01-01 4 N/A 433349.25 64392.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRLJ8 2043-01-01 3.5 N/A 182884.24 29238.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZX3 2051-06-01 3 N/A 40234.08 21865.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371MAA5 2025-04-01 5 N/A 76255.87 47.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGH77 2037-04-01 2.5 N/A 6400.95 4474.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412WYD2 2037-04-01 7.5 N/A 2533838.35 31434.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGF1 2042-08-01 4 N/A 175882.98 134128.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APAB0 2054-11-01 5 N/A 528621.42 517712.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WNDF3 2043-04-01 3.5 N/A 45721.06 10480.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAW0 2042-01-01 2 N/A 180598.19 122192.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EDLX7 2042-04-01 4 N/A 45721.06 5427.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3M0 2054-01-01 7.5 N/A 611937.08 630480.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNPB4 2053-04-01 6 N/A 854069.42 780945.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1YQ4 2053-11-01 5.5 N/A 503800.37 497716.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 109115.14 98999.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKH60 2052-05-01 3 N/A 399106.00 307427.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSN3 2035-09-01 2.5 N/A 30633.11 11625.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417NYJ4 2039-09-01 5.15 N/A 45386.84 23445.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CS39 2048-01-01 3 N/A 96471.44 16388.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YTF4 2025-09-01 4.5 N/A 1067.13 9.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LWR9 2047-01-01 3.5 N/A 3200474.29 1087445.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPR6 2053-07-01 5 N/A 6400.95 5863.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLE38 2053-05-01 5.5 N/A 45721.06 39673.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFP5 2054-09-01 5.5 N/A 557708.71 557980.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EER7 2042-05-01 3 N/A 687706.94 511814.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YHK1 2037-05-01 5.85 N/A 235234.86 34209.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411B3F8 2036-08-01 5.35 N/A 52425.60 31686.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9E25 2048-06-01 4.5 N/A 678591.99 58710.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNRG1 2054-02-01 5.5 N/A 71324.86 67223.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AGC6 2042-06-01 4 N/A 5112005.56 128343.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A76F6 2054-01-01 7 N/A 595038.12 538660.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LHW91 2027-04-01 3.29 N/A 9400654.82 9143355.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB2F6 2050-05-01 4 N/A 3956622.00 1702142.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNUH5 2053-05-01 4 N/A 800353.58 680835.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTC6 2050-09-01 5 N/A 105713.04 22734.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407QKL9 2035-08-01 4.85 N/A 68581.59 11468.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EYP9 2053-12-01 6.5 N/A 1773397.89 1520198.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MZR6 2038-04-01 7.5 N/A 2199100.75 28067.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW7G2 2054-03-01 7 N/A 501517.52 530021.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GMY9 2043-05-01 3.5 N/A 2299769.38 542773.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5E0 2038-12-01 4 N/A 1126704.11 147743.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPM0 2037-09-01 3 N/A 244150.47 40558.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZE0 2036-01-01 3 N/A 924466.14 851687.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3KG7 2053-11-01 7 N/A 465019.31 491089.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKB41 2053-01-01 5 N/A 1364773.68 1175104.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTCU3 2051-05-25 3 N/A 206205.64 169251.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKES5 2051-07-01 2 N/A 552927.65 398223.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHXP8 2053-05-01 5.5 N/A 1882307.29 1693367.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5XG9 2045-02-01 3.5 N/A 731536.98 164055.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NZ2 2048-08-01 4.5 N/A 450977.00 53192.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP48 2035-06-01 2 N/A 462404.07 169345.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YKQ4 2037-06-01 5.85 N/A 1399257.42 14091.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNM86 2047-04-01 3 N/A 2563713.87 1583064.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXD1 2041-08-01 2.5 N/A 1373871.71 1120245.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6Z7 2054-06-01 5.5 N/A 45721.06 45281.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQKT8 2054-09-01 5.5 N/A 960908.57 972582.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APB60 2054-09-01 6.5 N/A 673532.04 693506.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD4V5 2048-11-01 3.5 N/A 1485934.49 915307.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNG99 2038-12-01 5.5 N/A 1190489.56 1011165.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQXP2 2054-10-01 5.5 N/A 68348.87 68096.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN7G8 2054-10-01 5.5 N/A 729394.95 730074.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371E3G8 2025-02-01 8.5 N/A 499620.10 10.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AXF3 2037-12-01 5.65 N/A 65775.23 21500.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE48 2052-07-01 3.5 N/A 2743.26 2171.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AX87 2042-01-01 3.5 N/A 1588762.53 128605.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGAS8 2052-03-01 3 N/A 365768.49 268114.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4G0 2052-04-01 2 N/A 22860.53 16823.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUX6 2043-07-01 4.5 N/A 914556.56 790133.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPEN5 2053-08-01 4.5 N/A 1551382.82 1458778.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4S6 2054-02-01 7 N/A 444865.93 253937.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3H3 2051-08-01 2.5 N/A 41148.96 26038.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNWD2 2052-06-01 3 N/A 35205.22 29093.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A8GJ9 2026-03-01 3.5 N/A 9052770.12 93214.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BXZ4 2046-01-01 3.5 N/A 107638.81 13485.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKM5 2052-09-01 3.5 N/A 57847.66 49660.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7NL9 2047-07-01 3.5 N/A 182884.24 63757.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRWJ8 2053-04-01 4.5 N/A 2112445.62 1576955.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHND5 2052-06-01 4 N/A 14738.64 11214.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKEG6 2027-06-01 3.5 N/A 3680545.43 151553.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHL9 2049-11-01 3 N/A 2619359.60 436895.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXY54 2054-03-01 5.5 N/A 1317104.44 1234925.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYZ9 2051-05-01 3 N/A 52579.22 26282.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBD1 2037-02-01 1.5 N/A 57151.33 38232.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKSG1 2032-03-01 3.5 N/A 457.21 65.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XYB37 2027-01-01 3 N/A 9860904.51 409139.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPPG3 2030-11-01 5 N/A 607178.44 11231.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASZ35 2054-11-01 6 N/A 381194.78 387852.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZA3 2054-08-01 5.5 N/A 759773.39 735387.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6K3 2041-11-01 1.5 N/A 616777.12 408258.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X63B5 2035-05-01 3.5 N/A 228577.87 71742.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP6B0 2054-03-01 5.5 N/A 435163.46 420536.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK5Q9 2053-04-01 6 N/A 509807.21 452989.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3C2 2054-03-01 5 N/A 2743.26 2593.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413SA87 2037-11-01 6.5 N/A 1023442.64 29101.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LN6Z5 2036-05-01 2 N/A 840298.70 508485.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET75 2053-07-01 6 N/A 394801.36 349265.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MS4S1 2052-05-01 2 N/A 998377.44 595792.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJS2 2049-12-01 3.5 N/A 137620.39 20349.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRSG9 2053-02-01 6 N/A 574789.18 577367.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPNQ8 2039-01-01 6 N/A 1451058.46 1306609.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPT58 2037-09-01 3 N/A 1140257.66 998676.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDL5 2046-11-01 3 N/A 183341.46 34053.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJCQ9 2054-08-01 6 N/A 519933.51 533262.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSPN5 2053-07-01 5 N/A 457210.61 417059.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANKA6 2054-11-01 5.5 N/A 669301.47 669140.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP2R9 2053-10-01 3 N/A 661477.23 558126.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EX70 2038-11-01 5.5 N/A 43435.01 35934.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CCH5 2046-10-01 3 N/A 315932.53 55651.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQR90 2054-05-01 5 N/A 194802.35 190712.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VFU2 2039-08-01 4 N/A 384056.91 26030.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LNSH1 2051-05-01 2 N/A 130065.45 86291.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFM1 2032-01-01 3 N/A 16916.79 2396.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGJ3 2052-08-01 4 N/A 13259.11 10875.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDX9 2036-11-01 2.5 N/A 66295.54 11152.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTF0 2052-11-01 5 N/A 228605.31 178332.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKC5 2040-01-01 3 N/A 3200.47 595.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDD9 2052-05-01 3 N/A 1963731.47 1485683.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEG8 2039-10-01 4.5 N/A 183341.46 180970.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQ7A4 2046-02-01 4 N/A 723764.40 154882.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWVY6 2054-03-01 5 N/A 631995.83 616995.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETFN1 2031-03-01 3.5 N/A 4114.90 579.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXA7 2043-01-01 5.5 N/A 1822984.67 1701973.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPQ5 2050-07-01 3 N/A 1976573.60 1605242.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECA6 2052-03-01 3 N/A 647430.80 462739.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXR78 2039-02-01 5.5 N/A 473346.95 298411.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVD9 2038-08-01 5.5 N/A 17374.00 12650.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8ML8 2050-11-01 2.5 N/A 37491.27 20616.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BUR6 2042-05-01 4 N/A 5236728.04 398953.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFGC4 2045-08-01 3.5 N/A 137163.18 21021.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APCZ5 2054-09-01 5 N/A 1023260.21 1009950.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2E9 2054-02-01 6 N/A 315635.35 288027.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X47M2 2026-09-01 5 N/A 4305.55 0.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLBC1 2049-07-01 6 N/A 13149.83 11104.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNF33 2051-12-01 3 N/A 45721.06 37228.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASLJ5 2054-10-01 5 N/A 1136647.07 1111916.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2P6 2051-07-01 3.5 N/A 153380.90 73275.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPU64 2038-02-01 2.5 N/A 2050265.43 1769651.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDN1 2046-11-01 4 N/A 128476.18 19442.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASWF1 2054-11-01 5 N/A 1158137.34 1138516.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP2Z6 2045-06-01 3 N/A 4965307.25 1172512.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERPF1 2031-03-01 4 N/A 216742.52 11153.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLQ92 2053-05-01 5.5 N/A 45721.06 38067.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARXB1 2054-10-01 5.5 N/A 1079389.21 1081925.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XA2R2 2051-04-01 2 N/A 1241798.65 828185.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M8NM7 2036-12-01 2 N/A 82085.31 55078.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NYK0 2025-02-01 4.5 N/A 919.45 0.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQZL4 2032-04-01 3 N/A 1279207.17 1187378.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ERM4 2038-04-01 5.5 N/A 4572.11 3477.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTAN1 2051-08-25 3 N/A 96014.23 68197.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4UA2 2045-08-01 3.5 N/A 571513.27 157169.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6E37 2045-08-01 3.5 N/A 1842558.77 407784.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUA8 2040-11-01 2 N/A 461782.72 244289.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5D0 2036-10-01 2.5 N/A 113567.92 65104.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNT20 2052-04-01 1.5 N/A 20357.76 14740.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLR91 2047-07-01 3.5 N/A 315475.32 251240.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGQ44 2052-03-01 3 N/A 1038664.55 763891.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413CWP0 2037-07-01 5.85 N/A 2441540.33 96003.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411NJG3 2036-12-01 5.62 N/A 217175.04 34473.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWW33 2054-04-01 7 N/A 511431.22 542199.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EVC1 2038-08-01 5 N/A 230434.15 187510.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6XC0 2047-01-01 3.5 N/A 320047.43 97543.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419CAG8 2025-10-01 3.5 N/A 6858159.18 31870.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASYW2 2054-11-01 6 N/A 579994.06 588831.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7F5 2025-01-01 4.5 N/A 1987.49 0.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WAAH0 2028-11-01 3.5 N/A 531283.30 28328.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKLP3 2040-03-01 4 N/A 46635.48 36374.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CEE0 2036-12-01 3 N/A 548653.19 102852.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBU9 2051-11-01 3 N/A 914.42 712.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANKD0 2054-11-01 6 N/A 466132.62 472204.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZW5 2051-06-01 2.5 N/A 789395.61 488832.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5V91 2050-02-01 3 N/A 685815.92 297471.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKSW1 2053-03-01 6 N/A 90984.91 85765.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CG65 2047-03-01 3 N/A 318258.36 75407.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHT6 2043-05-01 3 N/A 4461.00 889.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417HB86 2043-07-01 4 N/A 1373320.77 241384.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUF7 2050-11-01 1.5 N/A 73153.70 42266.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9MU7 2053-01-01 6.5 N/A 124334.77 117077.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412P5L1 2039-07-01 4.5 N/A 1371631.84 85868.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMEZ5 2047-07-01 5 N/A 13716.32 12024.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DF31 2049-09-01 4 N/A 1053870.46 118878.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQR4 2053-03-01 3.5 N/A 1607740.88 1323585.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C4J0 2048-11-01 4 N/A 4329197.44 157236.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKKC1 2051-04-01 2 N/A 18634.53 11782.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 1328499.04 1039695.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CM43 2037-07-01 3 N/A 1097305.47 167338.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED98 2037-06-01 2 N/A 343613.89 245576.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXGZ8 2054-01-01 7.5 N/A 796921.30 838593.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BPZ3 2025-04-01 3 N/A 8104.52 29.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXYT2 2054-03-01 5.5 N/A 1667138.94 1604429.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRJ3 2035-07-01 3.5 N/A 63552.28 19592.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EK82 2052-10-01 6 N/A 24089.51 17913.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9GU8 2043-08-01 3.5 N/A 3157039.28 507433.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFQ0 2049-09-01 3 N/A 231805.78 32120.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8K87 2048-02-01 4.5 N/A 113718.80 13439.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LFH6 2037-12-01 5.65 N/A 317897.62 11602.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAM9 2044-06-01 6 N/A 180598.19 174759.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2CF4 2025-12-01 3.5 N/A 1828.84 9.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KCQR6 2050-05-01 3 N/A 379804.86 142387.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB27 2029-05-01 3.5 N/A 457.21 44.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMZZ7 2029-05-01 3.5 N/A 21946.11 1488.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJKB8 2037-08-01 2 N/A 1054267.78 768447.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKVG0 2051-05-01 3 N/A 698477.45 504277.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAVR2 2052-06-01 3.5 N/A 570044.70 450635.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGY0 2037-07-01 4.5 N/A 35173.21 24989.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BS58 2037-08-01 4.5 N/A 4323383.55 79191.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M7BR5 2042-09-01 3.5 N/A 662955.39 89281.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ABH0 2031-11-01 4.5 N/A 45721.06 2824.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERJ43 2046-06-01 4 N/A 68581.59 11149.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQZ1 2054-10-01 5 N/A 1004425.88 989696.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XQBG5 2029-04-01 3 N/A 3250767.45 232815.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LHF2 2027-07-01 3.5 N/A 990.78 21.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPEX3 2053-01-01 7 N/A 1201049.76 993559.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 6401.86 5693.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCJ4 2054-09-01 6.5 N/A 126647.34 127390.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR3Y2 2045-07-01 3.5 N/A 240035.57 38571.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ47 2035-07-01 2 N/A 94185.39 35004.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBWX5 2053-02-01 5.5 N/A 466229.09 454938.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANGR4 2054-09-01 5.5 N/A 1500588.09 1511051.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416A4W7 2038-11-01 5.5 N/A 764.91 2.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARCL2 2054-10-01 5 N/A 484545.86 480195.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARBE9 2054-10-01 5 N/A 568627.35 555965.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UK32 2037-10-01 6.25 N/A 1331124.35 23683.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LWZR1 2052-11-01 6 N/A 2402468.94 1792597.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9JM8 2047-07-01 3.5 N/A 2739605.99 1136019.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV98 2053-09-01 6 N/A 22860.53 20576.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412YJH6 2037-06-01 5.85 N/A 533534.15 27838.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6H0 2036-11-01 2.5 N/A 103244.56 61105.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPWM2 2043-10-01 3.5 N/A 71695.20 11187.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZ72 2053-03-01 3 N/A 123904.08 102280.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APVT8 2054-10-01 5.5 N/A 655664.25 663269.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEU7 2054-10-01 6.5 N/A 1515101.78 1557322.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMHJ8 2053-09-01 5.5 N/A 572884.90 536742.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410F5D3 2035-10-01 5 N/A 2971868.98 41526.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRQW8 2051-10-01 4 N/A 510.25 480.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416RBB8 2047-09-01 4.5 N/A 8139067.18 207696.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F4R32 2046-06-01 3.5 N/A 3360939.67 684498.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS4Z8 2054-11-01 5 N/A 459953.88 449687.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YF4T8 2045-02-01 3.5 N/A 2385495.91 538423.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHHE5 2039-09-01 5.5 N/A 849501.43 861679.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASWJ3 2054-11-01 5.5 N/A 1112757.36 1112249.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJEJ8 2027-01-01 4 N/A 354338.22 67120.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJD7 2047-04-01 3.5 N/A 914421.22 132622.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BFP6 2044-06-01 5 N/A 1117209.22 114709.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW22 2053-10-01 5 N/A 2743.26 2532.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APU77 2054-09-01 7 N/A 683621.31 724042.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADTE1 2054-09-01 5 N/A 228954.16 223501.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BLU8 2035-01-01 3.5 N/A 779544.09 86816.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFB1 2042-07-01 3.5 N/A 45721.06 35407.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6S77 2050-03-01 3 N/A 3595991.18 1216585.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9VA6 2033-02-01 3 N/A 9601.42 1888.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LTM4 2035-12-01 3 N/A 39796.98 7688.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD7D7 2039-09-01 6 N/A 252435.58 257579.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSAY7 2053-05-01 5.5 N/A 45721.06 41182.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1GF4 2052-09-01 5 N/A 1025131.57 978510.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA57 2053-04-01 5.5 N/A 246893.73 214024.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETEL6 2030-08-01 3.5 N/A 1828.84 177.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJU84 2050-11-01 3 N/A 45721.06 33022.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411J5V4 2036-11-01 5.19 N/A 36350.99 22068.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBUU2 2050-01-01 4 N/A 983002.82 426395.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLEP9 2053-05-01 6 N/A 193162.80 178632.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ70 2050-07-01 2 N/A 902990.96 415284.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3N0 2036-08-01 2.5 N/A 1019785.41 620567.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AEL9 2041-10-01 3.5 N/A 581114.69 31619.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP97 2050-06-01 2 N/A 2247008.19 1026779.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2YG0 2053-05-01 3 N/A 294772.37 235401.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EU6W4 2046-05-01 3 N/A 2794882.75 924500.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNZZ0 2052-07-01 3 N/A 16916.79 13867.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402Q6T3 2035-04-01 5 N/A 1008606.61 11051.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389TQ88 2032-05-01 6.5 N/A 2667.37 21.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X42V7 2034-10-01 3.5 N/A 5758506.85 1104227.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARKU3 2054-10-01 5.5 N/A 623750.49 632935.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJG0 2037-04-01 3.5 N/A 98300.28 16410.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415WDV2 2038-09-01 5.5 N/A 66274.96 15512.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARR28 2054-10-01 5.5 N/A 886238.31 888977.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGUG3 2053-05-01 4.5 N/A 486842.43 459545.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKT4 2053-05-01 5.5 N/A 274326.37 255461.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK2K5 2052-04-01 3 N/A 1477704.70 1178346.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6E7 2051-11-01 3.5 N/A 50293.17 28101.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411V4V8 2037-04-01 5.6 N/A 80939.54 35556.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411B3H4 2036-08-01 5.6 N/A 34223.59 15110.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLBD7 2036-06-01 2 N/A 2357831.47 1518173.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARN63 2054-10-01 5 N/A 1692737.25 1657102.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLMY9 2051-08-01 2.5 N/A 86412.81 55877.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMMN8 2054-08-01 6 N/A 489313.66 505628.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEC77 2051-07-01 3.5 N/A 12710.46 7088.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARX8 2033-04-01 3 N/A 6858.16 903.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413HRH3 2037-04-01 4.53 N/A 69565.05 22672.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRV6 2035-08-01 2.5 N/A 364336.51 134935.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN7D5 2054-10-01 5 N/A 683907.98 668642.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N3AS8 2052-10-01 5 N/A 274326.37 227927.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKVT4 2053-02-01 6 N/A 68088.26 61428.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417WUF6 2040-01-01 5.5 N/A 2115970.71 125390.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAV2 2042-01-01 1.5 N/A 25146.58 16689.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL2C1 2053-07-01 5.5 N/A 228605.31 203680.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELTX1 2031-01-01 4.5 N/A 1698868.90 105310.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 1104621.30 633631.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJV91 2052-06-01 3.5 N/A 320047.43 248465.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX3S1 2052-08-01 5.5 N/A 474430.54 470345.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN7H6 2054-11-01 5.5 N/A 816703.43 817590.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMBM2 2054-09-01 6 N/A 2196.44 2232.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASW32 2041-10-01 4 N/A 2409902.27 271204.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DMR1 2042-10-01 2.5 N/A 66295.54 18744.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8ML4 2046-02-01 4.5 N/A 1106906.89 285351.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTL2 2052-12-01 5.5 N/A 234646.89 211210.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTE8 2051-09-01 3 N/A 91442.12 57040.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCAM8 2034-11-01 2.5 N/A 167796.29 48285.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C5E1 2042-09-01 4 N/A 484608.04 76045.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ETV2 2053-06-01 2.5 N/A 1626270.71 1315861.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E2JY2 2041-12-01 3.5 N/A 4834087.80 365695.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAH7 2036-08-01 3 N/A 2523863.85 406709.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AM96 2042-11-01 3.5 N/A 128018.97 20346.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419GA20 2040-10-01 3.5 N/A 457210.61 17815.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VQQ0 2037-02-01 6 N/A 361653.59 19160.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N23U3 2052-10-01 5.5 N/A 541110.13 529331.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMTJ5 2053-10-01 6.5 N/A 22860.53 19328.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4ER3 2039-06-01 4.5 N/A 3657.68 703.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLUL0 2053-04-01 4 N/A 333544.74 271370.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GXJ51 2047-09-01 4.5 N/A 1327353.73 86875.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DAL6 2034-03-01 3.5 N/A 457.21 40.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414PYK9 2038-02-01 5.5 N/A 4453653.83 37045.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EE55 2052-07-01 4 N/A 9144.21 7414.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXRY9 2054-02-01 7 N/A 597973.42 631877.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APXJ8 2054-10-01 5.5 N/A 944288.05 949108.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GH97 2025-04-01 6.5 N/A 114302.20 0.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFA3 2042-07-01 3 N/A 357646.14 268756.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APX25 2054-10-01 5 N/A 622134.25 616043.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BYV2 2036-02-01 3 N/A 1571432.87 218354.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLFY9 2053-05-01 5.5 N/A 814454.87 740945.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPE47 2053-02-01 7 N/A 1111820.08 1191219.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAJA1 2051-03-01 2 N/A 457.21 317.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DRW4 2050-08-01 2 N/A 3092794.79 1503564.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLY93 2053-07-01 5.5 N/A 27432.64 24598.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 412403.51 371669.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHYF3 2046-09-01 3 N/A 10409665.15 1650942.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLR1 2040-02-01 3.5 N/A 143106.92 27994.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3G5 2051-08-01 2 N/A 873172.14 566101.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLM2 2035-02-01 3 N/A 9144212.24 1635104.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWB4 2050-12-01 4.5 N/A 227260.19 68681.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHK1 2049-11-01 2.5 N/A 165967.45 35766.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B6G6 2046-06-01 3 N/A 2009440.64 324329.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPPJ2 2054-03-01 6.5 N/A 45721.06 43425.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412ENT9 2036-11-01 6.5 N/A 339017.10 24443.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQ59 2039-05-01 5 N/A 143095.49 135580.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPV22 2044-04-01 5.5 N/A 1592645.16 1482628.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKW55 2038-03-01 4.5 N/A 64009.49 49406.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414LUF3 2037-12-01 5.6 N/A 207728.61 17746.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJY8 2054-08-01 7 N/A 481595.03 508326.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMNU1 2054-09-01 5 N/A 1079376.87 1060278.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUA0 2048-02-01 3.5 N/A 482814.41 66187.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGX4 2049-10-01 4 N/A 12110593.32 1431234.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6X3 2054-06-01 4 N/A 330316.84 300517.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQF2 2035-06-01 2.5 N/A 36119.64 11795.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABJE6 2054-05-01 5 N/A 465389.65 456494.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387W3V7 2032-06-01 6.5 N/A 3657684.90 10933.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XA6 2048-10-01 4 N/A 594373.80 147802.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMN56 2054-09-01 5.5 N/A 507864.06 515783.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHH93 2052-04-01 3.5 N/A 20933.39 16456.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MNX96 2042-12-01 4 N/A 45721.06 5045.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AEH8 2041-10-01 3 N/A 685815.92 42777.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APW75 2054-10-01 5.5 N/A 1213035.99 1213916.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMWP7 2053-09-01 5.5 N/A 406752.85 399081.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6D9 2051-11-01 3 N/A 479213.42 306524.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LXE7 2048-07-01 3.5 N/A 1583320.35 230902.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPU49 2037-03-01 2.5 N/A 1722799.31 1494606.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASV96 2054-10-01 5.5 N/A 1365372.17 1372457.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARBF6 2054-10-01 5.5 N/A 708436.41 706790.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKUZ1 2053-03-01 3 N/A 969329.48 772615.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGJJ0 2053-05-01 5.5 N/A 1029973.43 929396.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APXA7 2054-10-01 5.5 N/A 1144825.20 1142196.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 44272.16 36039.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417G2G0 2043-07-01 3.5 N/A 9314802.55 1231165.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B2M7 2036-04-01 3 N/A 365768.49 47338.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AZZ4 2043-09-01 5.5 N/A 457475.79 67505.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR3U2 2054-10-01 6 N/A 960859.65 976209.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGKY9 2054-06-01 5.5 N/A 54857.50 54637.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASY77 2054-11-01 6.5 N/A 626464.04 646741.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXFT3 2054-06-01 7 N/A 500125.31 532927.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6M9 2041-11-01 2.5 N/A 45721.06 30074.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRVZ6 2054-01-01 7 N/A 595831.38 521629.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPLB3 2048-11-01 3.5 N/A 93044.19 79995.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3Y6 2051-09-01 2.5 N/A 16916.79 10997.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BRY6 2035-07-01 5 N/A 1691679.27 27929.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MLN30 2052-05-01 4.5 N/A 809717.71 680830.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKGF6 2043-01-01 3.5 N/A 125732.92 17360.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JACV8 2048-04-01 3.5 N/A 23844.45 4060.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7G1 2051-12-01 3 N/A 105615.65 69637.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES84 2038-06-01 4.5 N/A 48007.11 37662.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419KD85 2025-12-01 3.5 N/A 9144212.24 42199.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVSM2 2051-10-01 2.5 N/A 19660.06 13511.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLA24 2053-05-01 5 N/A 274326.37 249503.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHG63 2054-09-01 5.5 N/A 654828.47 657357.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DC83 2049-07-01 4.5 N/A 104356.49 12567.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9JC8 2048-07-01 4.5 N/A 682301.80 81410.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFR1 2051-09-01 3 N/A 47022.74 41246.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXK60 2052-09-01 5 N/A 848448.93 809611.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCG5 2049-05-01 3 N/A 457.67 42.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DCF7 2049-05-01 5 N/A 457210.61 47066.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H3ZJ8 2037-12-01 3 N/A 45721.06 8754.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCC8 2046-02-01 3.5 N/A 2286053.06 426811.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAH3 2037-02-01 2.5 N/A 727879.29 564964.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGWZ3 2054-08-01 5.5 N/A 490490.97 498104.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DJQ6 2049-12-01 2.5 N/A 45721.06 11461.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNE66 2047-03-01 3.5 N/A 1001233.63 312582.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARPG9 2054-10-01 7.5 N/A 718808.69 767029.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1MY6 2052-09-01 4 N/A 1411718.69 1082890.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFD1 2047-01-01 3 N/A 1377118.36 285559.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLQ50 2037-06-01 2 N/A 84127.21 63879.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YYBE8 2054-02-01 7 N/A 592903.86 628923.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBZA1 2036-07-01 2 N/A 413623.81 263218.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ86 2053-04-01 5 N/A 236377.89 207073.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QP3N5 2052-08-01 5 N/A 4572.11 3719.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EN3Q0 2028-06-01 3.5 N/A 1834.79 56.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMNE2 2053-09-01 6.5 N/A 68581.59 62843.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FA72 2044-07-01 5.5 N/A 153171.50 143154.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDK0 2044-09-01 6.5 N/A 69724.62 71402.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPR7 2050-05-01 4.5 N/A 341909.87 67177.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DX98 2036-04-01 2 N/A 412761.97 231290.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411FTA2 2036-12-01 5.625 N/A 336391.79 10970.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVMY7 2054-10-01 5.5 N/A 793003.00 792518.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9F65 2048-07-01 4.5 N/A 489944.15 65247.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAKA9 2036-03-01 2 N/A 1658719.87 1028397.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419JTQ1 2025-11-01 3.5 N/A 9144212.24 44664.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 329192.10 243256.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YTK60 2030-10-01 3 N/A 712990.69 167469.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGMR2 2054-06-01 7 N/A 711172.82 742935.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETC53 2045-12-01 4 N/A 438464.98 91781.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHC7 2052-01-01 3 N/A 16459.58 12240.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417SXL9 2024-11-25 4.5 N/A 26415.80 0.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWXN8 2054-03-01 5.5 N/A 737421.28 647481.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X66J5 2049-09-01 4.5 N/A 137163.18 38967.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PQG9 2039-05-01 4 N/A 461009.12 110751.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY71 2041-05-01 2 N/A 308617.16 192352.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARCM0 2054-10-01 5 N/A 1193042.63 1179445.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ERQ5 2038-04-01 4 N/A 3200.47 2428.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLGM4 2053-05-01 4.5 N/A 15545.62 13291.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5C2 2036-10-01 2 N/A 173498.63 108954.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPX69 2052-08-01 4.5 N/A 5486.53 4205.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6Z46 2033-12-01 3.5 N/A 2197811.87 551766.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCR6 2044-09-01 5 N/A 1603098.82 1542167.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABFK6 2054-09-01 7 N/A 493436.78 517738.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHS3 2053-06-01 6 N/A 914421.22 832693.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4EA0 2049-06-01 3.5 N/A 130762.24 11396.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNH1 2050-04-01 3 N/A 123446.87 25958.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFDV5 2054-07-01 6 N/A 385583.08 393327.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFUZ0 2050-11-01 2 N/A 4114.90 2348.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMA55 2053-08-01 5.5 N/A 1688936.00 1556720.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DPB2 2040-05-01 3 N/A 1518923.61 452451.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HHEZ4 2033-05-01 3 N/A 5063.61 1035.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAU4 2037-01-01 3 N/A 60119.08 34647.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EST8 2038-05-01 5.5 N/A 42029.09 28262.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WMH2 2040-07-01 5 N/A 1304143.89 24977.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFPH3 2045-09-01 3.5 N/A 2633533.13 357748.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAJ9 2041-10-01 3.5 N/A 131314.09 85977.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N0BK0 2052-11-01 4.5 N/A 641085.63 584106.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQRV6 2054-10-01 5.5 N/A 941509.12 943281.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFV9 2049-08-01 5 N/A 647834.52 67105.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKLS2 2032-01-01 3 N/A 90669.89 9815.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNBD7 2052-04-01 3 N/A 13037.82 10744.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CND2 2047-08-01 3.5 N/A 2279652.11 274807.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQR6 2050-06-01 4.5 N/A 488877.93 105613.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HZQ8 2025-11-01 4 N/A 25603.79 136.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3V5 2054-09-01 7 N/A 603327.35 640836.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DEV0 2049-08-01 4.5 N/A 116958.59 12339.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AAP3 2031-11-01 4.5 N/A 45721.06 2772.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWV91 2054-03-01 5 N/A 1202847.51 1156617.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XME51 2052-07-01 3.5 N/A 124818.95 103836.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARCR9 2054-10-01 5.5 N/A 555614.68 565774.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKU73 2053-03-01 2.5 N/A 49658.56 38360.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFT7 2053-06-01 4.5 N/A 1402162.53 1339041.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMJ64 2053-04-01 4 N/A 1281739.20 1077481.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWM52 2053-04-01 3 N/A 45721.06 37067.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3J7 2039-03-01 5.5 N/A 59143.85 50704.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPMM3 2039-03-01 4 N/A 737480.72 106105.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKVW7 2052-08-01 3.5 N/A 457.21 370.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8P84 2048-09-01 5 N/A 91442.12 30771.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCK1 2054-09-01 7 N/A 435895.45 437996.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMF8 2047-07-01 3.5 N/A 1532112.76 177815.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKTY6 2053-04-01 5.5 N/A 228605.31 202322.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDS3 2034-10-01 5 N/A 72258.02 71099.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERK90 2046-10-01 3.5 N/A 84586.25 30329.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EKPW9 2027-03-01 4.5 N/A 2729.55 34.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LNV0 2044-10-01 4.5 N/A 182884.24 25672.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ADT1 2040-07-01 4 N/A 1113307.84 52141.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAHF0 2045-12-01 3.5 N/A 1784852.39 307883.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNTY0 2053-10-01 5 N/A 160023.71 151099.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHU31 2052-03-01 3 N/A 89156.07 68413.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMWD4 2053-05-01 3.5 N/A 27889.85 23399.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DQ96 2050-07-01 3 N/A 925372.33 283118.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEB45 2051-11-01 3.5 N/A 1241902.90 766898.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPRZ2 2052-07-01 5 N/A 91442.12 75171.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARW71 2054-10-01 5 N/A 572039.06 566315.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXX89 2054-02-01 7 N/A 985967.83 941877.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APYD0 2054-10-01 5 N/A 799432.76 783614.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ESL5 2043-05-01 5.5 N/A 457210.61 364621.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFAN1 2045-04-01 2.5 N/A 1454791.13 853389.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLBN7 2042-04-01 2 N/A 1385943.90 1054958.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASVH8 2054-10-01 5.5 N/A 1306135.04 1309698.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECC2 2037-03-01 1.5 N/A 1202793.10 806842.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLK80 2038-05-01 7.5 N/A 2277211.06 1652680.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ84 2052-10-01 5.5 N/A 95099.81 75405.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKAX8 2051-11-01 2.5 N/A 262227.20 192093.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWT29 2054-02-01 5 N/A 1192283.20 1156485.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QA3B4 2049-05-01 4 N/A 1234468.65 215493.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414KHR4 2047-09-01 5.7 N/A 1943145.10 44736.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9BD1 2043-07-01 3.5 N/A 11887475.92 1511811.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQLE0 2054-10-01 5.5 N/A 285410.98 284355.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A75W0 2054-01-01 7 N/A 966134.49 814042.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSFJ8 2053-09-01 6 N/A 1882052.62 1783889.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X85P8 2047-07-01 3.5 N/A 1943145.10 785627.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412Q2X6 2040-01-01 4.5 N/A 1149977.05 27999.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371E2W4 2025-01-01 8.5 N/A 6858.16 0.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGX2 2037-07-01 4 N/A 16981.72 11533.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWXF5 2054-03-01 5.5 N/A 683493.75 676252.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGM8 2049-10-01 3.5 N/A 325533.96 42358.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAA8 2041-12-01 1.5 N/A 186642.52 124519.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412LUZ1 2027-08-01 6.5 N/A 475.50 1.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE3U7 2053-05-01 4.5 N/A 510338.49 481677.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EZQ6 2039-01-01 5.5 N/A 33376.37 27850.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410KTQ7 2038-09-01 6.5 N/A 4598624.34 53544.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSWJ0 2052-06-01 4 N/A 575026.01 472129.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4EH5 2034-05-01 4 N/A 2725889.67 461913.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPUK3 2037-07-01 3.5 N/A 774936.78 704297.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417F3J5 2043-04-01 3.5 N/A 95139.58 16951.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYN6 2036-04-01 2.5 N/A 136166.92 70747.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZ82 2051-09-01 2.5 N/A 12302.17 8331.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJTN5 2052-07-01 4 N/A 863641.13 628452.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGH1 2027-02-01 2.5 N/A 822481.20 56488.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CUB8 2048-01-01 4 N/A 890189.06 115950.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HZ9 2048-07-01 4.5 N/A 45721.06 8917.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XP5C9 2053-12-01 4.5 N/A 563.28 524.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMNW7 2044-02-01 4.5 N/A 182884.24 26306.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDJ3 2044-09-01 6 N/A 876011.88 876016.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XB2C3 2050-04-01 4.5 N/A 8972.76 2883.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACNA7 2054-05-01 5 N/A 507823.83 496434.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES92 2038-06-01 5 N/A 329605.42 251312.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP4D9 2053-06-01 6 N/A 1732661.34 1743910.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGC98 2042-03-01 2.5 N/A 274326.37 191225.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DR79 2050-08-01 3 N/A 233177.41 46161.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GTH9 2043-06-01 3 N/A 1005863.35 217917.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUG5 2050-11-01 2 N/A 1346485.25 746374.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4W9 2051-10-01 1.5 N/A 2185622.18 1415758.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4Z2 2051-10-01 3 N/A 25147.04 15724.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW71 2038-10-01 5.5 N/A 67209.96 54040.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWVN0 2054-03-01 5.5 N/A 943103.42 927467.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419DL74 2040-09-01 4.5 N/A 1703566.74 52845.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CJJ4 2032-04-01 3 N/A 739884.73 107292.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYEL2 2052-08-01 5 N/A 726338.49 641466.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LRK43 2042-04-01 3.5 N/A 1236521.53 77805.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCK2 2053-05-01 6 N/A 731536.98 646503.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414HKB2 2038-01-01 6 N/A 914421.22 16664.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410K7M0 2039-10-01 6.5 N/A 2146603.82 33851.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAP5 2052-01-01 3 N/A 55787.01 37884.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLX45 2053-07-01 5.5 N/A 46635.48 42076.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5F40 2049-09-01 5 N/A 785487.83 167296.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6M7 2039-05-01 6.5 N/A 47030.97 44465.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7L0 2036-12-01 2.5 N/A 948249.78 577094.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6TP8 2054-10-01 5 N/A 1256407.45 1227120.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6Y3 2052-05-01 3 N/A 1828.84 1413.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNXF6 2042-08-01 3 N/A 539094.29 443726.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDG2 2037-05-01 2 N/A 321546.62 223011.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QS3T6 2053-09-01 5.5 N/A 91442.12 84833.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRPS6 2053-03-01 4.5 N/A 1156309.87 853476.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLCG1 2047-12-01 5 N/A 182902.53 146795.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDE4 2054-10-01 7 N/A 709016.61 713473.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AK72 2042-09-01 4 N/A 91442.12 11043.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEKY0 2053-03-01 5.5 N/A 819097.38 807303.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNS39 2053-07-01 5.5 N/A 602822.13 565936.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDF4 2037-05-01 1.5 N/A 561670.89 394190.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414RUV5 2048-02-01 6.5 N/A 1372629.47 27186.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DLP6 2042-10-01 3.5 N/A 150879.50 17190.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417BZQ3 2042-05-01 3.5 N/A 80021.00 6605.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GLV6 2043-05-01 3 N/A 82297.91 18986.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEC29 2053-05-01 5 N/A 708130.08 686033.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKJM8 2054-09-01 5.5 N/A 1356315.28 1363701.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARDF4 2054-10-01 5 N/A 1330270.74 1300578.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GUU8 2043-06-01 4 N/A 45721.06 7287.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X9PE9 2050-04-01 4 N/A 5551.45 1160.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXSJ1 2054-03-01 5.5 N/A 499102.08 502749.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLAN6 2051-07-01 3 N/A 32561.17 23620.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGUE8 2053-05-01 4.5 N/A 574765.40 537591.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGVT8 2031-04-01 3 N/A 13259.11 1532.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASUU0 2054-10-01 5.5 N/A 470309.70 470965.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPXP7 2037-07-01 2.5 N/A 964019.89 714498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNW91 2042-02-01 2.5 N/A 911584.69 765061.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXKV3 2043-01-01 3 N/A 102872.39 35531.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6SS3 2054-10-01 5 N/A 1230474.00 1165800.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQQ6 2053-03-01 4 N/A 457.21 393.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEAL9 2053-04-01 5 N/A 487445.04 419691.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QADC1 2048-12-01 4.5 N/A 91442.12 17398.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A4AW5 2026-01-01 4 N/A 4252058.69 28454.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PA50 2039-03-01 4.5 N/A 1564629.58 24565.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8BG7 2044-08-01 4 N/A 123239.29 38372.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FD46 2054-09-01 6.5 N/A 431149.61 431373.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E4P2 2054-04-01 6.5 N/A 531278.73 487343.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHP8 2052-08-01 5 N/A 521550.66 420154.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJGY3 2052-09-01 4.5 N/A 139449.24 113866.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH2P6 2054-10-01 5.5 N/A 503793.52 510052.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELD0 2037-10-01 4.5 N/A 1137905.31 775186.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQDE4 2054-06-01 6 N/A 1654181.14 1668149.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DSJ2 2050-09-01 2.5 N/A 398022.87 171726.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MNM37 2052-05-01 3 N/A 102872.39 72746.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412MAN8 2037-11-01 6 N/A 230434.15 14340.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYL2 2048-07-01 3.5 N/A 124640.18 14523.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D3Z3 2051-09-01 3 N/A 293873.04 171521.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417VP23 2024-12-01 4.5 N/A 153638.77 28.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASU22 2054-09-01 5.5 N/A 776990.57 775749.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJX66 2053-05-01 5.5 N/A 681759.09 512298.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENV8 2038-01-01 5.5 N/A 51589.36 35974.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413GJ50 2037-06-01 5.625 N/A 128195.00 29081.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMJ0 2032-07-01 3 N/A 474612.96 64149.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6BM2 2034-02-01 3 N/A 339812.64 75436.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN2P3 2054-09-01 5.5 N/A 603811.99 610743.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CFV1 2047-01-01 4 N/A 317940.60 45348.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 914.42 695.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXX48 2054-02-01 7 N/A 702664.13 629323.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJZ4 2042-10-01 4 N/A 62091.94 48926.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANGV5 2054-09-01 5.5 N/A 964363.71 984340.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFKQ8 2054-06-01 5 N/A 621501.47 611136.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411YQZ9 2047-04-01 5.29 N/A 151195.43 35489.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDM6 2039-10-01 5 N/A 165135.33 162137.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES27 2053-04-01 3 N/A 449895.24 366411.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AHY7 2042-07-01 4 N/A 760532.82 80689.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNEZ3 2053-08-01 5.5 N/A 365768.49 338098.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CKW3 2047-05-01 4.5 N/A 2018092.89 225007.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGUS6 2033-11-01 3 N/A 77725.80 43869.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVVE3 2047-06-01 3.5 N/A 2090888.14 568163.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413KE98 2037-10-01 6.5 N/A 2201909.85 119533.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLAV0 2038-06-01 5.5 N/A 807819.83 656638.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYD8 2051-04-01 3 N/A 41148.96 20403.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6T4 2051-10-01 4 N/A 42977.80 19742.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMA71 2038-03-01 4 N/A 170008.28 133761.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGW34 2054-08-01 5 N/A 472641.47 466910.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ6M0 2052-09-01 4.5 N/A 2926.15 2451.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQXX1 2054-07-01 5.5 N/A 1354489.18 1349528.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JKB96 2048-11-01 4.5 N/A 1419842.41 81594.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GV86 2053-06-01 3.5 N/A 1289426.28 296131.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNC2 2035-04-01 3.5 N/A 110644.97 19126.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7UL7 2047-11-01 4.5 N/A 457210.61 61600.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASS25 2054-10-01 5.5 N/A 1853072.33 1852626.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DKJ0 2035-01-01 2.5 N/A 61723.43 12951.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS4V7 2054-10-01 5.5 N/A 548484.02 549841.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLXV5 2042-08-01 2 N/A 365768.49 277552.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419KDR3 2040-11-01 4 N/A 3657684.90 217321.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WUQ3 2030-09-01 4.5 N/A 7315.37 256.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APU44 2054-09-01 7 N/A 698745.83 740789.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EYSC6 2046-02-01 3.5 N/A 194314.51 34727.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWRS7 2053-03-01 3 N/A 142163.24 105396.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKC40 2053-01-01 6 N/A 17204.84 14178.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU69 2048-03-01 3 N/A 91442.12 16130.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWLA9 2054-03-01 4 N/A 483699.11 447943.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARLW8 2054-10-01 6 N/A 462472.19 475366.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWUA9 2054-02-01 5 N/A 1099774.41 1066297.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUZ2 2053-08-01 5 N/A 550938.79 513596.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XDSQ4 2028-12-01 3.5 N/A 457.21 27.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQKR2 2054-09-01 5.5 N/A 782013.49 769559.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5VA9 2052-10-01 5 N/A 652076.98 540894.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KATR7 2050-05-01 3 N/A 269524.28 139829.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNY3 2047-02-01 3 N/A 82053.76 55151.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGY45 2051-09-01 2.5 N/A 5486.53 4017.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJWA2 2037-02-01 3.5 N/A 45721.06 7757.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CBT0 2036-09-01 2.5 N/A 91442.12 14321.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8X69 2050-03-01 4 N/A 68581.59 22021.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415LCN5 2038-05-01 5 N/A 7451898.37 96385.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRVY6 2053-04-01 4.5 N/A 22945.11 19335.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKHY4 2054-08-01 6 N/A 3167.10 3209.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGAA7 2043-07-01 3.5 N/A 1774336.54 1181257.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31406YX62 2035-07-01 4.49 N/A 89156.07 11393.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBG4 2037-02-01 3 N/A 47185.05 30557.98 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQVV6 2058-01-15 5.7 N/A 1000.00 1021.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWM6 2053-02-01 6.5 N/A 1096470.00 914980.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSRJ9 2054-09-01 5 N/A 510460.00 488837.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXAB7 2053-03-01 5 N/A 9431305.00 8949030.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ADV44 2041-04-01 5 N/A 1502024.00 184322.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9WE9 2048-10-01 4.5 N/A 2048400.00 622069.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBY4 2045-04-20 4 N/A 147662600.00 14244659.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSF23 2054-01-01 6 N/A 53198680.00 51216618.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDL9 2051-04-20 4 N/A 249000.00 83018.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFSW7 2045-10-01 3.5 N/A 49946688.00 10989434.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB69 2051-08-01 2.5 N/A 8000.00 5119.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B0HV8 2058-07-15 5.27 N/A 474680.00 480356.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M6XB1 2044-05-01 4.5 N/A 18258402.00 2917415.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ65 2048-05-20 4.5 N/A 1000.00 78.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARNT4 2040-11-20 4 N/A 1000.00 123.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCAW9 2054-09-20 5.5 N/A 1002.00 1003.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HVQ51 2054-09-20 6 N/A 6468512.00 6579804.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVX7 2054-08-01 5.5 N/A 20919803.00 20794787.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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959274.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AVAC0 2053-03-15 5.84 N/A 1000.00 1028.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBE6 2054-09-01 6 N/A 531270.00 539931.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGHD9 2046-01-01 4 N/A 245000.00 27894.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QQM4 2039-02-15 5.5 N/A 24472942.00 149764.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WZA9 2052-03-20 3 N/A 1170.00 836.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACJ20 2054-05-01 5.5 N/A 3608493.00 3595820.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HL7 2039-10-01 5.5 N/A 12696320.00 12513064.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MLWL4 2042-11-01 2.5 N/A 256000.00 46133.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCSA4 2048-06-01 4 N/A 116000.00 24422.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VAN98 2051-06-20 3 N/A 1000.00 840.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEXV2 2054-10-20 7 N/A 1000.00 1050.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XHQ49 2058-02-15 5.04 N/A 2000.00 1944.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD34 2052-06-01 4 N/A 127000.00 101498.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WK4P7 2047-06-01 3.5 N/A 1275000.00 139565.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5K6 2054-08-20 5 N/A 448971.00 439450.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNG6 2047-12-20 4 N/A 5678017.00 280189.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UEK1 2041-01-15 4 N/A 2575328.00 182731.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUP1 2053-03-01 5 N/A 7994.00 7136.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q3K5 2045-02-20 4 N/A 55443828.00 5002703.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HJ4F0 2059-09-15 5.69 N/A 1000.00 1051.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWY6 2051-01-20 3.5 N/A 375249.00 185396.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD5T4 2054-08-01 5.5 N/A 2746465.00 2730278.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 120600.00 100079.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132CXK35 2039-08-01 5 N/A 1008.00 952.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACPL8 2053-05-20 5.5 N/A 1232968.00 1106472.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L05D5 2051-02-01 2 N/A 1000.00 533.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPLT3 2053-01-01 5.5 N/A 100000.00 91396.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7KN9 2052-12-01 5.5 N/A 1238568.00 1224640.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36204DX38 2041-07-15 4 N/A 1000.00 70.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4S2 2042-03-20 4.5 N/A 1000.00 58.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW54 2038-10-20 6 N/A 1002.00 11.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C87M1 2053-07-01 5.5 N/A 6447480.00 5988508.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACFV7 2053-02-20 5.5 N/A 27441120.00 22785142.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCW3 2047-07-20 3 N/A 1000.00 144.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXA3 2058-07-15 5.24 N/A 1120973.00 1132114.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANF95 2054-09-01 6.5 N/A 9058861.00 9239281.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2N4 2051-11-01 3 N/A 896877.00 570310.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AC3V0 2047-10-20 3.5 N/A 2131674.00 1803205.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWER0 2052-09-01 4 N/A 1999.00 1657.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA5T7 2051-05-20 2.5 N/A 16495112.00 10348122.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA5Y6 2051-03-20 2.5 N/A 2000.00 1133.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XUTL6 2044-07-01 3.5 N/A 51823040.00 8008189.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y9XK4 2049-02-01 4.5 N/A 2546292.00 643150.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TLS2 2047-11-20 3.5 N/A 1011.00 137.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGYP3 2054-07-01 5.5 N/A 2127995.00 2123220.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQKK7 2040-09-01 3.5 N/A 559013.00 66679.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5C8 2052-05-20 3 N/A 50671149.00 37583132.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FQTV4 2054-02-20 7.5 N/A 1001.00 969.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQYS9 2052-11-01 5 N/A 27688422.00 23919196.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFK7 2052-09-20 5.5 N/A 3383410.00 2720233.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VUF5 2050-06-20 2 N/A 500000.00 252120.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PQ7 2054-04-01 5.5 N/A 2429721.00 2409437.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQX56 2054-01-01 6 N/A 18966848.00 18994282.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HTG57 2054-08-20 7 N/A 1000.00 1026.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9KB8 2053-07-01 5 N/A 1007.00 909.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCDP1 2054-09-20 6 N/A 3313270.00 3415758.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4V9 2051-01-20 2.5 N/A 617678.00 295677.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H6UN2 2059-09-15 5.2 N/A 458321.00 464899.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABJ78 2051-12-20 4 N/A 1032.00 803.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5G25 2047-05-01 3.5 N/A 1008795.00 111832.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AX5W8 2051-11-01 4 N/A 1164637.00 586325.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36198K5Z0 2044-04-15 4 N/A 1001.00 110.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M9C85 2044-09-01 4 N/A 1660755.00 263763.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX50 2053-04-20 5 N/A 65252.00 58122.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC43 2052-01-01 3.5 N/A 36000.00 23578.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM2J3 2051-11-01 2.5 N/A 400000.00 271350.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6NB4 2052-11-01 5.5 N/A 1000.00 875.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABCA8 2051-06-20 2.5 N/A 3758135.00 2426093.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A9Z24 2058-06-15 5.2 N/A 4464168.00 4493987.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBR3 2051-05-01 3 N/A 14000.00 6971.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2G4 2043-02-20 3 N/A 998999.00 71035.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFD5 2046-11-01 3 N/A 1000.00 251.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4U44 2053-05-01 5.5 N/A 3000000.00 2707304.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FRE8 2041-01-20 4.5 N/A 2997.00 38.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8J78 2054-02-01 6 N/A 2752160.00 2455550.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGBJ6 2052-08-01 5 N/A 1023.00 765.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMA0 2052-03-01 3 N/A 46991.00 33425.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4P7 2048-07-20 4 N/A 275000.00 27196.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGZP5 2051-02-01 2 N/A 1770726.00 1081310.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN7A5 2052-10-01 5 N/A 64964.00 53991.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWA8 2050-12-20 3.5 N/A 1024.00 471.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AJGT0 2040-10-15 4 N/A 1084252.00 17232.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUMK4 2054-10-20 6 N/A 1000.00 1028.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183XQ94 2045-03-15 3 N/A 2000.00 286.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QL58 2044-08-20 3.5 N/A 1000.00 79.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLZ6 2051-07-01 3 N/A 24924096.00 15638928.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK93 2054-04-01 5.5 N/A 47036142.00 44313470.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFDM9 2052-07-01 5 N/A 1000.00 913.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMPF6 2052-09-01 4.5 N/A 1112.00 871.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJTG3 2047-01-01 3 N/A 35631087.00 7864773.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6M45 2054-01-01 6 N/A 1000.00 940.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNGK2 2052-02-01 3.5 N/A 38500000.00 27424233.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WCU0 2036-04-20 2 N/A 100000.00 49839.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVB2 2045-12-20 3.5 N/A 198009448.00 22351566.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAS62 2050-08-20 3 N/A 3000.00 1391.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTVL1 2053-12-01 5.5 N/A 9472000.00 9387731.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXN5 2050-11-20 2 N/A 65000.00 34819.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FHY5 2040-07-20 5 N/A 29349922.00 1078717.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 477000.00 241473.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMY6 2054-11-01 5.5 N/A 52751296.00 52556292.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AM5B4 2041-06-20 4.5 N/A 1000.00 29.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQE8 2048-01-20 4 N/A 1005.00 33.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6RC2 2043-06-01 3.5 N/A 42738240.00 8516694.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFYQ4 2054-07-01 6 N/A 10827980.00 10288150.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FT6 2054-04-01 6 N/A 472401.00 478515.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB6B3 2052-08-20 4.5 N/A 100000.00 84062.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB5Z1 2052-07-20 4.5 N/A 2000.00 1666.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKZN2 2051-01-01 2.5 N/A 1000.00 510.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHDL3 2046-06-01 3 N/A 67407232.00 9503722.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQU61 2051-08-01 1.5 N/A 488118.00 348304.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A9ZZ1 2058-05-15 4.94 N/A 620500.00 615542.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UHS4 2048-11-20 4 N/A 5000000.00 92977.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWWE9 2053-03-01 6.5 N/A 10363894.00 9206709.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGR41 2051-01-01 2.5 N/A 24429312.00 14608403.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSC3 2049-09-01 3.5 N/A 29108965.00 7949258.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230SFP4 2046-06-15 3 N/A 293811.00 157380.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQGM0 2058-01-15 5.44 N/A 1000.00 996.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXL7 2053-03-01 5.5 N/A 13675202.00 12062321.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CJ7 2037-08-01 4 N/A 11000.00 7597.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9S93 2039-09-15 4 N/A 1000.00 71.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTWX2 2042-05-01 4 N/A 19890374.00 3526982.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATND9 2051-10-01 2.5 N/A 1999356.00 1212720.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJU2 2046-07-20 4 N/A 1000.00 107.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TYZ3 2034-12-15 4 N/A 1000.00 344.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5N8 2054-04-01 6 N/A 4897710.00 4822096.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FQTS1 2054-02-20 8 N/A 1000.00 933.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTK32 2054-09-01 5.5 N/A 17070081.00 17046908.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241L5B8 2036-05-15 5.5 N/A 5000.00 342.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FQZ4 2045-08-20 3.5 N/A 1000.00 458.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176AM30 2041-03-20 4.5 N/A 409631.00 31798.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVN1 2050-12-20 2 N/A 50801.00 27693.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 1073.00 959.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCW28 2050-02-01 3.5 N/A 199000.00 52060.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFR81 2045-10-01 3.5 N/A 150102272.00 13062031.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A3CN8 2047-07-20 4 N/A 399000.00 94661.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HP3N0 2054-09-20 6 N/A 2011863.00 2046534.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A24Y5 2045-02-15 3 N/A 1000.00 234.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJQ2 2051-07-20 2 N/A 1000.00 605.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVKK4 2052-02-01 2 N/A 2046050.00 1480337.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJFT3 2053-12-01 7.5 N/A 1489030.00 1150098.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XD5R0 2058-04-15 4.35 N/A 1000.00 944.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RYV5 2031-02-20 3 N/A 4457.00 266.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YKT0 2053-10-20 6 N/A 1027.00 893.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVL52 2051-11-01 2.5 N/A 25907371.00 17277057.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NBA5 2043-04-20 3 N/A 1000.00 117.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGUU1 2053-05-20 6.5 N/A 4239872.00 4466178.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD6E6 2054-08-01 6 N/A 14880544.00 14741624.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KL7C5 2051-06-01 3 N/A 272000.00 198275.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ6G8 2054-07-01 6.5 N/A 2482300.00 2563144.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFUT1 2045-10-01 3 N/A 51661504.00 12809228.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJE0 2045-07-20 3.5 N/A 104625408.00 10038484.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSR1 2040-01-01 3.5 N/A 89997.00 16606.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKQA6 2047-04-01 3 N/A 49766656.00 11187928.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RAZ2 2030-04-20 3 N/A 755706.00 52463.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQJC7 2054-10-01 5 N/A 1000.00 991.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWK96 2052-07-01 4 N/A 1680934.00 1339473.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HXLN3 2054-09-20 5.5 N/A 1000.00 1008.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMYT9 2052-08-01 4.5 N/A 1545552.00 1306233.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTBS6 2065-01-15 4.35 N/A 1841882.00 1731359.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6NP4 2054-08-01 6.5 N/A 10594781.00 10705930.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSW9 2054-07-01 6.5 N/A 1880.00 1789.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VVX5 2050-10-20 2 N/A 4883200.00 2458662.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMVK8 2051-02-01 3 N/A 295000.00 197290.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAHC0 2053-01-01 5.5 N/A 89073.00 78388.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCS5 2052-10-01 6 N/A 22720864.00 18617386.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2XM9 2039-01-15 6 N/A 1000.00 294.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGRJ0 2058-01-15 5.63 N/A 1000.00 1023.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADJ66 2051-09-20 3.5 N/A 59909.00 54779.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNVR1 2052-08-01 4 N/A 2000.00 1598.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BLAY3 2052-09-01 5 N/A 8971941.00 7231953.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290URX6 2040-05-15 5 N/A 1000.00 88.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FQTU6 2054-02-20 7.5 N/A 3466547.00 3565742.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPG5 2041-01-20 4.5 N/A 1999.00 110.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP5C4 2045-08-01 3.5 N/A 12880000.00 2794753.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AVAE2 2042-04-15 3.5 N/A 1000.00 433.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9QZ6 2054-05-01 5.5 N/A 7359668.00 7321817.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381KVY2 2029-08-01 5.25 N/A 300000.00 117625.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSTF2 2052-06-01 3 N/A 4724018.00 3741187.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2DH2 2036-06-15 5.5 N/A 1000.00 78.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKUN3 2047-05-01 4 N/A 67000.00 12100.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABFF4 2051-10-20 2.5 N/A 1243.00 813.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UKM3 2049-01-20 4 N/A 4999000.00 207322.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETJC1 2043-10-01 4 N/A 32760259.00 5550149.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A26V7 2050-03-01 3 N/A 199881.00 90164.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6F47 2039-03-01 5 N/A 5639824.00 4795836.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNSC8 2052-02-01 2.5 N/A 101000.00 68423.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LW51 2041-07-20 4.5 N/A 1000.00 47.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQEC6 2053-03-01 6 N/A 21800000.00 18003330.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MN3V3 2050-03-20 3 N/A 899999.00 193259.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHYE9 2053-11-01 5 N/A 8092220.00 7206382.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBX6 2045-04-20 3.5 N/A 3057.00 246.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVVT9 2053-02-01 6 N/A 1005.00 735.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB51 2051-08-01 2 N/A 1000.00 652.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BP4H8 2058-09-15 5.37 N/A 2093220.00 2133896.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSJ5 2048-02-20 4.5 N/A 4334390.00 394956.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A2YA7 2053-12-01 7 N/A 5501983.00 4578475.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ54 2049-04-20 4 N/A 2000.00 171.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVD8 2058-08-15 5.42 N/A 3000.00 3062.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLKL9 2053-12-01 7.5 N/A 2130750.00 1369651.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNTU7 2051-12-01 3 N/A 1000.00 723.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQV38 2056-06-15 5.57 N/A 2792300.00 2847758.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVUL9 2046-08-01 3 N/A 3859000.00 982786.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GWYU1 2047-08-01 4 N/A 7495540.00 1216507.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TEZ4 2047-08-20 3.5 N/A 2000.00 272.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABE81 2051-10-20 2.5 N/A 1000.00 625.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C95S8 2053-07-01 4.5 N/A 1219261.00 1139616.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2G0 2053-08-01 5.5 N/A 496950.00 451507.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRWN1 2037-05-01 3 N/A 44592.00 42145.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8N66 2054-03-01 5 N/A 6756430.00 6591046.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BNDH3 2058-09-15 5.38 N/A 1000.00 1016.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJWM9 2053-12-01 7.5 N/A 2271835.00 2399907.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177J3B3 2042-07-15 3.5 N/A 1000.00 154.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEKY5 2054-06-01 5.5 N/A 6000.00 5951.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JPTF7 2054-10-20 5.5 N/A 1000.00 1010.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F1GG6 2053-08-20 6.5 N/A 2000.00 625.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HKJK0 2050-01-20 7 N/A 1000.00 1035.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPLB2 2052-06-01 4.5 N/A 65000.00 49721.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWJ9 2050-11-20 4 N/A 1024.00 441.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKR0 2054-06-01 7 N/A 1000.00 1003.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AGKB4 2051-03-01 2 N/A 1000.00 608.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABDQ2 2051-08-20 2.5 N/A 371881.00 237663.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SSP3 2046-11-20 3 N/A 1000.00 149.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQFZ3 2054-08-01 6 N/A 1078740.00 1002743.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0RY0 2052-04-01 3 N/A 42038694.00 33289531.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290TJY6 2042-02-15 3.5 N/A 635151.00 91666.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM4D7 2052-08-01 4 N/A 33658.00 20760.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GQUL3 2054-10-20 5.5 N/A 999044.00 1009898.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QYT2 2045-01-20 4 N/A 124315088.00 10571187.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JR5K8 2054-10-20 6 N/A 16387154.00 16834031.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F2YA7 2059-03-15 5.96 N/A 1000.00 1056.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJRA1 2053-11-01 7 N/A 4616683.00 4324050.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YR5M6 2045-07-01 3.5 N/A 1000.00 211.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNLB7 2052-01-01 2.5 N/A 65750338.00 45872568.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BD4D4 2052-06-01 4.5 N/A 5783953.00 5166298.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WRQY2 2057-08-15 3.94 N/A 1000.00 904.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31381SCW0 2041-09-01 5.66 N/A 275000.00 226257.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLJR8 2054-01-01 7.5 N/A 4254676.00 4172398.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B9NH3 2052-04-01 3 N/A 1171232.00 857209.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y4MM1 2052-04-20 3 N/A 1028744.00 806376.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG33 2047-09-20 3 N/A 3008.00 480.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX68 2053-04-20 5.5 N/A 165000.00 143483.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GVND8 2054-01-20 8 N/A 1000.00 1056.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176X2R9 2041-11-15 4 N/A 1001.00 59.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9UJ5 2064-08-15 5.74 N/A 1000.00 1003.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKBW4 2054-08-01 7 N/A 750128.00 788078.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRFK1 2054-03-01 5.5 N/A 14293072.00 13332687.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WE6M6 2045-07-01 3.5 N/A 117493248.00 13947458.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATJS6 2054-11-01 5.5 N/A 12073345.00 12051725.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FS8 2054-04-01 6 N/A 740925.00 749057.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETV52 2046-06-01 4 N/A 524998.00 98994.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUMG3 2054-10-20 5.5 N/A 1997.00 2001.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCY9 2047-07-20 4 N/A 1000.00 106.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMEX9 2051-07-01 3 N/A 2227888.00 1615750.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRAY3 2052-07-01 4 N/A 1035000.00 722170.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUQ75 2053-02-01 5.5 N/A 2026.00 1822.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWM94 2053-04-01 4.5 N/A 1648840.00 1472720.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTF0 2033-08-15 5 N/A 4424998.00 53275.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HR7 2048-07-01 4 N/A 142994932.00 11397885.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSH83 2054-08-20 7 N/A 1149838.00 1181922.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDE0 2052-03-01 3 N/A 1000.00 717.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABDX7 2051-09-20 2.5 N/A 1120328.00 676760.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTBG9 2054-02-20 5.5 N/A 6785006.00 6804919.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABGC0 2051-10-20 3 N/A 2000.00 1350.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHW24 2054-07-01 5.5 N/A 1008.00 1000.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDUZ1 2059-07-15 6.44 N/A 2006.00 2172.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5S0 2052-01-01 2.5 N/A 8954700.00 6296626.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BCV20 2052-05-01 3 N/A 1008.00 759.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KY77 2039-01-15 6.5 N/A 2019.00 108.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPDX3 2052-05-01 3 N/A 44361276.00 33665634.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C65G0 2053-06-01 5 N/A 4000.00 3846.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNC34 2052-02-01 2 N/A 11652140.00 8329365.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAUS1 2050-11-20 3 N/A 1000.00 461.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAHA5 2049-10-20 3.5 N/A 858334.00 36832.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKTF5 2053-12-01 6.5 N/A 3613984.00 3218422.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FC5Q4 2058-06-15 5.24 N/A 1000.00 1008.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7VZ5 2047-08-01 3.5 N/A 4167000.00 1051704.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBL9 2052-07-20 4.5 N/A 1000.00 829.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HP4D1 2054-10-20 5.5 N/A 1000.00 1002.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASHA9 2054-10-01 6.5 N/A 81864.00 84609.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMMA9 2054-01-01 7.5 N/A 2370384.00 2501087.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AJTX1 2058-09-15 5.19 N/A 2000.00 2019.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEVV8 2045-06-01 3.5 N/A 32494976.00 7553876.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQ28 2045-10-20 3.5 N/A 344013.00 34739.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDK6 2052-04-01 3 N/A 16277856.00 12070359.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCM6 2046-03-01 3.5 N/A 60688640.00 11004104.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBH5 2051-04-01 2 N/A 2007000.00 1224518.64 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 2043200.00 1999691.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWET6 2052-09-01 5 N/A 1000.00 833.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE41 2052-10-01 3.5 N/A 2000.00 1623.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T7K5 2048-08-20 4 N/A 1000.00 102.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJ5G9 2047-03-01 3.5 N/A 39380000.00 8380862.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTF62 2053-01-01 6 N/A 17420693.00 15665961.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHEZ1 2054-07-01 6.5 N/A 3775846.00 3713910.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHFR8 2054-07-01 7 N/A 2280009.00 2151892.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E7F0 2039-07-20 4 N/A 1000.00 43.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B1DX6 2053-04-20 7.5 N/A 1014.00 48.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRH56 2053-06-01 4.5 N/A 9426702.00 8151869.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJKZ4 2041-06-01 4.5 N/A 64242591.00 6724869.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXWP8 2043-07-01 4 N/A 1000.00 207.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9UC9 2032-12-01 3 N/A 10998000.00 1767112.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWG57 2056-12-15 6.51 N/A 869600.00 927580.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFPN4 2052-07-01 5 N/A 2455552.00 2076336.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJL2 2046-06-20 4.5 N/A 839329.00 28462.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVH6 2053-04-01 5.5 N/A 44470464.00 42272193.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7AH0 2053-07-01 6 N/A 25000.00 22748.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BEAP8 2058-10-15 5.67 N/A 3543956.00 3671487.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMB67 2054-09-01 6 N/A 4408176.00 4408206.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176W7F2 2042-01-15 3.5 N/A 1007.00 65.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HC7 2039-09-01 5 N/A 74000.00 71674.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWP4 2052-03-01 3 N/A 1000.00 738.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCM3 2054-07-01 5.5 N/A 308707.00 307205.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 25071168.00 19012293.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAGH1 2045-06-20 3 N/A 106900.00 40419.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDHM9 2035-04-01 3 N/A 2102120.00 740596.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2NQ7 2053-04-01 5.5 N/A 2028200.00 1995568.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVCS2 2053-01-01 4.5 N/A 10602597.00 9092365.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6U1 2049-11-20 3 N/A 7747000.00 1389980.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVQ99 2053-02-01 6 N/A 1235068.00 1239214.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FL61 2040-11-20 4 N/A 1000.00 25.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNYU1 2052-09-01 5 N/A 412000.00 336146.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNQD8 2052-07-01 3.5 N/A 2095730.00 1590064.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMTE5 2052-05-01 4 N/A 26361752.00 20158584.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXRN6 2052-08-01 5 N/A 1292758.00 1162339.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MB4M8 2050-01-20 4 N/A 1000.00 298.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE69 2040-03-20 4.5 N/A 1000.00 38.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UZT2 2049-09-20 3.5 N/A 3027930.00 380911.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJC63 2046-10-01 3.5 N/A 35045566.00 8971986.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADE79 2048-10-20 3.5 N/A 12774914.00 11288050.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEPP1 2053-09-01 6 N/A 19601325.00 18324894.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABHG0 2051-10-20 3 N/A 2000.00 1339.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6UM7 2054-03-01 6.5 N/A 12077125.00 12258320.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MX7M0 2052-08-01 4.5 N/A 3400000.00 2580045.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HF5 2047-08-01 3.5 N/A 139986496.00 16149164.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACSZ4 2053-09-20 6 N/A 290000.00 274801.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUNF0 2053-01-01 6.5 N/A 100000.00 71274.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373MH86 2049-06-16 2.38472 N/A 66745000.00 639.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MGPB1 2052-03-01 3 N/A 4547741.00 3345618.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QBJ9 2049-02-19 4.5 N/A 189355776.00 33564655.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKXY2 2053-06-01 5.5 N/A 13278964.00 12018421.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291RRW4 2034-12-15 6 N/A 1384051.00 81224.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH54 2048-12-20 4.5 N/A 1000.00 74.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MSAU6 2050-03-20 3 N/A 1000.00 371.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 287928.00 193564.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHCW0 2054-07-01 5.5 N/A 2901152.00 2890788.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BDTA3 2054-08-20 6 N/A 1000.00 1021.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN4F7 2052-10-01 4 N/A 19737360.00 16509875.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7SX3 2053-12-01 7.5 N/A 1077900.00 831913.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FJL55 2054-01-20 7 N/A 1000.00 1068.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AAAW2 2057-04-15 3.93 N/A 1000.00 908.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FJL89 2054-01-20 7 N/A 1140.00 1216.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9QC9 2042-08-01 3.5 N/A 37404001.00 6456453.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXWV8 2054-10-01 6 N/A 1530225.00 1567224.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176LU86 2041-06-15 4 N/A 14843.00 957.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KZ68 2039-02-15 5 N/A 1002.00 22.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9B67 2054-04-01 5 N/A 10266473.00 9614333.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BWD83 2058-07-15 5.42 N/A 2118600.00 2160663.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31283LA55 2036-12-01 7.5 N/A 34165.00 1058.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6S77 2050-03-01 3 N/A 57506109.00 19455308.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNB8 2052-11-20 3 N/A 2690000.00 1996349.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H2GM9 2054-06-20 7 N/A 3323560.00 3405508.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L06A0 2051-02-01 2 N/A 74900.00 38860.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 1556000.00 124538.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E2LH6 2042-01-01 3.5 N/A 554151.00 84887.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACFW5 2053-03-20 5.5 N/A 1664.00 1555.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FKN5 2040-09-20 4.5 N/A 1000.00 45.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G8DV0 2058-12-15 6.91 N/A 7373500.00 8065400.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQ2P0 2052-11-01 5.5 N/A 9157929.00 7521440.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WJCD9 2037-04-01 1.5 N/A 1000.00 720.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SX1 2045-12-20 4 N/A 1022.00 100.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGPH4 2051-01-01 2 N/A 46887168.00 28228666.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7US1 2053-12-01 7 N/A 3072765.00 3191598.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ME9 2053-10-01 6 N/A 41523904.00 39081202.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHY2 2053-08-01 4.5 N/A 175000.00 158243.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2NB0 2053-04-01 6 N/A 7474682.00 6220714.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBZ5 2051-07-01 2.5 N/A 9000.00 5663.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MG53 2042-07-20 3.5 N/A 1060.00 88.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKU52 2054-08-01 5.5 N/A 1302750.00 1306493.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGG65 2046-01-01 3.5 N/A 313003.00 39592.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ABUR9 2050-11-01 2.5 N/A 99000.00 55942.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAEQ6 2054-04-01 6 N/A 1001.00 975.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUTK3 2054-11-01 5 N/A 1008.00 991.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPT73 2053-01-01 5 N/A 100000.00 82785.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH39 2048-12-20 3.5 N/A 22010000.00 2890561.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4X0 2050-01-01 3.5 N/A 46000.00 7296.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNVK6 2052-08-01 4.5 N/A 11000.00 9279.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMGC9 2054-07-01 6.5 N/A 1018.00 1049.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXH8 2059-03-15 5.3 N/A 1000.00 1025.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRNB5 2054-08-01 5.5 N/A 14288880.00 13476581.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56Q0 2035-12-01 2 N/A 153132.00 73919.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADZU8 2054-06-01 6 N/A 16295225.00 16179191.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4E6 2046-03-20 3.5 N/A 1024.00 109.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFJ0 2052-09-20 5 N/A 1008.00 843.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AVAF3 2065-06-15 5.54 N/A 3000.00 2985.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYZZ5 2043-10-01 5.5 N/A 1030.00 890.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUPK7 2052-08-01 4 N/A 24709276.00 23258256.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHV1 2052-10-20 3 N/A 1000.00 736.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVCQ5 2054-09-01 5.5 N/A 15677136.00 15645033.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABP55 2052-02-20 3 N/A 1000.00 708.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MQAA7 2052-05-01 4 N/A 5306104.00 3653590.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MM4B1 2052-08-01 4.5 N/A 35410000.00 29610515.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTM2 2050-09-20 3 N/A 1000.00 197.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQQF6 2053-02-01 6 N/A 1035.00 921.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W6RP3 2043-06-01 3.5 N/A 58046656.00 12906781.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A7L80 2058-01-15 5.38 N/A 1000.00 1005.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD26 2052-06-01 3.5 N/A 6000.00 4690.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X55C7 2043-10-01 5 N/A 6700165.00 1333170.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABEM0 2051-09-20 2.5 N/A 1016880.00 659637.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A22C5 2045-08-15 4 N/A 1000.00 172.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGA9 2046-07-20 3.5 N/A 1000.00 58.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K1Y72 2049-10-20 4 N/A 1000.00 257.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BWEE9 2058-09-15 5.97 N/A 2000.00 2082.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQLD2 2053-11-01 6.5 N/A 31438480.00 26981495.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FTCW4 2058-12-15 6.98 N/A 1010.00 1075.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9P87 2054-05-01 6.5 N/A 2225038.00 2280101.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KJR3 2043-04-15 3.5 N/A 234448.00 34665.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWC8 2052-10-01 4.5 N/A 533619.00 451910.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180EP90 2043-05-15 3 N/A 2161.00 269.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN5N9 2052-10-01 5 N/A 31655440.00 28222386.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDNY3 2045-01-01 3.5 N/A 86068640.00 15091732.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACSQ7 2054-05-01 5 N/A 2048067.00 2004062.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B0HL0 2058-05-15 4.76 N/A 2000.00 1903.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LUX2 2041-04-20 4.5 N/A 1790009.00 67423.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV64 2050-10-20 5.5 N/A 62000.00 24191.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H7JC7 2054-04-20 7.5 N/A 1093168.00 1142366.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKH7 2052-10-01 5 N/A 2018864.00 1827853.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACA67 2052-06-20 4 N/A 700000.00 577237.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QD24 2044-04-20 4.5 N/A 466971647.00 34762263.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETCL8 2046-02-01 3.5 N/A 47944960.00 9813470.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSYE6 2054-04-01 5.5 N/A 1000.00 957.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AQVU8 2057-12-15 6.25 N/A 2016.00 2088.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEJ89 2054-10-20 5.5 N/A 1000.00 1002.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENLY3 2029-09-01 3.5 N/A 945000.00 34664.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACSD3 2053-08-20 5.5 N/A 171000.00 160677.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSZ4 2048-03-01 3.5 N/A 1000.00 251.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJW6 2047-10-20 3 N/A 1000.00 145.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDT27 2044-12-01 4 N/A 393000.00 50550.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEMA0 2054-09-20 6 N/A 1000.00 1017.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAWC7 2054-04-01 6.5 N/A 15463579.00 15437564.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6R7 2045-03-20 4.5 N/A 1585542.00 110647.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHDP4 2054-07-01 5.5 N/A 2340455.00 2313028.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJFY2 2048-07-01 4 N/A 2561860.00 560605.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAN83 2049-10-20 3.5 N/A 2024.00 414.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7PH7 2054-10-20 5.5 N/A 2521684.00 2542897.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B0SH7 2051-12-01 2.5 N/A 58000.00 40280.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRMK8 2037-03-01 1.5 N/A 26080229.00 22778967.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AC3B4 2048-10-01 4.5 N/A 1000.00 234.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ6G2 2054-10-01 5.5 N/A 1919180.00 1934228.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVT8 2050-12-20 3 N/A 1024.00 498.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AC4M9 2054-01-20 6 N/A 2001.00 1922.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NF86 2043-06-20 4 N/A 1000.00 112.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBB2 2054-10-01 6.5 N/A 121829.00 124401.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN6W8 2052-04-01 4 N/A 77026.00 58302.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA6V1 2051-03-20 2 N/A 927966.00 594431.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0ZR6 2053-04-01 5.5 N/A 19295296.00 16865784.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5RS0 2047-03-01 4.5 N/A 1087000.00 225173.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0MM1 2053-04-01 5 N/A 1000.00 916.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFD9 2046-11-01 5 N/A 1200000.00 235884.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHLP5 2046-07-01 3 N/A 200000.00 48239.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AARJ5 2047-01-20 4 N/A 3710.00 1312.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBR6 2052-07-20 3 N/A 115000.00 84311.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G8DR9 2058-12-15 6.64 N/A 2000.00 2135.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FP67 2041-02-20 4 N/A 1000.00 57.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCD2 2048-09-20 5 N/A 1000.00 84.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA4N1 2051-04-20 3 N/A 1769216.00 1082555.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LK70 2029-10-15 5.2 N/A 2000.00 79.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNK8 2052-12-20 7 N/A 1020.00 495.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACTG5 2038-09-20 6 N/A 1000.00 823.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LWH5 2034-02-20 4.95 N/A 3008.00 259.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195JJM0 2046-09-20 3.5 N/A 1000.00 122.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WY85 2052-02-20 2 N/A 273000.00 187691.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME48 2042-06-20 4 N/A 676352.00 42792.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ40 2048-03-20 3.5 N/A 2048.00 268.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHHF9 2052-04-01 4 N/A 1002851.00 900486.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABUA8 2052-03-20 3 N/A 199000.00 132814.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFER3 2054-06-01 6.5 N/A 1036150.00 1029209.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGH99 2054-07-01 7 N/A 1067991.00 1125800.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QG3N2 2050-09-20 2.5 N/A 1000.00 434.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ATJF4 2054-11-01 5.5 N/A 5402044.00 5399733.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4Z98 2053-06-01 5 N/A 1006.00 894.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHQU2 2053-11-01 6.5 N/A 2001.00 1965.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JPB41 2054-10-20 6 N/A 1000.00 1018.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176KD87 2041-07-15 4 N/A 7801.00 702.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ML5P1 2052-06-01 5 N/A 1939459.00 1852861.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCDG1 2054-09-20 6 N/A 2000.00 2089.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374NKA4 2048-02-16 1.25 N/A 58334000.00 3256.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ABBW1 2051-07-20 2.5 N/A 39952.00 23791.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FQS73 2046-11-01 3.5 N/A 1030000.00 233640.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABHN5 2051-10-20 2.5 N/A 1024.00 764.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGUG2 2053-03-20 6 N/A 1648046.00 1726362.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL24 2050-05-20 2.5 N/A 200001.00 41850.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACKT6 2051-12-20 2.5 N/A 280981.00 215125.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MAA40 2042-09-01 3.5 N/A 64593024.00 8794901.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB85 2054-10-20 4.5 N/A 50000000.00 48043300.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WND6 2051-09-20 2 N/A 780000.00 490291.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLPP5 2054-01-01 7.5 N/A 6486118.00 6341261.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLPC5 2051-03-01 3 N/A 3000.00 1414.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FTCM6 2058-10-15 5.62 N/A 3000.00 3100.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZS1 2046-02-20 3 N/A 1000.00 133.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618ABXM7 2059-09-15 6.1 N/A 1000.00 1066.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K3U0 2039-02-20 5.5 N/A 1001.00 13.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797JR9 2025-01-23 0 N/A 7895300.00 7813078.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DSM66 2054-02-01 6.5 N/A 36835379.00 36769898.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCD3 2054-09-01 6 N/A 11579854.00 11751576.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WKR80 2032-04-01 3 N/A 2000000.00 567724.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9QE3 2054-05-01 7.5 N/A 1787690.00 1889276.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYKY7 2052-08-01 6 N/A 1150221.00 971255.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407HZH2 2036-06-01 6 N/A 39594752.00 236744.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQRG1 2058-10-15 5.49 N/A 1297000.00 1315632.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDR6 2043-05-20 3.5 N/A 1000.00 109.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCF8 2054-09-01 6 N/A 50688.00 52141.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVQ9 2058-10-15 6.34 N/A 1000.00 1060.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAX55 2052-05-01 4 N/A 6000.00 4970.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLL5 2054-05-01 5.5 N/A 876090.00 834360.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABYH9 2044-12-20 4 N/A 1000.00 729.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9DF4 2054-02-01 6 N/A 3969340.00 3784374.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQB50 2053-10-01 5 N/A 59309057.00 55162562.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHTW2 2054-07-01 6.5 N/A 3347975.00 3395132.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ECBZ1 2045-12-01 4 N/A 14174024.00 1316878.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UA6N7 2051-05-20 3 N/A 1000.00 744.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMAQ7 2054-01-01 7.5 N/A 1157558.00 768055.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPBN7 2052-04-01 2 N/A 9354425.00 6304575.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C34D5 2053-05-01 5 N/A 1006.00 900.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6ES8 2054-05-01 5.5 N/A 1855555.00 1840955.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABEY4 2051-09-20 2 N/A 1122.00 638.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANFQ7 2054-08-01 6 N/A 25280684.00 24924286.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJQ2 2049-07-01 4 N/A 831000.00 98679.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286WSL4 2028-02-01 2.5 N/A 6429.00 447.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKHN7 2050-08-01 2.5 N/A 1012000.00 437904.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRPT5 2053-07-01 5.5 N/A 129140.00 111214.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABAT9 2051-06-20 2.5 N/A 1024.00 623.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9XX3 2054-03-01 7 N/A 509745.00 532048.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H4QB3 2032-11-01 3 N/A 1000.00 187.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ73 2048-06-20 5 N/A 1000.00 85.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AK2Q2 2051-05-01 1.5 N/A 22740147.00 14087040.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NWHH8 2050-08-20 2.5 N/A 200000.00 82739.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5Y7 2050-05-01 3.5 N/A 4000.00 959.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPT6 2042-03-01 3.5 N/A 746270601.00 59377703.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NWHS4 2050-09-20 2.5 N/A 1000.00 457.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMRQ1 2053-10-01 6 N/A 38137215.00 33571677.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3W34 2050-10-01 2 N/A 5000.00 2480.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WLSQ0 2058-02-15 4.35 N/A 1000.00 923.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 178000.00 92919.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPGX6 2044-07-01 5 N/A 1100000.00 189200.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHT3 2053-07-01 5.5 N/A 47917067.00 43245955.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181LUX4 2043-08-20 4 N/A 2000.00 288.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFPY6 2054-06-01 7 N/A 3263237.00 3407279.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HHFY1 2054-08-20 7 N/A 1345558.00 1380282.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVP6 2053-08-01 5.5 N/A 1726314.00 1592442.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPKA8 2052-04-01 3 N/A 1132330.00 940743.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPGP4 2059-07-15 5.6 N/A 1000.00 1046.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618A7L56 2057-12-15 5.54 N/A 2000.00 2035.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X0Y28 2043-07-01 3 N/A 2886960.00 509158.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQA48 2052-04-01 3.5 N/A 18608793.00 14914854.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PBF9 2048-06-01 4.5 N/A 74844283.00 14676085.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HKJD1 2050-10-01 2 N/A 7598173.00 4632597.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPH1 2053-12-20 6 N/A 100000.00 87599.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 500000.00 65284.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSRU3 2059-06-15 5.96 N/A 2000.00 2121.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAKS2 2050-01-20 3 N/A 299000.00 146721.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDVA9 2053-09-01 6.5 N/A 2908.00 3007.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BJRG1 2047-10-15 4 N/A 121000.00 40642.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB4U3 2052-09-20 4.5 N/A 1000.00 816.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TV69 2048-04-20 4 N/A 81209.00 7092.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617L7U64 2049-08-20 3.5 N/A 500513.00 150469.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378NRC9 2054-01-16 3.95463 N/A 49987.00 52590.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ABQH1 2054-05-01 5.5 N/A 1948167.00 1948918.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFD7 2050-02-20 3 N/A 800000.00 62864.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180B5R8 2033-08-20 3.75 N/A 1000.00 246.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF2U2 2050-12-01 2 N/A 70860700.00 40702689.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJF71 2053-12-01 7 N/A 1579942.00 1465967.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA7K4 2051-06-20 3 N/A 1112.00 675.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQF74 2058-06-15 5 N/A 1000.00 996.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMC6 2052-08-01 3 N/A 1599994.00 1166583.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMW0 2054-10-01 4.5 N/A 6500577.00 6213166.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VX21 2050-11-20 3.5 N/A 1000.00 348.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPQY7 2052-07-01 4.5 N/A 35620879.00 28645109.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA6W9 2051-04-20 3 N/A 1000.00 583.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBD8 2054-09-01 6 N/A 127868.00 129267.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPRU5 2047-02-01 4.5 N/A 1000.00 394.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JPR85 2054-10-20 6 N/A 1001.00 1019.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABKN1 2051-12-20 3 N/A 1041.00 784.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJTE8 2047-01-01 3 N/A 1000000.00 371080.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQYU0 2054-01-01 7 N/A 52111616.00 52091150.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQR46 2045-11-01 3.5 N/A 51482496.00 10208463.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200N6B2 2034-11-15 6 N/A 8255183.00 467465.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A85V0 2054-01-01 7.5 N/A 1102406.00 812217.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JYLP6 2050-02-20 3.5 N/A 6893.00 1678.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4P2 2051-01-20 4 N/A 110000.00 37551.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHS78 2039-07-01 5.5 N/A 1160739.00 1163737.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMKF3 2053-07-01 7 N/A 3246308.00 3357750.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201SZS1 2033-02-15 6 N/A 25001.00 619.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGW35 2054-07-01 6.5 N/A 3363198.00 3488960.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEQJ5 2052-06-01 4.5 N/A 3026.00 2360.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEV45 2037-10-15 5.5 N/A 13753362.00 12384290.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R4D8 2046-03-20 3 N/A 1000.00 115.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWS9 2051-01-20 3 N/A 1008.00 579.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J2L25 2054-07-20 6.5 N/A 3921964.00 4102232.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLAZ1 2053-04-01 5 N/A 41095680.00 37040192.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTDU9 2058-05-15 4.55 N/A 4737500.00 4547038.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QC4C7 2050-03-01 3.5 N/A 30515200.00 13274795.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VGW4 2035-03-20 3 N/A 1000.00 207.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SJ2 2029-08-15 7 N/A 3000.00 287.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMA44 2040-05-15 5 N/A 1000.00 60.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVSB2 2053-02-01 5.5 N/A 6254056.00 5906390.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9E53 2054-10-20 6.5 N/A 4478584.00 4631270.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APWA8 2054-09-01 6 N/A 3453048.00 3502200.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHZ40 2053-11-01 6.5 N/A 2000.00 1902.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BZN1 2033-04-15 6.5 N/A 1006.00 5.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJYQ5 2047-02-01 4 N/A 182347776.00 33367604.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGB38 2054-07-01 6 N/A 1000.00 1003.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUB9 2048-03-20 4 N/A 1000.00 99.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQFG5 2054-07-01 5.5 N/A 2048.00 1948.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPCH9 2052-11-01 5.5 N/A 4351040.00 3807630.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACCK4 2053-01-20 5 N/A 1000.00 859.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASYT9 2054-11-01 6 N/A 1000.00 1017.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2R46 2038-12-15 6 N/A 1000.00 204.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGD8 2048-11-20 4.5 N/A 142160350.00 11582111.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WQC5 2051-10-20 3.5 N/A 1000.00 680.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UB27 2048-09-20 4 N/A 4998996.00 152290.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A84F6 2054-02-01 6 N/A 46786733.00 36601109.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV3P8 2049-08-01 4 N/A 399996.00 45026.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AH2B2 2057-12-15 4.9 N/A 1000.00 983.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FAL0 2039-08-20 4 N/A 2583.00 34.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACPQ7 2053-07-20 5.5 N/A 1000.00 918.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEUF4 2054-07-01 6.5 N/A 1395438.00 1142086.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWE58 2052-10-01 4 N/A 1000.00 829.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VGV6 2035-03-20 2.5 N/A 1000.00 196.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MHX20 2052-03-01 3.5 N/A 1492584.00 1155353.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UML3 2049-02-20 4 N/A 2000.00 172.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMWU6 2052-04-01 2.5 N/A 21780700.00 16935955.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDG7 2054-08-01 6.5 N/A 3304946.00 3393823.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QL66 2044-08-20 4 N/A 294878363.00 20909091.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 4522744.00 4257884.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRG1 2054-02-20 5 N/A 19920.00 19119.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ENL0 2053-01-01 6 N/A 359859.00 292802.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7MC6 2031-11-01 2 N/A 800997.00 157045.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD75 2052-07-01 3.5 N/A 261340.00 206073.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB4Z2 2052-09-20 5 N/A 1000.00 863.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY4D8 2044-10-01 5.5 N/A 325000.00 326270.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWGW8 2066-02-15 5.69 N/A 1001.00 1044.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPGD1 2058-06-15 4.89 N/A 286500.00 283997.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G4K82 2057-01-15 5.75 N/A 3000.00 3130.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FFN1 2040-04-20 4.5 N/A 1000.00 16.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BUG50 2053-01-01 5.5 N/A 1020.00 857.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202E6Y0 2039-07-20 4 N/A 1001.00 59.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W2EB0 2058-01-15 5.38 N/A 1000.00 1016.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDU99 2059-09-15 6.04 N/A 2000.00 2140.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACVZ3 2054-05-01 5.5 N/A 4218222.00 4004797.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NYVV4 2043-01-01 3 N/A 32092456.00 7817990.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJS8 2051-07-20 3 N/A 1000.00 584.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVRH0 2053-02-01 5.5 N/A 16004.00 14458.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHD29 2052-08-01 5 N/A 7052457.00 5779169.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VV72 2050-10-20 6 N/A 30000.00 8766.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KL22 2037-04-15 6 N/A 2000.00 28.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBR67 2049-09-01 3 N/A 67000.00 26131.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 499950.00 488789.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFM1 2053-08-20 6 N/A 13957308.00 11878155.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EP2B9 2045-02-01 3.5 N/A 49242752.00 10552893.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ2L1 2054-06-01 6.5 N/A 1000.00 1029.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGZL1 2054-06-01 5.5 N/A 1369671.00 1170191.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J82H0 2054-10-20 4.5 N/A 1000.00 999.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QY2Q7 2052-01-20 3 N/A 102007.00 78909.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELJT1 2043-07-01 3.5 N/A 47300000.00 8457142.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LTJY5 2042-05-01 3.5 N/A 1457.00 120.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEG8 2046-06-20 3 N/A 1008.00 126.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPSR3 2052-07-01 5 N/A 1000.00 856.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAT38 2050-05-20 5 N/A 2000.00 501.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGC5 2046-07-20 4.5 N/A 1000.00 140.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDTS3 2050-06-01 2.5 N/A 485000.00 249730.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F2M7 2042-01-20 4 N/A 1000.00 58.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MF3Z4 2052-07-01 4.5 N/A 1000.00 729.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8J48 2048-02-01 3.5 N/A 1000.00 251.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BEAS2 2058-10-15 5.25 N/A 164500.00 165580.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A26W5 2050-03-01 3 N/A 1000.00 385.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEQX0 2045-05-01 3 N/A 33545728.00 9112197.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACFJ4 2051-06-20 5 N/A 1048.00 861.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 274700.00 282788.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QAHF0 2045-12-01 3.5 N/A 1600000.00 275997.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BJMT6 2058-04-15 5.59 N/A 139000.00 142459.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQTR3 2054-09-01 6 N/A 14217027.00 14398959.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGHB3 2046-01-01 3.5 N/A 117986560.00 14060389.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSRB0 2054-01-01 7 N/A 65358744.00 61339700.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181GFX2 2043-07-15 3.5 N/A 1000.00 115.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGMF8 2054-07-01 6.5 N/A 16574378.00 16763455.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A85X6 2054-01-01 7.5 N/A 1214908.00 1146334.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXK9 2053-03-01 5.5 N/A 1000.00 877.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPVM9 2053-08-01 6 N/A 42813.00 42875.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LYS9 2041-01-15 4.55 N/A 684075.00 26639.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBY3 2051-03-20 2.5 N/A 1000.00 524.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDS6 2050-01-20 5 N/A 1000.00 162.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180HVD7 2043-04-15 3.5 N/A 406686.00 119990.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDD43 2050-04-01 4 N/A 680000.00 200779.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DGX5 2042-10-01 3.5 N/A 48520265.00 8869358.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AATW4 2050-10-20 4 N/A 1000.00 372.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HQAD2 2054-10-20 5.5 N/A 540290.00 541521.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADK59 2054-06-01 5.5 N/A 3454803.00 3470108.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L8JK7 2051-06-01 1.5 N/A 7113628.00 4442800.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCZ6 2047-07-20 4.5 N/A 263000.00 25308.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNAY9 2052-01-01 2.5 N/A 2008.00 1380.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QL74 2044-08-20 4.5 N/A 12372112.00 886768.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUPT8 2054-10-01 5.5 N/A 15379427.00 15632193.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQAF1 2063-03-15 5.2 N/A 1000.00 1010.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA5V2 2051-05-20 2.5 N/A 1000.00 601.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKXW4 2052-09-01 4 N/A 6047598.00 4918475.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTD7 2054-07-01 6.5 N/A 1005.00 946.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSSF6 2054-09-01 6.5 N/A 39714304.00 41010840.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346YZN6 2049-12-01 3 N/A 4000000.00 725378.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F2YQ2 2057-11-15 6.38 N/A 1000.00 1067.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W1U70 2043-02-01 3.5 N/A 42400000.00 8410498.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABV33 2052-04-20 3 N/A 297000.00 185743.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QR29 2044-10-20 4.5 N/A 449989632.00 32128992.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6L1 2049-11-20 3.5 N/A 1497999.00 126417.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUPL5 2054-07-01 6.5 N/A 6429140.00 6680324.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA7E8 2051-06-20 2.5 N/A 1145.00 674.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M5L0 2043-03-20 3 N/A 1000.00 119.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AACC6 2049-02-20 4.5 N/A 341699.00 64489.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEC3 2052-07-01 4.5 N/A 1000.00 820.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286RC32 2027-05-01 3 N/A 2768.00 81.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTAX8 2052-05-01 2.5 N/A 48382524.00 39616433.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296QQL6 2039-02-15 5 N/A 8063092.00 43281.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYZV4 2043-09-01 6 N/A 616116.00 505963.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNK77 2049-07-01 4 N/A 1000.00 728.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FQK7 2045-07-15 3 N/A 164000.00 67491.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWCG6 2053-02-01 5.5 N/A 2417000.00 2299009.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XBQ8 2052-02-20 2.5 N/A 298000.00 206693.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMWJ9 2051-12-01 3.5 N/A 42341824.00 27396889.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BFM90 2047-10-20 3.5 N/A 1000.00 214.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTGL8 2054-06-01 5.5 N/A 1000.00 992.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFJP2 2045-08-01 4 N/A 27191122.00 7136109.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2D1 2054-08-01 7.5 N/A 27153994.00 28119687.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TNS0 2047-12-20 4 N/A 1000.00 118.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FQA46 2063-11-15 5.96 N/A 519250.00 546263.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FTDJ4 2058-06-15 5.06 N/A 2000.00 1998.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANGA1 2054-09-01 5 N/A 4124108.00 4027586.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAVX3 2054-04-01 6.5 N/A 3038466.00 3102963.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA4Z4 2051-03-20 2 N/A 2927.00 1631.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AANA8 2048-09-20 3.5 N/A 1197000.00 235998.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3WH3 2050-05-01 2.5 N/A 2010000.00 350010.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABHP0 2051-11-20 3.5 N/A 1024.00 733.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SRS8 2031-12-20 2.5 N/A 306779.00 39670.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FASR9 2059-01-15 5.64 N/A 500000.00 514125.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208NRH8 2033-09-15 6 N/A 3038972.00 206014.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A24L3 2048-01-20 4 N/A 1000.00 198.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSC52 2052-07-01 4 N/A 8652359.00 6829872.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGM3 2046-07-20 4 N/A 88414208.00 9144169.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A8JH6 2054-01-01 7 N/A 1527031.00 1499583.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEE9 2052-07-01 5 N/A 33991.00 27390.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALB69 2054-09-01 5.5 N/A 8520588.00 8540231.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJZ92 2054-07-01 6.5 N/A 1000.00 1036.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SB71 2046-05-20 3 N/A 1008.00 122.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W4CR0 2043-02-01 3 N/A 325000.00 75264.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSMA7 2054-02-01 5.5 N/A 13229700.00 13144035.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BPY87 2047-12-20 4 N/A 3000.00 610.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB6V9 2052-09-20 5.5 N/A 344201.00 334561.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGZ91 2053-11-01 7 N/A 3840389.00 3985465.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UFE7 2033-11-20 4 N/A 178000.00 25746.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYDV7 2054-10-01 6 N/A 1879084.00 1925803.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABCU4 2051-08-20 3 N/A 10098072.00 7110298.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JB6Y2 2054-09-20 6 N/A 1000.00 1026.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295QVN7 2035-10-15 7 N/A 4999.00 173.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UN99 2049-03-20 3.5 N/A 1000.00 98.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFN51 2045-09-01 3.5 N/A 18965600.00 3408257.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMG2 2050-05-20 4.5 N/A 1494000.00 320795.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPF52 2052-05-19 4 N/A 58510464.00 46164955.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A25C2 2042-03-15 4.5 N/A 137624.00 36330.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ASGU1 2051-09-01 2.5 N/A 1000.00 688.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABFE7 2051-10-20 3 N/A 245682.00 177121.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEJ8 2052-08-01 4 N/A 635999.00 525581.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XGVJ2 2030-05-01 4.19 N/A 20500000.00 19953565.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M3WC0 2051-10-01 4 N/A 1588328.00 1349307.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKP9 2052-10-01 4.5 N/A 14450091.00 11865152.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFK9 2046-11-01 3 N/A 799000.00 149061.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSJH1 2054-08-20 6 N/A 4801974.00 4880304.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 75248930.00 67437367.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ57 2048-06-20 4 N/A 1000.00 98.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHWT5 2046-09-01 3 N/A 150123264.00 34951604.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JJW75 2054-10-20 5 N/A 1000.00 986.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVC51 2054-09-01 5.5 N/A 1093619.00 982959.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRE6 2052-10-20 4 N/A 899000.00 817396.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKGG7 2051-04-01 3 N/A 31128474.00 19892050.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJFB3 2042-03-01 3.5 N/A 127835958.00 14386723.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VQJ2 2050-07-20 3 N/A 1000.00 170.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFAN6 2054-06-01 5.5 N/A 4014172.00 3977392.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MVR8 2042-12-20 3 N/A 1097.00 128.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKV4 2054-03-01 5.5 N/A 12129914.00 11357352.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNCP6 2047-04-01 2.5 N/A 52830.00 38865.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHL7 2049-04-20 5 N/A 750000.00 52604.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUR1 2054-08-01 5.5 N/A 41450816.00 40612735.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 81568128.00 15026899.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QERX2 2050-08-01 2.5 N/A 1050000.00 459327.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVMZ6 2047-05-01 3.5 N/A 1000.00 331.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YFL3 2053-09-20 5.5 N/A 4554200.00 4135518.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXX1 2052-03-01 3.5 N/A 1000.00 815.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMN92 2043-01-01 3.5 N/A 21061996.00 9202735.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWJ4 2042-03-01 2.5 N/A 34176.00 24187.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HVG94 2054-07-20 7.5 N/A 1000.00 1030.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARUT6 2040-12-15 4 N/A 374000.00 47117.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DHF3 2041-03-15 4 N/A 1000.00 65.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKLU1 2050-05-15 3.5 N/A 2186000.00 733945.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA4A9 2051-04-20 2.5 N/A 9478944.00 5309720.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNF4 2052-02-01 2.5 N/A 99000.00 64561.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H9CZ9 2054-10-20 7 N/A 2000.00 2059.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF5Y8 2045-11-01 3.5 N/A 118141952.00 12350569.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASAG4 2041-03-15 4 N/A 2000.00 157.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABB76 2051-07-20 3 N/A 1023.00 663.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B0HH9 2058-03-15 5.52 N/A 1000.00 1020.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRMX8 2054-08-01 5.5 N/A 1524266.00 1487858.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WDM8 2042-10-15 3 N/A 1000.00 115.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAK52 2050-01-20 4.5 N/A 123000.00 24640.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAUT9 2050-11-20 4 N/A 468942.00 179527.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JGCG3 2054-10-20 5 N/A 1000.00 989.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XGS9 2052-08-20 5.5 N/A 1000.00 788.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8VH3 2054-04-01 6 N/A 1310730.00 1280327.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AGRH4 2058-01-15 4.59 N/A 547200.00 512896.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VVZ0 2050-08-20 3 N/A 1000.00 362.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BYFD8 2047-12-15 4 N/A 1000.00 414.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FVN3 2041-07-20 4 N/A 3992.00 76.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABUF7 2051-11-20 3 N/A 199000.00 137844.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RTA7 2045-11-20 4 N/A 1914666.00 167020.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MSW1 2042-11-20 3 N/A 1000.00 113.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQNY7 2054-07-01 6.5 N/A 10999.00 11348.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZW9 2041-11-20 4 N/A 1000.00 20.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KA6L5 2051-07-01 2.5 N/A 1000.00 712.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBZ1 2045-04-20 4.5 N/A 99994898.00 7388135.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GYND2 2059-05-15 5.8 N/A 1000.00 1054.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQG42 2053-04-01 5.5 N/A 100000.00 88193.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JYJ79 2049-07-20 3.5 N/A 1000.00 212.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KK7 2053-10-01 5.5 N/A 1100000.00 985873.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X8XC0 2028-10-01 3 N/A 1000.00 104.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U4E9 2049-08-20 4.5 N/A 1000.00 129.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACEG1 2053-02-20 5.5 N/A 200000.00 179983.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDX8 2052-06-01 2 N/A 18340296.00 13053263.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERNP1 2046-10-01 3 N/A 100997.00 26463.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQ60 2054-07-01 5.5 N/A 1235.00 1237.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W6G8 2037-06-20 2 N/A 1189940.00 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AD7H8 2054-10-01 5.5 N/A 2254557.00 2246224.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMA8 2054-08-01 5.5 N/A 7589802.00 7427919.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96N5 2054-03-01 5.5 N/A 3652216.00 3366348.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDFQ9 2044-11-01 4 N/A 11095090.00 2547421.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FED5 2054-10-01 5.5 N/A 414920.00 413386.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARV72 2054-10-01 5.5 N/A 6999300.00 6973432.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJ7B4 2053-09-01 6 N/A 2501276.00 2513063.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6LZ4 2054-07-01 6 N/A 5136119.00 5226441.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MQVE0 2027-12-01 3 N/A 1029.00 33.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEPY2 2050-08-01 3 N/A 3000.00 1258.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CG6R3 2053-10-01 5.5 N/A 28462.00 28075.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VZ6 2054-04-01 6.5 N/A 1003556.00 721988.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPSQ1 2052-07-01 4.5 N/A 31500000.00 24165531.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A56P8 2053-12-01 6 N/A 222290.00 177839.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DP2 2038-01-01 3.5 N/A 573641.00 424012.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAV9 2054-07-01 5 N/A 4889000.00 4713966.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AAGJ0 2054-04-01 5.5 N/A 501812.00 495284.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CWP5 2033-04-01 4 N/A 2000.00 184.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXPE5 2054-03-01 6 N/A 6280140.00 6301565.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDRP1 2046-05-01 3.5 N/A 431055.00 127894.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ES50 2053-06-01 5.5 N/A 16000.00 14194.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQ53 2054-05-01 5.5 N/A 5200000.00 4935411.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A96P0 2054-03-01 6 N/A 400400.00 388856.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUNQ5 2054-05-01 6 N/A 1208246.00 1169232.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMKS4 2052-04-01 2 N/A 19782799.00 14664583.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVCG7 2054-08-01 5.5 N/A 438963.00 426091.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKG7 2054-01-01 5.5 N/A 1111216.00 1043492.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM52 2053-09-01 5.5 N/A 545083.00 506500.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGT66 2050-11-01 3.5 N/A 1013.00 668.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJSX1 2042-06-01 3.5 N/A 18755000.00 3223547.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MK0 2025-02-13 0 N/A 673500.00 664751.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 6965241.00 5281972.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVAQ7 2054-08-01 6 N/A 26392480.00 26583989.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WABX5 2054-04-01 6.5 N/A 1859304.00 1941856.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSKD9 2054-04-01 5.5 N/A 2984767.00 2963623.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFGN9 2054-09-25 5.75682 N/A 62618358.00 62491399.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138WA7J0 2044-02-01 4.5 N/A 49998151.00 2288440.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3A1 2027-09-01 2.5 N/A 1163.00 57.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV2L7 2054-10-01 6 N/A 12591267.00 12750139.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB69 2047-08-20 3.5 N/A 31440.00 28591.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQZU3 2053-05-01 5 N/A 20262967.00 18944456.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9BZ2 2054-04-01 5.5 N/A 29630.00 27017.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5D36 2045-07-01 3.5 N/A 944000.00 103150.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBGV6 2051-05-01 2 N/A 1705680.00 1142377.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV31 2054-05-01 6.5 N/A 41088870.00 40377300.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCG0 2054-09-01 5.5 N/A 1950168.00 1920549.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDSR2 2054-07-25 5.75682 N/A 22777519.00 21437545.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418E4N7 2054-04-01 6 N/A 1065113.00 990710.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380AEU7 2046-09-20 3 N/A 100000.00 81869.60 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 1430000.00 1417348.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142GR6W5 2054-06-01 6 N/A 1017.00 959.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFEN1 2054-08-25 5.75682 N/A 40000000.00 37951447.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QLHL3 2051-07-01 2.5 N/A 3038372.00 2193180.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K44T4 2050-01-01 3 N/A 5000000.00 989956.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGM9 2053-03-01 3.5 N/A 329830.00 275758.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4XM8 2053-11-01 5.5 N/A 481806.00 450214.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZ80 2048-09-01 3.5 N/A 36000.00 3657.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0T85 2052-06-01 2.5 N/A 64336.00 50640.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJF1 2053-09-01 5.5 N/A 9975526.00 9172008.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABMM4 2054-04-01 5.5 N/A 5844547.00 5650926.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEF6 2052-08-01 2.5 N/A 1013379.00 769356.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y25P9 2048-09-01 4.5 N/A 9205403.00 1873949.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPCN7 2053-09-01 5 N/A 1405988.00 1328323.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCZK5 2049-09-01 4 N/A 6952179.00 2384359.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HH6 2039-10-01 4 N/A 89407.00 86392.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTK65 2053-11-01 6.5 N/A 2094.00 1994.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZV7 2051-06-01 2 N/A 2000.00 1275.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4V81 2053-12-01 6 N/A 502522.00 503020.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA74 2053-10-01 5.5 N/A 1729633.00 1612526.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2AG6 2052-10-01 5 N/A 382018.00 333528.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWM91 2054-10-01 4 N/A 310000.00 288359.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 121400.00 72106.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AAEP8 2054-04-01 5.5 N/A 15398908.00 15214957.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HJP1 2039-02-01 4.5 N/A 1553.00 10.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVC28 2054-09-01 5 N/A 1470500.00 1438838.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPD61 2037-05-01 3.5 N/A 1312833.00 934206.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GS4X3 2054-10-01 5.5 N/A 59504531.00 59284622.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPEB9 2037-05-01 3.5 N/A 1357462.00 957696.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A7PP7 2041-02-01 4.5 N/A 14596710.00 1958658.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMH80 2051-11-01 2 N/A 1000.00 657.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDRR3 2051-04-25 2 N/A 4460000.00 3626308.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140X7J67 2050-07-01 3 N/A 1000.00 494.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRFH3 2053-07-01 2.5 N/A 74000.00 61379.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138APRE0 2041-09-01 4.5 N/A 1475.00 24.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HQ6 2039-10-01 5 N/A 100050.00 100298.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGXS1 2053-11-01 5.5 N/A 63968.00 58213.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMV2 2054-10-01 7 N/A 13243833.00 13278135.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRJG1 2054-10-01 5.5 N/A 31627199.00 31539570.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET42 2053-07-01 4.5 N/A 50000000.00 44466957.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HD4Z0 2035-02-25 6 N/A 5766847.00 5725136.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CLLG9 2053-12-01 6 N/A 10000.00 10076.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWET6 2052-09-01 5 N/A 1000.00 833.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A06C8 2053-09-01 5.5 N/A 33385.00 30676.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLKQ0 2038-05-01 4 N/A 115000.00 91932.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384USB6 2035-06-20 6 N/A 14886000.00 15061086.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A55Y0 2054-02-01 5.5 N/A 2468482.00 2154784.21 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 2613000.00 2340923.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AAE78 2054-03-01 5.5 N/A 5106236.00 4996745.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT3Z0 2054-02-01 6.5 N/A 26783507.00 25546854.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ68 2052-10-01 4.5 N/A 1336000.00 1108477.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828G38 2024-11-15 2.25 N/A 57000.00 57522.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132ACS84 2048-08-01 4.5 N/A 56307853.00 13258120.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUN69 2054-05-01 6.5 N/A 1575895.00 1396271.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSYM7 2053-09-01 5.5 N/A 36626797.00 33365487.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMN0 2054-09-01 7 N/A 326538.00 322963.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKW62 2052-09-01 4 N/A 3667197.00 3024587.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A94A5 2054-04-01 5.5 N/A 442159.00 427633.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E3C2 2054-03-01 5 N/A 1008.00 952.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMB7 2046-11-20 1.5 N/A 173719.00 134454.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 74267800.00 67419602.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140L2PU1 2051-02-01 2 N/A 1000.00 607.29 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 500.00 485.63 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NRGA8 2053-08-01 6 N/A 1395470.00 1351494.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEY29 2054-05-01 5.5 N/A 9258166.00 9100841.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KFW6 2054-02-20 5.99028 N/A 37000000.00 28462122.62 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 5477000.00 5500989.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31391XDE6 2034-01-01 4.528 N/A 33974165.00 4206.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6J4 2054-06-01 5.5 N/A 1010.00 940.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKP7 2054-02-01 6 N/A 67512.00 62189.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BST4 2044-02-01 3.5 N/A 9492643.00 2970077.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DV66 2051-01-01 1.5 N/A 4790000.00 2838933.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 755000.00 736535.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H64N6 2048-05-01 4 N/A 1000.00 323.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397EAD7 2036-12-15 5.5 N/A 3725000.00 218071.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QSPT2 2053-07-01 5 N/A 3023000.00 2703994.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9J38 2053-08-01 5.5 N/A 25503287.00 22813116.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7K78 2054-03-01 5.5 N/A 100200.00 99175.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W2W7 2052-04-20 3.5 N/A 1370000.00 1049223.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVC36 2054-09-01 5 N/A 1237782.00 1211714.65 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 50000000.00 50191152.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QHBB0 2051-02-01 2 N/A 40715270.00 25358942.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNTF1 2053-05-01 5.426 N/A 10500000.00 8548582.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384J7C2 2034-12-20 6 N/A 13003000.00 12701534.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418CXA7 2033-05-01 4 N/A 20000.00 2145.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3A60 2054-01-01 5.5 N/A 504950.00 495470.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCN5 2039-09-01 5.5 N/A 1804944.00 1726140.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5W3 2052-02-01 2.5 N/A 13532.00 9842.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5Q9 2054-05-01 6 N/A 28279667.00 26782325.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQFL5 2053-04-01 5.5 N/A 1500000.00 1306082.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MU8 2025-03-27 0 N/A 12800.00 12570.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X6UC3 2048-11-01 3.5 N/A 1000.00 201.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB51 2049-11-20 3 N/A 3983455.00 3517816.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANS42 2054-08-01 6 N/A 8104480.00 8180914.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRQ29 2054-01-01 6 N/A 785165.00 769922.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHCV6 2049-12-01 3.5 N/A 40795185.00 10071031.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMS9 2054-10-01 5.5 N/A 6815464.00 6749045.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANXN4 2054-09-01 6 N/A 4092782.00 4150985.33 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 3177000.00 3159246.78 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATJW5 2045-08-25 3 N/A 2245000.00 535282.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QUBH8 2054-03-01 5.5 N/A 113199510.00 107953675.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBP1 2054-08-01 6 N/A 139708480.00 137769843.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0AW9 2053-09-01 6 N/A 257009.00 223507.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZU7 2054-03-01 5.5 N/A 999651.00 932926.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 2200000.00 1756636.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140LWZU4 2052-10-01 4.5 N/A 8265506.00 6941514.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X97F6 2051-01-01 3 N/A 1000.00 529.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRG8 2054-08-01 6 N/A 8448590.00 7902243.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWL43 2054-07-01 6 N/A 54324944.00 52792809.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2WE4 2053-05-01 5.5 N/A 13782041.00 11616555.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRQE7 2053-07-01 6 N/A 2731000.00 2563060.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31408F7K9 2036-01-01 6 N/A 21750028.00 390985.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB44 2051-11-20 2.5 N/A 2784458.00 2373871.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BYJY7 2047-05-15 2.5 N/A 27205000.00 5554635.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ANXL8 2054-09-01 5 N/A 2798465.00 2737539.13 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 14177600.00 14130739.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418ERQ5 2038-04-01 4 N/A 30000.00 22763.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 19300000.00 19006914.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CXJD3 2054-10-01 5.5 N/A 3967730.00 3953066.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJWS6 2053-12-01 6.5 N/A 11102880.00 11282876.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NJ2 2025-02-25 0 N/A 346500.00 341503.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWMY6 2054-11-01 5.5 N/A 7441760.00 7414250.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRV23 2054-05-01 6.5 N/A 30016596.00 30794972.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVEP5 2054-09-01 5.5 N/A 269056.00 267319.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APUC6 2054-09-01 6 N/A 42128858.00 42657216.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W93D1 2054-04-01 5.5 N/A 4551270.00 4466332.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLAT4 2051-02-01 3.5 N/A 225000.00 115672.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y4Y7 2054-08-20 6 N/A 820389.00 824303.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 36678700.00 48129137.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DP3J5 2053-02-01 2.5 N/A 331609.00 253349.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WECE8 2054-06-01 6 N/A 16209112.00 15312072.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VQF76 2051-09-20 2.5 N/A 1002.00 713.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTTC3 2053-12-01 6.5 N/A 12000.00 11792.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HF5T8 2054-08-25 5.75682 N/A 38931766.00 36997870.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418EQ78 2053-04-01 4.5 N/A 500000.00 439001.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EV80 2053-09-01 5.5 N/A 72045298.00 65548918.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJR5 2053-11-01 5.5 N/A 206850.00 192139.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMP40 2054-01-01 6 N/A 3682650.00 3246973.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBSN6 2042-03-01 4 N/A 22494802.00 1913066.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6ED8 2038-06-01 4 N/A 91000.00 74239.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ62 2053-11-01 5 N/A 91076868.00 85536374.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV6M1 2054-10-01 5 N/A 12332337.00 11627828.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MX2 2025-01-14 0 N/A 200.00 198.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWL35 2054-07-01 5.5 N/A 12676835.00 12272669.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEBP2 2050-06-01 3 N/A 29643177.00 14516271.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB4L6 2054-04-01 5.5 N/A 2585001.00 2542269.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VR4 2054-04-01 6.5 N/A 1186095.00 1188580.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUDE4 2054-09-01 6 N/A 19637572.00 19756582.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNH47 2054-02-01 6 N/A 50345.00 50609.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYS58 2054-11-01 5.5 N/A 1153670.00 1150429.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMK6 2054-09-01 5.5 N/A 55361843.00 54400951.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APG32 2054-09-01 5.5 N/A 3228697.00 3213372.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTLD9 2053-11-01 6.5 N/A 1064.00 967.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9QD6 2048-09-01 4.5 N/A 1000.00 185.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2DM7 2048-07-01 4 N/A 15263933.00 2850770.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARAR1 2054-10-01 5.5 N/A 1161356.00 1183100.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGQT9 2042-03-01 2.5 N/A 3000.00 2093.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 100.00 75.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XX68 2053-04-20 5.5 N/A 37840000.00 32905617.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJS3 2053-11-01 6 N/A 321000.00 294333.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7KY4 2050-07-01 2 N/A 6081.00 3360.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTJA8 2053-11-01 5.5 N/A 10000.00 9631.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HN3 2039-10-01 4 N/A 51344.00 49895.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSRH6 2054-08-01 6 N/A 8562534.00 8591736.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWKW2 2054-03-01 6 N/A 36110000.00 33261997.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEF0 2039-10-01 4 N/A 34533.00 33558.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402WJP4 2033-09-01 5 N/A 137150285.00 2125057.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDKQ2 2054-07-25 5.75682 N/A 49689400.00 47579978.83 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MQ7 2024-12-24 0 N/A 910000.00 903727.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418FD38 2039-08-01 3.5 N/A 1925231.00 1828301.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A1DD6 2053-09-01 5.5 N/A 504206.00 494978.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFRZ4 2050-11-01 2 N/A 44668200.00 26183211.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 2792000.00 2193482.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140A1FV4 2053-11-01 5.5 N/A 200209.00 195361.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTFK4 2046-05-25 5 N/A 44655552.00 44124582.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A8RR5 2053-12-01 5.5 N/A 3981386.00 3930013.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAW7 2054-07-01 5.5 N/A 10000000.00 9661891.66 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 9028000.00 9052198.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QP2W6 2052-08-01 4.5 N/A 2392000.00 1936048.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGZK8 2036-07-01 3 N/A 3000.00 1861.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4VP3 2053-11-01 5.5 N/A 32651.00 32135.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6UX2 2054-02-01 5.5 N/A 920217.00 909756.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TVT9 2048-04-20 3.5 N/A 2504.00 128.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGX3 2025-04-30 3.875 N/A 9800.00 9770.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWE66 2052-10-01 4.5 N/A 2000000.00 1672748.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W7ZX6 2054-02-01 5.5 N/A 1501731.00 1485076.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPXX1 2052-03-01 3.5 N/A 1000.00 815.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB28 2051-10-20 1.5 N/A 89848.00 71438.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 600.00 454.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179XHW9 2051-09-20 3.5 N/A 124844.00 101041.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FCQ8 2039-09-01 6.5 N/A 824569.00 781800.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRX57 2054-08-01 5.5 N/A 58791.00 57793.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8ZJ5 2048-06-01 4.5 N/A 1000.00 281.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M52D6 2053-12-01 7.5 N/A 2759391.00 2200656.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A56N3 2053-12-01 6 N/A 502214.00 503637.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENWY1 2044-01-01 4 N/A 20522663.00 3782982.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEAC8 2051-12-01 3 N/A 3000.00 2074.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM4W2 2052-01-01 3 N/A 20300000.00 13597476.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1QK2 2052-09-01 5 N/A 14501672.00 11879997.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSYZ5 2054-07-01 5.5 N/A 932726.00 909764.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRJD6 2054-08-01 5.5 N/A 3730086.00 3707699.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WHJ89 2046-10-01 4 N/A 6491000.00 1806925.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7K8 2052-06-20 3 N/A 253899.00 189092.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKEA3 2052-09-01 4 N/A 11149219.00 9106214.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YXX1 2041-08-01 4.5 N/A 19000000.00 2664451.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPD46 2037-06-01 3.5 N/A 2281401.00 1669425.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLV39 2051-09-01 3 N/A 6001.00 4805.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GL8 2039-05-01 5 N/A 439505.00 400994.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN7A5 2052-10-01 5 N/A 1103.00 916.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3H22 2053-10-01 5.5 N/A 781504.00 734866.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0UC1 2053-10-01 5.5 N/A 100993.00 89258.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMM37 2053-08-01 5.5 N/A 1120131.00 997214.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A56S2 2053-12-01 5.5 N/A 5119341.00 4945324.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTT41 2054-01-01 4.5 N/A 56000.00 50697.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGC8 2037-08-01 3.5 N/A 2447369.00 1704629.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSV65 2053-08-01 6.5 N/A 29927041.00 26044577.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W9FU9 2033-08-01 3.5 N/A 17597399.00 2035472.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 57364800.00 55602417.73 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QUG75 2054-04-01 5 N/A 1121.00 1048.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6V78 2054-05-01 5.5 N/A 29248.00 28965.65 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 600000.00 372467.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XPCL1 2054-02-01 5 N/A 57100.00 53036.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6GF2 2048-02-01 3 N/A 5187393.00 1350287.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A52Q0 2053-12-01 7.5 N/A 1000.00 635.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9JL6 2054-04-01 5.5 N/A 1000000.00 988819.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138MRY70 2043-01-01 3.5 N/A 60043769.00 8453876.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GS4W5 2054-10-01 5 N/A 41590265.00 40661831.66 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERYP0 2034-10-30 5.14 N/A 29216000.00 29002372.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31418ED31 2032-04-01 3 N/A 62000.00 32661.62 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NA1 2025-10-30 0 N/A 42959600.00 41188375.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179YMN1 2053-12-20 7 N/A 947270.00 664159.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDKE3 2053-09-01 6.5 N/A 2050943.00 1798655.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNCP5 2054-01-01 5.5 N/A 1855647.00 1699411.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 790000.00 852582.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618BKYY9 2054-07-20 7 N/A 1000.00 1054.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E7A2 2054-06-01 5.5 N/A 97430745.00 93710963.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDSA9 2054-07-25 5.75682 N/A 34971173.00 31639681.35 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MW4 2025-01-07 0 N/A 1200.00 1189.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BTMP5 2053-09-25 6.06341 N/A 17013996.00 17116293.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BURR0 2053-01-01 5.5 N/A 450000.00 345687.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSUB5 2053-08-01 6 N/A 1025.00 993.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EWK2 2038-09-01 5.5 N/A 1000.00 766.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GQP8 2053-12-20 6 N/A 3000000.00 3053721.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CX4X5 2054-10-01 5 N/A 1504135.00 1484015.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W65G8 2054-03-01 6 N/A 26000000.00 24656823.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E5V8 2039-05-01 5 N/A 481634.00 433721.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 1000.00 997.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDJA9 2054-06-25 5.80682 N/A 31442107.00 30449728.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3142GSQX9 2054-05-01 5.5 N/A 2078334.00 2044325.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTGE0 2043-05-01 3.5 N/A 8907139.00 2236046.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 1423100.00 1055697.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AHYG1 2054-07-01 7.5 N/A 1029672.00 861180.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GTAB2 2054-08-01 5.5 N/A 8999300.00 8968354.40 Agency Mortgage-Backed Securities Y Fitch Short Rating F1 Standard & Poor's Long Rating A- Fitch Long Rating A- Standard & Poor's Short Rating A-2 Moody's Short Rating P-2 Moody's Long Rating A3 2024-11-01 2024-11-01 2024-11-01 N Y DAIWA SECURITIES CO LTD 1.0000 Standard & Poor's Long Rating A Moody's Long Rating A3 Standard & Poor's Short Rating A-1 Moody's Short Rating P-2 Fitch Short Rating F1 Fitch Long Rating A- N 0.0486 3000000000.00 3000000000.00 0.0110 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797MY0 254900HROIFWPRGM1V77 US912797MY09 U.S. Treasury Debt Y Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Short Rating F1+ 2025-01-21 2025-01-21 2025-01-21 N N N 0.0471 2656139467.46 2656139467.46 0.0097 N Y Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 4.95000000 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ 2024-11-01 2026-10-29 2026-10-29 N N N 0.0502 1499995215.00 1499995215.00 0.0055 N N N N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 4.84000000 N/A FOR8UP27PHTHYVLBNG30 0GOL24Y06 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 3132DMCC7 2049-06-01 5.5 N/A 126000.00 15739.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BXN1 2045-12-01 4 N/A 50000.00 5781.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WFQR5 2035-04-01 5.5 N/A 1583392.00 9724.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBY2 2053-04-01 5 N/A 6462656.00 6286062.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7NA1 2053-07-01 5.5 N/A 8589312.00 7465210.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M9A23 2052-01-01 1.5 N/A 1304564.00 843738.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP3G1 2052-08-01 2 N/A 6977376.00 5151227.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DN7 2038-01-01 3 N/A 75908.00 62482.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTQA0 2054-09-01 6.5 N/A 25013040.00 25845623.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDR2 2046-11-01 3 N/A 2900000.00 277181.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJBJ1 2049-06-01 3.5 N/A 53533184.00 39395357.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMK3 2038-01-01 3.5 N/A 34000.00 25877.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ADST4 2050-12-01 2 N/A 27328576.00 16101789.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSXG1 2033-08-01 5.5 N/A 1963694.00 1100607.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5P66 2053-07-01 5 N/A 34910592.00 32879088.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DFR8 2049-09-01 3.5 N/A 146000.00 17977.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AB6D2 2054-03-01 6 N/A 261717.00 265017.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KTYK0 2041-12-01 2 N/A 600000.00 401195.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMBG2 2052-05-01 3 N/A 365608.00 280621.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YZH7 2054-10-20 5.75341 N/A 50000000.00 50397349.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FLUD8 2046-10-01 2.5 N/A 212977.00 81424.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBZT9 2052-05-01 3.5 N/A 3500000.00 2643795.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7SP3 2047-10-01 3 N/A 94353920.00 20587043.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHXZ0 2040-01-01 6 N/A 2877700.00 54834.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AYP75 2040-08-15 5.5 N/A 338114.00 5599.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK2N4 2054-09-01 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Securities FEDERAL HOME LOAN MOR N/A 3133B3PL5 2052-02-01 2 N/A 100000.00 69170.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QTAC0 2045-09-01 3.5 N/A 39000.00 9806.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31281BG20 2034-05-01 4 N/A 1027568.00 5682.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQPX9 2050-11-01 3 N/A 37007424.00 31862586.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180C4B2 2043-02-15 3 N/A 4750000.00 632589.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWT53 2036-11-01 2 N/A 78740864.00 50461570.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ3D0 2048-01-01 3 N/A 113683584.00 18515037.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307UZP6 2032-10-01 3.5 N/A 1501736.00 171351.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGVY7 2054-07-01 6 N/A 13065328.00 12968649.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5S0 2052-01-01 2.5 N/A 3400000.00 2390759.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DBA9 2034-04-01 3.5 N/A 58000.00 5048.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381H7N5 2055-09-16 3.25 N/A 39285568.00 35519981.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5V2 2053-05-20 5.89028 N/A 200000000.00 132572354.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CQ7F6 2054-07-01 5 N/A 2613008.00 2560206.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMHQ0 2054-01-01 6.5 N/A 2274972.00 1361280.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVK79 2050-06-01 3 N/A 3500000.00 1497660.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KKZ6 2029-03-01 4.5 N/A 3695759.00 20486.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQ58 2053-06-01 6 N/A 247895.00 222350.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFDH9 2053-10-01 6 N/A 1173236.00 1183304.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BQA7 2045-04-01 3 N/A 15000000.00 851707.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNNQ2 2052-02-01 3.5 N/A 2665000.00 2047114.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAMR6 2054-04-01 7 N/A 100383.00 50433.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APYM0 2054-10-01 6 N/A 2125368.00 2162487.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329Q2L4 2039-06-01 4 N/A 8529712.00 1018147.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YGY7 2029-10-01 5 N/A 10691600.00 206974.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8PS6 2047-04-01 3.5 N/A 475000.00 120632.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2FT0 2048-07-01 5 N/A 250000.00 40454.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA4X9 2042-08-01 4.5 N/A 48965120.00 9244295.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F6YZ5 2057-12-15 4.36 N/A 1449200.00 1412761.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH7B2 2054-07-01 6.5 N/A 1142152.00 1202719.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6TG6 2050-05-01 3.5 N/A 640000.00 168315.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKPP9 2053-02-01 5 N/A 1758646.00 1558827.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176EQE4 2026-12-15 3.5 N/A 1000000.00 31076.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCP6 2051-11-01 2.5 N/A 12000.00 8067.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRX2 2054-08-01 6 N/A 1075384.00 1107534.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARAK6 2054-10-01 6 N/A 2565188.00 2617628.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417J6V7 2040-09-01 3.5 N/A 368478.00 54832.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WG6E0 2054-07-01 6 N/A 19494496.00 19392944.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CX25 2048-06-01 4 N/A 19239680.00 938856.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGC3 2054-07-01 5.5 N/A 1333132.00 1331081.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSF3 2054-08-01 6 N/A 1226032.00 1252145.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KF90 2027-05-01 5.5 N/A 2267112.00 7171.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YP50 2046-07-01 3 N/A 215144640.00 45395397.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y0FE7 2048-01-01 4.5 N/A 19874.00 10052.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2K1 2052-04-01 2.5 N/A 190000.00 147815.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR3V3 2054-08-01 6 N/A 10099008.00 10275886.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410GHN6 2037-09-01 6 N/A 1020000.00 7226.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M55C2 2044-04-01 4 N/A 200634.00 26696.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WMPQ3 2039-02-01 5 N/A 6280304.00 149334.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLL4 2035-02-01 2.5 N/A 4350000.00 912353.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371N4H5 2028-10-01 5.5 N/A 1557860.00 6480.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312942FC4 2040-09-01 4.5 N/A 1530000.00 26748.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRE66 2054-08-01 5.5 N/A 2099660.00 2096256.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNBZ4 2052-02-01 3 N/A 810000.00 583866.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KKH80 2050-08-01 2 N/A 300000.00 144241.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294WYJ1 2037-03-15 5.5 N/A 1572990.00 9314.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y8QN8 2033-12-01 4 N/A 2909124.00 746302.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387WKD8 2031-08-01 7.5 N/A 924637.00 7104.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCGT7 2053-09-01 6.5 N/A 7061792.00 7125124.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YK59 2054-10-20 5.97341 N/A 41470000.00 42261919.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QQE76 2052-09-01 3.5 N/A 68000.00 51287.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQJ97 2052-10-01 5 N/A 1050000.00 891595.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACYJ3 2048-10-01 4.5 N/A 582000.00 57927.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N6LL4 2037-12-01 5 N/A 1084138.00 711234.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMJY8 2032-10-01 4 N/A 758532.00 52092.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359UB53 2028-10-25 6.5 N/A 500000.00 1717.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XTYX2 2046-01-01 4.5 N/A 26068.00 6604.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMKM5 2051-11-01 3 N/A 2559956.00 1869000.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BMK9 2029-12-01 3.5 N/A 183000.00 20503.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8JA4 2036-05-01 3 N/A 5168408.00 2772017.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG6F6 2054-08-01 5.5 N/A 1274540.00 1040957.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAEU8 2044-05-01 3.5 N/A 1355006.00 536672.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP4L1 2053-07-01 5.5 N/A 802023.00 754535.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRLM0 2054-04-01 6 N/A 16317640.00 15545996.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GED8 2040-03-15 5 N/A 850000.00 58573.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YPGQ2 2059-09-15 5.33 N/A 17240040.00 17854782.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W2SQ9 2043-02-01 3.5 N/A 58341.00 8990.17 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 25.00 8.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140A5RL4 2053-11-01 5.5 N/A 7645696.00 7356690.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAV2 2042-01-01 1.5 N/A 570000.00 378309.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WDT97 2034-01-01 5.5 N/A 1203652.00 22213.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPFM4 2052-06-01 3.5 N/A 1255394.00 982413.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMV94 2052-08-01 3.5 N/A 4012936.00 3474370.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNK77 2049-07-01 4 N/A 930000.00 677591.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DT82 2036-09-01 6.5 N/A 830000.00 5967.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBSF7 2052-03-01 2 N/A 2005984.00 1479865.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378W6V0 2043-09-20 5.07363 N/A 16917632.00 1587346.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XFUY5 2051-12-01 2 N/A 120000.00 74339.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQQM0 2052-10-01 4.5 N/A 176290.00 150161.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DYU1 2041-05-20 4 N/A 2737092.00 626739.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMRD8 2051-12-01 2 N/A 3874032.00 2685705.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8GB3 2033-02-01 2.5 N/A 121000.00 25844.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAU8 2051-10-01 2.5 N/A 139078.00 93877.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYH50 2054-10-01 6.5 N/A 12959328.00 13390830.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B6UN8 2052-03-01 3.5 N/A 34189120.00 26944412.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q75V5 2047-12-01 3.5 N/A 94000.00 14840.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7J8 2050-08-01 2 N/A 200000.00 93633.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKR49 2054-08-01 5.5 N/A 1025210.00 1022511.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADTS0 2054-09-01 6 N/A 1767118.00 1786423.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELGH0 2028-05-01 3 N/A 1450000.00 63820.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APVE1 2054-10-01 6.5 N/A 9505024.00 9844589.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AGX9 2029-12-01 5.5 N/A 492433.00 5265.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLW1 2051-12-01 3 N/A 587572.00 435866.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNGC1 2043-07-01 4 N/A 751477.00 90169.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJCN3 2052-04-01 3.5 N/A 14194896.00 9717025.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQY25 2054-07-01 5.5 N/A 1322850.00 1321447.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBX1 2044-08-01 6.5 N/A 2329932.00 2427348.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LYJR5 2051-08-01 2 N/A 1131596.00 831863.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVK38 2050-04-01 3.5 N/A 1806000.00 515276.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGC36 2054-08-01 6 N/A 1284590.00 1311031.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHMR0 2054-08-01 6.5 N/A 1995468.00 2064755.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QT4A4 2054-02-01 6.5 N/A 74560128.00 70499343.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ELS87 2043-09-01 6 N/A 500000.00 41861.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDEU7 2053-06-01 5.5 N/A 4038128.00 3974420.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS88 2054-03-20 6.5 N/A 711005.00 688029.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ABA44 2045-12-01 4.5 N/A 12513000.00 2040701.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XAC83 2051-02-01 2 N/A 200000.00 116466.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDL8 2039-10-01 4.5 N/A 290615.00 284179.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSCE0 2052-07-01 4 N/A 23007744.00 19706114.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAM9 2044-06-01 6 N/A 939900.00 909511.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWYS7 2037-08-01 4 N/A 9371600.00 6374586.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WX3V2 2033-04-01 5.5 N/A 3433660.00 8058.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFX30 2042-02-01 2.5 N/A 246000.00 166111.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H7CW2 2044-02-01 4.5 N/A 400000.00 77550.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQKW1 2053-11-01 6 N/A 22018752.00 21602473.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYZH5 2043-07-01 5 N/A 654050.00 545784.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDJ64 2051-11-01 2.5 N/A 3775000.00 2498906.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LFB3 2041-08-01 4.5 N/A 1256722.00 132685.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9Q37 2054-05-01 5.5 N/A 14879936.00 14786583.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB92 2049-05-01 3.5 N/A 442186.00 35437.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A26Z0 2035-05-01 6.5 N/A 29610944.00 858723.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M7SP7 2051-12-01 3 N/A 2698952.00 1715796.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418BXY7 2045-11-01 4 N/A 580000.00 12293.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CVM3 2033-01-01 4 N/A 3557896.00 839840.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQGB7 2053-08-01 5.5 N/A 5338144.00 5260148.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178NFL8 2042-09-15 3 N/A 400000.00 76048.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVRG1 2054-09-01 6 N/A 1756646.00 1790501.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACNJ5 2052-12-20 2 N/A 279484416.00 203735013.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBU3 2052-02-01 3.5 N/A 6237128.00 4144039.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBJL1 2054-04-01 6.5 N/A 4480168.00 4372225.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A2ZU2 2054-02-01 6 N/A 2059624.00 1900140.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AKTQ2 2026-06-01 4 N/A 4926240.00 54372.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CXAK8 2037-08-01 2 N/A 438682.00 345613.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMM73 2054-08-01 6.5 N/A 746477.00 766339.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AMXT4 2041-03-15 5 N/A 642420.00 25632.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDN0 2052-03-01 1.5 N/A 6666552.00 4552664.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNJK0 2043-07-01 3.5 N/A 4875000.00 705457.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQZP3 2054-08-01 6 N/A 2154236.00 2191778.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412UPH7 2039-05-01 5 N/A 3200000.00 165716.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGVQ9 2052-05-01 3 N/A 71900.00 52165.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5QG1 2038-06-01 4.5 N/A 9377504.00 3258263.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KJDA7 2050-06-01 3 N/A 520000.00 231521.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DHH8 2039-11-01 3 N/A 139087104.00 22488218.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M33W8 2052-01-01 3 N/A 700000.00 480262.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKPP8 2042-10-01 3.5 N/A 327256.00 34713.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMY33 2051-09-01 2 N/A 262242.00 172343.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CLQ7 2035-01-01 7 N/A 47700608.00 1677232.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LRJ3 2065-03-16 3.5 N/A 3650188.00 2482780.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418FEE3 2054-10-01 6 N/A 162637312.00 164887399.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADTB7 2054-08-01 6 N/A 1988602.00 2020807.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEKE1 2053-10-01 5.5 N/A 1886840.00 1873656.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEYF0 2054-06-01 6.5 N/A 8264688.00 8343684.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABD93 2054-09-01 6 N/A 20062624.00 20305429.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGH32 2054-07-01 6.5 N/A 30313728.00 29162042.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXNE8 2059-04-01 5 N/A 28927712.00 12852429.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRMF9 2054-10-01 5.5 N/A 30000000.00 29957379.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQQ54 2053-12-01 6 N/A 8755600.00 8180327.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JQQ30 2049-08-01 5 N/A 4972888.00 1772259.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GW9 2047-04-01 3.5 N/A 120000.00 14594.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D7G1 2051-12-01 3 N/A 3600000.00 2373654.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABEM3 2054-08-01 6.5 N/A 1164566.00 1197015.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CKFQ6 2053-12-01 7 N/A 2624968.00 1637041.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTF96 2052-12-01 5.5 N/A 5294136.00 4276452.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQ4V1 2054-02-01 5.5 N/A 12397216.00 12102619.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ4G7 2054-07-01 6 N/A 1292632.00 1314424.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGEC9 2052-03-01 3 N/A 34117160.00 25603371.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCLU0 2051-08-01 2.5 N/A 301000.00 193586.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XM6N1 2039-07-01 3.5 N/A 10580704.00 9024861.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PSU8 2048-11-01 4.5 N/A 25000000.00 3144184.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCUN7 2053-03-01 6 N/A 12266112.00 9479172.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNYS6 2052-03-01 2.5 N/A 67019.00 49556.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6DF4 2037-12-01 3 N/A 1705568.00 1418213.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWC92 2052-02-01 3.5 N/A 1088756.00 733579.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMR75 2052-04-01 3 N/A 3700000.00 2806372.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGL0 2051-01-01 4.5 N/A 75000.00 19579.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KX66 2038-04-01 3 N/A 2100000.00 340644.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213FZ22 2042-01-15 3.5 N/A 486100.00 34645.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LCY6 2064-11-16 3.5 N/A 127405312.00 114122230.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XTDU2 2039-09-25 6 N/A 742179.00 734112.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT7K0 2054-09-01 5.5 N/A 44788608.00 44570596.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9S93 2039-09-15 4 N/A 981050.00 70050.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XTB0 2053-04-20 5.83028 N/A 100000000.00 76334575.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWE41 2052-10-01 3.5 N/A 1582456.00 1284309.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MRWS2 2052-05-01 3.5 N/A 481942.00 363910.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CGD0 2047-02-01 3 N/A 63549.00 14345.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HT0 2039-09-01 4 N/A 157575.00 147637.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FEA1 2054-10-01 4 N/A 5880896.00 5470370.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5Y7 2050-05-01 3.5 N/A 23800000.00 5706918.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ER85 2053-05-01 5.5 N/A 10000000.00 8794767.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMVV3 2051-12-01 3 N/A 65445120.00 45646209.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XH5Q6 2052-08-01 4 N/A 9225040.00 7284702.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQXX0 2054-08-01 6 N/A 199215360.00 200299786.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378B3W7 2053-05-16 3.458 N/A 1600000.00 541105.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QDTQ7 2035-05-01 2 N/A 19661472.00 11506097.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHT69 2039-05-01 4.5 N/A 557251.00 30050.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRB87 2044-11-01 5 N/A 52920128.00 52404078.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 565006.00 509199.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTUV9 2054-08-01 6 N/A 24315680.00 24628562.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHG3 2051-08-01 4 N/A 189393408.00 178757112.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CREB5 2054-07-01 6 N/A 1111882.00 1141864.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297KZU8 2039-06-15 4.5 N/A 3185000.00 74772.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERBM1 2046-09-01 3.5 N/A 675000.00 159115.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQT54 2054-08-01 6 N/A 1560172.00 1599588.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KQK3 2032-05-01 3.5 N/A 8659360.00 741509.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQP59 2053-06-01 5.5 N/A 3000000.00 2780494.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7K32 2050-07-01 3 N/A 15000000.00 5940881.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GLJ9 2045-07-15 3 N/A 705921.00 87907.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQD1 2052-02-01 3 N/A 8540528.00 6674793.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBU0 2039-08-01 6 N/A 395693.00 383403.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQY66 2054-08-01 6 N/A 1336808.00 1365123.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y4QW7 2048-03-01 3.5 N/A 1346846.00 739320.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 2054000.00 1607479.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KKE3 2028-09-01 6 N/A 1084452.00 5481.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M1YS7 2051-10-01 2 N/A 800000.00 534480.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGTV1 2051-05-01 4 N/A 360355.00 244405.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EUE70 2046-01-01 3.5 N/A 2542364.00 660574.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 1320000.00 1180158.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPJE9 2043-12-01 4 N/A 8023728.00 1504034.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHVT1 2052-05-01 3.5 N/A 140000.00 104757.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297GQD5 2041-01-15 4.5 N/A 325422.00 63954.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKBQ7 2054-09-01 6.5 N/A 9816272.00 10144486.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GUPP6 2047-06-01 4 N/A 1811052.00 468989.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0Q96 2053-09-01 5.5 N/A 10321400.00 9530404.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4GE0 2049-02-01 5.5 N/A 702000.00 217746.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGG1 2040-11-01 4 N/A 1050000.00 227164.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQWS1 2053-03-01 5.5 N/A 2165840.00 1914644.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGJ50 2053-05-01 5 N/A 2070772.00 1530084.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNG24 2052-09-01 4.5 N/A 163480832.00 150122770.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKAY2 2037-09-01 3 N/A 687013.00 570614.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMAJ3 2051-10-01 2.5 N/A 560000.00 372343.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADWC1 2054-07-01 6 N/A 1463234.00 1499831.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTQ57 2054-04-20 5.5 N/A 688165.00 685526.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZ82 2051-09-01 2.5 N/A 170000.00 115126.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHU59 2054-08-01 5.5 N/A 1639704.00 1648849.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5MB8 2053-03-01 6 N/A 3760896.00 3763022.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSCH3 2053-08-01 5.5 N/A 4087440.00 3902713.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6Q8 2054-06-01 6 N/A 86355200.00 85652115.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415REJ9 2038-07-01 6 N/A 812055.00 9731.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AX3F7 2051-11-01 3.5 N/A 36183.00 27809.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWBA9 2054-09-01 6 N/A 1162816.00 1186608.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EDY3 2052-04-01 4 N/A 110763.00 80782.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USHP9 2050-07-01 2 N/A 7800000.00 5635498.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFCX0 2054-06-20 6.5 N/A 559761.00 576779.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DP2K3 2053-03-01 6 N/A 200000.00 175979.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKYC4 2038-09-01 3 N/A 1822710.00 1584784.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389GF21 2032-01-01 6.5 N/A 783874.00 6832.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YW52 2031-03-01 4 N/A 1175000.00 51992.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CPL0 2033-11-01 5 N/A 7250000.00 76395.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6L9 2054-06-01 5.5 N/A 40243712.00 39868888.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XNXD0 2043-09-01 4 N/A 417505.00 92278.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBX4 2052-10-01 5 N/A 8077744.00 7945347.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQM5 2054-01-01 2.5 N/A 37976320.00 31492288.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HJ4H6 2059-09-15 5.52 N/A 13760000.00 14238445.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5CJ2 2044-07-01 4 N/A 1167474.00 82818.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 25.00 8.64 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XNLA0 2052-03-01 2.5 N/A 200000.00 159717.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F03X0 2046-03-01 3.5 N/A 300000.00 42074.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K9EU6 2049-05-20 4.5 N/A 1069334.00 174646.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HSWU8 2037-02-01 3 N/A 2870048.00 1012756.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUZ2 2054-09-01 6 N/A 5317880.00 5418515.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C5V2 2034-01-01 3.5 N/A 134000.00 12203.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEFB3 2040-07-01 2.5 N/A 145467392.00 74121621.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR6W5 2054-06-01 6 N/A 19704960.00 18587621.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133TSTH6 2031-04-15 6 N/A 37000.00 438.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622A22B7 2045-07-15 4 N/A 17587808.00 4317525.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XUXB8 2046-08-01 4.5 N/A 66672.00 20636.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4Q5 2048-06-20 4.5 N/A 2036724.00 162763.40 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 50.00 17.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140MN5E2 2052-06-01 6 N/A 1006008.00 834521.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BNFW8 2059-07-15 5.82 N/A 2077900.00 2194341.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AF6M3 2054-08-01 5.5 N/A 5025000.00 4982303.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVC0 2041-05-01 2 N/A 98000000.00 61300733.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRDP5 2054-08-01 6 N/A 2897212.00 2948890.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6F4 2036-11-01 1.5 N/A 1888720.00 1226267.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WLCN2 2039-02-01 6 N/A 1529948.00 1338699.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JEMW2 2054-10-20 6.5 N/A 252287.00 261811.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3133TAUE0 2027-05-15 6 N/A 810000.00 1675.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QMJY1 2051-11-01 3 N/A 310000.00 214593.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FVMZ6 2047-05-01 3.5 N/A 221000.00 73352.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A37B0 2042-09-01 4.5 N/A 275000.00 44221.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFEX5 2036-12-01 1.5 N/A 11147536.00 7069798.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMTF1 2051-12-01 2 N/A 35420096.00 24097349.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31389YR60 2032-04-01 7.5 N/A 1019400.00 13302.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 9000.00 2928.28 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617F2FQ5 2058-01-15 5 N/A 1480100.00 1466101.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ3W4 2053-08-01 6 N/A 2900000.00 2650227.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVDZ4 2054-09-01 6.5 N/A 1108500.00 1142548.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A8S91 2031-04-01 2.5 N/A 67000.00 13038.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MA3A0 2052-04-01 2 N/A 2188176.00 1504886.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASR91 2054-10-01 6 N/A 2583932.00 2664837.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJSW9 2054-07-01 6.5 N/A 3475312.00 3308167.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUBW6 2053-09-01 6 N/A 33265152.00 33806452.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCW1 2052-06-01 3 N/A 19446336.00 15346934.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVUV8 2052-08-01 5 N/A 3728860.00 2974841.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFPX8 2054-06-01 6.5 N/A 1618982.00 1656907.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133USKG5 2052-02-25 2.5 N/A 36000.00 28007.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYKE7 2054-10-01 6 N/A 9716800.00 10021033.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLJC3 2036-01-01 2.5 N/A 766000.00 547531.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UTX8 2049-11-01 3 N/A 8550000.00 2199142.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQWT0 2054-08-01 6 N/A 2886000.00 2901194.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQQA6 2054-08-01 6 N/A 1051498.00 1073144.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ5X6 2054-10-01 6.5 N/A 2268170.00 2346132.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHEM0 2054-07-01 6.5 N/A 19222976.00 19266031.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UHQ6 2049-09-01 5.5 N/A 2627996.00 465820.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7QQ5 2050-05-01 4 N/A 68000.00 18127.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132KE3D5 2030-05-01 2.5 N/A 92467.00 12315.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQKE7 2053-11-01 6 N/A 2137328.00 1986296.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNHX4 2050-07-01 4 N/A 3198704.00 2307291.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACNF3 2046-03-01 4 N/A 140000.00 37117.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617B9SG2 2047-09-15 4 N/A 164000.00 69562.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRRU1 2052-02-01 2.5 N/A 3144280.00 2639825.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HJUU3 2048-05-01 5 N/A 700000.00 59580.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JMJC2 2064-10-20 6 N/A 3000360.00 3014860.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6RW5 2054-10-01 5.5 N/A 9750080.00 9755052.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LLT1 2040-07-20 5.5 N/A 700000.00 21155.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GXB7 2043-06-01 3.5 N/A 525000.00 114261.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSS36 2054-08-01 6 N/A 2248040.00 2294414.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWVT8 2037-03-01 3 N/A 55583616.00 34720812.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HR53 2030-11-01 4.5 N/A 26126784.00 1034485.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHM0 2050-01-01 4 N/A 17929888.00 16734252.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294NK64 2041-10-20 4 N/A 240000.00 51613.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290YX37 2033-11-15 5.5 N/A 2625970.00 129724.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2XW7 2039-01-01 5.5 N/A 9112256.00 65087.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJUD8 2054-07-01 5 N/A 1017872.00 991184.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXFY1 2054-10-01 6 N/A 2571720.00 2623308.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRJS4 2045-03-01 3.5 N/A 500000.00 65403.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR4A6 2041-02-15 4 N/A 2500000.00 124796.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9JB0 2048-07-01 4.5 N/A 345000.00 29579.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416Y2Y3 2041-08-01 3.5 N/A 2271532.00 43474.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XACB6 2036-03-01 2.5 N/A 4000000.00 1890017.48 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 100.00 33.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DTFN5 2052-08-01 3 N/A 95814528.00 80844101.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J56U3 2064-04-20 3.5 N/A 165123.00 146861.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417EDG3 2042-12-01 3.5 N/A 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N/A 50765.00 43687.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398SYK3 2040-12-25 4.5 N/A 6500000.00 998973.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KMFR1 2051-07-01 2.5 N/A 400000.00 258603.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JJ65 2042-04-01 4 N/A 20146600.00 1973696.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALC50 2054-08-01 6 N/A 1074834.00 1098151.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETAJ5 2031-01-01 3.5 N/A 608000.00 92449.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3DG5 2054-07-01 6.5 N/A 1543606.00 1584888.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQJ23 2053-05-01 6.5 N/A 248817.00 207115.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FP4 2054-03-01 5.5 N/A 716387.00 709986.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CSX5 2044-05-25 4 N/A 34644224.00 32285155.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXA91 2054-09-01 6 N/A 1206848.00 1228845.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133APH36 2051-07-01 2 N/A 1912026.00 1351848.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APHK3 2054-09-01 6 N/A 1374908.00 1404894.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2ME5 2053-05-01 5 N/A 818821.00 668673.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMGV2 2053-07-01 4 N/A 810000.00 696529.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMC6 2052-08-01 3 N/A 6634328.00 4837205.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HBRY6 2048-02-01 3 N/A 504582.00 120807.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397HDF2 2037-05-15 5.37429 N/A 2000000.00 24196.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AK3L7 2054-09-01 5.5 N/A 1073768.00 1085091.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EUP3 2053-07-01 4 N/A 46000.00 40112.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPJ66 2052-06-01 4 N/A 279761.00 220775.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJEJ4 2028-08-25 3.9 N/A 150000.00 147104.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DNB36 2052-04-01 3.5 N/A 103444864.00 74579116.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRCB7 2053-01-01 5.5 N/A 200000.00 185938.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMS28 2054-08-01 6 N/A 1930804.00 1971875.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BXQZ8 2027-03-25 3.327 N/A 11963300.00 11659581.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMA8 2054-08-01 5.5 N/A 63403440.00 62051107.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN91 2029-03-25 3.505 N/A 26464800.00 25485624.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3142GRZY9 2054-06-01 6 N/A 143910656.00 141552720.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQXW1 2053-07-01 5 N/A 10673780.00 9988705.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFT9 2039-10-01 2.5 N/A 1113448.00 1019137.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP97 2050-06-01 2 N/A 26300000.00 12017887.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQME4 2054-07-01 5.5 N/A 804939.00 792000.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7L3 2050-10-01 2.5 N/A 480000.00 215886.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWE5 2042-02-01 2 N/A 700000.00 477712.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDML5 2050-05-01 4.5 N/A 9933392.00 3142275.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHZJ9 2052-01-01 3.5 N/A 1228880.00 830616.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPSR0 2044-02-01 5 N/A 1070124.00 334787.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQZ73 2054-08-01 6 N/A 1139346.00 1166893.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UAA7 2054-07-20 3.5 N/A 13134864.00 9442978.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANT64 2045-06-25 4 N/A 618369.00 738538.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BBHW5 2050-08-25 2 N/A 260000.00 194304.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QN7A4 2052-05-01 3.5 N/A 825000.00 635476.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XLZJ9 2043-03-01 3 N/A 1050000.00 230809.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393T7H3 2034-03-25 5.5146 N/A 4999992.00 9652.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A4CM9 2042-03-25 4.25 N/A 2286000.00 586380.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XKGB0 2047-07-01 3.5 N/A 23043456.00 17413133.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XN2G7 2043-09-01 5 N/A 1514632.00 199670.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSGT3 2053-01-01 4.5 N/A 132936192.00 122745133.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y6ND2 2044-12-01 4 N/A 1133636.00 143928.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ6A0 2054-09-01 5.5 N/A 86124928.00 85245942.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YE60 2049-08-01 3.5 N/A 65606528.00 24493689.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6F55 2050-03-01 3 N/A 53782.00 16581.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKR23 2054-08-01 5.5 N/A 1153600.00 1160279.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6ND1 2054-09-01 6 N/A 64787712.00 62811491.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTJ4 2054-07-01 6 N/A 1760202.00 1790899.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALAS2 2054-08-01 5 N/A 1898904.00 1861092.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNYP1 2052-04-01 3.5 N/A 8569360.00 6571484.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378P6Z6 2044-01-20 4 N/A 6493000.00 8742259.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132GHBK8 2032-05-01 4.5 N/A 3051784.00 167787.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGG9 2052-08-01 3 N/A 147000.00 114804.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVF0 2053-04-01 4.5 N/A 21601472.00 19509598.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRX85 2039-12-25 4 N/A 39289536.00 35483963.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MJAV7 2052-03-01 3.5 N/A 2752544.00 2298400.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CJJ9 2053-08-20 6 N/A 33000000.00 35790889.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CSTN1 2054-08-01 5.5 N/A 2348212.00 2347772.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUX43 2054-09-01 6.5 N/A 1272576.00 1316226.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQTX3 2042-11-01 5.5 N/A 1926874.00 1380668.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQPL0 2054-09-01 6.5 N/A 3178500.00 3305948.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADZ20 2054-06-01 5 N/A 1132642.00 1107921.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUC4 2054-08-01 5 N/A 1056080.00 1043875.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BR4S3 2051-01-25 6.1465 N/A 496880.00 446985.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131Y3X92 2048-09-01 5.5 N/A 2347536.00 500856.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECY4 2042-04-01 2 N/A 34676608.00 24427898.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8Z75 2051-01-01 2 N/A 10000000.00 5923735.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFYC9 2036-11-01 2.5 N/A 694060.00 404875.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKM49 2053-01-01 5 N/A 5700000.00 4999847.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG50 2051-06-01 3 N/A 21023392.00 14699947.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACMP2 2048-03-01 4.5 N/A 2300000.00 321446.89 Agency 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2048-11-01 3.5 N/A 1622000.00 294503.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A63L6 2042-07-25 3.5 N/A 311255.00 143328.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31396JT21 2036-04-15 6 N/A 150000.00 16467.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140M2EC2 2051-11-01 2 N/A 900000.00 566062.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NY4M4 2043-02-01 3 N/A 500000.00 85575.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W8KK8 2054-03-01 5 N/A 1730314.00 1685684.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNQT3 2052-02-01 2.5 N/A 2200000.00 1505688.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQK72 2054-04-01 5 N/A 1185498.00 1157990.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3D80 2039-11-01 4.5 N/A 8850000.00 556668.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSLS8 2053-06-01 5.5 N/A 801273.00 769677.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYU0 2054-08-01 6 N/A 1076946.00 1095900.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WBTK1 2044-05-01 4 N/A 1198848.00 58329.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416HWH4 2038-12-01 5.5 N/A 8500000.00 247525.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNJF1 2052-01-01 2.5 N/A 100000.00 65073.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AETH2 2054-06-01 6.5 N/A 1372454.00 1435405.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416WET5 2040-05-01 4.5 N/A 5805000.00 418503.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHF97 2054-11-25 6 N/A 56922368.00 58089959.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133BMRH0 2052-09-01 5.5 N/A 300707.00 220484.16 Agency Mortgage-Backed Securities Y Fitch Short Rating F1 Moody's Long Rating NR Standard & Poor's Long Rating A+ Moody's Short Rating NR Fitch Long Rating A+ Standard & Poor's Short Rating A-1 2024-11-01 2025-01-15 2025-01-15 N N N 0.0504 1500000000.00 1500000000.00 0.0055 N N N Y FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.97000160 3130AWPV6 2549001DPIFGXC1TOL40 US3130AWPV60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating NR Fitch Long Rating NR Moody's Long Rating Aaa 2024-11-01 2025-07-28 2025-07-28 N N N 0.0503 325309393.50 325309393.50 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313384N70 2549001DPIFGXC1TOL40 US313384N703 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Fitch Short Rating NR Fitch Long Rating NR Moody's Long Rating Aaa 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181567360.00 114967663.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KNKL1 2050-10-01 2 N/A 170668313.00 97908872.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHM44 2051-03-01 2 N/A 9469627.00 5741481.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQK20 2052-10-01 5 N/A 123352714.00 101653791.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFCJ6 2050-10-01 2 N/A 179262225.00 96553739.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSRP9 2053-07-01 5.5 N/A 113521920.00 107404533.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKMF2 2051-05-01 2 N/A 160818536.00 100940045.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQBX2 2052-09-01 4.5 N/A 125162787.00 104492649.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF5S4 2050-12-01 2 N/A 161138839.00 94664879.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK4X3 2051-06-01 2.5 N/A 174608710.00 113395577.28 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A Moody's Short Rating P-1 Fitch Short Rating F1 Fitch Long Rating A Moody's Long Rating A1 Standard & Poor's Short Rating A-1 2024-11-06 2024-11-06 2024-11-06 N N N 0.0486 1450000000.00 1450000000.00 0.0053 N N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 4.86000000 N/A KX1WK48MPD4Y2NCUIZ63 0RG005JS2 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 3140QUQX7 2054-05-01 5 N/A 30717612.00 29497450.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASWC8 2054-11-01 5 N/A 2337080.00 2305816.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDRE4 2054-05-01 6.5 N/A 2583180.00 2632884.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LRU55 2051-08-01 2.5 N/A 100000.00 61257.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2MJ4 2053-05-01 5 N/A 2197877.00 1674879.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H3SA1 2051-11-25 2.5 N/A 1750028.00 1023521.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31394AR65 2034-10-25 4.5 N/A 4000000.00 609761.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B8LT4 2050-02-25 3 N/A 13000000.00 4843549.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H56N2 2051-12-25 2.5 N/A 12758750.00 7744356.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DWJM6 2053-10-01 6 N/A 3136335.00 2855392.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMB42 2054-09-01 6 N/A 4949898.00 4895822.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVJE5 2054-09-01 6 N/A 2047476.00 2102481.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSBE1 2053-12-01 6 N/A 20155078.00 19203967.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 23939000.00 23228075.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 2000200.00 1902335.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H6CX1 2052-03-25 2.5 N/A 1864788.00 1123754.59 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QE4R0 2050-09-01 2.5 N/A 51957504.00 24515627.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTU98 2054-01-01 6.5 N/A 10568720.00 10685118.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H2U69 2051-10-25 2 N/A 14155463.00 7123083.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140HRC68 2033-10-01 3.69 N/A 828299.00 773689.25 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 3984500.00 4027499.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NBQJ3 2053-03-01 4.5 N/A 1375350.00 1290707.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H75P4 2052-05-25 4 N/A 5079543.00 4398563.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133KN2F9 2052-03-01 3 N/A 11948704.00 8638190.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXPK0 2054-10-01 5 N/A 1632580.00 1611803.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFY59 2054-07-01 6.5 N/A 1142200.00 1126225.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398TSC6 2040-08-25 4.5 N/A 4000000.00 362346.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HRZN6 2034-01-01 4.09 N/A 2000000.00 1745999.70 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 100.00 99.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140QGY43 2051-02-01 3 N/A 25630944.00 16288642.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ZM7 2053-12-01 6.5 N/A 2634200.00 2449143.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXBS8 2054-10-01 5 N/A 1461460.00 1443581.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DMN4 2053-10-20 6 N/A 9046583.00 9634637.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Q8ME2 2048-02-01 4.5 N/A 83363084.00 24041252.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKX64 2052-01-25 2.5 N/A 5170000.00 3027957.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380VES6 2048-02-20 3 N/A 5000000.00 2784605.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CXWP1 2054-10-01 5 N/A 1326724.00 1306104.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ANQW0 2045-05-25 3 N/A 1747000.00 1777691.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1T79 2048-06-25 4 N/A 3911000.00 2684366.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N44M6 2053-01-01 6 N/A 2203990.00 1990377.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 7699700.00 7762610.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BFBH3 2044-11-15 3 N/A 1151290.00 1346791.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133C4FZ2 2053-05-01 4.5 N/A 1654062.00 1180980.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 39105900.00 39449201.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133AMYU4 2051-06-01 2 N/A 105884.00 63183.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVKW6 2029-07-01 4.84 N/A 16369510.00 16569730.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 61937900.00 53147997.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 32515400.00 28791506.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 23413200.00 21276138.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140A74C5 2053-12-01 7 N/A 2719064.00 2894445.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BWRN6 2047-03-15 3 N/A 2077000.00 1690428.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133BJVA7 2052-08-01 5.5 N/A 488440.00 479586.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWJF1 2053-09-01 5.5 N/A 6366266.00 5853470.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNE5 2054-08-01 6 N/A 1643222.00 1690061.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 2501528.00 1760611.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 100.00 95.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NVCA3 2029-05-01 4.87 N/A 2523864.00 2556670.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWS37 2054-10-01 6 N/A 1188394.00 1229178.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2GE6 2048-06-25 3.5 N/A 5981000.00 2264583.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AS5E4 2054-10-01 6 N/A 1032320.00 1056523.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGNP3 2033-10-25 3 N/A 2500000.00 1859497.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CQLT0 2054-07-01 7 N/A 1145278.00 1037926.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3GN4 2048-10-25 3.5 N/A 3004007.00 1724989.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376UVR7 2047-05-20 3.5 N/A 2610474.00 1591641.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HUNA0 2039-06-01 3.37 N/A 17468352.00 14958557.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLB6 2052-03-01 3 N/A 33605888.00 25157911.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7R90 2037-10-01 3.5 N/A 14626782.00 3958364.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNB60 2047-07-01 3.5 N/A 1163110.00 972729.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5RY5 2052-02-25 2.5 N/A 4297759.00 2739003.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QRWR0 2053-04-01 5 N/A 51406025.00 43715218.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTNT2 2054-09-01 6 N/A 1015978.00 1037196.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A9Y26 2041-04-15 4 N/A 9000000.00 3409798.67 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 21000000.00 21129622.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5DN4 2052-01-25 2.5 N/A 3447000.00 2144773.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 11704235.00 5199140.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XHG84 2048-07-01 3.5 N/A 15803.00 11162.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJUW2 2053-06-01 6.5 N/A 3775600.00 3645784.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWJ94 2054-09-01 7 N/A 1272350.00 1348787.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNFJ7 2049-06-01 3.5 N/A 4594624.00 3275033.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N5HK3 2052-11-01 4.5 N/A 351658.00 268174.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GY45 2040-02-25 5 N/A 2000000.00 367791.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HLZP4 2048-06-01 4.5 N/A 7730606.00 2849771.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7SH7 2052-06-25 4 N/A 1500000.00 1210810.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QVA53 2054-08-01 6.5 N/A 11527744.00 11865227.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398GPX1 2040-01-25 5 N/A 9208000.00 493947.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AQ4X7 2054-10-01 5.5 N/A 762829.00 765844.21 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 19446800.00 17145541.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LNB26 2028-05-01 3.33 N/A 1818900.00 1556727.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXRZ6 2054-02-01 7 N/A 1021141.00 1075700.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UT7 2051-09-25 2.5 N/A 1904000.00 1254294.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140J7X34 2047-12-01 3.5 N/A 37923248.00 13908522.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GC4U3 2036-05-01 2 N/A 26414622.00 16560897.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BMW95 2052-06-25 4.5 N/A 2938016.00 2598587.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137A7UU2 2041-03-15 4 N/A 28108075.00 3821455.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSW57 2050-07-01 3.5 N/A 15856.00 13827.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L2PU1 2051-02-01 2 N/A 60000.00 36437.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31395F2F0 2034-08-15 5.5 N/A 1166440.00 351983.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133ASH63 2051-09-01 2 N/A 248050.00 155899.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HURC2 2029-07-01 2.98 N/A 1349793.00 1145770.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSBY6 2053-05-01 4.965 N/A 2196624.00 1967761.43 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 42386100.00 37124603.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140AK4B8 2054-09-01 7 N/A 1445112.00 1524483.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397WJ71 2038-07-15 5.5 N/A 11890752.00 348665.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XQ5R4 2053-09-01 3 N/A 12489000.00 10789465.08 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 100.00 102.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31396W3F1 2037-08-25 5 N/A 4024100.00 327302.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QVA38 2054-08-01 6.5 N/A 29055120.00 29767897.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 54399800.00 55485620.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJF59 2051-11-25 2.5 N/A 5442395.00 3115382.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140HWRW4 2031-11-01 2.53 N/A 5358782.00 4351238.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BNMA1 2052-07-25 4.5 N/A 3000000.00 2722280.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A0BA2 2040-07-15 4.5 N/A 4000000.00 793972.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.5 N/A 3000000.00 2708727.71 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 57569600.00 54041558.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DDR5 2053-10-20 6.5 N/A 5000000.00 5610632.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 53323000.00 50229332.85 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140JCBN3 2053-06-01 4.611 N/A 16156752.00 14287782.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LGTL0 2029-01-01 3.17 N/A 1000.00 944.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B2G38 2043-05-15 3.5 N/A 3362666.00 4494123.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CYGK8 2054-10-01 5.5 N/A 2319416.00 2332595.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 17999900.00 17931482.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140HRN82 2030-11-01 3.89 N/A 25000000.00 24166966.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5MR5 2051-11-25 2.5 N/A 84000.00 49494.64 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 10000000.00 9077904.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 57000100.00 58642782.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179VFP0 2050-02-20 3 N/A 254998819.00 45843215.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJWW1 2051-11-25 2.5 N/A 5890000.00 3136412.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31335BXY7 2048-07-01 3.5 N/A 14853020.00 3281981.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3UL4 2051-08-25 2.5 N/A 1776000.00 1204233.61 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEQ0 2025-05-15 2.75 N/A 100.00 100.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DUJC2 2054-10-01 5 N/A 3000000.00 2940440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AGP89 2040-03-25 3 N/A 6000000.00 548640.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MA2A1 2037-03-01 2 N/A 99000.00 67871.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A03H6 2040-06-15 4.5 N/A 6000000.00 426638.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NRK96 2053-09-01 5.5 N/A 349758.00 345381.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B36D5 2043-06-15 3.5 N/A 6922844.00 4785447.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133B24E6 2052-01-01 2 N/A 100000.00 70250.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AS4E5 2054-11-01 5.5 N/A 2303224.00 2303167.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMC66 2054-09-01 5 N/A 2159905.00 2119770.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HUH58 2034-06-01 3.37 N/A 1508980.00 1361323.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMJF9 2054-08-01 7 N/A 3298040.00 3459505.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 9813700.00 9781263.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133BJ3H3 2052-09-01 5 N/A 1457930.00 1406709.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QF2W8 2050-12-01 2 N/A 134703872.00 78707670.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFPF7 2045-09-01 3.5 N/A 132605184.00 34501522.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APWT7 2054-09-01 5.5 N/A 215590.00 215764.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5N0 2054-08-20 6.5 N/A 62354816.00 63463775.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 58462800.00 58686306.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140NDMK0 2053-04-01 5.5 N/A 1424072.00 1391003.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB51 2051-08-01 2 N/A 248000.00 161888.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A35G1 2041-12-01 4 N/A 5474756.00 685262.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPGE5 2052-11-25 5 N/A 512811.00 514189.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 5800000.00 2585490.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 74332400.00 59322765.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 30115100.00 30113987.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WF2F3 2054-07-01 6 N/A 2248264.00 2268419.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQ2J4 2052-11-01 5 N/A 346048.00 288860.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANSE0 2054-08-01 6.5 N/A 2285680.00 2376501.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS4B5 2054-04-01 6.5 N/A 30471997.00 30121709.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQJP1 2054-07-01 6 N/A 291978.00 300976.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BFTV2 2052-07-01 4.5 N/A 181404.00 163389.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APH80 2054-10-01 5.5 N/A 1347660.00 1352550.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137ASRB2 2042-08-15 3.5 N/A 3128850.00 4253295.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B3PT1 2058-12-25 3.5 N/A 5000000.00 4780069.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ADW49 2054-07-01 6 N/A 1049642.00 1072503.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FC4R2 2047-12-15 3 N/A 533000.00 429069.23 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 16099800.00 16160637.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ASA97 2046-07-25 3 N/A 5317338.00 2245540.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397QG51 2041-03-25 4.5 N/A 2000000.00 603417.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 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N/A 1575000.00 1459416.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6EG2 2046-11-01 3 N/A 35484600.00 11971705.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3 N/A 2000000.00 1806541.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383CAP5 2051-10-20 2 N/A 4485052.00 2246535.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 36636700.00 30438442.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133APQL6 2051-08-01 2 N/A 687836.00 448090.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTS59 2034-05-01 3.34 N/A 9334385.00 8400742.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7GY0 2052-12-01 5 N/A 99000.00 80534.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKUT0 2054-08-01 5.5 N/A 3816570.00 3808061.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X23 2053-11-01 6 N/A 4715900.00 4581432.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPTT5 2052-10-01 5 N/A 2038628.00 1719374.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BNES1 2032-04-25 2.083069 N/A 11000000.00 8833477.19 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating A1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Fitch Long Rating A+ 2024-11-07 2024-11-07 2024-11-08 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Standard & Poor's Short Rating A-1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Fitch Short Rating F1+ Fitch Long Rating A+ N N 0.0486 2000000000.00 2000000000.00 0.0073 N N Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 4.86000000 N/A N/A 0QZ002OV7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, 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3617LB6J4 2051-02-20 2.5 N/A 47094287.00 31768275.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WYX60 2051-10-20 2.5 N/A 51821798.00 30679415.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184YJD0 2046-06-20 3.5 N/A 31477888.00 7399596.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195LPL0 2046-11-20 3 N/A 30538678.00 9414125.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617X4P72 2051-10-20 2.5 N/A 14080831.00 9648968.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Q2DN2 2050-08-20 2.5 N/A 15370424.00 10377355.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZT9 2046-02-20 3.5 N/A 249510105.00 26807786.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXC5 2041-09-20 4.5 N/A 525000000.00 27923297.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKLE9 2048-05-20 4 N/A 115502169.00 28505388.81 Agency Mortgage-Backed Securities GOVERNMENT 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GOVERNMENT NATIONAL M N/A 3617UPU23 2051-03-20 2.5 N/A 11302392.00 7166180.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YE5V8 2052-03-20 4 N/A 15126893.00 12924058.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VDMW2 2051-05-20 2.5 N/A 15890873.00 11390923.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UVYS9 2051-03-20 2.5 N/A 11518620.00 7629684.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XDPC1 2052-02-20 4 N/A 8301527.00 7196906.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180M2T3 2043-04-20 3 N/A 57807823.00 9175455.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W1WM8 2052-03-20 3 N/A 13593318.00 10561880.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UPU56 2051-03-20 2.5 N/A 15131531.00 9928067.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W1VS6 2051-09-20 2.5 N/A 36531103.00 26974225.11 Agency Mortgage-Backed 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Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WUU79 2051-09-20 2 N/A 50339021.00 30476087.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UV2A3 2051-04-20 2.5 N/A 12658292.00 7989921.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YMRX2 2052-04-20 4 N/A 8299578.00 7443433.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189FTY9 2045-12-20 3.5 N/A 36488818.00 8979566.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195LPZ9 2046-11-20 3 N/A 109248620.00 29099026.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPE0 2041-01-20 3.5 N/A 124344642.00 8564642.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WVA20 2051-10-20 2.5 N/A 41423088.00 27679534.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VJW40 2051-07-20 2.5 N/A 50033532.00 30062403.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UMG34 2051-03-20 2.5 N/A 15341957.00 8793764.81 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Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 9006622.51 3256992.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 3314211.92 1356947.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810FR4 2025-01-15 2.375 N/A 66761.59 111895.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 882874.17 249913.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 13049470.20 6819039.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 71242.38 75748.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 6243841.06 2880820.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 302397.35 107901.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 202649.01 69281.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 4410903.31 4644299.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 225165.56 71104.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 10436176.16 13694164.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 6284415.89 4517011.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 3445483.44 2539066.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 33049193.37 25387515.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EL3 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254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 3694741.72 1549541.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834D62 2025-09-15 0 N/A 20490.07 19722.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 N/A 4057483.44 1951260.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 6232582.78 4545609.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 3635298.01 2969275.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 3326145.69 2511216.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 4503311.26 1477243.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 4249099.34 2408729.43 U.S. Treasuries (including strips) UNITED 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Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 97181.46 120864.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 2145152.32 1969185.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 450331.13 131289.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 5494.04 8276.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 207377.48 56594.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 1080794.70 394838.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 881523.18 825431.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 113708.61 43636.70 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3622ACPL8 2053-05-20 5.5 N/A 1008.00 904.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A23Q3 2047-11-20 3.5 N/A 1000.00 136.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RBY4 2045-04-20 4 N/A 874993.00 84408.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWK85 2054-04-01 5 N/A 601151.00 565842.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMXL2 2033-03-01 3.5 N/A 1000.00 122.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGXN7 2032-07-01 4.185 N/A 307252.00 293450.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQAL0 2049-11-01 5 N/A 6064896.00 5065844.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q4Y3 2054-01-01 4.281 N/A 5109376.00 4732258.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 200.00 198.17 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 6.04028 N/A 30217.00 26964.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.5 N/A 4000000.00 2552331.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617UA6N7 2051-05-20 3 N/A 1526317.00 1136114.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YRC8 2052-09-20 5 N/A 10794700.00 2817534.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MKG1 2054-04-20 5 N/A 7947800.00 7483426.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 6.14028 N/A 51632896.00 39713069.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ADJU3 2050-12-20 4.5 N/A 22025056.00 21252696.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3X99 2053-11-01 7 N/A 2336907.00 2252759.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 2534.00 46.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 200.00 201.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 7084300.00 6994097.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 19539292.00 18395037.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBCG9 2042-07-01 6.846 N/A 1301000.00 464012.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 11008.00 8134.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WXW2 2051-08-20 3 N/A 16268577.00 3781633.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN34 2026-02-25 3.208 N/A 2120612.00 2079852.36 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 13642100.00 13774639.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 1095.00 13.31 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENMV9 2042-02-03 2.93 N/A 1000.00 756.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.75 N/A 1000.00 1143.42 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 200.00 213.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133WAKM9 2054-03-01 6 N/A 4382016.00 4085789.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MKLU1 2050-05-15 3.5 N/A 1000.00 335.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAX41 2051-02-20 2.5 N/A 2074560.00 1229091.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 6836000.00 7891263.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BPFC0 2052-10-25 4.5 N/A 6020507.00 5973839.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4SG6 2031-08-25 1.613 N/A 615000.00 529089.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622A2S78 2040-08-15 6 N/A 2000000.00 427881.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 15795.00 12777.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHJL2 2052-06-01 4 N/A 1100000.00 858445.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJDJ7 2053-11-01 6.5 N/A 1138624.00 1157587.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 75.11 57.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132D6G79 2039-05-01 3.5 N/A 556560.00 499959.63 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.31 N/A 1000.00 781.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133WFZK6 2054-07-01 7 N/A 2599668.00 2407688.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94G1 2052-10-25 5.5 N/A 53413.00 38961.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CV3C6 2054-10-01 5.5 N/A 1149750.00 1146939.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A2LP6 2041-03-25 4 N/A 1000.00 1191.23 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 300.00 360.73 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XBHQ6 2038-11-01 7.5 N/A 1500000.00 761894.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYX4 2051-05-01 2 N/A 1680396.00 1053552.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AX7E9 2027-06-25 3.060843 N/A 75000.00 43317.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622AB6D9 2052-08-20 4.5 N/A 2312192.00 1807405.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.99028 N/A 34797.00 34516.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NLJV2 2053-05-01 6.5 N/A 1229047.00 1286159.10 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 100.00 91.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 19183213.00 798364.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY30 2036-05-01 2 N/A 7997592.00 4587571.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9KL4 2041-07-01 5.5 N/A 680000.00 204156.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BGZV4 2045-03-15 3 N/A 5500000.00 3466263.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382QQF0 2051-05-20 4.77558 N/A 7725000.00 4647305.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618FSLJ5 2053-12-15 7.5 N/A 3764160.00 3959972.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5VR1 2047-07-01 5 N/A 2390670.00 848406.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618B2CB3 2058-04-15 4.92 N/A 2605212.00 2589890.11 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 100.00 106.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3622ABFC1 2051-10-20 2.5 N/A 1571490.00 1003062.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XAH0 2033-04-01 5 N/A 107994000.00 1166133.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAKF0 2048-02-20 3.5 N/A 1000.00 278.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACDX5 2050-12-20 4.5 N/A 23689.00 19443.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 9504890.00 80501.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JSM7 2054-02-20 6.04028 N/A 7987938.00 7493478.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XJKT9 2050-05-01 5 N/A 5924371.00 4987854.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382UFP1 2051-06-20 5.5 N/A 7157510.00 5597042.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ABAU6 2051-06-20 3 N/A 53540560.00 34576417.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V15G2 2041-09-20 4.5 N/A 607965.00 308958.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9JX9 2054-03-01 6 N/A 261920.00 254189.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N42U0 2053-01-01 6.5 N/A 1476980.00 1253871.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXG0 2038-10-01 6 N/A 4181209.00 3150239.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 100.00 50.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418EP46 2053-03-01 6 N/A 950000.00 778552.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKU31 2058-10-15 5.84 N/A 1000.00 1043.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 5.89028 N/A 32628288.00 25267305.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617YPGP4 2059-07-15 5.6 N/A 2905000.00 3039846.50 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 40.96 23.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BYL9 2053-03-20 5 N/A 9955343.00 9930968.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4KY9 2032-07-15 0 N/A 2000.00 1415.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 5.79028 N/A 45155840.00 35851741.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 5 N/A 24482414.00 20765371.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QAH86 2049-01-01 4.5 N/A 17345229.00 3062639.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380TBH8 2046-11-20 3 N/A 4084999.00 4289501.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140M6HW6 2054-07-01 6 N/A 1129184.00 1128831.24 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 200.00 199.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3142GQD90 2053-10-01 7 N/A 430614.00 345562.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 4837648.00 572848.14 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 4400.00 4388.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 41.39 36.07 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36179YS62 2054-03-20 5.5 N/A 38801408.00 37951382.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV7A7 2050-07-01 2.5 N/A 1000.00 379.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 19.07 6.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 100.00 68.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140ADY62 2054-05-01 4.992 N/A 114142.00 112683.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVTS3 2054-09-01 6 N/A 318546.00 325827.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 6.39028 N/A 13057424.00 9176409.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VU89 2053-02-20 5 N/A 2755238.00 2802087.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 234.31 115.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3617QKHY4 2036-04-20 5.5 N/A 217542.00 108009.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBF4 2054-08-01 4.904 N/A 16489498.00 16171274.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBJ6 2046-03-01 6.778 N/A 1604565.00 1660409.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.89028 N/A 23971456.00 19825253.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ABYH9 2044-12-20 4 N/A 46837504.00 34174353.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1037.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JPAP7 2049-03-20 5 N/A 129051.00 34415.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJGS2 2048-07-15 4.5 N/A 14932821.00 14390472.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BS5L5 2051-11-25 4.5 N/A 7508139.00 7151373.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383DDS4 2051-11-20 5.5 N/A 9000000.00 7582373.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 6.09028 N/A 14419776.00 11551641.78 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 1300.00 1338.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWDD2 2052-03-01 2.5 N/A 40000.00 28228.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADX8 2053-05-20 5.89028 N/A 8017000.00 5089956.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36241K7B8 2039-06-15 5 N/A 199988970.00 4544304.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABG71 2051-10-20 3 N/A 39799217.00 28296686.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383AC36 2051-09-20 3.5 N/A 41598080.00 4492953.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XLE46 2051-07-01 2 N/A 30915901.00 22388685.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WCJ2 2054-09-20 4.5 N/A 62832811.00 60089744.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 6.79028 N/A 32270138.00 22621181.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 15.32 6.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 5.79028 N/A 25418464.00 19387303.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ABRF1 2051-10-15 3 N/A 34293.00 26653.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 100.00 99.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MD62 2050-05-20 5 N/A 35741358.00 2671873.53 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 14700.00 13910.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3128HD4Q9 2030-07-01 7.199 N/A 2047.00 11.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 6 N/A 67583488.00 57953962.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ABDX0 2054-07-01 7.5 N/A 821465.00 869797.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSDJ7 2053-06-01 5.5 N/A 18542688.00 16941672.90 Agency Mortgage-Backed Securities FEDERAL 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N/A 3823176.00 3644887.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 84.49 39.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKYY2 2047-11-25 2.5 N/A 17967000.00 10404306.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31398AFD9 2037-07-15 5.625 N/A 1600000.00 1783863.20 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 3622ABW99 2052-05-20 4.5 N/A 2475192.00 2045340.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KSDA7 2053-10-01 6 N/A 20250816.00 19363083.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FCCD4 2047-12-15 3 N/A 1100000.00 1167414.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VMJ4 2053-01-20 5.80028 N/A 35386903.00 29710617.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WG58 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2054-07-01 6 N/A 1923408.00 1945966.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZL9 2054-09-01 6 N/A 1053719.00 1079223.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFXM4 2054-07-01 6 N/A 1157809.00 1188431.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9PY1 2054-04-01 6 N/A 2454500.00 2300134.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6BZ5 2054-04-01 5 N/A 2664999.00 2609880.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSB67 2053-05-01 4.5 N/A 3027574.00 2635985.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLB70 2054-01-01 5.5 N/A 1313258.00 1297089.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABAT2 2054-04-01 5 N/A 4102120.00 4003711.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJVQ2 2052-08-01 4 N/A 1508801.00 1360887.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDQQ3 2053-04-01 5.5 N/A 2799132.00 2504569.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBQR5 2053-03-01 5 N/A 1548050.00 1407459.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPMX4 2048-08-01 3 N/A 5599531.00 4717317.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7Y86 2050-04-01 3 N/A 7315000.00 2029237.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDYN8 2053-09-01 4.5 N/A 1718063.00 1624754.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRPH3 2053-08-01 6.5 N/A 4348189.00 3985057.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEKH4 2053-10-01 5.5 N/A 1097351.00 1102113.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUH2 2054-09-01 6.5 N/A 1645049.00 1716613.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUQM1 2054-09-01 7 N/A 1277879.00 1357326.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEGX4 2053-10-01 6 N/A 1925831.00 1779248.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSFF3 2054-07-01 6 N/A 2629040.00 2624558.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACQ48 2054-04-01 5.5 N/A 1633545.00 1611306.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBM60 2054-04-01 6 N/A 1202742.00 1216257.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XWPC1 2047-04-01 4 N/A 11274975.00 3751963.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BEVV2 2052-07-01 4 N/A 2100000.00 1655394.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWBM4 2053-03-01 5 N/A 4160115.00 3721762.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUP5 2054-08-01 5.5 N/A 1641667.00 1663969.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ALCJ0 2054-08-01 6 N/A 1070016.00 1106131.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWUW1 2053-02-01 5.5 N/A 1469100.00 1454623.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NP2D1 2053-07-01 7 N/A 1180432.00 1210795.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQK84 2054-08-01 6.5 N/A 1150977.00 1193982.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWRG0 2054-02-01 5.5 N/A 1708457.00 1624933.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGWT8 2054-07-01 6.5 N/A 2513731.00 2574699.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSW99 2047-06-01 4 N/A 46333000.00 8686954.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDHX8 2053-04-01 4 N/A 770834.00 700875.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMRK9 2054-09-01 7 N/A 1120659.00 1187965.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVU51 2054-10-01 6 N/A 1617370.00 1650322.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEWS5 2054-06-01 6.5 N/A 2561001.00 2667204.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPK94 2045-04-01 4.5 N/A 19480034.00 3651659.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6MM2 2054-08-01 6 N/A 5028057.00 5081352.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUD86 2054-03-01 6.5 N/A 2965000.00 2825608.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXX63 2053-03-01 5.5 N/A 2650974.00 2314979.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W87B3 2054-04-01 5 N/A 7519498.00 7298896.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGFV7 2053-05-01 5 N/A 1242514.00 1084520.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMDV0 2054-09-01 5.5 N/A 1407673.00 1408794.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9F40 2053-08-01 6.5 N/A 2998879.00 2865257.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFEW3 2054-06-01 7 N/A 3344086.00 3549574.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDEH6 2053-05-01 4.5 N/A 1456379.00 1371920.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBY2 2044-08-01 6 N/A 10000000.00 9685873.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9DP3 2054-04-01 5 N/A 1173863.00 1148011.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M5WB7 2053-09-01 6.5 N/A 4154113.00 4220009.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9DN8 2054-04-01 5 N/A 1168914.00 1119753.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC3U5 2054-05-01 6.5 N/A 1018875.00 1048351.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRPG5 2053-08-01 6.5 N/A 4617556.00 3782949.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKMS5 2052-09-01 4.5 N/A 5106824.00 3885777.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQKL5 2054-09-01 6.5 N/A 4336885.00 4447812.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7FB1 2052-11-01 5.5 N/A 1447205.00 1122061.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRRC9 2054-08-01 7 N/A 1103645.00 1172424.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDTW7 2053-04-01 5 N/A 1530726.00 1252295.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABES0 2054-09-01 5.5 N/A 1897765.00 1895302.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKTU9 2054-08-01 6.5 N/A 1054775.00 1106574.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YW3Q4 2054-02-01 5.5 N/A 1291925.00 1286301.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVQA5 2054-09-01 5.5 N/A 2055703.00 2061464.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3HE6 2053-10-01 7 N/A 1140982.00 1199603.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3S2 2054-09-01 6.5 N/A 1058503.00 1106406.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NE3Q6 2053-05-01 5 N/A 2116767.00 1949053.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFEZ5 2054-06-01 6.5 N/A 1025452.00 1069260.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E0C94 2045-09-01 4 N/A 21985057.00 3782157.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQ4W9 2054-10-01 5.5 N/A 1260070.00 1266889.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAG53 2053-08-01 5 N/A 1233481.00 1119737.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MXQU1 2052-07-01 4 N/A 1789229.00 1269853.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQGJ5 2054-09-01 6 N/A 1162287.00 1189843.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK3U7 2054-09-01 7 N/A 1277271.00 1354980.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCV35 2054-05-01 6 N/A 2835180.00 2859419.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WPAE4 2043-04-01 3.5 N/A 12277022.00 2628509.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVQC1 2054-09-01 5.5 N/A 1305193.00 1306975.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6WU7 2054-03-01 5.5 N/A 6311691.00 6291064.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4SE2 2053-12-01 7 N/A 4042449.00 4251116.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NRPP5 2053-08-01 6.5 N/A 6397096.00 5450813.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSV81 2053-08-01 7 N/A 3251055.00 2602316.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFJ75 2053-10-01 7 N/A 4957193.00 5131498.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJJU3 2042-06-01 3.5 N/A 11844985.00 2135646.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2L5 2051-07-01 2 N/A 2159000.00 1390995.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334WKY6 2049-06-01 4.5 N/A 7540995.00 1283116.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADPL9 2054-05-01 6.5 N/A 6023614.00 6143183.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHYY2 2054-08-01 6 N/A 1705693.00 1747629.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQ5B2 2051-05-01 2 N/A 2300000.00 1512298.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACN82 2054-05-01 6.5 N/A 1518196.00 1573618.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHZP0 2054-09-01 6.5 N/A 1071788.00 1119833.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H9EX7 2048-10-01 4 N/A 18000000.00 3623748.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUC47 2048-09-01 3 N/A 9400298.00 8286686.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAQD5 2053-08-01 6.5 N/A 5658581.00 4259344.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XL3X3 2043-03-01 3 N/A 23178000.00 3836788.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EACS4 2042-03-01 3.5 N/A 13726487.00 2132594.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCSF7 2053-02-01 5 N/A 1618129.00 1325551.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C14Q0 2053-05-01 5.5 N/A 1843810.00 1595838.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7ZV5 2052-11-01 5 N/A 4289072.00 3868948.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7LN5 2048-11-01 4 N/A 15241975.00 3666397.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNGG2 2051-12-01 2 N/A 14000000.00 9672197.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABZU2 2054-09-01 6 N/A 1405727.00 1436346.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSKU4 2054-08-01 7 N/A 1112536.00 1180570.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVT3 2054-08-01 6 N/A 1020827.00 1040145.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JGXP5 2048-08-01 4 N/A 2212830.00 1184919.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDTV9 2053-04-01 5 N/A 2734734.00 2439558.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CULK0 2054-09-01 6.5 N/A 1317955.00 1372541.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVQP2 2054-09-01 6 N/A 4111042.00 4173015.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSWC1 2053-08-01 7 N/A 2642511.00 2532780.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HCA97 2048-04-01 4 N/A 12212887.00 3660241.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8ZV8 2048-08-01 4 N/A 15766055.00 3944336.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGXH6 2052-08-01 4.5 N/A 3522605.00 3007020.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NER72 2053-03-01 5.5 N/A 2976568.00 2928159.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSNL1 2054-08-01 6 N/A 1553158.00 1600058.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8R56 2038-03-01 4 N/A 12098997.00 3912184.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQLU4 2053-11-01 7 N/A 11958000.00 9483691.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M4YL0 2042-08-01 3.5 N/A 12600858.00 2183969.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMTN4 2054-01-01 7 N/A 1306865.00 1384419.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWNC3 2053-02-01 5 N/A 1395050.00 1333556.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WASM1 2054-04-01 6.5 N/A 9008162.00 7967128.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUQG4 2054-09-01 6.5 N/A 1628438.00 1700076.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BV7B5 2053-02-01 4 N/A 1752005.00 1088207.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDQ74 2051-11-01 2.5 N/A 5555203.00 3778625.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6GP8 2053-03-01 6 N/A 6278071.00 5774408.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANWZ8 2054-09-01 6 N/A 3743049.00 3789881.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NESB2 2053-03-01 5.5 N/A 1731950.00 1504779.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADPK1 2054-05-01 6.5 N/A 2870866.00 2934697.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CLA89 2053-12-01 6.5 N/A 1247772.00 1298567.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9CK5 2054-02-01 7 N/A 1385081.00 1474081.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDHZ3 2053-04-01 4.5 N/A 1626229.00 1475674.28 Agency 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NM6P7 2053-07-01 6.5 N/A 5445409.00 4643069.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GWYL1 2047-08-01 4 N/A 13906921.00 3832706.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGZJ0 2052-08-01 4.5 N/A 3178320.00 2462396.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKY66 2054-08-01 6 N/A 2122231.00 2184792.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEHN8 2053-04-01 5.5 N/A 4098637.00 3398492.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEPQ6 2054-06-01 5 N/A 1865594.00 1824809.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXAY6 2054-09-01 5.5 N/A 1477165.00 1501326.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ASJZ7 2051-09-01 4 N/A 2983054.00 1850468.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXYS4 2054-03-01 5 N/A 2249979.00 2184814.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUCP9 2054-09-01 6.5 N/A 1072287.00 1130101.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QQF31 2045-06-01 4 N/A 15342092.00 3700278.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBR52 2053-03-01 6.5 N/A 1309618.00 1150270.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9RD4 2054-07-01 7.5 N/A 1612506.00 1705927.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CUA97 2054-09-01 6 N/A 1838048.00 1702242.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AH7D8 2054-09-01 5.5 N/A 1088829.00 1100150.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVJR6 2054-09-01 4.5 N/A 1792172.00 1722381.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KME84 2051-07-01 2.5 N/A 8000000.00 5585608.11 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 Fitch Long Rating AA- 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6227316.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QTY4 2051-04-20 4.5 N/A 4280604.00 4192483.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QXS2 2051-05-20 4.5 N/A 9287.00 8538.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QVD7 2054-07-20 4.5 N/A 335638.00 312622.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JYA6 2054-02-20 4 N/A 450000.00 382568.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MKJ5 2052-07-20 5.5 N/A 4811962.00 4759423.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YTX1 2072-05-20 5.86028 N/A 2317000.00 2041286.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YKG7 2071-12-20 5.71028 N/A 3452000.00 2670919.01 Agency Collateralized Mortgage Obligation 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2043-03-25 3 N/A 1000.00 726.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LBL5 2065-11-16 4.5 N/A 298733.00 259540.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384HCG1 2053-12-20 5.5 N/A 1000.00 1024.39 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MY0 2025-01-21 0 N/A 19280600.00 19084516.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378PLA4 2043-12-20 4 N/A 3818169.00 1445312.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WNL5 2054-09-20 4.5 N/A 18600000.00 18020745.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380RRS1 2063-06-16 1.34 N/A 5001.00 2652.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378KQJ1 2047-11-16 2.041 N/A 290000.00 38330.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382MJP5 2050-12-20 6.1 N/A 147306.00 185773.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CLD9 2053-08-20 6.09028 N/A 175000.00 144787.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BJE3 2060-12-20 5.70983 N/A 100000.00 7989.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NCDV8 2053-07-01 6.5 N/A 288000.00 246745.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375UZZ6 2067-04-20 6.52167 N/A 10400000.00 4153150.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376R3P9 2067-05-20 5.80983 N/A 57000.00 18063.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WHM0 2054-09-20 4.5 N/A 12800000.00 12261795.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 313920HM5 2031-06-25 6.3 N/A 1000.00 15.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PEQ9 2052-07-20 4 N/A 1467940.00 1269047.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WDW2 2054-09-20 4.5 N/A 541374.00 457421.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LXV0 2069-08-20 4.82 N/A 185000.00 7472.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YDS7 2054-08-20 5 N/A 15000000.00 14927590.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376RYF7 2066-09-20 5.95983 N/A 4000000.00 1546387.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QYM4 2054-07-20 4.5 N/A 9460240.00 8332692.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380P3Z5 2062-10-16 1.5 N/A 140000.00 91738.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3C0 2050-05-20 5 N/A 2377000.00 1799024.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LFE8 2068-04-20 6.47255 N/A 11300000.00 4399883.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359UYS8 2028-10-25 6 N/A 1000.00 5.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LGD8 2066-07-16 2 N/A 413132.00 345083.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PTU4 2054-06-20 4 N/A 5038000.00 4256250.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BJN3 2060-11-20 5.75983 N/A 600000.00 42395.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380QQK1 2070-11-20 6.05983 N/A 25000000.00 16615555.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380JWA2 2058-12-16 3 N/A 369000.00 107212.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378NWU3 2048-06-16 3.53583 N/A 600000.00 21053.94 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797KA4 2025-02-20 0 N/A 600.00 591.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380MG39 2060-03-16 3 N/A 10000000.00 8451368.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YBU4 2064-10-20 6 N/A 8614262.00 8268359.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377QKH9 2040-08-20 3 N/A 960000.00 3218.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8SB8 2052-08-25 4 N/A 499583.00 345436.52 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797NF0 2025-02-04 0 N/A 15556500.00 15371844.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MPA9 2052-04-20 5 N/A 263506.00 249410.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFV2 2054-09-20 6.5 N/A 300000.00 318174.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384JLT9 2054-02-20 5.5 N/A 7192000.00 7346847.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GCY4 2053-11-20 5.5 N/A 1000.00 1042.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379CVU7 2039-12-20 2.25 N/A 95518000.00 4400885.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382TZQ0 2051-06-20 5.5 N/A 5800000.00 3944790.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFU4 2054-07-20 6.5 N/A 24788582.00 25265135.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618H9UL0 2064-08-15 6.14 N/A 6000.00 6343.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380LNQ2 2068-10-20 5.70983 N/A 70000.00 2908.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B45H5 2043-08-15 3 N/A 193702.00 118737.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379KJK5 2055-05-16 2.5 N/A 1100000.00 98304.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PBX7 2049-10-20 5.5 N/A 1633320.00 1639064.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BBC24 2043-01-15 2 N/A 1000.00 1040.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HDAA8 2054-06-25 6.15682 N/A 1024.00 924.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381JTD9 2057-12-16 4.25 N/A 5200000.00 5001442.48 Agency Collateralized Mortgage Obligation 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2025-02-13 0 N/A 500.00 493.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 38382YMT7 2072-02-20 5.71028 N/A 245000.00 193510.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379BSZ2 2043-09-16 2.25 N/A 9842000.00 277060.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375U7L8 2068-02-20 5.5852 N/A 395000.00 188389.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384YDZ1 2035-12-20 4 N/A 16106600.00 15914952.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A4M53 2040-12-15 4 N/A 1000.00 1022.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BK84 2063-02-20 1.65 N/A 340000.00 338.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PHE3 2049-10-20 5.5 N/A 692560.00 689984.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ELE3 2053-08-20 5.89028 N/A 125000.00 84389.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BKE1 2060-12-20 5.80983 N/A 100000.00 14881.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PRK8 2051-05-20 3 N/A 421351.00 360578.28 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LZ8 2025-01-30 0 N/A 400.00 395.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381DTH3 2056-02-16 1.5 N/A 60000.00 43567.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378KYP8 2047-11-16 2.79623 N/A 600000.00 86830.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618BEA37 2060-04-15 7 N/A 2203594.00 2327337.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380J2T4 2057-07-16 3.1 N/A 25000.00 6303.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381HFN6 2064-06-16 2.25 N/A 1500000.00 902343.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTK32 2053-11-01 7 N/A 19570020.00 18229128.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 38384QZZ4 2051-12-20 4.5 N/A 245000.00 237880.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CPM5 2053-08-20 6.09028 N/A 150000.00 138605.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PQU7 2054-06-20 4.5 N/A 4158924.00 3898920.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WMA0 2054-09-20 4.5 N/A 1041312.00 904857.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFP5 2054-09-20 4.5 N/A 1642400.00 1412166.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MJR9 2054-04-20 5 N/A 584923.00 546818.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BYE6 2062-09-20 5.88983 N/A 370000.00 292.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MAH1 2052-02-20 3 N/A 55000.00 32529.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375GZ61 2042-08-20 2 N/A 400000.00 314912.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PAF7 2054-05-20 6 N/A 764539.00 778587.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NMAE7 2053-08-01 6.5 N/A 1041.00 949.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BRY9 2053-06-20 5 N/A 1000.00 854.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38375BSK9 2062-02-20 6.00983 N/A 1500000.00 106262.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LSR2 2062-12-20 4 N/A 6557686.00 5565419.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378B6A2 2052-11-16 1.826 N/A 46000.00 11210.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373MY79 2048-04-16 4.865 N/A 1000000.00 563803.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797KJ5 2025-03-20 0 N/A 600.00 589.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ALFG1 2044-10-25 4 N/A 1000.00 322.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UWE5 2054-08-20 5 N/A 2557434.00 2248758.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KSN2 2064-03-20 5 N/A 3822334.00 3690737.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379VVU5 2046-03-20 2.5 N/A 1500000.00 61592.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380WZN2 2046-09-20 2.5 N/A 1000000.00 140336.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374JYR1 2034-09-20 4 N/A 108092.00 212.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380N6H7 2061-04-16 2.35 N/A 100000.00 53718.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTZT9 2054-02-01 4.5 N/A 2656504.00 2275201.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374GSA1 2034-04-17 6 N/A 369000.00 57335.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WKZ9 2051-07-20 5.5 N/A 1075000.00 899582.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GBH2 2051-05-20 6 N/A 1266559.00 1285315.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TRN5 2052-06-20 2 N/A 12000000.00 8412355.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WER2 2053-10-20 4.5 N/A 5385696.00 5256577.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSDC6 2047-11-25 3 N/A 1000.00 743.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFW0 2054-09-20 6.5 N/A 20548397.00 20607796.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384QXH6 2049-10-20 3 N/A 20375000.00 16725857.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38376G3A6 2051-09-16 3.78667 N/A 130000.00 19655.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LQ8 2024-12-19 0 N/A 947000.00 941096.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 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Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38380MZN4 2060-09-16 3.25 N/A 20000.00 4413.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WCY9 2054-09-20 4.5 N/A 844560.00 709508.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UWC9 2052-03-20 5 N/A 2417553.00 2325675.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WEU5 2054-09-20 4.5 N/A 514304.00 461803.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YS46 2073-01-20 5.74028 N/A 615000.00 618487.93 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797MD6 2024-11-26 0 N/A 700.00 697.64 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382YQM8 2068-06-20 5.39028 N/A 600000.00 426412.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WLSQ0 2058-02-15 4.35 N/A 1112.00 1026.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS6R0 2053-11-01 6.5 N/A 2000.00 2047.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNE4 2051-09-20 2.5 N/A 1024.00 657.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4NS9 2031-01-15 0 N/A 3800000.00 2873438.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36241KQT8 2038-02-15 5 N/A 3703000.00 59248.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AJLF7 2041-06-01 5.5 N/A 3792722.00 171386.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 17858200.00 17459545.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTGD6 2052-04-01 2.5 N/A 1020.00 829.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKYY2 2047-11-25 2.5 N/A 9449601.00 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GOVERNMENT NATIONAL M N/A 36179TUA1 2048-03-20 3.5 N/A 16096429.00 2096080.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BWN4 2032-11-15 6.5 N/A 17198.00 75.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YTUN5 2052-04-20 4 N/A 4001.00 3230.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7XX8 2048-01-01 4 N/A 10801.00 2742.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 6.04028 N/A 54720.00 48830.42 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 2400.00 911.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KQSX5 2053-03-01 5.5 N/A 3000.00 2751.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH47 2048-12-20 4 N/A 12659.00 1261.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASX86 2054-09-01 5.5 N/A 2002.00 2017.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDN9 2054-08-01 7 N/A 3000.00 3197.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPRJ3 2064-06-20 3.5 N/A 5000.00 4435.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 5.89028 N/A 6321260.00 5075992.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWMC4 2054-08-01 6.5 N/A 48327808.00 47489687.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRH9 2054-01-20 5.5 N/A 2000.00 1935.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 1867.00 513.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCAE8 2051-07-01 3 N/A 45000.00 28824.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPMT2 2051-07-01 3 N/A 1134000.00 837639.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z27 2053-04-01 6.5 N/A 5000.00 5211.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404BHW5 2034-04-01 5.5 N/A 2048.00 61.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2DG3 2052-09-01 6 N/A 1000.00 1006.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCK96 2049-12-01 4 N/A 200000.00 61712.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AVAP1 2058-04-15 4.67 N/A 1000.00 971.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US43 2052-10-20 5.99028 N/A 24996000.00 21269568.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ADE87 2047-07-20 4.5 N/A 988348.00 932241.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0 N/A 458000.00 248332.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133L8H65 2036-05-01 2.5 N/A 2000.00 1204.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G06G0 2048-03-15 3.5 N/A 1000.00 481.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFFV6 2050-10-01 3 N/A 4096.00 2097.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176GUH7 2041-06-15 4 N/A 1001.00 159.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NTA77 2053-12-01 7 N/A 5040.00 5207.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XPZT8 2044-04-01 4.5 N/A 144566.00 19440.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPKJ0 2064-06-20 3 N/A 2001.00 1716.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HCL4 2041-01-01 5.5 N/A 10000.00 1311.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EMS6 2053-01-01 5 N/A 1151000.00 1007232.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XMKA7 2044-02-01 4.5 N/A 1008.00 89.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384AP98 2053-06-20 4.5 N/A 1891128.00 1776166.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCP2 2025-05-25 2.587 N/A 3606.00 547.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QNBU5 2052-02-01 2.5 N/A 6947.00 4799.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBNF6 2051-03-01 2.17 N/A 405255.00 275812.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABE24 2051-09-20 3 N/A 34149840.00 23944960.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGH56 2054-08-01 6.5 N/A 1233854.00 1264331.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJMU9 2046-12-01 3 N/A 4194.00 1319.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403QMU1 2033-10-01 7.109 N/A 5000000.00 98439.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YAZ43 2041-12-20 4 N/A 2000.00 1441.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8ZZ4 2053-04-01 7 N/A 2001.00 2178.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA7C2 2051-05-20 2.5 N/A 1000.00 609.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 5.89028 N/A 78309800.00 69059750.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4KY9 2032-07-15 0 N/A 2983000.00 2111471.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31402VZY9 2033-08-01 7.258 N/A 5000000.00 52957.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31347APT5 2046-10-01 7.244 N/A 2625000.00 241747.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWP72 2054-02-01 6 N/A 2013.00 1983.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XG4W0 2044-02-01 4.5 N/A 2000.00 332.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 0.04 0.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CYH27 2054-10-01 5 N/A 3000.00 2949.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA81 2050-02-01 5.97 N/A 2096758.00 2060715.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82G2 2053-04-01 6 N/A 4000.00 4017.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U2BL3 2050-11-20 2 N/A 1001.00 534.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 0.30 0.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 10700.00 10206.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 3269952.00 136088.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMQU8 2054-09-01 5.5 N/A 2000.00 1997.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 5000.00 4704.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QADT4 2048-12-01 5 N/A 7174.00 1401.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABG71 2051-10-20 3 N/A 1000.00 710.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GDU99 2059-09-15 6.04 N/A 1000.00 1070.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG50 2053-06-01 6.5 N/A 5000.00 5190.80 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 200.00 101.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140X6J51 2049-05-01 4 N/A 3075.00 910.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVW5 2052-01-20 3.5 N/A 4096.00 2989.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX68 2053-04-20 5.5 N/A 1008.00 876.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACJW1 2053-04-15 6 N/A 144860.00 144458.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 1296000.00 1014359.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QNYJ5 2052-04-01 3.5 N/A 77000.00 58412.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YKU7 2053-11-20 6.5 N/A 1000.00 785.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CU77 2048-03-01 3.5 N/A 2188616.00 306574.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 125479961.00 10707130.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XGZQ9 2044-02-01 4.5 N/A 2292.00 279.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA99 2054-08-01 4.868 N/A 31304960.00 30737493.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5EA9 2045-09-01 3 N/A 2000000.00 316893.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W5E4 2052-05-20 4 N/A 2135.00 1693.31 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 21.40 8.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133CVHQ0 2054-10-01 7 N/A 1000.00 1048.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AB3F7 2037-12-20 2.5 N/A 1000.00 668.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1037.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKJ9 2053-04-01 7 N/A 2000.00 2186.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XV0 2048-10-01 4.5 N/A 6146.00 772.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEYC7 2054-06-01 6.5 N/A 1023402.00 1029103.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LHRE2 2032-10-01 4.12 N/A 6797888.00 6556116.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AASX3 2049-11-20 5 N/A 1000.00 206.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 142600.00 143992.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31419ANP8 2040-08-01 5 N/A 4353513.00 178643.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138NYZV0 2043-01-01 7.168 N/A 19250000.00 599311.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLE46 2051-07-01 2 N/A 260353.00 188542.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FSLJ5 2053-12-15 7.5 N/A 4009.00 4217.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNC0 2053-12-20 6 N/A 827913.00 877721.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138XE2D9 2044-02-01 4.5 N/A 2000.00 175.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPLW0 2064-05-20 3.5 N/A 62518.00 55402.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LJ23 2033-01-20 6.45 N/A 92778.00 10184.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PN4 2054-04-01 5.5 N/A 2016.00 1997.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EAB55 2042-03-01 5 N/A 2000.00 241.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FL3 2054-03-01 6 N/A 4378870.00 4435040.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128285T3 2025-12-31 2.625 N/A 200.00 198.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140Q9MC4 2048-08-01 4.5 N/A 1000.00 220.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 98.76 50.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 1585030.00 1402690.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2R7 2047-04-20 4.5 N/A 23253.00 2026.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABBT8 2051-07-20 4 N/A 3083367.00 2358201.88 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 100.00 29.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618JNJL0 2054-10-20 5 N/A 27806688.00 27054062.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXLS9 2059-01-01 4 N/A 6000.00 2219.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X98 2053-11-01 6 N/A 3552856.00 3451292.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSCL4 2049-07-20 5 N/A 855563.00 320513.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVE2 2052-11-01 5 N/A 2100.00 1830.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8ZT8 2053-04-01 6.5 N/A 1000.00 830.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 6.14028 N/A 27756567.00 21348763.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XA2C5 2051-04-01 3 N/A 4096.00 2231.72 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 29.10 12.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31416KZ27 2039-04-01 6 N/A 3000.00 217.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6PN7 2054-09-01 5.5 N/A 2097.00 2100.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MVLX4 2052-09-01 5 N/A 47000.00 39179.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C57L9 2053-06-01 7 N/A 4000.00 4374.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176S4Q0 2041-09-15 4 N/A 8998.00 734.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHH6 2050-02-20 3.5 N/A 1004.00 100.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXT2 2053-11-01 5 N/A 1933480.00 1802337.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABUY9 2054-06-01 6 N/A 1356680.00 1369724.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFV5 2054-07-01 6.5 N/A 29317824.00 29575905.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPBW6 2052-05-01 5 N/A 17898.00 12486.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYAG7 2052-08-01 5 N/A 10000.00 7291.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNEG2 2033-06-01 3.8 N/A 3162564.00 2943533.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN N/A 3130AGNF8 2039-07-11 2.8 N/A 20000.00 15721.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8BH3 2032-02-25 3.39 N/A 33569.00 30915.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 62662.00 14106.15 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 3711600.00 3717983.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384BXX4 2053-07-20 5.89028 N/A 30016175.00 20785346.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Q9VN0 2048-10-01 4.5 N/A 6142.00 1711.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVWW0 2054-10-01 5.5 N/A 2000.00 2009.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECR9 2052-04-01 3 N/A 1000.00 738.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAY40 2047-04-20 3.5 N/A 42741696.00 18934156.34 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 40355100.00 40747169.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31412U6D7 2039-10-01 6 N/A 16673.00 710.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLR8 2045-08-20 4.5 N/A 2116.00 148.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJ4Q8 2054-08-01 6 N/A 1000.00 1022.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NUWX3 2041-04-01 5.13 N/A 108208.00 108522.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HX5D3 2064-08-20 7 N/A 663619.00 680259.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABAL6 2050-12-20 2 N/A 1000.00 535.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3KZ2 2040-10-01 4 N/A 1465000.00 113974.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XFSU0 2044-02-01 4.5 N/A 1000.00 217.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLCB3 2053-05-01 7.5 N/A 5000.00 5242.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHKU8 2051-02-01 3 N/A 2048.00 1267.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 10743000.00 12401381.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 6.29028 N/A 46979367.00 30057367.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288RA40 2052-10-01 4.171 N/A 24684352.00 23890038.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWM91 2054-10-01 4 N/A 1302064.00 1211171.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134A4AA2 2031-03-15 6.75 N/A 898000.00 1026792.06 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DDS0 2030-11-15 0 N/A 9899000.00 7578674.40 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375 N/A 100.00 95.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31412H3D9 2032-07-01 6.5 N/A 3505.00 84.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416LLL8 2039-04-01 6 N/A 2061.00 71.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCN53 2050-07-01 3.5 N/A 3024.00 1558.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADNN7 2054-05-01 5.5 N/A 20215829.00 19649515.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHG92 2052-05-01 4 N/A 200000.00 162640.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKM2 2053-05-01 6.5 N/A 4000.00 3148.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGVW6 2052-04-01 3 N/A 1000.00 734.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WVV7 2052-01-20 3 N/A 2000.00 1388.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410G5V1 2038-04-01 5 N/A 24822.00 240.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F9VF9 2047-05-01 4.5 N/A 2400.00 727.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHQ6 2049-05-01 4 N/A 4032.00 3171.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 4032.00 3628.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDL3 2054-08-01 7 N/A 1000.00 1046.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.99028 N/A 25227386.00 25023779.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 3965.00 3044.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QADZ0 2048-12-01 5 N/A 2051.00 504.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K7B8 2039-06-15 5 N/A 2002.00 45.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQJZ7 2034-10-25 2.859 N/A 37214.00 31589.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NKKL4 2053-05-01 7 N/A 7998.00 8302.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJYW2 2047-02-01 4 N/A 1024.00 343.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K6W3 2039-06-15 5 N/A 2016.00 44.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AA5T7 2051-05-20 2.5 N/A 1009.00 632.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H86M7 2064-06-20 3.5 N/A 91144.00 80780.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAEH2 2053-01-01 7.5 N/A 1412460.00 1037443.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPT23 2052-07-01 5 N/A 1000.00 810.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F4S2 2042-03-20 4.5 N/A 1002.00 58.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNHU1 2053-12-01 6.5 N/A 4000.00 3782.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XTD8 2052-11-20 5.5 N/A 3056.00 2588.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CL6S0 2054-01-01 6 N/A 969368.00 713378.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARR0 2040-08-01 5 N/A 5203.00 202.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGDU0 2052-02-01 2 N/A 99000.00 65768.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR41 2052-07-01 3 N/A 59385.00 44847.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSDJ7 2053-06-01 5.5 N/A 2045.00 1868.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HG3R1 2064-06-20 2.5 N/A 2454.00 1979.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412H6E4 2039-09-01 6 N/A 7638.00 181.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MKT3 2054-04-20 5.5 N/A 2496081.00 2461291.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138WDBM2 2044-10-01 4 N/A 2048.00 503.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACCK4 2053-01-20 5 N/A 1000.00 859.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181GFX2 2043-07-15 3.5 N/A 7989000.00 919203.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UEK1 2041-01-15 4 N/A 147073.00 10435.49 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 174.86 113.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KYWY1 2042-05-01 3 N/A 2000.00 1470.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9SF8 2054-08-01 5.5 N/A 3024.00 3006.92 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 200.00 87.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 128772500.00 115364155.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36176AM30 2041-03-20 4.5 N/A 7481.00 580.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABW81 2052-05-20 4 N/A 1000.00 796.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 5.99028 N/A 22504548.00 22214093.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPXX1 2052-03-01 3.5 N/A 31000.00 25287.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX50 2053-04-20 5 N/A 15375.00 13695.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404XJX3 2034-12-01 6.124 N/A 5000000.00 83788.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AC6Q1 2054-05-01 6 N/A 3879296.00 3884852.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416PQ67 2039-07-01 6 N/A 2000.00 150.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5R2 2050-04-01 3 N/A 23340800.00 4964493.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDH2 2054-08-01 6.5 N/A 3000.00 3139.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAUU6 2050-11-20 3.5 N/A 1008.00 454.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAB3 2052-05-01 3.5 N/A 1757290.00 1352713.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFJ2 2051-05-20 3.5 N/A 7679474.00 3904219.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEE6 2042-06-01 3 N/A 3024.00 2293.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9C98 2032-09-25 3.71 N/A 2182.00 2053.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CV2E3 2054-09-01 5 N/A 20464633.00 19986258.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NJJB1 2053-05-01 6 N/A 3000.00 2931.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MBG6 2037-07-01 5 N/A 15475371.00 316599.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417FB64 2037-10-01 6 N/A 11773319.00 630451.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW67 2054-05-20 6 N/A 1024.00 1025.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVLY9 2051-08-01 2.5 N/A 37891.00 24308.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKH3 2053-04-01 7 N/A 3049.00 3278.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFD7 2050-02-20 3 N/A 148159.00 11642.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACA67 2052-06-20 4 N/A 1000.00 824.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVT0 2053-03-20 5.5 N/A 2069.00 1778.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQU9 2054-02-01 5.5 N/A 140248.00 131474.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MFP3 2030-05-15 7.25 N/A 1667000.00 1969923.17 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140M6QN6 2054-09-01 6 N/A 1008.00 1014.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A23Q3 2047-11-20 3.5 N/A 1000.00 136.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 6.14028 N/A 2173504.00 2158301.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EPZL1 2045-06-01 3.5 N/A 102149.00 16718.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ENMV9 2042-02-03 2.93 N/A 1000.00 756.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QUV60 2054-06-01 7 N/A 3522052.00 3650857.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H0NK9 2054-09-20 6.5 N/A 1025.00 1091.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618AWGU2 2058-08-15 6.21 N/A 1000.00 1057.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AC3Z5 2039-09-15 5 N/A 1377.00 59.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTN96 2053-12-01 6 N/A 2016.00 1762.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JCNW5 2064-09-20 7 N/A 10877083.00 10972933.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABDX7 2051-09-20 2.5 N/A 30374496.00 18348438.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLJM2 2053-06-01 6 N/A 1000.00 1018.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 67260000.00 64624476.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36202FKN5 2040-09-20 4.5 N/A 1009.00 45.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q3L2 2050-12-01 2.637 N/A 100000.00 84694.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE3G3 2054-06-01 6.5 N/A 8861300.00 8987244.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H92X6 2032-08-25 3.4 N/A 267000.00 246282.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NS6Y5 2053-11-01 6.5 N/A 1000.00 914.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137A8US5 2041-04-15 4 N/A 1001.00 466.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 3072.00 1555.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DM5N1 2052-01-01 2.5 N/A 93077.00 68983.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3PV2 2053-04-01 6.5 N/A 1242.00 997.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S2Q9 2047-04-20 4 N/A 117795358.00 11492715.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HVG94 2054-07-20 7.5 N/A 1001.00 1031.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B5C86 2049-09-25 3.5 N/A 1491.00 811.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N3AS8 2052-10-01 5 N/A 1000.00 830.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EGT1 2052-07-01 5 N/A 400000.00 322335.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFS4 2047-11-01 2.954 N/A 147380.00 35625.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NSGG3 2053-10-01 4.5 N/A 767950.00 589688.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418SL80 2035-05-01 7 N/A 1000.00 90.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHPM2 2053-04-20 6.5 N/A 42547.00 43911.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 74024.00 198.04 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Moody's Long Rating Aa3 Fitch Long Rating AA- Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Fitch Short Rating F1+ 2024-11-07 2024-11-07 2024-12-24 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Moody's Short Rating P-1 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 Fitch Short Rating F1+ N N 0.0465 1000000000.00 1000000000.00 0.0037 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313385CR5 2549001DPIFGXC1TOL40 US313385CR58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating NR Moody's Long Rating Aaa Fitch Short Rating NR 2025-03-05 2025-03-05 2025-03-05 N N N 0.0492 1625335932.00 1625335932.00 0.0059 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.97000160 3130AXR67 2549001DPIFGXC1TOL40 US3130AXR672 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Short Rating NR Moody's Short Rating P-1 2024-11-01 2025-11-07 2025-11-07 N N N 0.0503 500553100.00 500553100.00 0.0018 N N N N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.97999880 0QK009NR8 R0MUWSFPU8MPRO8K5P83 1231968 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL M N/A 3618HPKJ0 2064-06-20 3 N/A 213884.00 183447.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACYM6 2053-04-20 5.5 N/A 1055889.00 1001079.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383MC97 2050-06-20 4.5 N/A 13418082.00 6788621.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DSZB1 2054-04-01 5.5 N/A 35121920.00 33947109.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABG22 2051-11-20 3 N/A 37927195.00 26122344.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHVF6 2054-08-01 5.5 N/A 892379.00 869333.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMX8 2054-11-01 5 N/A 2101370.00 2054460.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFJ2 2051-05-20 3.5 N/A 7118.00 3618.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NJL0 2054-04-20 5.5 N/A 10381296.00 10566203.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617XJMP2 2052-04-20 4 N/A 2584152.00 2339131.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACA67 2052-06-20 4 N/A 19998.00 16490.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LH4B3 2027-11-01 5.25 N/A 228000.00 229927.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 107.67 63.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140A3AW3 2053-12-01 6.5 N/A 2298971.00 1619587.36 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 2207.26 1501.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 31412CFF2 2037-01-01 6.998 N/A 5154.00 51.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YRH9 2054-01-20 5.5 N/A 26539932.00 25677325.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.133 N/A 7138.00 53.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMP75 2050-04-01 4.5 N/A 15639256.00 13400136.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UD90 2048-10-20 4 N/A 1280.00 128.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WAKQ0 2054-03-01 5.5 N/A 1296546.00 1297607.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBTV8 2054-05-01 5.5 N/A 1174664.00 1171536.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LM2Z5 2028-04-01 3.46 N/A 1000.00 966.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 588628.00 76857.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GSFV5 2054-07-01 6.5 N/A 11031603.00 11128713.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAY3 2054-08-20 5.99028 N/A 1785.00 1770.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HG3W0 2064-06-20 3.5 N/A 530362.00 470055.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS6N7 2054-05-01 6 N/A 75233155.00 73121796.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A27D1 2053-09-01 6 N/A 225595.00 227329.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912797LZ8 2025-01-30 0 N/A 256900.00 253997.03 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EJV22 2033-11-21 4.07 N/A 153000.00 147026.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128M8RU0 2041-03-01 4 N/A 3295000.00 368931.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQJZ7 2034-10-25 2.859 N/A 112786.00 95739.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HD4Q9 2030-07-01 7.199 N/A 2360.00 13.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JLXL8 2064-09-20 7 N/A 609383.00 624574.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA99 2054-08-01 4.868 N/A 10037824.00 9855867.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 1946.00 16.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0X98 2053-11-01 6 N/A 5405792.00 5251260.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA81 2050-02-01 5.97 N/A 17321962.00 17024201.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 61.43 19.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138WFX84 2045-11-01 3.5 N/A 57000.00 5408.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200MTY9 2033-08-15 5.5 N/A 2000000.00 59703.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5K0 2034-03-15 6.5 N/A 40000000.00 319539.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSFY2 2053-06-01 5.5 N/A 37181395.00 35724383.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132V8BT2 2032-11-01 5.857 N/A 5521615.00 5535197.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNDU4 2048-05-01 4.5 N/A 118000.00 82711.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XNG7 2052-12-20 5.5 N/A 27204832.00 22679753.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 1024.00 906.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHK39 2050-02-01 3.5 N/A 1300000.00 349230.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6L21 2054-02-01 5.5 N/A 7238213.00 7005782.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWVB6 2054-02-01 6 N/A 344190.00 346722.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419A7A9 2041-02-01 7.016 N/A 9481894.00 86789.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FJV9 2039-01-20 7 N/A 1112.00 12.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 14.47 5.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3133KMFP5 2051-07-01 2.5 N/A 128108.00 82430.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LDL50 2026-06-01 2.64 N/A 79000.00 76645.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 5.95028 N/A 18089029.00 17997287.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 5393931.00 1484800.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AYYZ0 2047-11-25 3.5 N/A 1188.00 529.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H5QL4 2031-09-25 1.972 N/A 229000.00 196570.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LNMY4 2030-06-01 3.6 N/A 1685369.00 1613260.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWUW4 2053-01-01 6.5 N/A 3627240.00 2810719.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374VP52 2039-07-16 6 N/A 2131165.00 3580690.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3622ACJW1 2053-04-15 6 N/A 2366859.00 2360306.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WXV79 2043-07-01 4 N/A 919130.00 164234.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 2694.00 606.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 100.00 97.87 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132DVL94 2052-01-01 2.5 N/A 1093000.00 749272.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPG3 2054-01-20 5.5 N/A 2013350.00 1895444.76 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 0.02 0.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 3618J9HC3 2064-08-20 7 N/A 425786.00 438205.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNW81 2052-04-01 3.5 N/A 5598742.00 4213473.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHH42 2051-02-01 4 N/A 5000.00 3495.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXD3 2028-11-01 6.5 N/A 5172.00 4.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 5.89028 N/A 7221472.00 5972416.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36225FJ26 2041-11-20 3.75 N/A 1670.00 42.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BQN93 2053-05-20 6 N/A 114323.00 112516.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKJ9 2053-04-01 7 N/A 7817.00 8545.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405QDV7 2034-07-01 7.274 N/A 3445.00 63.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7D92 2054-02-01 6.5 N/A 22058.00 22642.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBF4 2054-08-01 4.904 N/A 2989152.00 2931465.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX50 2053-04-20 5 N/A 19623168.00 17479180.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44M5 2049-09-01 5 N/A 99000.00 20426.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WCJ2 2054-09-20 4.5 N/A 1024.00 979.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383M3R7 2052-08-20 5 N/A 25231552.00 21013933.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384NGE9 2054-04-20 5.5 N/A 10559637.00 10747861.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XJXW8 2052-09-01 4 N/A 326726.00 258852.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7EG5 2054-02-01 6 N/A 453196.00 456106.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178EAG4 2043-04-15 3.5 N/A 430144.00 35573.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDZS1 2051-10-01 2.435 N/A 3414874.00 2067981.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384MKG1 2054-04-20 5 N/A 4011700.00 3777304.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XL7E2 2053-07-01 6.5 N/A 23112632.00 20813637.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YWP72 2054-02-01 6 N/A 2152429.00 2120885.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 170.97 83.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383LYW4 2052-12-20 5.79028 N/A 1137.00 902.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EB20 2053-09-20 5.94028 N/A 5418750.00 5269396.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CWCX8 2054-10-01 6 N/A 10049817.00 10176647.54 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 1600.00 497.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CTB5 2053-08-20 5.5 N/A 2176560.00 2302630.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWBB8 2051-03-01 2 N/A 20466174.00 12227916.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383X5B6 2053-05-20 5.89028 N/A 2350592.00 1820295.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140LDUJ6 2038-10-01 2.15 N/A 1205433.00 864204.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHN4 2053-06-01 6 N/A 373679.00 339746.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABRP2 2054-09-01 5.856 N/A 612352.00 621980.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6 N/A 2056507.00 597071.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 8600.00 7825.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M N/A 36241K7B8 2039-06-15 5 N/A 2000.00 45.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKLQ2 2053-05-01 6.5 N/A 1148763.00 1175924.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQQE0 2052-05-01 3 N/A 18192072.00 15655876.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 6.40 6.18 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383VVP0 2053-02-20 5.80028 N/A 39492016.00 33657814.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XN5W0 2054-02-01 6.5 N/A 2000.00 1948.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38373WU97 2032-05-20 6 N/A 1164.00 40.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128NH5J8 2037-06-01 7.435 N/A 3265000.00 6912.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XFH4 2052-09-20 4.5 N/A 11217500.00 9373316.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XJMM9 2052-04-20 3.5 N/A 20468.00 16654.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACWN9 2054-06-01 6.5 N/A 278193.00 212612.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 7887325.00 6034484.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BLFG8 2040-09-15 3.5 N/A 7169900.00 5253019.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140APAC8 2054-11-01 5.5 N/A 1391438.00 1386295.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V6V7 2051-02-20 2 N/A 49407.00 28574.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNC0 2053-12-20 6 N/A 955022.00 1012477.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XGUA5 2052-03-01 3 N/A 20000.00 14929.02 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 92500.00 36669.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31425SAA8 2033-12-01 4.581 N/A 963214.00 950758.30 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 100.10 63.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKHY1 2051-12-25 1.5 N/A 29446791.00 10065615.99 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 1.28 0.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 91.05 48.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140XCZ68 2051-10-01 2.5 N/A 198999.00 124693.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383GSX0 2051-12-20 3 N/A 12527248.00 8357270.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 21359552.00 835259.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFGN8 2037-03-01 2.61 N/A 3985324.00 3172086.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGCE5 2053-10-01 6 N/A 7068217.00 6440143.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HGY30 2064-06-20 3 N/A 140434.00 120619.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APWW0 2054-09-01 6.166 N/A 762588.00 774649.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 27289599.00 2541848.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WDYQ1 2046-05-01 3.5 N/A 1010.00 128.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SJ2 2029-08-15 7 N/A 7983999.00 764196.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BHPN0 2053-04-20 6.5 N/A 53378.00 50274.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 6 N/A 2377878.00 2039069.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410WFC7 2037-06-01 6.504 N/A 5000000.00 31095.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 663461.00 654203.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EK3S2 2043-04-01 4 N/A 227000.00 43363.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617QKHY4 2036-04-20 5.5 N/A 1000.00 496.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS3S9 2054-04-01 5.5 N/A 2000.00 1947.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 1710534.00 202552.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0QN9 2029-09-01 7 N/A 1566.00 0.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 1278.00 15.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 6.00028 N/A 6197504.00 6172134.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 6.00028 N/A 21973219.00 16200783.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3617V15C1 2045-04-20 4.5 N/A 3990640.00 1841244.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 3232.00 8.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9WJ6 2039-11-15 5 N/A 428265.00 23041.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXV7 2053-11-01 6 N/A 2255612.00 2059826.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 5 N/A 131480.00 111518.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YMK7 2053-12-20 5.5 N/A 16948859.00 15948603.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 8158.00 6599.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QGD58 2036-02-01 7.149 N/A 4502.00 54.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNJX0 2038-05-01 3.56 N/A 2438954.00 2131174.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 5.79028 N/A 883609.00 673950.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31412SVA0 2038-07-01 7.497 N/A 1441.00 16.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179STA5 2046-12-20 3.625 N/A 1137.00 74.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRWP4 2053-04-01 5 N/A 650450.00 532032.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAW0 2040-01-01 3.3 N/A 904226.00 730584.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABM44 2054-04-01 6 N/A 246904.00 249454.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.5 N/A 5301.00 4085.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179YRJ5 2054-01-20 6 N/A 608063.00 579681.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KEZ7 2035-07-15 6 N/A 597918.00 11481.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTM4 2033-12-01 6.5 N/A 1029.00 6.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQE4 2054-06-01 5.734 N/A 1499681.00 1413653.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BKYY2 2047-11-25 2.5 N/A 950600.00 550472.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GNF3 2053-12-20 6.14028 N/A 7222225.00 5554922.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HX5D3 2064-08-20 7 N/A 3014.00 3089.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEWK1 2054-06-01 6 N/A 147095.00 146295.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.384 N/A 3666.00 72.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPRJ3 2064-06-20 3.5 N/A 89907.00 79752.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N2ZF1 2053-05-01 6 N/A 476740.00 426389.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BKVQ9 2058-10-15 6.34 N/A 1000.00 1060.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335AEK0 2045-08-01 3.5 N/A 2465000.00 555999.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LEN60 2041-12-01 2.41 N/A 1836183.00 1292331.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCP2 2025-05-25 2.587 N/A 9054.00 1374.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HPQW5 2064-06-20 4 N/A 268479.00 247132.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTDZ9 2053-10-01 4.5 N/A 88008.00 79382.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAKQ5 2053-02-01 6 N/A 1001126.00 766168.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 5.89028 N/A 19126666.00 15358775.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 4415000.00 5096537.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3132DSBN1 2053-12-01 6 N/A 7864614.00 6854055.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381VKS8 2049-05-20 4.5 N/A 22281903.00 4843783.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140FMR81 2047-01-01 3 N/A 3533657.00 982896.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 6.09028 N/A 3542877.00 2893248.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384E6H3 2053-10-20 6.29028 N/A 565981.00 362114.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410G5V1 2038-04-01 5 N/A 4085.00 39.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31392R3H2 2032-07-15 6.5 N/A 2489.00 109.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 3618HX2R5 2064-01-20 7.5 N/A 79178.00 81228.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQCB0 2053-04-01 6 N/A 1010.00 866.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 1487408.00 126919.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZV5 2050-11-20 4.5 N/A 376851.00 105779.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSKX9 2052-04-01 3 N/A 300000.00 241853.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACH86 2048-02-20 4.148 N/A 65181.00 51787.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9C98 2032-09-25 3.71 N/A 6651.00 6258.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179Q6R7 2045-03-20 4.5 N/A 240885.00 16810.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2QR6 2039-03-20 7 N/A 2200000.00 334580.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 2082.00 1971.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXRT1 2060-07-01 3 N/A 5208840.00 2636891.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVX3 2054-11-01 6 N/A 9792000.00 9987017.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371NLU7 2037-10-01 7 N/A 3816.00 20.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.5 N/A 28337632.00 22980637.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137AM3B1 2042-02-15 4 N/A 10000000.00 7307672.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 1046.00 796.89 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 12798600.00 12793356.81 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 6.79028 N/A 7458485.00 5228355.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XBLV0 2051-06-01 3 N/A 154902.00 79540.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 6.14028 N/A 11416120.00 11336271.70 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 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735080.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGSF2 2025-08-01 5.5 N/A 4849653.00 165.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A1GV1 2041-10-25 5 N/A 200000.00 174668.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XNVA9 2052-04-01 3.5 N/A 25000.00 21714.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNWF5 2052-04-01 2 N/A 905724.00 596273.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AWRQ8 2041-11-01 4.5 N/A 130000.00 10534.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WCCP7 2054-04-01 5.5 N/A 4000.00 3965.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JNJZ9 2054-10-20 5.5 N/A 6466672.00 6481411.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMC4 2054-08-01 6.5 N/A 20076416.00 19728242.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0NU6 2028-03-01 8 N/A 4112377.00 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2052-06-01 3 N/A 17586144.00 13073128.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XWKH5 2047-04-01 4.5 N/A 1852352.00 237723.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WUAR7 2056-12-15 2.84 N/A 243026.00 200559.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRUQ5 2053-07-01 3.5 N/A 1063214.00 938535.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BPUP1 2052-10-01 5 N/A 22099320.00 18198189.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGKW6 2053-10-01 5.5 N/A 1429160.00 1409596.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCE77 2048-10-01 3.5 N/A 828254.00 189683.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANGB9 2054-09-01 6 N/A 7915592.00 8002003.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KR6J8 2053-09-01 6 N/A 23335360.00 21758520.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFN5 2032-07-01 3.5 N/A 3743290.00 2237339.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTU23 2054-09-01 5.5 N/A 10407940.00 10382596.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADWJ6 2054-07-01 6 N/A 1658158.00 1689569.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADS36 2054-08-01 6.5 N/A 1930290.00 1978340.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38381LRQ7 2064-11-16 4 N/A 130775552.00 122369626.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ANPN3 2054-09-01 6 N/A 25311072.00 25646028.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSUC7 2052-06-01 4.5 N/A 150000.00 125219.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XC5V5 2032-09-01 3.5 N/A 7722616.00 2224085.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDJ1 2054-09-01 7 N/A 698214.00 743632.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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3140XNMD3 2046-03-01 4.5 N/A 28512704.00 25684822.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW5Q3 2037-07-01 3 N/A 3992756.00 2945139.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRWQ2 2054-08-01 6 N/A 1306222.00 1335359.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWN9 2052-03-01 3 N/A 16591.00 12314.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AUDT2 2051-10-01 2 N/A 4911208.00 3285703.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y3ND9 2029-11-01 3.5 N/A 74000.00 7816.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUHA8 2048-04-01 4 N/A 2163196.00 2048257.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMS44 2054-08-01 6 N/A 2360864.00 2399743.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C72Y2 2053-07-01 5.5 N/A 5745832.00 5086797.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMT92 2054-08-01 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYC48 2054-09-01 6.5 N/A 1866608.00 1938615.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CQB3 2047-10-01 4 N/A 154266.00 19887.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A32C3 2042-02-01 4 N/A 21335136.00 2979486.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFYM2 2030-11-01 2.5 N/A 65000.00 9155.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFQS3 2052-01-01 2 N/A 200000.00 129041.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGSZ1 2051-01-01 4 N/A 24460.00 13621.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKJU1 2038-02-01 3 N/A 527652.00 378482.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANG94 2054-08-01 5.5 N/A 1448420.00 1447571.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXQS4 2060-03-01 3.5 N/A 1900000.00 936281.09 Agency Mortgage-Backed 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FEDERAL HOME LOAN MOR N/A 3133KNLA9 2052-01-01 2.5 N/A 168000.00 115269.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJEZ4 2052-04-01 2 N/A 178174.00 128336.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLH43 2052-08-01 3.5 N/A 13769904.00 11642664.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGQN8 2054-07-01 5.5 N/A 1901744.00 1902732.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJWB0 2042-09-01 4 N/A 59355328.00 8356352.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WQAX0 2043-05-01 3 N/A 6056640.00 1101353.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y1LQ1 2048-05-01 5 N/A 6081592.00 1629117.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CURR9 2054-09-01 5.5 N/A 1786684.00 1798861.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHL26 2046-07-01 3.5 N/A 83860000.00 7830708.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6A8 2050-05-01 4.5 N/A 255000.00 65072.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWP4 2052-03-01 3 N/A 100000.00 73813.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYK6 2052-05-01 3 N/A 142238000.00 115371351.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRLG6 2054-08-01 6 N/A 1222696.00 1243367.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMWV3 2052-09-01 4.5 N/A 89708.00 58709.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKEV6 2046-04-01 2 N/A 62000000.00 39892981.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQSG2 2052-11-01 5.5 N/A 2966792.00 1807283.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418B5R3 2036-06-01 4 N/A 651750.00 122740.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHX28 2052-08-01 4.5 N/A 1300000.00 1095900.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 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24835.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GTSB2 2054-04-20 5 N/A 5026432.00 4892804.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31400HVX8 2033-03-01 6 N/A 1985268.00 6282.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNUG6 2052-08-01 4 N/A 4481256.00 3583604.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9ZH6 2054-03-01 5 N/A 3822500.00 3736329.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KREF7 2053-05-01 3 N/A 38906.00 32757.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CSS6 2043-08-25 3.5 N/A 7229720.00 6236922.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413UG78 2037-11-01 6.5 N/A 7353120.00 59656.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405J7H1 2034-09-01 6 N/A 3220660.00 38903.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AN6S7 2026-08-01 3.5 N/A 15038736.00 135977.26 Agency 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Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMZF5 2051-11-01 2.5 N/A 702000.00 473530.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXTM4 2050-05-01 3 N/A 201000.00 104995.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKR1 2054-08-01 5.5 N/A 2790250.00 2803486.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHR0 2043-05-01 3 N/A 350000.00 68993.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJNJ3 2054-07-01 6 N/A 94429.00 88303.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HD5 2039-09-01 5.5 N/A 38000.00 36153.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2S8 2047-10-01 3.5 N/A 71000.00 9388.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM4E1 2052-01-01 2.5 N/A 483003.00 330482.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANMK2 2054-08-01 6.5 N/A 2305550.00 2412035.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQVQ5 2052-11-01 4.5 N/A 126900.00 107172.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQU37 2054-06-01 6 N/A 1867152.00 1910922.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3XD1 2050-12-01 2 N/A 1000000.00 547858.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNAU8 2042-11-01 4.5 N/A 7833920.00 7127188.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6NQ5 2054-01-01 7 N/A 9434592.00 8503776.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGX95 2052-05-01 3.5 N/A 100000.00 75765.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQKA2 2052-10-01 5 N/A 500000.00 414081.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRX73 2053-04-01 6.5 N/A 12199280.00 10179761.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJXS2 2054-08-01 6 N/A 3173808.00 3216508.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CX66 2048-06-01 4.5 N/A 500000.00 45242.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXAR6 2052-04-01 2 N/A 1131952.00 836717.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FGP45 2032-01-01 2.5 N/A 1500000.00 351200.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANXJ3 2054-09-01 6 N/A 2640924.00 2721404.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EW48 2053-10-01 6 N/A 1110000.00 994771.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGCN2 2054-08-01 6 N/A 2363572.00 2393146.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A16N7 2050-02-01 4.5 N/A 2498604.00 757877.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV6U4 2050-08-01 2.5 N/A 1220000.00 495479.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9UX7 2045-04-01 3.5 N/A 48611840.00 12249129.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HMPL2 2048-09-01 5.5 N/A 282534.00 21065.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LPNE8 2051-07-01 2.5 N/A 18005664.00 12196668.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7ZE7 2054-05-01 6.5 N/A 1677208.00 1754501.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329PRJ4 2048-11-01 4 N/A 2847000.00 345801.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQU60 2054-07-01 6 N/A 1671300.00 1699547.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AMYZ3 2051-06-01 2.5 N/A 35000.00 22959.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417C3G8 2027-09-01 3 N/A 681818.00 25451.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AQUB1 2051-08-01 2.5 N/A 723623.00 473969.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLU22 2053-05-01 4.5 N/A 382000.00 325859.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31387UGR6 2031-01-01 8.5 N/A 2258156.00 32154.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXQ86 2054-10-01 6 N/A 1170260.00 1191853.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRDW0 2043-01-01 5 N/A 2602500.00 2167351.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNQB1 2052-03-01 2 N/A 2000000.00 1381547.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDX27 2051-12-01 2.5 N/A 100000.00 64364.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSVB4 2054-08-01 6 N/A 1516610.00 1547160.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L5AE6 2051-04-01 2.5 N/A 273581.00 189291.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVL6 2051-10-01 2.5 N/A 20000.00 13447.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XN3C5 2043-09-01 4 N/A 374438.00 48917.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRK77 2054-08-01 6 N/A 1194230.00 1224358.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAJ28 2052-04-01 3 N/A 28437.00 21420.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B2SY6 2052-01-01 2 N/A 74411.00 51759.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ6Y6 2054-07-01 6 N/A 2931220.00 2584108.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GF3V5 2036-12-01 2 N/A 85741184.00 56500905.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMZN9 2049-07-01 4 N/A 2121000.00 1741368.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MA2R4 2052-03-01 3 N/A 325000.00 237128.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK4E2 2054-09-01 6 N/A 1162294.00 1208901.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNZ48 2052-10-01 4 N/A 3087000.00 2485213.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTEK1 2054-08-01 6 N/A 1036800.00 1058015.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHXU1 2046-09-01 3 N/A 18953056.00 2747175.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AETP4 2054-06-01 6.5 N/A 2337500.00 1875653.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414ABA9 2037-12-01 6 N/A 1256870.00 8959.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JDN5 2032-03-01 7.5 N/A 6615160.00 8776.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L1SP1 2051-01-01 2.5 N/A 4065632.00 2341850.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B7SY5 2052-03-01 3.5 N/A 1723552.00 1253626.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BQP75 2052-10-01 4.5 N/A 52233.00 48876.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBJS5 2042-04-01 3.5 N/A 3017988.00 473390.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8KD6 2047-11-01 3.5 N/A 238757632.00 34113710.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFX68 2045-11-01 3.5 N/A 2220000.00 391518.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQR4 2053-03-01 3.5 N/A 367795.00 302790.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MJ6K6 2052-04-01 2.5 N/A 300000.00 205846.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT7H7 2054-09-01 5.5 N/A 90305920.00 89745269.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYT34 2051-12-01 3.5 N/A 254320.00 218634.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CU3D6 2054-09-01 6 N/A 1018462.00 1036382.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EXU9 2053-11-01 5.5 N/A 3800000.00 3545283.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JABT4 2049-02-01 5 N/A 3133000.00 905577.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JLYK9 2051-07-01 2.5 N/A 100000.00 74966.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHM25 2054-08-01 6 N/A 6053512.00 6151299.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMC79 2052-07-01 2.5 N/A 12000.00 9504.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYW39 2042-07-01 3 N/A 500000.00 381924.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ASCW1 2051-09-01 3.5 N/A 1374926.00 879113.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2RA2 2035-05-01 6 N/A 1336058.00 28020.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNXD9 2052-04-01 3.5 N/A 46460608.00 37736597.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMT7 2054-10-01 6 N/A 498976.00 501824.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9A59 2054-03-01 5.5 N/A 2000220.00 1989097.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4LY0 2049-07-01 5 N/A 796000.00 192210.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGT6 2054-08-01 6 N/A 2975336.00 2861585.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRHU0 2054-08-01 5.5 N/A 1155708.00 1165325.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ARQL2 2051-09-01 2 N/A 95036.00 62108.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHU37 2041-07-01 2.5 N/A 2291336.00 1947042.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMVG7 2051-10-01 3 N/A 65807.00 44506.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHUD5 2041-07-01 3 N/A 9178304.00 8117652.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUGV2 2054-04-01 4.5 N/A 8029000.00 7507222.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPVD8 2039-04-01 3.5 N/A 268422.00 239423.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9JW5 2042-05-01 3 N/A 375000.00 255174.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HT3 2048-07-01 4 N/A 3996008.00 1080794.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NCUG2 2053-03-01 5.5 N/A 3626088.00 3193998.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL42 2052-03-01 2.5 N/A 2017280.00 1468950.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BAUR0 2052-05-01 3.5 N/A 200000.00 143206.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MFG64 2052-01-01 3.5 N/A 656385.00 461945.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FN9 2054-03-01 6.5 N/A 1504024.00 1546987.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEN6 2037-06-01 3.5 N/A 49000.00 32818.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHG1 2053-06-01 5.5 N/A 189327616.00 168467688.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128UNGQ9 2038-08-01 6.5 N/A 2431000.00 11120.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNCU5 2052-10-01 4.5 N/A 2826188.00 2320263.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADHW1 2044-05-01 4.5 N/A 136828.00 18023.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YYSE4 2045-07-01 3.5 N/A 4267824.00 557009.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9A37 2033-05-01 3.5 N/A 1858000.00 237000.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3S23 2053-04-01 5 N/A 13864416.00 13125442.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPVG9 2032-08-01 4 N/A 129057.00 77139.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YD4D8 2045-04-01 3 N/A 1380400.00 306955.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CPG3 2047-09-01 4.5 N/A 5850000.00 708284.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVP1 2054-08-01 5 N/A 1002980.00 976984.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J8X57 2030-03-01 3 N/A 240140.00 19840.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417G2R6 2043-07-01 3 N/A 4000000.00 837068.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L3H79 2051-03-01 2 N/A 300000.00 181060.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKXT7 2054-07-01 6 N/A 2868484.00 2930080.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9RJ5 2041-10-01 2.5 N/A 4942176.00 4040426.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EY4Z1 2046-04-01 4 N/A 610000.00 45926.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXRD4 2054-10-01 6.5 N/A 1810190.00 1880021.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EGBP8 2032-02-01 6 N/A 697647.00 26401.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACB82 2047-03-01 4.5 N/A 8356656.00 1766475.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZ53 2045-02-01 4.5 N/A 8225344.00 2093370.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ECQ1 2052-04-01 2.5 N/A 28000.00 20242.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGE32 2045-03-01 3 N/A 719562.00 188495.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AMB1 2042-11-01 4 N/A 1100000.00 133550.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHLE5 2049-12-01 3.5 N/A 12000000.00 8493905.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEAG1 2030-06-01 5.5 N/A 244560.00 7637.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGRR2 2052-04-01 4 N/A 1500000.00 1215313.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XHP68 2045-02-01 3 N/A 530000.00 378237.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MEEZ0 2030-04-01 3.5 N/A 98000.00 8855.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXMT6 2048-08-01 4.5 N/A 675000.00 264607.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D5X6 2031-09-01 2.5 N/A 3280160.00 1594201.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTG0 2054-07-01 6 N/A 2480130.00 2536834.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNEH2 2051-12-01 2.5 N/A 138859008.00 92928350.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DK8 2045-03-01 3 N/A 72437632.00 9101120.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5FG9 2047-02-01 4 N/A 1857000.00 260380.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNPL0 2052-03-01 3.5 N/A 100000.00 71909.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3KZ2 2040-10-01 4 N/A 8000000.00 622388.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XAT0 2054-09-20 5.91028 N/A 100000000.00 99419494.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWCX9 2051-11-01 3.5 N/A 36000.00 20615.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416Y2J6 2032-12-01 6 N/A 2331620.00 54544.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLRG5 2052-05-01 3 N/A 2300000.00 1783678.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANB32 2054-08-01 6 N/A 2148970.00 2188800.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NGTC4 2053-05-01 5.5 N/A 15765248.00 13315080.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31334YPZ4 2048-04-01 2.5 N/A 3560000.00 1013263.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKB53 2054-09-01 6.5 N/A 2369436.00 2451421.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANXV6 2054-10-01 6.5 N/A 1182386.00 1229968.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B8BT2 2052-04-01 2 N/A 4607832.00 3179679.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ5Y5 2038-04-01 3 N/A 1090096.00 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Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJDG0 2054-08-01 6 N/A 1421836.00 1446120.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ACEV6 2050-11-01 2.5 N/A 1034100.00 618677.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JR7K1 2051-03-01 2 N/A 327667.00 209310.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMLF1 2051-12-01 3.5 N/A 4084448.00 3285574.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSG39 2054-08-01 6 N/A 1172076.00 1201691.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329MJ76 2031-10-01 2.5 N/A 13135000.00 2592371.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXXL1 2062-09-01 3.5 N/A 20401920.00 17139258.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSAH8 2052-06-01 3.5 N/A 147069.00 123027.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409JZQ6 2036-06-01 6 N/A 1500000.00 103754.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMV21 2052-07-01 3 N/A 1048384.00 806912.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ARX8 2033-04-01 3 N/A 8368000.00 1103009.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSMM0 2054-08-01 5 N/A 5753464.00 5614563.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHS45 2046-08-01 3 N/A 1500000.00 548491.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XBLF9 2043-12-01 4 N/A 1747000.00 388191.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBUH1 2048-04-01 4.5 N/A 310000.00 139325.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMGP0 2054-08-01 5 N/A 5489368.00 5363402.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHRW4 2054-08-01 5.5 N/A 1000838.00 1007921.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3H4 2052-08-01 3.5 N/A 42084800.00 35256031.07 Agency Mortgage-Backed 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HOME LOAN MOR N/A 3133KY3Z0 2044-10-01 6 N/A 1432936.00 1449047.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WPR25 2047-07-01 3.5 N/A 49838000.00 11549507.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AETA7 2054-06-01 6.5 N/A 6659080.00 6869611.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6FK1 2038-11-01 6 N/A 168180.00 128420.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DNK4 2050-04-01 4 N/A 286511.00 51395.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FPFU8 2047-07-01 5 N/A 1088418.00 297685.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XEC77 2051-07-01 3.5 N/A 629700.00 351162.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANB24 2054-08-01 6 N/A 1289534.00 1310072.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRVU5 2053-08-01 5.5 N/A 160067840.00 150115742.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AG7B4 2054-08-01 5.5 N/A 1147236.00 1160547.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0HN5 2053-03-01 5 N/A 2151988.00 2048283.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BH4A1 2052-08-01 3.5 N/A 235325.00 189107.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NPJ92 2053-07-01 5.5 N/A 3475432.00 3214048.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BN5N9 2052-10-01 5 N/A 1080582.00 963392.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JAQP6 2047-05-01 4.5 N/A 225000.00 47518.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6MA8 2054-08-01 6 N/A 10595220.00 10516470.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYR50 2039-08-01 4 N/A 8393168.00 1333661.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFK9 2051-05-20 4 N/A 86236640.00 40231249.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410LVD1 2047-01-01 3.5 N/A 3500000.00 782634.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A9DF9 2050-08-01 2.5 N/A 200000.00 111581.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N9LK0 2053-04-01 5 N/A 1967628.00 1523770.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWFE7 2054-09-01 5 N/A 6945808.00 6789564.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ER6M7 2045-11-01 4 N/A 5000000.00 1095390.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YGW81 2045-04-01 2.5 N/A 25000.00 7116.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APG57 2054-09-01 6 N/A 79919.00 80848.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRG2 2054-08-01 6 N/A 3080220.00 3136334.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BNTK9 2052-10-01 6 N/A 117848.00 79523.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACS35 2048-03-01 3.5 N/A 23152704.00 5311654.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTU3 2052-05-01 3.5 N/A 26000.00 20236.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN2D0 2054-09-01 6.5 N/A 1316564.00 1357892.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YE6F9 2045-01-01 3.5 N/A 48252416.00 3129251.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNSY9 2052-04-01 3 N/A 318000.00 228899.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGR97 2046-03-01 3 N/A 5871840.00 800661.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H7DU5 2044-02-01 3.5 N/A 13400000.00 2400548.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MSAY1 2052-06-01 4 N/A 998000.00 795343.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW5P3 2054-10-01 6.5 N/A 1636416.00 1719273.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E9KJ8 2027-03-01 3.5 N/A 1746570.00 43210.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HSW46 2037-04-01 3.5 N/A 1197540.00 269827.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N55W0 2052-11-01 4.5 N/A 18547456.00 16513791.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3A5 2044-05-01 6 N/A 1907020.00 1753180.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8W27 2037-04-01 2 N/A 880761.00 625097.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M6R39 2054-09-01 6.5 N/A 3493476.00 3616363.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C16M7 2053-05-01 5.5 N/A 1104118.00 1033850.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRNK6 2052-12-01 5 N/A 44000000.00 38408117.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGWR2 2054-07-01 6.5 N/A 872200.00 892723.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRDW0 2054-08-01 6 N/A 4985030.00 4795762.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5AX0 2052-02-01 2.5 N/A 8049136.00 5201677.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEJ67 2045-04-01 3 N/A 5100000.00 1294517.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJK67 2053-12-01 7 N/A 1908710.00 1650818.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MWT71 2053-01-01 4.5 N/A 15784192.00 13467847.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGLH0 2052-04-01 3 N/A 6000000.00 4335944.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDGD2 2051-10-01 2.5 N/A 400000.00 265142.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABEH4 2054-09-01 6 N/A 1868804.00 1892170.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KRQ69 2050-11-01 2.5 N/A 100000.00 61996.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADFN6 2054-05-01 6 N/A 2828280.00 2741376.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QR7E7 2043-05-01 5.5 N/A 1571352.00 1127406.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W9P21 2054-04-01 5.5 N/A 1315542.00 1310860.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSBG5 2054-08-01 6 N/A 2347876.00 2391365.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJLZ4 2052-10-01 4.5 N/A 180000.00 150464.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRT4 2044-06-01 3 N/A 3715240.00 1827344.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LUV32 2051-11-01 2.5 N/A 776547.00 549633.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFY42 2054-07-01 6 N/A 1358220.00 1390188.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C7LU9 2053-06-01 4.5 N/A 501322.00 390349.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132G72J3 2035-07-01 4 N/A 1172498.00 245704.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFRM5 2052-01-01 3.5 N/A 519821.00 398776.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQWU2 2054-09-01 6.5 N/A 14626992.00 15150460.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6NS5 2035-08-01 2 N/A 173000.00 81013.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AXJ2 2028-09-01 3 N/A 83604.00 5562.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADXZ6 2049-01-01 5 N/A 2200000.00 225525.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6VM5 2054-04-01 5.5 N/A 4673630.00 4420715.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JWR93 2049-07-01 5 N/A 1049192.00 164913.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AELC8 2043-11-01 4 N/A 305000.00 94238.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7VR5 2047-10-01 4.5 N/A 4672000.00 594070.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUDL7 2044-03-01 6 N/A 3933352.00 3846557.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKR64 2054-08-01 6 N/A 1118286.00 1153062.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJAQ1 2054-09-01 6 N/A 1312328.00 1355049.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AMLA2 2051-05-01 3.5 N/A 25812.00 13392.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKK9 2052-08-01 3.5 N/A 6028320.00 5210661.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2DQ8 2053-05-01 6 N/A 1681424.00 1486392.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2K7 2051-07-01 1.5 N/A 1076000.00 686848.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GSN81 2047-09-01 4 N/A 4382000.00 1394330.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132H7C51 2044-03-01 4.5 N/A 500000.00 84311.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KE83 2026-10-01 6.5 N/A 2207540.00 11773.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q94T7 2048-11-01 4.5 N/A 188928000.00 53691310.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31414QQM2 2038-03-01 6 N/A 6890856.00 81593.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACZS5 2054-05-01 6.5 N/A 1143886.00 1177403.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHKT8 2054-06-01 7 N/A 1157030.00 1227372.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WEG65 2034-06-01 5 N/A 862993.00 22789.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416VXQ2 2036-01-01 4 N/A 1668000.00 186919.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EG53 2052-06-01 2.5 N/A 929484.00 714155.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288LF22 2034-01-01 7 N/A 2700000.00 24572.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABJV8 2054-04-01 4.5 N/A 1055878.00 1007340.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J6CP0 2047-10-01 4 N/A 1300000.00 185502.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANVW6 2054-08-01 6 N/A 1225226.00 1250948.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y5BG5 2028-07-01 2.5 N/A 1355332.00 50658.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QAQQ6 2034-02-01 4.5 N/A 5680080.00 823693.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCQ76 2051-08-01 3 N/A 250000.00 153183.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4TP9 2053-06-01 5.5 N/A 911472.00 891021.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHUZ3 2054-07-01 6.5 N/A 1314008.00 1351637.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQWP8 2040-11-01 4 N/A 2550000.00 259679.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQTQ5 2054-09-01 6 N/A 6144.00 6229.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXGQ9 2047-02-01 4 N/A 1720246.00 415205.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLBB1 2036-06-01 2 N/A 130791424.00 75055606.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9Y62 2038-12-01 4 N/A 3515528.00 1264239.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMWN1 2051-07-01 2.5 N/A 200000.00 125635.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEQZ8 2050-08-01 4.5 N/A 4203424.00 1571503.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLTR9 2048-11-01 3.5 N/A 2800000.00 2252216.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LY4N0 2051-09-01 2.5 N/A 2290000.00 1499653.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140M2PG1 2052-02-01 2.5 N/A 100000.00 72772.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNGU0 2052-02-01 3.5 N/A 30000.00 19006.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYZ1 2033-07-01 4 N/A 239000.00 20236.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y7QU4 2048-11-01 5 N/A 3218888.00 481238.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WGZ98 2031-04-01 3.5 N/A 575000.00 76701.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NCB2 2045-08-01 4 N/A 1071286.00 103872.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AQR2 2043-02-01 3 N/A 167000.00 28565.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5HX6 2047-12-01 3 N/A 113792.00 18169.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MPYL9 2037-06-01 2 N/A 26622.00 18846.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKGV1 2054-08-01 6 N/A 1001030.00 1031084.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E0E76 2045-11-01 4.5 N/A 25976.00 6118.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMGU9 2054-08-01 5 N/A 1040750.00 1018749.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKA96 2054-08-01 6.5 N/A 2718568.00 2775892.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LQRU6 2052-03-01 2 N/A 983662.00 707520.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QCHD1 2034-11-01 4 N/A 2760290.00 356435.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EP38 2053-03-01 5.5 N/A 2917000.00 2512018.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGWF7 2054-07-01 6.5 N/A 6998528.00 7322853.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKRS6 2054-08-01 6 N/A 1225104.00 1250768.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSHF1 2054-08-01 6 N/A 1835868.00 1866322.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADS85 2054-08-01 6 N/A 1418724.00 1446975.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQQY5 2053-06-01 5.5 N/A 2800000.00 2541888.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRZ0 2047-07-01 4 N/A 1458786.00 609438.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHJ2 2052-09-01 4 N/A 6175000.00 5053603.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EBP4 2052-02-01 2.5 N/A 49234368.00 34657316.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYLB2 2054-11-01 6.5 N/A 1095418.00 1136706.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQMR0 2054-08-01 6 N/A 1139636.00 1161984.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSK83 2054-08-01 5.5 N/A 39326144.00 39156569.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXEB2 2054-10-01 6 N/A 1125760.00 1146525.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNKU7 2052-10-01 2 N/A 87000.00 66424.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ASME5 2054-10-01 6.5 N/A 2109160.00 2197153.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X5Q42 2043-09-01 4 N/A 2914000.00 449537.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7XM6 2035-09-01 2 N/A 2381268.00 1038477.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWAV5 2051-01-01 1.5 N/A 850000.00 499609.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCRV9 2046-08-01 3.5 N/A 1700000.00 399717.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7AG4 2039-12-01 4.5 N/A 8015152.00 1767887.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCL97 2051-08-01 2.5 N/A 130000.00 82221.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MP3L3 2052-05-01 3 N/A 209984.00 135764.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ALM21 2051-05-01 1.5 N/A 136604.00 94795.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XADY5 2051-03-01 2 N/A 200000.00 119400.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPVB0 2052-07-01 3.5 N/A 11219824.00 9149008.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXVB4 2053-03-01 5.5 N/A 9805024.00 8676710.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZU3 2054-07-01 6 N/A 177059840.00 177853550.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNF4 2052-02-01 2.5 N/A 100000.00 65213.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4NS3 2044-08-01 4.5 N/A 28256192.00 3925454.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGMG9 2053-10-01 6 N/A 501271.00 502560.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6EH9 2038-04-01 3.5 N/A 8000.00 5004.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJFS6 2052-07-01 3.5 N/A 491563.00 425304.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGQV6 2052-05-01 3.5 N/A 100000.00 77463.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAS8 2035-03-01 6.5 N/A 9204030.00 124635.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CA4W7 2053-08-01 6.5 N/A 1497550.00 1446994.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CR5F6 2054-07-01 5 N/A 1027284.00 1008700.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRNH0 2049-01-01 3.5 N/A 2250000.00 280291.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XGWB0 2041-06-01 4 N/A 14650000.00 327217.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUB97 2053-04-01 3 N/A 35101056.00 30325391.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416NFG2 2039-05-01 4.5 N/A 4150000.00 297696.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YSFJ0 2045-07-01 3.5 N/A 62830720.00 7786497.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASMP4 2041-09-01 4 N/A 1201226.00 45498.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9DC4 2048-06-01 4.5 N/A 456168.00 102139.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A72Z6 2054-01-01 7 N/A 645676.00 688037.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSM4 2052-02-01 2.5 N/A 910000.00 639799.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AK2P9 2054-09-01 6 N/A 4721512.00 4817455.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5E50 2046-03-01 4 N/A 1310000.00 150698.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRE25 2054-08-01 6 N/A 2373472.00 2430168.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNGT4 2051-12-01 2 N/A 25400256.00 17249389.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLZY7 2052-12-01 4 N/A 156827.00 132955.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HRMP2 2043-01-01 3 N/A 104922.00 20379.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF32 2053-01-01 4 N/A 3000000.00 2556128.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUCB1 2047-12-01 3 N/A 19985600.00 17609323.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBM5 2044-08-01 5.5 N/A 23703456.00 23224628.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9JN5 2042-01-01 2 N/A 200000.00 136780.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEH2 2052-08-01 3.5 N/A 8046320.00 6445531.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B96Y5 2052-03-01 2 N/A 51317.00 36304.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZD9 2033-08-01 4 N/A 80000000.00 7359073.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMKH7 2050-03-01 4 N/A 66248800.00 14452322.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6A83 2036-12-01 1.5 N/A 1826488.00 1178771.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JPUQ6 2041-02-01 2 N/A 19905440.00 12097188.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 1272000.00 990258.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSG1 2054-08-01 6 N/A 3583964.00 3651496.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XKLZ0 2042-10-01 3.5 N/A 934666.00 174769.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZL3 2054-07-01 5.5 N/A 89734016.00 87738605.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F0GY4 2046-10-01 3 N/A 20000.00 5034.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419MCB5 2041-06-01 4.5 N/A 25000.00 5042.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GYJX8 2048-02-01 3.5 N/A 569549.00 93267.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJSL8 2047-01-01 4.5 N/A 20000000.00 16011955.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM6D1 2052-01-01 3 N/A 11000.00 7839.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X82N0 2043-09-01 3.5 N/A 157060.00 40438.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KF6S9 2050-08-01 2 N/A 72068096.00 34127115.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMFB2 2054-09-01 6 N/A 1186508.00 1209329.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415QW69 2038-07-01 6 N/A 925909.00 17510.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5DL6 2045-03-01 3.5 N/A 2450000.00 251082.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NHAD0 2053-04-01 5.5 N/A 11153280.00 10199516.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPR74 2052-07-01 3 N/A 7450200.00 5755803.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNEA6 2054-02-01 6.5 N/A 3030892.00 3099575.06 Agency Mortgage-Backed Securities FEDERAL 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N/A 3140A9YJ3 2054-04-01 7 N/A 259776.00 271872.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMBU9 2051-11-01 3 N/A 35971840.00 28039070.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSJJ1 2054-08-01 6 N/A 5290240.00 5387140.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DY89 2041-05-01 2.5 N/A 3625000.00 2297123.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AJC97 2054-07-01 5.5 N/A 1284326.00 1285762.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFY88 2052-02-01 2 N/A 5932000.00 4094646.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XDBS4 2051-10-01 3 N/A 25895000.00 17412583.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRN83 2045-04-01 3.5 N/A 5000000.00 1100364.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDK6 2052-04-01 3 N/A 24000.00 17796.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NQMZ8 2054-08-01 6 N/A 2041376.00 2082569.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMUQ2 2054-09-01 5.5 N/A 3110944.00 3118793.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XN3F8 2043-09-01 4 N/A 8517392.00 1755205.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLC20 2051-07-01 2.5 N/A 7338976.00 4739367.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEWM7 2054-06-01 5.5 N/A 4639832.00 4618607.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZW7 2052-01-01 3 N/A 7000.00 5151.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8LC7 2038-01-01 3 N/A 2302220.00 1124363.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WCHZ9 2044-07-01 4 N/A 3496580.00 448413.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31411JA89 2037-12-01 6 N/A 5080000.00 398405.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWER0 2052-09-01 4 N/A 6708000.00 5563021.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LS5R3 2051-09-01 1.5 N/A 230240.00 152131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXPP1 2042-07-01 3 N/A 1000000.00 337682.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133N3Y81 2052-09-01 5 N/A 200000.00 169393.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGG2 2052-05-01 2.5 N/A 2148000.00 1572603.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRLB7 2054-08-01 6 N/A 1288542.00 1319515.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CFN88 2053-10-01 3.5 N/A 6037104.00 5305631.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRYY3 2054-08-01 5.5 N/A 1108970.00 1124245.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FB63 2054-08-01 7.5 N/A 4885100.00 4673009.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416W5Z1 2030-11-01 4 N/A 435581.00 15567.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ5L5 2054-08-01 6 N/A 1330576.00 1355897.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XXP88 2047-07-01 4.5 N/A 4102020.00 396888.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7WS9 2053-12-01 7.5 N/A 2285920.00 2218095.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8H99 2036-05-01 3 N/A 4965680.00 2100312.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HC59 2041-02-01 4 N/A 21150000.00 2054443.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWF31 2054-09-01 5 N/A 6499144.00 6354873.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0QY1 2052-03-01 2 N/A 18846368.00 14349886.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ETA89 2040-06-01 6.5 N/A 3000000.00 474919.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8BA4 2050-09-01 3 N/A 100000.00 38107.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9XA6 2048-10-01 4 N/A 1100000.00 273535.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWS78 2054-10-01 6 N/A 3195750.00 3273713.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3Q89 2053-11-01 6.5 N/A 1794060.00 1823127.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQVB5 2054-09-01 5 N/A 6320112.00 6188929.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BJY63 2052-09-01 4.5 N/A 603710.00 448063.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRH0 2049-05-01 4 N/A 1141758.00 399919.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBTH3 2051-05-01 2 N/A 5121240.00 3486570.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLRL5 2053-06-01 6 N/A 8771024.00 8323317.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HHPG9 2054-07-20 6.5 N/A 894048.00 929685.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHYX8 2041-12-01 4 N/A 1560400.00 164318.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CVRM8 2054-09-01 6 N/A 9620704.00 9913337.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AGP8 2041-11-01 3.5 N/A 7890208.00 998803.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNQD8 2052-07-01 3.5 N/A 6287184.00 4770189.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JRUE9 2049-05-01 3 N/A 2193224.00 534626.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JANV3 2043-06-01 3.5 N/A 5000000.00 925776.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 1223000.00 1203117.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B53T7 2052-03-01 2 N/A 682400.00 477435.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCYC6 2051-09-01 2.5 N/A 96000.00 64797.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XV5R2 2047-02-01 3 N/A 792000.00 275415.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JM5P3 2049-03-01 5.5 N/A 4000000.00 217442.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQ6L4 2054-08-01 5.5 N/A 1169422.00 1179107.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAK52 2038-01-01 3.5 N/A 2200000.00 565175.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBRQ5 2051-06-01 3 N/A 200000.00 121694.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWW24 2054-09-01 6.5 N/A 1046266.00 1089152.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQDN3 2053-01-01 5.5 N/A 3829124.00 3553725.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LVSM2 2051-10-01 2.5 N/A 327066.00 224776.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A53J5 2053-12-01 6.5 N/A 1572514.00 1630524.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MBSS2 2051-12-01 3.5 N/A 800709.00 544928.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXCW8 2054-10-01 6.5 N/A 1299856.00 1348215.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMJZ8 2051-11-01 2 N/A 652637.00 423679.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0YH9 2051-07-01 3 N/A 36845056.00 30928290.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XYZG7 2047-12-01 4.5 N/A 20738976.00 3489430.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AQB8 2041-12-01 4 N/A 1430278.00 189862.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQP90 2054-08-01 6 N/A 1198600.00 1220448.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QETH5 2035-07-01 4 N/A 1291328.00 689769.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QFS83 2050-11-01 2.5 N/A 1602918.00 908597.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLMV8 2053-06-01 5.5 N/A 1984350.00 1961795.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTQX0 2054-09-01 6 N/A 9205728.00 9384429.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN5N9 2052-04-01 3 N/A 4014888.00 3110924.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A12J5 2053-10-01 6.5 N/A 5080272.00 4577237.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WTUT1 2043-05-01 3 N/A 8500000.00 1166484.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CJPP0 2053-12-01 7.5 N/A 5902824.00 4955369.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQP33 2052-10-01 4.5 N/A 4100000.00 3424993.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPWC8 2052-10-01 4.5 N/A 11256416.00 9532816.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW2Y7 2054-10-01 5.5 N/A 1328144.00 1352428.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNWG3 2052-04-01 2 N/A 16190272.00 11729400.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCL95 2053-09-01 5.5 N/A 1259862.00 1134949.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CGAC1 2053-10-01 6 N/A 8769792.00 8797831.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRPS7 2053-07-01 5.5 N/A 22349888.00 21075224.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRGV1 2040-11-01 3.5 N/A 19985504.00 18705880.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHLJ3 2041-10-01 4 N/A 18255940.00 2353454.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L0RZ2 2051-08-01 3 N/A 2936004.00 2042080.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXFM9 2057-01-01 4 N/A 1531606.00 443442.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUZR0 2054-07-01 6 N/A 75990144.00 76155172.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDR1 2052-05-01 2.5 N/A 34000.00 24929.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDV68 2053-09-01 6.5 N/A 10159616.00 10202277.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEWH5 2048-07-15 4 N/A 31996064.00 28750498.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANPQ6 2054-09-01 6 N/A 26274200.00 26595993.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYC89 2054-10-01 6 N/A 1413462.00 1443318.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138E7NV2 2042-02-01 4 N/A 175000.00 25256.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNMV2 2052-07-01 4.5 N/A 801000.00 636759.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N1D26 2037-08-01 3 N/A 777816.00 488264.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKDU9 2041-04-01 2.5 N/A 200000.00 126784.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KND59 2051-12-01 2.5 N/A 68246.00 46818.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQKR6 2053-01-01 5 N/A 59397.00 51873.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HN3W5 2054-08-20 6.5 N/A 1533284.00 1581771.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVN6 2041-08-01 2 N/A 300000.00 193186.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QDDN1 2050-04-01 3 N/A 382000.00 98448.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LE3T6 2031-06-01 2.68 N/A 1090000.00 973685.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFNV4 2054-07-01 5.5 N/A 1236700.00 1043549.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSL0 2054-08-01 6.5 N/A 1627182.00 1680092.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHSS5 2049-04-01 4 N/A 35967680.00 4581043.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MDAJ7 2052-01-01 2 N/A 41433.00 28872.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWH88 2054-09-01 6.5 N/A 2958076.00 3061025.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLNT9 2051-08-01 2.5 N/A 100000.00 64799.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXQN3 2054-10-01 5.5 N/A 1658350.00 1664126.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBP38 2045-11-01 4 N/A 360000.00 198223.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJXV5 2039-09-01 6 N/A 400000.00 25039.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8UW3 2036-12-01 1.5 N/A 30000.00 18187.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WDYL4 2034-03-01 5 N/A 1896064.00 43038.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGNT4 2052-03-01 2 N/A 525000.00 371906.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRHP3 2049-05-01 4 N/A 5734820.00 5453238.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A4R64 2041-01-01 4 N/A 8789730.00 835741.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFN44 2045-09-01 3.5 N/A 98974976.00 19830449.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7MF3 2050-03-01 5 N/A 4400000.00 857993.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3N7 2044-08-01 5 N/A 12269440.00 11656914.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW7M8 2054-10-01 6.5 N/A 2316650.00 2407610.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDU8 2044-08-01 4.5 N/A 2966636.00 2846286.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WKQ84 2046-12-01 3 N/A 59075.00 10186.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQRL1 2054-08-01 6.5 N/A 2900864.00 2923004.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C25E4 2053-05-01 5.5 N/A 5564112.00 5034270.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWS94 2054-10-01 6 N/A 1323952.00 1350898.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBZ6 2044-08-01 6.5 N/A 1924184.00 1971079.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 1600000.00 19576.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7LA1 2031-04-01 3.5 N/A 189010.00 27337.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBA0 2051-03-01 1.5 N/A 1223678.00 733738.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGFQ7 2052-03-01 3 N/A 1290000.00 904900.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4DR6 2043-04-01 3.5 N/A 6000000.00 1267498.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GLX2 2043-05-01 3 N/A 1198710.00 245600.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGTF2 2054-07-01 6 N/A 1630538.00 1676614.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNGT4 2044-08-01 4 N/A 6515608.00 4702952.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDPD1 2052-06-01 2 N/A 8436912.00 6263634.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FAK3 2044-06-01 5 N/A 14302080.00 13086274.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2DW9 2038-02-01 6 N/A 550000.00 6311.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVBV5 2044-08-01 6.5 N/A 5646616.00 5892490.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7FH2 2054-03-01 6.5 N/A 5620.00 5750.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CQU52 2054-07-01 6 N/A 1634608.00 1661893.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPLT3 2053-01-01 5.5 N/A 200000.00 182793.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADGR6 2054-06-01 6 N/A 1063550.00 1075857.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXFZ8 2054-10-01 6 N/A 2116752.00 2160759.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGTD6 2054-07-01 7 N/A 6055280.00 6314980.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYVS5 2041-09-01 2 N/A 700000.00 451214.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYJQ2 2054-10-01 6 N/A 1758056.00 1793326.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AGEG5 2054-05-01 6 N/A 1149460.00 1168921.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ENS42 2044-10-01 3.5 N/A 41641216.00 8596442.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJFY9 2046-11-01 3.5 N/A 1149710.00 148722.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XMQM0 2043-05-01 3 N/A 4885000.00 1180130.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD5L6 2051-12-01 3 N/A 481831.00 366694.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CEB43 2053-08-01 5.5 N/A 1175180.00 1159465.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417AQD4 2041-12-01 4 N/A 30973000.00 3745307.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W94X5 2043-10-01 5 N/A 834746.00 43279.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8VD7 2053-01-01 5.5 N/A 2553876.00 2336801.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUM94 2054-05-01 5.5 N/A 88109824.00 83554327.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBTB5 2052-05-01 2 N/A 265869.00 181614.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1KE9 2053-04-01 5.5 N/A 393778.00 354241.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X1MM0 2031-07-01 4.5 N/A 775000.00 51591.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXDM1 2056-06-01 4.5 N/A 3090000.00 793725.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DS5M0 2050-07-01 4 N/A 2400000.00 2143176.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZA9 2051-06-01 3 N/A 1438270.00 893246.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNT36 2052-04-01 3.5 N/A 45000.00 32465.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CW2R2 2054-10-01 6 N/A 1018392.00 1037782.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGF4 2053-02-01 4.5 N/A 66842560.00 58709161.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCSU3 2051-07-01 1.5 N/A 62248.00 39189.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWFY3 2054-09-01 5 N/A 11044720.00 10798215.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADQ61 2054-05-01 5.5 N/A 520932.00 517267.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HSVX3 2036-01-01 3.5 N/A 1242820.00 166883.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSZZ3 2052-01-01 2 N/A 314977.00 224180.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANMA4 2054-08-01 5.5 N/A 1059844.00 1059049.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WRJU5 2043-06-01 4 N/A 100000.00 14307.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6CA6 2037-05-01 3.5 N/A 47000.00 31974.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARNW6 2054-10-01 6 N/A 4519848.00 4658530.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140EVTZ0 2031-07-01 3 N/A 100000.00 13982.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKGR5 2053-01-01 6 N/A 38782656.00 30924949.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A4R45 2053-12-01 7 N/A 1589404.00 1501605.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRHY2 2054-08-01 6 N/A 1699674.00 1736001.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QK2C1 2041-06-01 2 N/A 124013696.00 78346154.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L1UL7 2051-03-01 2 N/A 400000.00 230969.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTTH2 2054-08-01 5.5 N/A 22131360.00 22010366.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN2M0 2054-09-01 6 N/A 2102564.00 2139522.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AR4N7 2054-09-01 6.5 N/A 1150278.00 1199392.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A55L8 2054-02-01 6 N/A 684249.00 688683.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAYQ1 2052-05-01 3.5 N/A 13725800.00 11508263.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGKE7 2049-08-01 4 N/A 10882000.00 2012072.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402V4E7 2033-09-01 5 N/A 1889000.00 12233.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUP83 2054-05-01 6 N/A 103870080.00 102629698.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHH6 2052-09-01 3.5 N/A 1849000.00 1495569.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D54D1 2034-12-01 2.5 N/A 740097.00 152464.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BARH6 2052-04-01 3.5 N/A 743346.00 406585.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QN6W7 2052-05-01 3 N/A 50018.00 38337.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J7S48 2047-08-01 3.5 N/A 3500000.00 785722.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XD6U5 2051-12-01 2.5 N/A 86765.00 56921.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACJB0 2054-04-01 6.5 N/A 6345696.00 6518378.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY3E7 2044-05-01 6.5 N/A 57000.00 57981.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNA38 2050-10-01 4.5 N/A 6615080.00 5954218.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138X6PV1 2043-10-01 3 N/A 200000.00 39844.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8GV3 2040-03-01 3 N/A 39196000.00 16242205.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DSF7 2036-09-01 6.5 N/A 22042100.00 157813.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APSN5 2054-11-01 6.5 N/A 3784356.00 3910585.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WE4N7 2054-06-01 6.5 N/A 2621776.00 2692145.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTQX1 2054-07-01 5.5 N/A 9750960.00 9694125.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGHY0 2052-03-01 3 N/A 77908.00 56733.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMVW8 2054-09-01 6 N/A 6246912.00 6365202.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPT64 2052-07-01 5.5 N/A 5573072.00 4585576.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EEE6 2042-06-01 3 N/A 1400000.00 1061945.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QHSV8 2049-03-01 4 N/A 14821120.00 3938271.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WPP9 2040-08-01 4.5 N/A 423017.00 11492.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV4C6 2049-10-01 4.5 N/A 132000.00 18793.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNY72 2052-03-01 2 N/A 4243488.00 3176649.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J94R9 2048-05-01 5 N/A 30548704.00 3691061.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CWC83 2054-09-01 6 N/A 1161124.00 1184247.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFC2 2052-11-01 3 N/A 200000.00 157702.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B76D5 2052-04-01 3.5 N/A 605349.00 517823.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHT6 2043-05-01 3 N/A 11182192.00 2230595.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AGZ68 2041-06-01 4 N/A 13670304.00 229190.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCS1 2053-05-01 6.5 N/A 100000.00 90457.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJX94 2047-02-01 3.5 N/A 28498240.00 5879802.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DZF2 2051-05-01 2.5 N/A 1694922.00 985801.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9WP2 2038-10-01 5.5 N/A 108605.00 10759.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WDZP9 2045-01-01 4 N/A 12786576.00 3025148.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVA61 2054-08-01 6.5 N/A 61483776.00 60119843.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NDNL7 2053-03-01 5 N/A 5503104.00 5002426.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374CSK3 2045-07-25 3 N/A 14016160.00 12106462.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D6B3 2051-11-01 2 N/A 1326634.00 890920.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWDR2 2034-11-01 3 N/A 9674192.00 2104701.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WMDS2 2038-10-01 6 N/A 8747392.00 77793.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QDG3 2039-03-01 4 N/A 6711920.00 866908.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140L7PC0 2051-04-01 2 N/A 400000.00 225751.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WF3X2 2045-11-01 4 N/A 110000.00 7209.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEUA8 2035-08-01 3 N/A 175179.00 75971.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGHU8 2052-03-01 3 N/A 224568.00 145636.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACKZ2 2046-01-01 4.5 N/A 50000.00 9865.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MFQB7 2033-05-01 3 N/A 1291000.00 196332.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPD89 2038-11-01 3 N/A 12490976.00 10664328.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYAA6 2054-10-01 6 N/A 2371072.00 2418856.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AMKJ9 2054-08-01 6 N/A 1140000.00 1107783.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9NZ2 2048-08-01 4.5 N/A 1421000.00 167605.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JLZ72 2049-02-01 5 N/A 342000.00 43649.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYW70 2042-06-01 4 N/A 1756100.00 1339528.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132JNXG7 2043-09-01 4 N/A 97715.00 20208.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLRZ3 2050-08-01 3.5 N/A 1061000.00 844022.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDWV2 2053-09-01 6.5 N/A 2776564.00 2882485.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ACT60 2054-06-01 6.5 N/A 2077140.00 2139635.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AA3E5 2054-06-01 6.5 N/A 1193330.00 1236735.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B93V4 2052-04-01 2.5 N/A 22000.00 16269.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CMJ0 2032-07-01 3 N/A 2075000.00 280460.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXEP3 2056-09-01 5.5 N/A 1222812.00 388734.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXAE0 2054-09-01 6 N/A 6091880.00 6213973.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJAV0 2042-05-01 3.5 N/A 104158848.00 15947550.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A6KZ8 2053-12-01 7.5 N/A 410615.00 432879.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN6W8 2052-04-01 4 N/A 11236540.00 8505088.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AFD52 2054-07-01 6 N/A 1225658.00 1242927.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413CHS1 2037-08-01 6 N/A 1497848.00 17050.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MY3L4 2052-11-01 5.5 N/A 3086944.00 2762302.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X7VU0 2050-09-01 2.5 N/A 75082.00 39665.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6PH8 2038-03-01 2.5 N/A 600000.00 167402.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XRD35 2045-03-01 3 N/A 1023442.00 403804.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYYT0 2043-01-01 6.5 N/A 115484.00 79027.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYCW6 2054-09-01 5.5 N/A 1444270.00 1448210.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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2051-03-01 2 N/A 200000.00 121584.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DST28 2054-03-01 5.5 N/A 1805000.00 1748327.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTL65 2046-08-01 3.5 N/A 126665216.00 112659328.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7VH7 2047-10-01 4 N/A 50000512.00 15023119.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQXU1 2054-10-01 6 N/A 1158090.00 1196776.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EBPT6 2042-03-01 3.5 N/A 146953216.00 11692467.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPDA2 2037-05-01 2.5 N/A 55000.00 38363.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFT5 2052-12-01 6 N/A 5000000.00 4290615.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CXRB8 2054-10-01 6 N/A 1559298.00 1591715.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBJL3 2049-07-01 3.5 N/A 1166000.00 145667.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138M0CD0 2042-09-01 4 N/A 1070000.00 159331.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DYC0 2051-04-01 2.5 N/A 2551000.00 1503234.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQU59 2054-09-01 4.5 N/A 1126000.00 1076480.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQRS7 2053-06-01 5.5 N/A 55890688.00 49735046.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138YXQD0 2045-07-01 3.5 N/A 17861400.00 3324262.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y6VY2 2042-07-01 3.5 N/A 1100000.00 158714.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X8NP8 2050-11-01 3 N/A 33308800.00 19821467.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38377MH41 2040-05-20 5.22363 N/A 109951488.00 1927714.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A9SC5 2054-08-01 6 N/A 1017778.00 1032898.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCHJ6 2043-12-01 3.5 N/A 9013424.00 7606067.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHY22 2046-09-01 3 N/A 67223936.00 11179267.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNXX5 2037-04-01 3.5 N/A 30000.00 20710.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MYYE6 2052-08-01 5 N/A 1167900.00 1118511.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WFK39 2045-09-01 3.5 N/A 62895000.00 10627678.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJCE1 2052-01-01 2 N/A 200000.00 138857.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTKD1 2054-05-01 6 N/A 2420000.00 2346979.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NBZK0 2053-05-01 6 N/A 1838018.00 1736430.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407DRT4 2035-12-01 5.5 N/A 5000000.00 409997.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AKSC0 2054-08-01 5.5 N/A 1693330.00 1694359.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WMVS2 2039-05-01 5 N/A 1820886.00 207008.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KEPA0 2050-09-01 2.5 N/A 475000.00 247506.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A45H5 2050-05-01 2.5 N/A 13000000.00 5258520.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ADWD9 2054-07-01 6 N/A 1537380.00 1570825.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WU4B6 2033-06-01 3.5 N/A 1000000.00 157558.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGWD7 2052-04-01 2.5 N/A 67000.00 43208.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NJE9 2046-12-01 3 N/A 111000.00 28535.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRUV3 2054-07-01 6 N/A 2465944.00 2446591.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GKS49 2041-11-01 3.5 N/A 300000.00 16197.80 Agency Mortgage-Backed Securities Y Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Long Rating A+ Fitch Short Rating F1 Moody's Short Rating NR Moody's Long Rating NR 2024-11-07 2024-11-07 2024-11-07 N N N 0.0486 5000000000.00 5000000000.00 0.0183 N N Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 4.85000000 N/A 5493007VSMFZCPV1NB83 0QP001PQ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 15594768.97 15184626.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 101381362.07 99384149.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 69816189.66 71863397.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 156445655.17 149375500.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 22838417.24 21192338.09 U.S. Treasuries (including strips) Y Moody's Long Rating A1 Standard & Poor's Short Rating A-1 Fitch Short Rating NR Standard & Poor's Long Rating A Moody's Short Rating P-1 Fitch Long Rating NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 350000000.00 350000000.00 0.0013 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313384Q93 2549001DPIFGXC1TOL40 US313384Q938 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's Short Rating A-1+ Standard & Poor's Long Rating AA+ Fitch Long Rating NR Fitch Short Rating NR Moody's Short Rating P-1 Moody's Long Rating Aaa 2024-11-26 2024-11-26 2024-11-26 N N N 0.0474 498376805.00 498376805.00 0.0018 N N Y N UBS SECURITIES LLC (REPO) UBS SECURITIES LLC (REPO) 4.87000000 N/A T6FIZBDPKLYJKFCRVK44 0UBS18D66 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 3140A0UT4 2053-12-01 6.5 N/A 2581779.00 1832076.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 234552700.00 202167923.33 U.S. Treasuries (including strips) Y Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Long Rating NR Moody's Short Rating NR Fitch Short Rating NR Moody's Long Rating NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 200000000.00 200000000.00 0.0007 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.96500120 3130AXH27 2549001DPIFGXC1TOL40 US3130AXH277 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating NR Moody's Short Rating P-1 Standard & 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2025-01-28 N N N 0.0488 1250025000.00 1250025000.00 0.0046 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.00000000 313312Q86 N/A US313312Q863 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Fitch Long Rating AAA 2024-11-25 2024-11-25 2024-11-25 N N N 0.0472 24921961.75 24921961.75 0.0001 N N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.96000080 3133EPVN2 254900C5LP6DN9OP9V83 US3133EPVN23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Short Rating P-1 Fitch Short Rating F1+ Fitch Long Rating AAA Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ 2024-11-01 2025-07-11 2025-07-11 N N N 0.0503 224198222.08 224198222.08 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313384Q85 2549001DPIFGXC1TOL40 US313384Q854 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's Short Rating P-1 Fitch Short Rating NR Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ 2024-11-25 2024-11-25 2024-11-25 N N N 0.0471 323985502.75 323985502.75 0.0012 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.00000000 313384M89 2549001DPIFGXC1TOL40 US313384M895 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Short Rating NR Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Fitch Long Rating NR Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa 2024-11-01 2024-11-01 2024-11-01 N N N 0.0471 865200957.52 865200957.52 0.0032 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.69000000 N/A R0MUWSFPU8MPRO8K5P83 0QK010GO1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 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43204801.00 35036153.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FPF7 2041-01-20 4 N/A 6213361.00 350206.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACF39 2051-11-20 3 N/A 6325006.00 5106937.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACUS7 2040-08-15 5.5 N/A 14500000.00 12311432.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KHNK8 2050-02-01 3 N/A 1000.00 400.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0VF0 2032-03-01 7 N/A 28640722.00 43891.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C5BT7 2053-06-01 5 N/A 1415273.00 1380986.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGH0 2053-02-01 5.5 N/A 1135769.00 982435.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202TML7 2033-07-15 5.45 N/A 250000.00 121990.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VDN7 2050-01-20 3 N/A 1235398.00 238704.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296UQL7 2039-02-15 5 N/A 30410326.00 1536407.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36186NAU3 2045-06-15 4 N/A 3000000.00 282331.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W6D22 2047-02-20 3 N/A 1412798.00 794595.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WWX2 2037-07-20 7 N/A 112388.00 86571.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QPG0 2044-09-20 3.5 N/A 509559606.00 42353013.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMB87 2049-08-01 3.5 N/A 125000.00 47492.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LKU9 2040-06-15 4.5 N/A 7349000.00 444746.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307MSA5 2030-04-01 2.5 N/A 330121.00 38355.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAWW0 2049-03-15 5 N/A 40750295.00 10452035.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NF86 2043-06-20 4 N/A 487000.00 54888.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUR5 2040-11-20 4 N/A 14739906.00 300000.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36186NMA4 2045-07-15 3 N/A 1005861.00 95024.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BFTR3 2048-09-20 4.5 N/A 848745.00 200937.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FMNV1 2047-05-20 4 N/A 2565411.00 1740105.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YS21 2047-08-20 3.5 N/A 27777921.00 23567649.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q4Y2 2039-08-15 5 N/A 3862126.00 331385.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQH33 2053-05-01 6 N/A 495000.00 435719.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286DB83 2037-03-01 5.62 N/A 1050000.00 47318.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJWQ9 2045-07-01 3.5 N/A 248644.00 27204.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQZG4 2053-05-01 5.5 N/A 1091634.00 952772.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G4TT9 2048-01-15 5 N/A 5288656.00 691515.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943ZX4 2040-11-01 4 N/A 950000.00 37301.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AXXK9 2040-05-15 5.125 N/A 6067250.00 338667.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXJ2 2052-02-20 2.5 N/A 1184126.00 821402.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AK6 2036-07-01 1.5 N/A 1000.00 597.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XSE55 2048-07-20 3.5 N/A 2218263.00 1220369.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPM88 2053-01-01 6 N/A 3136047.00 2617697.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VX47 2050-10-20 4.5 N/A 2589660.00 677508.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9T31 2032-09-01 3.5 N/A 1000.00 150.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UHT3 2033-05-15 5.5 N/A 16873035.00 123546.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFQ8 2050-02-20 3.5 N/A 3167046.00 479035.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZZ2 2041-12-20 4.5 N/A 1076947.00 64414.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0MF5 2054-11-01 6 N/A 1290155.00 1314719.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFKL7 2049-06-20 6.5 N/A 1179400.00 1213755.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DPC9 2042-11-15 3 N/A 16010000.00 3596828.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HV68 2033-03-15 5.25 N/A 1243112.00 114130.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V83H7 2051-04-20 3.5 N/A 380004.00 287434.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AADS0 2047-02-15 3 N/A 182739.00 83378.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FE77 2040-03-20 5 N/A 3660000.00 126024.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SQKQ0 2033-10-01 2.5 N/A 1010485.00 508922.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189CKK5 2045-09-20 4 N/A 5048053.00 1054130.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWD9 2044-12-20 3 N/A 3780000.00 333884.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T4R3 2048-07-20 5 N/A 49533325.00 3838738.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q6Q9 2045-03-20 4 N/A 32365041.00 3482688.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NP85 2028-09-20 1.5 N/A 425970.00 67708.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XF8 2051-02-20 3.5 N/A 2075614.00 1843667.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVC0 2045-12-20 4 N/A 72092534.00 6952061.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617HYAH8 2049-02-15 5.5 N/A 1416078.00 432959.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMYG2 2033-10-01 3.5 N/A 70768.00 6750.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XUF4 2042-06-15 3.5 N/A 720000.00 139138.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNJL8 2051-12-01 3 N/A 1000.00 681.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TAK1 2047-03-20 3.5 N/A 33264293.00 4249672.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Q9QW3 2050-09-20 3.5 N/A 90408.00 61545.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296Q2T5 2039-07-15 4.5 N/A 3634819.00 186867.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329NDZ8 2046-01-01 3 N/A 1000.00 263.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DLP4 2042-10-15 3.5 N/A 3750000.00 444046.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRT61 2053-08-01 5.5 N/A 309795.00 275867.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617A8LE7 2045-08-20 3.5 N/A 5720000.00 1297859.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LRC78 2049-11-20 3 N/A 1354455.00 199678.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36183FAH2 2044-10-15 4 N/A 2120939.00 162599.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPPU6 2053-01-01 6 N/A 32466951.00 23501277.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFG3 2052-11-01 5 N/A 4000.00 3415.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GSAE7 2047-02-20 7 N/A 1093645.00 1146920.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JE30 2033-06-15 5.45 N/A 544502.00 272895.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPY44 2053-02-01 4.5 N/A 555713.00 481931.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SYS0 2047-02-20 3.5 N/A 149254729.00 18744201.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178TML7 2042-12-15 4 N/A 2666598.00 362007.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MSCD2 2050-04-20 4 N/A 1890654.00 878730.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBX5 2051-03-20 2 N/A 5316217.00 2941723.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WYP7 2033-01-20 6.5 N/A 231634.00 161883.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0KD3 2053-09-01 5.5 N/A 932800.00 878072.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176WYH8 2041-11-15 4 N/A 1427000.00 93013.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZW2 2046-01-20 5 N/A 5428991.00 546270.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMV26 2032-02-01 3 N/A 346021.00 49732.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WGWX9 2054-07-01 6.5 N/A 1969871.00 2021282.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180CYD5 2028-01-15 3.5 N/A 2468461.00 194589.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK66 2042-08-20 3 N/A 733000.00 78532.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AS2W8 2041-10-15 4 N/A 3200000.00 319706.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XNTC5 2051-12-20 2 N/A 400000.00 300574.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202C5D1 2028-09-20 6.5 N/A 49725000.00 52132.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0SF9 2054-10-01 6.5 N/A 3768883.00 3908062.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307NM68 2030-07-01 3 N/A 122834.00 17073.39 Agency Mortgage-Backed Securities FEDERAL HOME 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2049-03-20 5 N/A 4597814.00 351089.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X5FK3 2024-11-25 4.5 N/A 8015.00 0.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BVFQ3 2053-02-01 5.5 N/A 1031276.00 934327.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177QXV0 2042-01-15 3 N/A 964775.00 200760.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178KVZ5 2042-11-15 3 N/A 1020987.00 240104.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DYL9 2033-07-20 5.5 N/A 10629566.00 133348.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBV4 2051-06-01 3 N/A 18000000.00 9807754.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SNU7 2046-10-20 3 N/A 34809653.00 4883826.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQGN0 2053-05-01 5.5 N/A 823352.00 708768.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH62 2048-11-20 5 N/A 240336960.00 16340017.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JUT2 2024-12-01 8.5 N/A 55843.00 0.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179M2R0 2043-02-20 4 N/A 3849000.00 364020.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFZ1 2053-01-01 3 N/A 829833.00 660436.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JEM38 2049-02-20 4.5 N/A 6003765.00 579816.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177MEF5 2042-01-15 3.75 N/A 5203021.00 805859.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VL57 2050-05-20 4 N/A 705088.00 93194.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FY5Y7 2049-01-20 7 N/A 1200155.00 1238627.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2FW7 2043-06-15 3.5 N/A 545035.00 202306.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB47 2039-10-20 5 N/A 3153771.00 95530.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AMPP5 2051-06-01 1.5 N/A 1000.00 610.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617V84C7 2051-05-20 3.5 N/A 351121.00 255085.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329LXB3 2037-02-01 2.5 N/A 586685.00 164057.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR26 2051-11-20 2.5 N/A 280948592.00 187044142.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGC0 2048-11-20 4 N/A 3628860.00 364741.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XKHL4 2052-01-20 5 N/A 1202545.00 1054953.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFF0 2051-05-20 2 N/A 10796818.00 6259337.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296V7C6 2039-03-15 5 N/A 4650421.00 548689.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W6F0 2037-06-20 1.5 N/A 342008.00 202877.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMAL1 2053-04-01 5.5 N/A 1637565.00 752386.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TUD5 2048-03-20 5 N/A 3720000.00 322045.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TJX4 2047-10-20 3.5 N/A 38429000.00 5042702.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKW4 2049-11-01 3 N/A 1000.00 368.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WPX0 2051-10-20 2 N/A 25000000.00 16330147.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAC85 2041-06-15 6 N/A 2250000.00 744196.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AANT7 2046-03-15 3 N/A 15800000.00 5752499.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJXN2 2049-09-20 4 N/A 1963678.00 1818142.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCA8 2048-09-20 3.5 N/A 1797979.00 212707.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36195LQH8 2046-12-20 3 N/A 3232535.00 847812.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWVF7 2053-03-01 6.5 N/A 2270156.00 2074382.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2XN7 2038-01-15 6 N/A 358299.00 104289.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G8S87 2048-03-15 5 N/A 893586.00 182802.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VYU8 2035-12-20 2 N/A 2537136.00 1161267.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179ME30 2042-06-20 3.5 N/A 1715000.00 141268.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB51 2049-11-20 3 N/A 14384916.00 12703420.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCV3 2051-12-01 3 N/A 1000.00 666.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36211SCY1 2035-04-15 4.5 N/A 3756802.00 64113.22 Agency Mortgage-Backed Securities GOVERNMENT 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N/A 36179TAL9 2047-06-20 4 N/A 56181790.00 6008341.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5FH3 2046-06-01 3.5 N/A 1000.00 121.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WAYU8 2051-07-20 3.5 N/A 2284499.00 1776330.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K3JM2 2035-08-20 2.5 N/A 1153419.00 805801.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JSMB9 2049-06-20 4.5 N/A 385899.00 128201.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XYZ1 2039-07-15 5 N/A 4900000.00 459451.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CSYD7 2054-08-01 5 N/A 1000.00 977.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5C0 2048-10-01 4 N/A 546628.00 42127.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y3YQ3 2048-09-01 6 N/A 2000.00 925.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NQ76 2043-10-20 5 N/A 1437000.00 78146.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NVFE9 2050-07-20 4 N/A 2060488.00 714361.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177T5X1 2042-05-15 4 N/A 935107.00 80460.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SNDM4 2036-06-01 2.5 N/A 1000.00 808.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230LET2 2041-01-15 4 N/A 7491698.00 447755.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GRCR9 2054-02-01 7 N/A 1008.00 996.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ5D8 2048-10-01 4.5 N/A 275000.00 27406.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312927W69 2038-08-01 6 N/A 1000.00 24.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LR6X8 2049-10-15 3.5 N/A 4851315.00 523617.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179T7K5 2048-08-20 4 N/A 317544204.00 32490637.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EXM6 2038-11-20 5.5 N/A 43930332.00 59536.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196R5E4 2047-02-15 4.5 N/A 280658.00 71375.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPKC5 2051-09-20 3.5 N/A 1973915.00 1776055.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPUH9 2053-02-01 6.5 N/A 2298542.00 1840863.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RXE4 2046-01-20 4 N/A 12215443.00 1132317.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHA4 2053-05-01 6 N/A 1008.00 876.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ENB1 2037-05-20 6 N/A 18937982.00 249658.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BUEC9 2047-10-15 4 N/A 404000.00 183938.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WJQ2 2051-07-20 2 N/A 31086278.00 18822942.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6NW5 2053-06-01 4.5 N/A 1673058.00 1375300.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YME1 2050-07-20 3 N/A 17391394.00 14350377.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDQ8 2051-04-20 2 N/A 16392804.00 9296072.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MN3V3 2050-03-20 3 N/A 17985227.00 3862015.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AFW78 2040-04-20 4.625 N/A 1342222.00 84462.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GCGN6 2050-08-20 3.5 N/A 1294912.00 1154007.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BN5U5 2047-10-15 5 N/A 673143.00 51834.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ3R5 2053-06-01 4 N/A 515000.00 443000.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSFA5 2052-12-01 5.5 N/A 3999600.00 3559357.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8RA5 2036-10-01 2 N/A 17483346.00 10930509.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UQ54 2049-04-20 4 N/A 77307995.00 6639792.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FHKJ2 2048-06-20 4 N/A 1288609.00 1144357.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VNB2 2035-04-20 4 N/A 240078.00 101640.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASV48 2041-09-15 4 N/A 1500000.00 150705.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0EJ7 2053-09-01 6 N/A 400000.00 375097.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSF3 2048-02-20 3 N/A 285225475.00 43245080.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RN39 2038-11-20 6 N/A 1568727.00 131324.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617F4WW9 2048-01-20 3.5 N/A 400000.00 294998.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAVM3 2050-12-20 2 N/A 1000000.00 559536.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36197ET97 2047-03-15 4.5 N/A 1436488.00 215792.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VYHL6 2048-07-20 5 N/A 2050771.00 594074.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWFH1 2052-11-01 5.5 N/A 31000.00 26094.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MX54 2043-01-20 4 N/A 2260000.00 226864.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HBP73 2033-12-25 5.15 N/A 11329238.00 11744586.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133L8CR4 2036-03-01 1.5 N/A 62109.00 33089.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LNV4 2040-09-15 4 N/A 2214750.00 113734.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617M4XL4 2049-12-15 3.5 N/A 2101674.00 221345.92 Agency Mortgage-Backed Securities FEDERAL HOME 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2052-11-01 3.5 N/A 46000.00 37223.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BXYS4 2053-04-01 4.5 N/A 2136953.00 2006415.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SJS7 2046-08-20 3 N/A 29113971.00 3870400.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M9VA7 2039-09-01 6.5 N/A 200000.00 13506.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178YA39 2039-05-20 6.5 N/A 3601884.00 86576.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RJF7 2045-07-20 4 N/A 23893334.00 2113911.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AHV6 2043-09-15 2.75 N/A 995795.00 87566.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QPH8 2044-09-20 4 N/A 5602000.00 409057.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194TQH2 2046-07-20 3.5 N/A 790000.00 79631.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGFZ6 2049-07-01 4.5 N/A 40000.00 7901.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BW77 2041-06-01 5.5 N/A 92000.00 27547.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSQ88 2053-02-01 5.5 N/A 10499211.00 9582904.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200DFM0 2032-12-15 6.5 N/A 1012631.00 94667.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUSF5 2053-08-01 6 N/A 12946143.00 13155300.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VFS4 2050-01-20 4.5 N/A 1196000.00 171483.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NDQ8 2043-05-20 3 N/A 4766307.00 560230.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYZD3 2054-09-01 6 N/A 1304902.00 1341283.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BQ33 2048-04-01 4.5 N/A 200000.00 30597.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617G0RR3 2048-01-20 3.5 N/A 840665.00 362707.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179N2K3 2044-02-20 4 N/A 7100000.00 452130.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJG4 2052-12-01 4.5 N/A 6175000.00 5175096.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133JMBJ5 2053-09-01 5.5 N/A 1080000.00 1048994.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMK5 2048-10-20 3.5 N/A 2083849.00 231012.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XG34 2037-09-20 4 N/A 443630.00 322411.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179R7J2 2046-04-20 3.5 N/A 3703045.00 424303.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AUEK2 2047-11-15 5 N/A 2707646.00 231391.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BN2R5 2047-10-15 4 N/A 614909.00 111465.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133LPXU6 2034-05-01 5.5 N/A 67000.00 64693.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ACH60 2050-10-20 3.5 N/A 3954904.00 3081135.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRJP0 2053-06-01 5.5 N/A 490000.00 422613.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSF8 2050-08-20 2 N/A 1538158.00 720787.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133GGSJ3 2037-02-01 1.5 N/A 41469.00 27337.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AAA1 2046-09-20 3 N/A 20468982.00 17853914.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ABB76 2051-07-20 3 N/A 1269899.00 823973.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2AK8 2041-11-15 4.5 N/A 2665000.00 123365.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPA4 2049-03-20 4 N/A 72591766.00 6538732.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U3S9 2049-10-20 3 N/A 2660000.00 201898.37 Agency Mortgage-Backed 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NATIONAL M N/A 36241LSX5 2040-11-15 4 N/A 3392452.00 266362.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180HXP8 2050-02-15 3.5 N/A 3021349.00 542736.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617HDZG9 2038-12-20 4 N/A 1702278.00 1090620.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617L7D30 2049-09-15 3.5 N/A 438522.00 157757.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2M21 2048-08-01 4.5 N/A 200000.00 46587.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Y33A0 2052-01-20 4 N/A 1759349.00 1380651.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XHW9 2051-09-20 3.5 N/A 44614039.00 36107921.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307UZN1 2032-11-01 3 N/A 175000.00 38849.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFL7 2051-05-20 4.5 N/A 310000.00 121706.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WR42 2051-11-20 3.5 N/A 1110542.00 790391.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UEB4 2048-10-20 5 N/A 18539516.00 1406909.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4V9 2051-01-20 2.5 N/A 15652676.00 7492820.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7G74 2039-12-15 5 N/A 3688325.00 242669.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEHX7 2049-04-01 3.5 N/A 147000.00 36611.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LGN0 2040-03-15 4 N/A 3200812.00 199713.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617K3KB4 2049-06-15 5.5 N/A 1153155.00 435515.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329K2A1 2025-07-01 4 N/A 2045.00 2.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C9CT8 2053-08-01 4.5 N/A 1181153.00 1046672.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGKP2 2049-08-01 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3308561.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDV7 2049-08-20 4.5 N/A 728000.00 292475.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VTV2 2050-09-20 2 N/A 18823000.00 9212701.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U2EY2 2051-01-20 2 N/A 4588035.00 2544381.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y1TY6 2048-06-01 5 N/A 546523.00 36359.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GRHG9 2042-02-01 4 N/A 180095.00 17120.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPJ41 2052-06-01 4 N/A 40169.00 32717.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196UYW5 2047-03-15 4.5 N/A 501318.00 59088.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3LR5 2053-05-01 5 N/A 1638076.00 1434514.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36181BRV4 2043-08-15 3.5 N/A 11891224.00 847489.45 Agency 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3133KNWP4 2052-03-01 3 N/A 1000.00 738.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36196HXS4 2047-03-15 4.5 N/A 3443818.00 101606.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3B70 2053-05-01 6.5 N/A 1019162.00 707506.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG41 2047-09-20 3.5 N/A 444605.00 56820.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DHP1 2041-03-15 4 N/A 3437326.00 150273.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EPZ6 2037-10-20 6.5 N/A 10400000.00 127244.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAQJ6 2050-05-20 2 N/A 17141560.00 7498808.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XCL1 2042-02-15 3.5 N/A 2700000.00 223068.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SG8 2046-02-20 3 N/A 1475000.00 197445.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617KMGY7 2048-12-15 4 N/A 7897118.00 2027376.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HQ31 2033-01-15 5.25 N/A 1329101.00 78861.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMV4 2054-05-01 6.5 N/A 50389814.00 49266405.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAS54 2050-11-20 4.5 N/A 1300000.00 265785.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C0V39 2040-02-15 4.5 N/A 2197606.00 58708.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200JEU0 2033-06-15 6 N/A 652500.00 349008.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DT2Y5 2053-02-01 3.5 N/A 8926569.00 8001494.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XLG74 2051-12-20 3.5 N/A 1806448.00 1560550.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TSG1 2048-02-20 3.5 N/A 36100368.00 4881908.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WKEV4 2037-11-01 3.5 N/A 26672.00 19410.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V7M6 2039-01-20 6 N/A 1189283.00 517419.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4U1 2051-01-20 2 N/A 33981987.00 18178820.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180NXE0 2043-05-15 3.5 N/A 1000000.00 185085.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLV7 2046-09-20 5 N/A 1326800.00 175243.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AUAF7 2047-10-15 5 N/A 1228427.00 319235.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ2G0 2053-08-01 5.5 N/A 100000.00 90855.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202XVS3 2033-05-15 5.5 N/A 24557345.00 283738.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36295GJA1 2045-01-15 3 N/A 3031216.00 463866.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FB62 2039-10-20 6 N/A 4573665.00 112283.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SSR63 2046-02-01 4 N/A 1008.00 445.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36205UAG5 2038-04-15 6 N/A 3011200.00 104506.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MCZ1 2042-05-20 3.5 N/A 40460000.00 3169579.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UUM2 2049-06-20 5 N/A 40110608.00 3642738.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TLV5 2047-11-20 5 N/A 2380582.00 294108.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NLH9 2038-03-20 5.5 N/A 7740174.00 433418.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZY3 2051-03-20 2 N/A 800000.00 455852.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2E3 2051-07-20 2.5 N/A 2541938.00 2104290.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDX6 2039-05-20 3 N/A 400000.00 55058.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AC3V0 2047-10-20 3.5 N/A 20618702.00 17441575.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WABX7 2051-07-15 3.5 N/A 350000.00 226295.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PGT6 2027-08-20 8 N/A 2251745.00 9620.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YPB4 2047-04-20 3 N/A 17934550.00 14919672.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179DEM8 2042-12-15 3.5 N/A 11252755.00 2016682.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36294SG27 2036-12-15 5.5 N/A 11397736.00 68776.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WP93 2051-10-20 2 N/A 42027898.00 27002913.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYLJ5 2054-10-01 5 N/A 551230.00 545714.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C0DW9 2053-04-01 6 N/A 1000.00 941.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RQZ5 2045-10-20 3 N/A 3964173.00 470717.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36177WAQ3 2042-04-15 3 N/A 1045171.00 224309.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AADT8 2044-01-15 3 N/A 411000.00 191011.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WEKE9 2054-06-01 6.5 N/A 1000.00 744.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MAX8 2042-04-20 3.5 N/A 3114160.00 231219.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXK1 2045-12-01 3.5 N/A 169000.00 19410.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A2BT6 2050-02-01 3 N/A 117464.00 47080.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SNX1 2046-10-20 4.5 N/A 536982.00 60067.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176X7C7 2042-01-15 3 N/A 2820451.00 608548.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36290UMJ2 2037-09-15 4.5 N/A 1990395.00 179056.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ADGY8 2043-06-01 4 N/A 295597.00 44734.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FXS0 2039-04-20 6 N/A 1836602.00 51462.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31286DCN9 2037-04-01 5.75 N/A 779851.00 41229.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AQ3U5 2040-04-15 4.5 N/A 3367325.00 147445.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FTG1 2041-05-20 4 N/A 12641034.00 726936.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176DVH3 2041-04-15 4.25 N/A 1651462.00 69025.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DTD3 2032-06-20 5.5 N/A 18919722.00 145792.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335Y5Y8 2038-02-01 5.625 N/A 443760.00 27559.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ARCK5 2040-05-15 4.5 N/A 3000000.00 87844.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202ED48 2035-06-20 5 N/A 6600000.00 106100.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUJ9 2039-09-20 3.625 N/A 4127205.00 116986.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MG53 2042-07-20 3.5 N/A 614962.00 51285.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AH53 2043-09-15 3.25 N/A 2988978.00 427993.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C45Y6 2053-06-01 6 N/A 3814128.00 3829921.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DXS5 2043-02-15 3 N/A 4500000.00 880948.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BHU61 2052-08-01 5.5 N/A 38890.00 36557.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36296XGG3 2038-12-15 6.5 N/A 11614640.00 99176.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AKN65 2047-06-15 3.5 N/A 2525600.00 819073.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAXY5 2049-11-20 5 N/A 380752.00 97213.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQVB9 2053-04-01 5 N/A 5994538.00 5480547.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9UB1 2032-12-01 2.5 N/A 1251788.00 220991.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PKF1 2027-10-20 6.2 N/A 4991605.00 22555.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBK21 2054-05-01 7 N/A 1000.00 1061.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CC5R3 2053-09-01 6 N/A 761323.00 744789.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UKW1 2049-01-20 3.5 N/A 999218.00 141825.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LC3L0 2049-11-15 3.5 N/A 690530.00 67457.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UK27 2049-01-20 5.5 N/A 4459000.00 381911.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AACB8 2049-01-20 5 N/A 600000.00 116273.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WNCP5 2051-09-20 3 N/A 1400000.00 1034289.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MQDD5 2050-12-20 3 N/A 4062973.00 1917274.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W6D97 2039-02-20 6 N/A 2733746.00 1363294.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VXY1 2050-11-20 2.5 N/A 2181000.00 943623.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31307YPC8 2034-03-01 3.5 N/A 1000.00 100.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178WFK0 2042-11-15 3 N/A 5078350.00 1194027.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176HPW8 2042-04-15 3.5 N/A 1755502.00 121577.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2CE0 2042-09-15 3 N/A 1225000.00 159948.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJXX3 2046-03-01 3.5 N/A 70000.00 7482.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEH2 2052-08-01 3.5 N/A 21007.00 16827.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UGB2 2048-11-20 3.5 N/A 5489000.00 736306.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P8BW0 2035-10-01 3.5 N/A 203000.00 28935.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0PP0 2054-11-01 6.5 N/A 1100041.00 1140527.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VQGL4 2051-10-20 3 N/A 3000000.00 2225929.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SSN8 2046-12-20 2.5 N/A 6127267.00 1133665.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UMM1 2049-02-20 4.5 N/A 28877876.00 2311319.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWM59 2053-03-01 5 N/A 3782351.00 3309353.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VFD72 2043-08-20 2.5 N/A 219393.00 129343.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617W6D71 2040-08-20 5.5 N/A 2666941.00 1676873.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NLMA1 2050-06-20 4 N/A 2335300.00 819765.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KDX3 2035-04-15 5 N/A 3955204.00 92853.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4ZA5 2053-06-01 5 N/A 1189072.00 1142270.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NX78 2044-01-20 4.5 N/A 250146000.00 20408301.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SB71 2046-05-20 3 N/A 28225287.00 3426188.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAHA5 2049-10-20 3.5 N/A 4300103.00 184523.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176YCB1 2041-11-15 3 N/A 208694.00 126401.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RLN7 2045-08-20 3 N/A 779000.00 108207.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XLG25 2051-12-20 4 N/A 523772.00 475315.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180AB69 2047-08-20 3.5 N/A 172160538.00 156563252.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BD3V5 2038-12-20 6.5 N/A 1069616.00 578261.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200XXU8 2031-12-15 6 N/A 5932408.00 147810.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYV0 2050-06-20 5.5 N/A 3061890.00 658471.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2SA1 2046-02-20 4 N/A 98816647.00 9127483.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SGK7 2046-07-20 3 N/A 23689359.00 3073758.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPRD2 2052-12-01 6 N/A 1300000.00 1096931.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179S7C5 2029-04-20 6.5 N/A 285733.00 57426.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YMEH1 2047-12-20 3.5 N/A 1496739.00 1024937.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0R29 2054-11-01 6 N/A 16326976.00 16580778.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36212DTY5 2032-11-15 7 N/A 1006025.00 52111.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LRZ99 2050-04-20 3 N/A 1944000.00 975662.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TCY9 2047-07-20 4 N/A 47364749.00 5047636.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RD89 2045-05-20 4 N/A 7223860.00 685569.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HRMY3 2043-01-01 3 N/A 350000.00 47507.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E07M8 2053-09-01 4 N/A 6136898.00 5380073.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617WBWW4 2045-07-20 4 N/A 1230158.00 749782.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617N1WY2 2050-04-20 4 N/A 1063567.00 813450.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BTGM8 2048-01-15 4 N/A 349000.00 171774.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AHU8 2043-09-15 2.75 N/A 384575.00 148292.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KB26 2043-03-15 3.5 N/A 500000.00 55269.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C35N2 2053-05-01 5 N/A 1738487.00 1670987.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSZQ8 2053-01-01 5.5 N/A 80080.00 70469.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WFG8 2051-05-20 2.5 N/A 26549102.00 15141670.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VVY3 2050-10-20 2.5 N/A 345128.00 146769.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUV7 2047-01-20 3.5 N/A 103881856.00 14561764.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200HRF3 2033-02-15 5.25 N/A 1033609.00 74277.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MCW78 2050-03-20 5 N/A 1283206.00 364990.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133SDPA9 2028-09-01 2.5 N/A 200000.00 42954.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RDB2 2030-05-20 3.5 N/A 7733540.00 742275.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLR6 2046-09-20 3 N/A 64779672.00 8923993.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297FJ60 2039-10-15 4.5 N/A 2042397.00 318953.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWHH9 2053-06-01 6 N/A 19247494.00 16932939.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWF32 2053-01-01 4 N/A 9000.00 7668.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJMW7 2039-11-01 4.5 N/A 1828000.00 41578.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4RE6 2053-06-01 6 N/A 4681795.00 4299012.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36189YGF3 2046-01-15 3 N/A 1270025.00 451079.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202D3Y5 2034-02-20 5.5 N/A 4215000.00 61999.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201LPM0 2033-07-15 4.45 N/A 1300000.00 589947.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HKGK3 2049-12-20 7 N/A 1111793.00 1173118.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SUU9 2047-01-20 3 N/A 24397000.00 3695074.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YNUH1 2050-04-20 4 N/A 2613922.00 1793448.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291QTT1 2047-01-20 3 N/A 207000.00 105978.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BSAY8 2052-12-01 6.5 N/A 1000.00 1009.69 Agency Mortgage-Backed 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NATIONAL M N/A 36179UH47 2048-12-20 4 N/A 5300000.00 528297.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230T2C5 2043-03-15 3.5 N/A 2040000.00 603573.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176EMX6 2043-08-15 4.5 N/A 500590.00 117733.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617U2BL3 2050-11-20 2 N/A 350000.00 187056.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEY5 2052-08-01 5.5 N/A 33000.00 26542.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D54W9 2035-03-01 3.5 N/A 2000.00 467.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWNX7 2053-03-01 5.5 N/A 1190890.00 1173539.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202UZU0 2029-08-15 5 N/A 513000.00 154355.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213F7D9 2031-12-15 6 N/A 25117732.00 155748.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ73 2048-06-20 5 N/A 77702125.00 6639596.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180JCP7 2048-04-15 3 N/A 221000.00 144047.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36188RJ90 2045-09-15 4 N/A 800000.00 84879.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617Q0FZ7 2050-08-20 4 N/A 1200000.00 669535.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2U63 2053-05-01 6 N/A 1000.00 832.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ABQK5 2039-12-15 4.5 N/A 4463361.00 182085.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJW45 2051-02-20 3.5 N/A 1980828.00 1770224.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TQN8 2048-01-20 3 N/A 6996000.00 1070057.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213EPV2 2031-12-15 6 N/A 35572540.00 160356.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A7QY0 2026-12-01 3.5 N/A 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292R7M8 2042-06-01 3.5 N/A 465000.00 39412.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQRV0 2053-06-01 6 N/A 930540.00 832502.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASAH2 2041-03-15 4.5 N/A 3180337.00 236618.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M6DX5 2044-04-01 4.5 N/A 100000.00 17752.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VN30 2050-06-20 3 N/A 1222001.00 336383.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36200RLS9 2031-12-15 6 N/A 12920075.00 121632.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FSF4 2041-04-20 5 N/A 2951430.00 106440.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WS58 2036-11-20 3.5 N/A 306267.00 193706.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SLU9 2046-09-20 4.5 N/A 3195724.00 350343.51 Agency Mortgage-Backed 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N/A 36225AWK2 2027-10-15 6.5 N/A 91727272.00 58005.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GJWV5 2051-07-20 3.5 N/A 3171188.00 2830574.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LELN2 2049-11-15 4.5 N/A 3585495.00 598007.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DQ20 2031-12-20 6.5 N/A 27919379.00 71323.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176S5R7 2041-10-15 4.5 N/A 1573564.00 94886.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225E5X6 2040-11-20 3.75 N/A 10000000.00 332838.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAYX6 2050-08-20 5 N/A 590823.00 267172.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MSCC4 2050-04-20 4 N/A 1154148.00 454825.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36291FQ76 2040-03-15 3.5 N/A 400000.00 256274.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLP9 2040-10-20 4.5 N/A 4581724.00 227238.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VSH4 2050-08-20 3 N/A 1936635.00 618710.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BFRS3 2048-02-20 4 N/A 505192.00 91246.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B5F1 2034-05-15 5 N/A 16766000.00 313047.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UZS4 2049-08-20 3 N/A 3739831.00 581459.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACKF6 2048-03-01 5 N/A 100000.00 30142.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Q3L3 2045-02-20 4.5 N/A 50000000.00 3488192.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617A0C87 2045-07-15 3 N/A 3700093.00 568312.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN5A7 2052-10-01 5 N/A 1000.00 847.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201UK45 2033-04-15 5.25 N/A 302400.00 142284.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UPB2 2049-03-20 4.5 N/A 11171821.00 920847.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VME7 2050-05-20 3.5 N/A 49275000.00 11740957.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AR4C2 2041-02-15 4.5 N/A 3138651.00 84588.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGG2 2053-02-01 5 N/A 4000.00 3539.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620AUPD0 2042-12-15 3 N/A 500000.00 91865.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C8KW4 2053-08-01 5 N/A 4920516.00 4308943.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FUF1 2041-06-20 4.5 N/A 3088000.00 138317.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618G1XH4 2044-12-20 3.5 N/A 1214425.00 1063100.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FVF0 2041-07-20 4 N/A 107721248.00 5128983.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FSJ6 2031-01-20 8 N/A 1349785.00 119051.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PMH5 2040-09-01 9 N/A 246053.00 371.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132M6DY3 2044-04-01 4.5 N/A 100000.00 15532.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SWY9 2047-01-20 4 N/A 6946828.00 701989.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAZD9 2049-07-20 6.5 N/A 7780891.00 3459165.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UWW8 2034-08-20 3.5 N/A 651200.00 240317.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MX39 2043-01-20 3 N/A 14687000.00 1708839.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BH4E3 2052-08-01 3 N/A 59205.00 47793.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XWEM9 2047-12-20 3.5 N/A 3009578.00 2029329.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617A9ZA8 2045-11-15 4.5 N/A 3621138.00 694957.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VQG42 2051-11-20 3 N/A 2000000.00 1467329.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSWM0 2051-10-15 4 N/A 1558234.00 1243254.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36192S2V1 2046-05-15 3.5 N/A 5749336.00 615706.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDP40 2053-09-01 6.5 N/A 5966793.00 5881605.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VKN9 2050-04-20 4 N/A 16571213.00 3423375.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTPS3 2045-11-01 3.5 N/A 96530.00 15446.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWGS6 2053-03-01 6 N/A 31772804.00 26222317.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241LAR7 2039-07-15 5 N/A 6617812.00 130912.37 Agency Mortgage-Backed Securities FEDERAL HOME 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31335CCX0 2048-11-01 5 N/A 270000.00 36568.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MNKQ5 2050-02-20 4.5 N/A 2785188.00 1545658.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NNC8 2043-09-20 4.5 N/A 300090000.00 17465198.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241K4C9 2039-04-15 5 N/A 3902500.00 133181.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617HQFK3 2048-10-15 5.5 N/A 998659.00 87606.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQXT8 2053-04-01 5 N/A 500000.00 440970.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182AKY6 2043-10-15 3.125 N/A 234035.00 95076.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180EP58 2028-05-15 2.5 N/A 1000000.00 58157.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMRZ0 2047-07-01 4 N/A 1000.00 417.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZR4 2050-12-20 2.5 N/A 365364.00 164748.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZS2 2050-12-20 3 N/A 367000.00 138838.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620APHT5 2040-04-15 5.125 N/A 6834146.00 471389.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36297FRF1 2039-07-15 4.5 N/A 4970334.00 305301.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A9V32 2039-11-15 5 N/A 3003052.00 58739.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG74 2047-09-20 5 N/A 3992865.00 404033.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3LU8 2053-05-01 6 N/A 6345463.00 5759149.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3D52 2053-05-01 4.5 N/A 676221.00 634562.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQ3V6 2053-08-01 6 N/A 885991.00 827853.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GY2X3 2048-07-15 5 N/A 488862.00 88874.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617LXUM2 2049-12-20 3 N/A 1500000.00 143526.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A13K6 2050-02-01 3 N/A 33633.00 17368.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAUK8 2050-11-20 2 N/A 22179047.00 13387167.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0QH7 2054-11-01 6 N/A 10814060.00 11062112.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDPJ7 2053-09-01 6.5 N/A 2032710.00 1983352.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225FBD0 2041-02-20 4.625 N/A 9525720.00 244189.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WP85 2051-10-20 1.5 N/A 3937696.00 2496584.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A9U62 2033-07-01 3.5 N/A 1000.00 102.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NXRB8 2050-10-20 2 N/A 1988687.00 1097471.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AABH6 2031-11-01 5 N/A 800000.00 24049.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A6B22 2039-07-15 4.5 N/A 2310495.00 59580.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XQKC7 2051-12-20 4 N/A 2311251.00 1717029.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VMB3 2050-05-20 2 N/A 22612695.00 10412345.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPFV5 2052-05-01 3.5 N/A 49000.00 36728.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36184BZ67 2045-02-15 3.5 N/A 971305.00 82369.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RF95 2045-06-20 3.5 N/A 2840374.00 268152.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6XX2 2053-07-01 4.5 N/A 2804397.00 2452585.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CAYE4 2053-08-01 6 N/A 4580478.00 4047879.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C6VJ5 2053-07-01 5 N/A 908196.00 847296.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179NLE6 2043-08-20 4 N/A 13301177.00 856894.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XUV9 2042-06-15 3.5 N/A 1301000.00 76178.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36230UFY0 2041-02-15 3.5 N/A 3304568.00 189838.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQK62 2053-01-01 6 N/A 542253.00 477907.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WC4H8 2033-10-01 5.5 N/A 1250000.00 12630.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202F5C6 2027-03-20 3 N/A 12000000.00 168572.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132HRMP2 2043-01-01 3 N/A 131392.00 25521.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GWA67 2048-05-20 4 N/A 1067752.00 259160.16 Agency Mortgage-Backed Securities FEDERAL HOME 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2049-08-20 3.5 N/A 3004362.00 1595833.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFLH5 2049-07-20 6 N/A 1110616.00 1124075.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TZ57 2048-06-20 4 N/A 7670207.00 757343.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HUXW6 2050-07-20 3.5 N/A 1460358.00 1288889.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCTL0 2053-09-01 4.5 N/A 1009330.00 759937.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2S78 2038-08-01 5.5 N/A 2517190.00 28572.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHV5 2049-07-20 4.5 N/A 849000.00 129704.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BWGD9 2053-03-01 5.5 N/A 1012080.00 905432.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176TEH7 2041-10-15 4.5 N/A 3611108.00 228152.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FLS3 2040-10-20 6 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SSQ1 2046-12-20 3.5 N/A 13088158.00 1974853.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179JAN7 2043-01-15 3.5 N/A 1757025.00 392832.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTRG7 2053-08-01 5 N/A 19047121.00 18070792.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XVE27 2046-10-01 2.5 N/A 68928.00 25251.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMPU1 2027-05-01 3 N/A 31000.00 840.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQS31 2052-12-01 5.5 N/A 79000.00 70161.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VJP6 2035-04-20 2 N/A 2195972.00 787145.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617AJ3L7 2047-07-20 3.5 N/A 1308814.00 114231.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132QUBC6 2045-11-01 3.5 N/A 1000.00 168.42 Agency Mortgage-Backed 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1303600.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WT24 2051-12-20 3.5 N/A 535000.00 380896.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RZT9 2046-02-20 3.5 N/A 106873428.00 11482661.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QWE7 2044-12-20 3.5 N/A 797000.00 62981.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FGD2 2040-05-20 4.5 N/A 5187766.00 199705.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KR75 2038-04-15 5 N/A 11000000.00 211751.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SEJ2 2046-06-20 4 N/A 699000.00 73215.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GJQD4 2041-09-01 4.5 N/A 1000.00 55.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617UNGV0 2051-04-20 2.5 N/A 8985229.00 6002002.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617NPE60 2035-07-20 3 N/A 1806984.00 735622.54 Agency 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2049-05-15 3 N/A 192439.00 131856.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSH88 2051-08-20 3.5 N/A 2832627.00 1885459.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RD71 2045-05-20 3.5 N/A 24842500.00 2149439.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TXW0 2048-05-20 4.5 N/A 8020505.00 656302.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBU6 2051-06-01 2.5 N/A 1000.00 618.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179RVB2 2045-12-20 3.5 N/A 13349498.00 1506908.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617XWCR0 2052-01-20 3.5 N/A 1556720.00 1341015.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CY3Z9 2054-11-01 5.5 N/A 4917111.00 4943311.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N4B1 2048-03-01 3.5 N/A 100000.00 19006.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4KZ6 2053-06-01 5.5 N/A 503177.00 488369.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620A7ZZ1 2040-08-15 4.5 N/A 1000000.00 69236.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179THW8 2032-09-20 3 N/A 607862.00 54378.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TT96 2048-03-20 3 N/A 43478705.00 6425399.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KW53 2038-11-15 5 N/A 3938116.00 53394.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG33 2047-09-20 3 N/A 4265000.00 680746.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179DEZ9 2042-12-15 3 N/A 522000.00 56929.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MK74 2042-08-20 3.5 N/A 9752110.00 852805.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36241KZW1 2039-01-15 5 N/A 5311500.00 158427.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617BKB42 2047-11-15 3.5 N/A 395051.00 115713.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BDPK5 2052-06-01 4 N/A 38233.00 31090.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617ULU71 2051-01-20 3 N/A 18448440.00 12693011.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSWS7 2053-04-01 4.5 N/A 6358695.00 5984912.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617JNHB6 2049-06-20 4 N/A 583000.00 101457.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617VSFG2 2051-08-20 3.5 N/A 192081.00 135208.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FX84 2041-10-20 4 N/A 16541233.00 899481.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FMB9 2040-11-20 4.5 N/A 8088000.00 437473.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADLB2 2051-12-20 2.5 N/A 9543989.00 8106085.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201TQ26 2033-05-15 5.5 N/A 22275261.00 84216.15 Agency 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FEDERAL HOME LOAN MOR N/A 31335AB49 2044-02-01 3.5 N/A 225000.00 33273.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLAT4 2051-02-01 3.5 N/A 53224.00 27362.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180NAU9 2043-04-15 3.5 N/A 1153703.00 59032.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180KJQ5 2043-04-15 3.5 N/A 651720.00 73784.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225EUE0 2039-08-20 5.625 N/A 6000000.00 143955.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180C7J2 2028-03-15 2 N/A 1500000.00 63758.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M6T99 2038-07-01 5.5 N/A 4263424.00 36126.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617YBP91 2052-01-20 4 N/A 1047019.00 837657.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRCS1 2053-05-01 6.5 N/A 400000.00 361831.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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NATIONAL M N/A 3617ANCU8 2047-06-15 5 N/A 1277242.00 100280.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618GBA38 2049-02-20 5.5 N/A 1432264.00 663593.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225B3L0 2034-02-15 5 N/A 15000000.00 238588.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0AY7 2054-11-01 5.5 N/A 26471195.00 26421543.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213VEX2 2031-11-15 6.87 N/A 922900.00 429061.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36185BN44 2045-05-15 3.5 N/A 1000000.00 78000.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UH39 2048-12-20 3.5 N/A 6242445.00 819817.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AADU5 2048-05-15 4 N/A 1152869.00 118552.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAW91 2044-11-15 4 N/A 11152384.00 5700067.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 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1000.00 809.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622A2RT1 2045-12-20 3 N/A 4200000.00 520970.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AARG1 2048-02-20 3.5 N/A 200000.00 55234.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2G8 2048-04-20 3.5 N/A 11058812.00 9871619.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335PLQ6 2030-12-15 9 N/A 20000.00 0.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUTV9 2053-07-01 5 N/A 27911873.00 27403588.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132L9GY5 2047-12-01 3.5 N/A 102588.00 42729.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VJK7 2035-04-20 2.5 N/A 545244.00 75999.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620C4SN1 2040-09-15 4 N/A 1600000.00 351531.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617FMPS6 2047-06-20 4 N/A 8413577.00 6547496.87 Agency 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188191.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VEE6 2034-11-20 2 N/A 962705.00 162810.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GUKR4 2042-06-01 3.5 N/A 520000.00 45566.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AASH8 2049-02-20 4 N/A 90000000.00 19767418.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36194M3Q2 2046-07-20 3.5 N/A 19704191.00 2453160.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C4L51 2053-06-01 5 N/A 38855.00 36691.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UCC4 2048-09-20 4.5 N/A 6245000.00 526556.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UD90 2048-10-20 4 N/A 1510000.00 151396.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TG58 2047-09-20 4 N/A 37766033.00 4396598.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622AAE83 2049-05-20 6 N/A 1500000.00 170809.47 Agency 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FEDERAL NATIONAL MORT N/A 3140AN5T2 2054-10-01 6 N/A 671568.61 683658.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 4242.53 2399.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 299810.97 227356.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QWP1 2053-03-01 4.713 N/A 9701792.29 8469149.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 3167633.56 270292.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 2527821.69 2375927.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7C85 2054-01-01 7.5 N/A 6065.87 6395.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LFGN8 2037-03-01 2.61 N/A 828.71 659.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HX4 2048-07-01 4.5 N/A 24750.44 5327.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQSX5 2053-03-01 5.5 N/A 942.78 864.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QANE6 2049-02-01 4.5 N/A 1649872.00 459250.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WJA45 2036-01-01 6.5 N/A 76268.87 3234.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNL90 2033-06-01 3.72 N/A 21178.23 19737.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNCD1 2033-05-01 3.51 N/A 975310.05 901079.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJTN3 2052-11-01 6 N/A 2978.73 2417.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCN53 2050-07-01 3.5 N/A 950.33 489.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFR6 2048-11-01 3.008 N/A 1279.83 270.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31425SAA8 2033-12-01 4.581 N/A 11424.19 11276.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGWG3 2052-07-01 4.57 N/A 13762.29 12711.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDX0 2054-07-01 7.5 N/A 80349.71 85077.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 5185.31 4100.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBZ5 2051-07-01 2.5 N/A 3771.14 2372.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDRL5 2051-09-01 2.49 N/A 1845.97 1320.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 4125.15 34.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GXD3 2028-11-01 6.5 N/A 45133.43 36.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B2HC9 2028-04-25 3.102514 N/A 2757.64 1728.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N8Z92 2053-04-01 6 N/A 471.39 475.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKES5 2051-07-01 2 N/A 306093.68 220451.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTN96 2053-12-01 6 N/A 475.16 415.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DEV7 2036-03-01 6.817 N/A 522.30 4.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDV1 2050-07-01 3 N/A 5503.50 2534.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B06L3 2043-03-15 3.5 N/A 827.29 179.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QEDC3 2050-07-01 2.5 N/A 242295.49 128520.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY6U2 2027-11-25 3.157709 N/A 443108.48 351782.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 1022.92 230.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KN6W8 2052-04-01 4 N/A 329974.40 249762.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 3882.86 3676.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 8280432.28 8077919.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8LW9 2052-08-25 5 N/A 1884649.26 1860705.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 6129.04 4450.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL7E2 2053-07-01 6.5 N/A 1257.20 1132.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBU99 2051-04-01 2.5 N/A 482.71 259.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHV74 2046-09-01 3 N/A 1744150.40 565463.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133L8H65 2036-05-01 2.5 N/A 942.78 567.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8ZT8 2053-04-01 6.5 N/A 471.39 391.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBNF6 2051-03-01 2.17 N/A 35781.01 24352.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GR7J3 2054-06-01 6.5 N/A 950.33 964.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 64109.31 6085.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEPD1 2053-03-01 5 N/A 6691.88 5585.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBC6 2051-03-01 2.5 N/A 482.71 251.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLY6 2052-03-01 2.5 N/A 4173.70 3021.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRVJ3 2054-05-25 5 N/A 7038580.69 6712285.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128HDQ36 2027-12-01 6.274 N/A 910.26 0.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128HD4Q9 2030-07-01 7.199 N/A 21508.20 122.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31374GDA2 2027-03-01 7 N/A 861.23 0.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJV0 2034-06-01 5.25 N/A 189546.72 196670.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ANJK6 2054-10-01 6 N/A 491154.64 500196.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CBL3 2036-03-01 7.605 N/A 377113.60 5697.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 413495.16 366342.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PGD7 2039-04-01 5 N/A 2309820.80 119649.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412H3D9 2032-07-01 6.5 N/A 1492.90 35.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCQV0 2025-07-01 4.5 N/A 1027850.93 2050.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z27 2053-04-01 6.5 N/A 471.39 491.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2V96 2053-05-01 6 N/A 471.39 451.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASTP7 2041-10-01 6.068 N/A 716.52 4.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.384 N/A 839.08 16.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DVZ9 2036-11-01 6.5 N/A 3587.29 23.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSG7 2041-07-01 6 N/A 935311.97 578331.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 443239.53 398436.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C94W0 2053-08-01 6.5 N/A 277400.05 269707.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B7V24 2050-01-25 3 N/A 1298.21 576.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 1148.78 107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HVA38 2034-09-01 2.89 N/A 924.87 798.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVX3 2054-11-01 6 N/A 1056450.75 1077491.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397ASH7 2036-09-15 6 N/A 3065.93 209.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288RBD9 2037-04-01 6.799 N/A 126240.66 130558.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BPCP2 2025-05-25 2.587 N/A 4043.13 613.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XA2C5 2051-04-01 3 N/A 482.71 263.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AECG2 2054-06-01 7 N/A 237126.20 244552.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGV55 2052-04-01 3 N/A 385269.15 277117.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHE0 2053-06-01 6.5 N/A 480154.23 497630.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0VS2 2032-04-01 7 N/A 10120643.88 10675.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU3Y3 2031-04-01 4.62 N/A 340490.68 340479.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJYW2 2047-02-01 4 N/A 157879.08 53035.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLN34 2026-02-25 3.208 N/A 772491.28 757643.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A9YV6 2054-03-01 6.5 N/A 546295.25 550683.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31397WX91 2038-07-15 5 N/A 4638.03 449.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 4254564.52 503802.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARR0 2040-08-01 5 N/A 486.48 18.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0 N/A 291320.26 157956.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3133CT5F2 2054-09-01 6 N/A 231561.89 236572.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J84G5 2048-08-01 5.5 N/A 72122.50 7622.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUUG9 2054-06-01 5.5 N/A 35121283.46 34536257.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 3178.12 124.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 24525.11 18763.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401JNR5 2033-06-01 5.5 N/A 2404.10 5.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31393W3S6 2033-07-15 5 N/A 754.70 194.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WXAS1 2032-08-01 6.5 N/A 5266.39 37.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 88547.22 84297.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K6L81 2031-10-01 7 N/A 5226768.57 85327.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5U72 2040-09-01 6.5 N/A 2474808.00 590611.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKL4 2053-05-01 7 N/A 471.39 489.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3PV2 2053-04-01 6.5 N/A 4242.53 3408.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUJ8 2052-02-01 2 N/A 46667.81 29873.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XSZ1 2033-09-01 7.334 N/A 730.19 5.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBR3 2051-05-01 3 N/A 6599.49 3286.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EPD6 2053-02-01 5.5 N/A 390604.37 332694.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JBZA7 2052-04-01 1.861 N/A 6115416.03 4966638.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 34060.90 91.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQFF7 2052-09-01 4 N/A 58459.68 47906.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8FB9 2052-12-01 6 N/A 2714877.57 2571689.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFHB2 2033-03-25 1.49481 N/A 122688.72 59951.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 4713.92 3384.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NLJM2 2053-06-01 6 N/A 471.39 479.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDH2 2054-08-01 6.5 N/A 471.39 493.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 475.16 427.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.133 N/A 1517.88 11.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAP5 2052-01-01 3 N/A 190913.76 129649.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BTPQ7 2053-01-01 6 N/A 254908.52 253344.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 618.47 25.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLB44 2047-07-01 4 N/A 17331607.91 4586663.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 2232186.78 1913055.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KVQF0 2051-03-01 2 N/A 46667.81 28611.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KMPK5 2051-09-01 2.5 N/A 458664.42 308094.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 742402.33 567284.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31383LTD7 2029-07-01 7 N/A 642.04 0.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31395NXE2 2036-07-25 5.6213 N/A 14141760.00 775982.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140Q9XV0 2048-10-01 4.5 N/A 965.41 121.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7V94 2036-01-01 7 N/A 1791289.60 90699.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7SU5 2053-02-01 5 N/A 1258171.65 1142411.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0SS6 2031-02-01 7 N/A 722.64 0.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG50 2053-06-01 6.5 N/A 471.39 489.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKHQ6 2049-05-01 4 N/A 4275.05 3362.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQRZ7 2054-10-01 6 N/A 676256.61 687468.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385JJC3 2032-07-01 6.5 N/A 1213310.21 2162.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 43119.64 40556.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTFC8 2053-10-01 6 N/A 2356.96 2383.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AEWK1 2054-06-01 6 N/A 123264.77 122595.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL75 2052-03-01 2.5 N/A 3295.97 2418.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 1378.82 1197.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WTHE4 2028-05-01 7 N/A 539.27 0.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9TE3 2048-09-01 5 N/A 19798.46 4085.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CFF2 2037-01-01 6.998 N/A 20216.12 201.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JCP0 2036-10-01 7 N/A 278121.28 2878.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNMM2 2052-02-01 3 N/A 3771.14 2734.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRC68 2033-10-01 3.69 N/A 613.28 572.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BAN59 2045-01-25 2 N/A 318884.43 113018.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KQJH0 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LOAN MOR N/A 31329KNS9 2031-04-01 4.5 N/A 2585000.00 108582.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YU85 2054-04-20 6.5 N/A 225000.00 224221.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31394LZN5 2033-11-15 5.5 N/A 35000.00 35388.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BC7K8 2044-07-15 3 N/A 8947926.00 10535296.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130AVPX4 2033-04-26 5.55 N/A 15000.00 8540.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36206JCE2 2027-11-15 7 N/A 25000.00 16.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XDEB7 2032-10-01 3.5 N/A 1727553.00 474763.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202CRE5 2026-09-20 8 N/A 25000.00 8.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XCD3 2054-09-20 4.5 N/A 109149.00 95662.22 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EMUP5 2025-04-01 0.71 N/A 10000.00 9845.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 30291SAC7 2040-03-25 1.17 N/A 14500000.00 10081837.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31410FSB2 2034-11-01 5.188 N/A 2700000.00 237817.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371FDT6 2025-12-01 7 N/A 3000.00 0.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30293VAJ3 2035-11-25 5.97782 N/A 61074000.00 15016665.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QKUK2 2031-05-01 1.5 N/A 15691051.00 7383581.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133G6FT7 2034-07-01 3.5 N/A 3005675.00 1029787.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QETU6 2035-09-01 2 N/A 3000.00 1406.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133G6AK1 2034-06-01 3.5 N/A 1565574.00 543535.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31293XRB6 2029-10-01 7 N/A 5000.00 4.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378TX21 2041-07-20 2.5 N/A 16000.00 11785.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UWC2 2049-05-20 5.5 N/A 20000.00 2105.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401CPL1 2033-05-01 5.5 N/A 8000.00 21.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHV0 2025-09-25 2.229 N/A 10000000.00 5953650.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131X7KM9 2027-02-01 3 N/A 4864199.00 242343.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HHAT8 2054-10-25 5 N/A 455000.00 452343.10 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 22378300.00 22180321.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2QQ1 2032-09-23 5 N/A 200000.00 200381.56 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BRSK4 2044-05-25 4 N/A 35067140.00 31268505.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202EWV7 2038-10-20 6 N/A 6000.00 5.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ARP96 2025-04-28 3 N/A 2000000.00 1985920.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3128MEWQ0 2031-01-01 3.5 N/A 1250000.00 142364.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YMP6 2053-12-20 7.5 N/A 25000.00 15011.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2NP6 2044-09-26 5.6 N/A 20000.00 19824.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31287TPP4 2032-06-01 7 N/A 3000.00 3.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FRYZ8 2027-02-25 5.97782 N/A 17500000.00 5195582.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3BN2 2029-10-05 4.25 N/A 50000.00 49711.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179YW67 2054-05-20 6 N/A 250000.00 250362.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HATX1 2029-10-24 5.21 N/A 1000.00 999.83 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERFP1 2044-05-24 6.28 N/A 369000.00 376776.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179UUP5 2049-06-20 6 N/A 22000.00 2872.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WX26 2054-09-20 5 N/A 58845.00 51558.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LCT54 2026-01-01 3.1 N/A 124135920.00 122146434.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3D75 2034-10-17 5 N/A 200000.00 199230.71 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36202D2D2 2033-11-20 5 N/A 26073.00 421.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNSC8 2052-02-01 2.5 N/A 221000.00 149717.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133G6AL9 2034-06-01 3.5 N/A 1183878.00 510237.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A6FU3 2027-05-25 1.5 N/A 339842128.00 5558238.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XDCR4 2032-11-01 3.5 N/A 1364407.00 345651.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WZK4 2054-09-20 5 N/A 47000.00 43713.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36211G4T7 2029-08-15 7 N/A 25000.00 89.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9JG5 2032-10-25 3.8 N/A 5069000.00 4799662.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2BA2 2029-08-20 5.05 N/A 320000.00 321680.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BF5T6 2041-05-25 1.25 N/A 22000000.00 9014989.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180AAK9 2054-09-20 7.5 N/A 63000.00 65379.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7G72 2052-04-25 4 N/A 400000.00 359903.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XN6M1 2052-07-01 3 N/A 63591474.00 51971147.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACSD4 2033-03-25 3 N/A 195000.00 7310.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FFN52 2041-02-25 2.5 N/A 28000000.00 23957817.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3131XDBT1 2032-09-01 3.5 N/A 1525208.00 369441.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 640100.00 642552.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FLMW1 2029-03-25 3.492 N/A 1000000.00 960507.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 5549000.00 6192766.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 3132J4DH9 2035-02-01 3.5 N/A 5715000.00 729215.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BAM0 2028-11-15 6.5 N/A 5000.00 6.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382UYQ8 2051-06-20 2 N/A 10000.00 5628.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202DRH6 2032-01-20 6.5 N/A 25000.00 70.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LKB55 2027-10-01 2.71 N/A 17500000.00 16687060.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SYW1 2034-06-20 5.5 N/A 7000.00 854.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LKJ73 2027-09-01 2.84 N/A 45000000.00 42714385.41 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 637300.00 635611.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3140GTAY6 2047-04-01 1.904 N/A 109301168.00 22411540.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BJQR9 2051-10-25 1.5 N/A 30854.00 14774.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2XK6 2044-09-16 5.55 N/A 30000.00 29747.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1P68 2039-06-27 6.125 N/A 15000.00 15309.56 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 517400.00 678923.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FV5M0 2029-10-25 0.805 N/A 5000000.00 3987495.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFAM7 2054-08-25 5 N/A 30000.00 27846.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ACAC5 2043-02-25 3 N/A 36000.00 27178.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FKKZ8 2028-10-25 5.88782 N/A 20509000.00 9671829.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179TAP0 2047-06-20 5.5 N/A 39000.00 4131.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210BD51 2029-04-15 7 N/A 37126.00 41.92 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERJY8 2039-07-01 5.99 N/A 20000.00 20456.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3F99 2029-10-30 5.05 N/A 10000.00 9977.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H9MN6 2032-02-25 4.41 N/A 16710000.00 16440450.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31419ATH0 2025-11-01 4 N/A 1800.00 4.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KRWD2 2053-08-01 6.5 N/A 50000000.00 46903173.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AFFY5 2043-05-25 3.5 N/A 9117882.00 9763127.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128ME4M0 2031-08-01 3 N/A 2040000.00 300897.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36182DAL9 2064-03-20 6.24 N/A 1000.00 46.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FWF47 2040-08-25 1.25 N/A 25000000.00 9709512.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3135G06A6 2025-10-20 0.58 N/A 21000000.00 20255176.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31408C4D5 2035-12-01 5.5 N/A 3000.00 37.42 Agency Mortgage-Backed Securities FRESB MTG TR 2019-SB6 N/A 30309LAG3 2039-02-25 5.925214 N/A 21375887.00 8082927.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HAML7 2033-12-25 4.5 N/A 40000000.00 39612200.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFZW6 2051-04-25 2 N/A 30000.00 5539.77 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B N/A 3133EMRW4 2029-03-01 1.2 N/A 75000.00 65868.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 31397SH64 2041-05-25 4 N/A 1060000.00 732324.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ATUR6 2024-12-13 4.625 N/A 120000.00 122073.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36180ACD3 2054-09-20 7 N/A 673000.00 694919.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31413WGK5 2029-07-01 3.98 N/A 2585000.00 101854.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 45200.00 45337.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130ALZ23 2025-04-28 0.8 N/A 250000.00 245515.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERZE4 2030-10-30 4.84 N/A 240000.00 239412.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382HNX4 2050-08-20 1 N/A 40000.00 18570.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378MXA8 2043-04-16 3 N/A 6000.00 4946.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QVFU3 2054-09-01 7 N/A 36856951.00 38737148.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FMTR3 2030-09-25 2.77 N/A 5780000.00 4520714.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31288QFT2 2045-04-01 5.322 N/A 4068.00 762.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H92X6 2032-08-25 3.4 N/A 6175000.00 5695865.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AB2D4 2042-12-25 2.5 N/A 128000.00 34353.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179UKY7 2049-01-20 4.5 N/A 84000.00 5962.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2WG6 2029-09-18 4.15 N/A 10000.00 9933.54 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384UZC6 2054-08-20 5 N/A 160000.00 157241.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LEVK4 2026-09-01 2.12 N/A 130701451.00 125290236.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2QS7 2039-09-23 5.5 N/A 20000.00 19963.45 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B N/A 3133ERYX3 2044-10-28 5.72 N/A 5000.00 4983.26 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 548700.00 555033.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AY7L1 2027-12-25 2.98889 N/A 37500000.00 23269592.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38374L6J5 2035-09-20 5 N/A 25000.00 14462.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202DRU7 2032-02-20 5.5 N/A 26344.00 152.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384VRZ2 2054-10-20 5 N/A 162000.00 153315.13 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133EPRC1 2025-05-27 4.97 N/A 710000.00 717166.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2UT0 2029-09-26 4.3 N/A 5650000.00 5632555.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F6EY9 2050-10-25 1 N/A 20000.00 9549.65 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BSCJ2 2054-03-25 6.00682 N/A 680000.00 661795.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 30300KAA7 2037-01-25 5.97782 N/A 24529000.00 6884040.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138LETH4 2026-09-01 2.15 N/A 65000000.00 62402058.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XBJ1 2054-07-20 6.5 N/A 645000.00 655977.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H4RG7 2036-10-25 2.361 N/A 20000000.00 15595810.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8U90 2032-07-25 3.5 N/A 3014000.00 2799860.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31418ET59 2053-07-01 5 N/A 9000.00 8111.05 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 24672600.00 25361086.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378UWX1 2043-06-20 4 N/A 48000.00 43720.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136B1XJ8 2028-03-25 3.056863 N/A 14763530.00 10118089.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31292GV45 2028-07-01 6 N/A 4000.00 3.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179MEL0 2027-06-20 3 N/A 6750000.00 187370.34 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERYP0 2034-10-30 5.14 N/A 50000.00 49634.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XPY3 2054-10-20 4.5 N/A 6000.00 5688.32 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 487000.00 567562.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 275000.00 262842.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT N/A 3138LCVT9 2026-01-01 6.148 N/A 10000000.00 10037493.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B1CZ8 2034-05-23 5.9 N/A 30000.00 30823.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31410GKU6 2037-10-01 7.5 N/A 95000.00 883.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3134HARJ4 2039-10-17 5.55 N/A 27000.00 26885.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31335GLZ6 2025-09-01 7.5 N/A 5000.00 0.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2FS9 2029-08-28 5.1 N/A 100000.00 100519.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384XSG9 2054-01-20 4.5 N/A 175000.00 174781.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ATWE0 2046-09-25 2.5 N/A 91000.00 2246.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133LPS57 2030-10-01 1.5 N/A 1000000.00 376157.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y5Q3 2054-08-20 7.5 N/A 1146242.00 1183522.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136A8ZZ6 2042-09-25 3 N/A 28000.00 23268.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180ABX0 2052-12-20 6.5 N/A 900000.00 913322.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179UED0 2048-10-20 6 N/A 106334.00 16112.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3BK8 2029-10-05 4.05 N/A 50000.00 49434.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179NZN1 2029-02-20 2.5 N/A 2000000.00 102611.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3135GAX89 2028-07-21 4.1 N/A 39000.00 38794.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 31292GX68 2029-01-01 6.5 N/A 2000.00 2.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BEH49 2041-02-15 5.52429 N/A 1500000.00 149169.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MC6Z3 2026-11-01 2.5 N/A 19000000.00 430780.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FJZ51 2028-10-25 5.70782 N/A 51247000.00 4469896.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31283HRA5 2032-04-01 7 N/A 4000.00 5.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3J46 2054-10-30 6.125 N/A 4305000.00 4298585.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179MXA3 2028-01-20 2 N/A 9606823.00 402717.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208VUH6 2027-11-15 7 N/A 25000.00 9.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31292GVY9 2028-07-01 6.5 N/A 2000.00 1.12 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 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Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H7QH9 2032-05-25 2.58 N/A 20822000.00 18161885.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F7KH7 2050-12-25 1.5 N/A 30000.00 6826.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M N/A 36179TNV3 2047-12-20 5.5 N/A 50000.00 7572.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137B3CM8 2043-07-15 4 N/A 21000.00 18628.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136ALVY4 2044-10-25 3 N/A 190000.00 12239.72 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XDBW4 2032-09-01 3.5 N/A 1563008.00 200077.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38379LD52 2045-04-16 3 N/A 69000.00 9980.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31417YVJ3 2031-01-01 4 N/A 176800000.00 6728247.43 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 5980900.00 6702823.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR N/A 31292HNE0 2031-12-01 5.5 N/A 4000.00 8.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38378ULB1 2043-10-20 3.5 N/A 32000.00 27279.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H8YW5 2052-08-25 5 N/A 15000.00 15953.14 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 3133ERVL2 2029-10-01 4.62 N/A 2000000.00 1993100.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137F9XQ9 2051-01-25 2 N/A 22422415.00 13946309.27 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3136AV6R5 2027-06-25 2.898 N/A 82216000.00 77486735.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31286WSB6 2027-08-01 2.5 N/A 10600000.00 349649.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNJ88 2034-07-01 3.5 N/A 69435403.00 57683731.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B2YJ8 2029-10-15 4.625 N/A 500000.00 497905.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137HFWL5 2054-09-25 5 N/A 308000.00 297007.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FPHF5 2026-07-27 5.76782 N/A 30301000.00 8894395.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36180ABU6 2054-09-20 5 N/A 10000.00 9787.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VHX1 2049-06-20 5.5 N/A 15000.00 2792.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 4000.00 5045.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382WLP0 2051-07-20 1.5 N/A 25000.00 12926.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128MJCR9 2035-09-01 5 N/A 3000.00 24.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 30288KAK1 2036-03-25 5.97782 N/A 48750000.00 6303583.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132CJCB7 2032-06-01 2 N/A 7262358.00 6053549.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LLD57 2028-07-01 4.985 N/A 6660000.00 6752242.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GQP8 2053-12-20 6 N/A 7000.00 7125.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136AQWE6 2045-12-25 5.2713 N/A 1000000.00 147025.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179Y5P5 2054-08-20 7 N/A 1200000.00 1229579.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179X6W1 2038-07-20 4.5 N/A 122332.00 100671.68 Agency Mortgage-Backed Securities FRESB MTG TR 2016-SB2 N/A 30289VAF7 2036-07-25 5.97782 N/A 28250000.00 11580771.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36179X2M7 2053-05-20 6 N/A 4000.00 3251.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38382JWU6 2050-09-20 4.5 N/A 2700.00 730.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H3F23 2026-10-25 0.807 N/A 10000000.00 2529868.88 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 N/A 195000.00 55590.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 31394LZ54 2033-11-15 5.5 N/A 12000.00 35.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M N/A 36202DYK1 2033-07-20 5 N/A 87049.00 1257.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 3130B3EP4 2030-10-23 5 N/A 100000.00 99909.81 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384WFU4 2054-07-20 6.5 N/A 2289000.00 2333005.38 Agency 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Securities FEDERAL HOME LOAN MOR N/A 3133W9TK7 2054-04-01 6 N/A 18656604.00 17888194.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPKM8 2052-06-01 3.5 N/A 21565105.00 16608385.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384EZZ1 2049-03-20 4 N/A 26287870.00 20527670.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384KVS7 2054-03-20 5 N/A 3909868.00 3497822.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384PH94 2054-06-20 5.99028 N/A 50000000.00 40745834.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131Y8HJ7 2048-12-01 4.5 N/A 71569578.00 15212888.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384DAZ0 2053-10-20 6.24028 N/A 100000000.00 61600082.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 38384GMH0 2053-12-20 6.09028 N/A 100000000.00 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2036-11-01 1.5 N/A 1371631.84 890543.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36178DXU0 2043-02-15 3 N/A 1117422.74 174885.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F4XS5 2053-06-20 6 N/A 295963.86 297765.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QRJ87 2053-02-01 5 N/A 1115593.89 977963.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSHC8 2029-01-01 4 N/A 1828842.45 1645560.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3UP0 2052-02-01 3 N/A 4638932.03 3411046.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36201DWN8 2041-11-15 3.5 N/A 11430.27 851.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419HW99 2040-11-01 4 N/A 2558413.42 253957.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MDKD9 2052-01-01 2 N/A 2878568.75 2039851.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y2EV6 2048-07-01 4.5 N/A 11887.48 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LOAN MOR N/A 31334WD81 2049-06-01 3.5 N/A 585229.58 124026.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XMYB6 2053-09-01 5 N/A 25146.58 22999.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CHLR4 2053-11-01 6.5 N/A 40860.91 30081.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MGK34 2052-02-01 2 N/A 12801.90 8772.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J7JU5 2054-10-20 5.5 N/A 1643860.52 1648615.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179SQY6 2046-10-20 4.5 N/A 145740.45 15013.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J76C9 2054-10-20 5.5 N/A 1418570.91 1421804.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9RW2 2054-07-01 6 N/A 480996.54 488538.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNFF3 2038-05-01 3.88 N/A 457210.61 373097.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CWZ80 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470462.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DXK3 2051-03-01 2 N/A 29718.69 17678.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36210FCP9 2028-10-15 7 N/A 1412041.48 977.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHQN5 2054-07-01 5 N/A 611801.75 537773.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418AYH5 2043-09-01 4 N/A 11357111.61 1750648.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7RQ8 2031-09-01 4 N/A 1165887.06 63412.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XABA9 2051-02-01 2 N/A 1685585.56 1121723.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCTU2 2051-08-01 3 N/A 5440403.94 3940699.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140YXEN7 2054-05-01 6.5 N/A 1036271.51 957598.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2Y77 2053-04-01 6.5 N/A 84867.43 86481.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416YB49 2026-04-01 4 N/A 23290001.34 192568.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6HD5 2039-09-01 5.5 N/A 5746566.80 5467331.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XK6H8 2042-09-01 2.5 N/A 45721.06 35309.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSRU8 2053-08-01 5 N/A 636344.82 592243.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140F47L4 2046-11-01 3 N/A 8046906.77 2163929.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDN4 2039-10-01 5.5 N/A 1845247.17 1845394.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBW6 2044-08-01 5 N/A 396327.53 379686.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K7MK6 2050-02-01 3 N/A 992147.03 339788.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WDQ8 2051-04-20 2 N/A 3377414.79 1915272.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E6R6 2054-05-01 7.5 N/A 13199136.35 11054888.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H1AV7 2054-06-20 5.5 N/A 410892.43 413443.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131X5L83 2025-02-01 4 N/A 56182.04 49.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31384WLN8 2031-05-01 6.5 N/A 231481.62 146.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BRYD0 2052-12-01 6 N/A 1000016.54 856256.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QM40 2049-04-01 4 N/A 4471534.42 858696.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ARJW1 2054-10-01 5.5 N/A 9640121.16 9647947.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J1KR3 2054-08-20 7 N/A 563869.62 599379.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0E65 2053-08-01 4.5 N/A 59437.38 53412.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132Y0M64 2048-06-01 3.5 N/A 315947.62 25210.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQUT1 2053-04-01 5 N/A 534936.42 475022.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WTZ1 2051-12-20 3 N/A 320047.43 218393.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ED72 2052-06-01 3.5 N/A 1026895.04 803657.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D56U1 2036-01-01 1.5 N/A 45721.06 23546.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KLBE6 2051-02-01 1.5 N/A 45721.06 26866.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417YTT4 2040-10-01 4 N/A 29784.53 1249.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LANC2 2048-11-01 4.5 N/A 94020790.29 16301525.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B7PT9 2052-03-01 3 N/A 533609.59 439388.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401HQ70 2033-06-01 5.5 N/A 16002.37 74.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFNP5 2054-07-20 6.5 N/A 832891.43 863476.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WEBU2 2045-03-01 3.5 N/A 656097.23 120030.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140K42N9 2034-12-01 2.5 N/A 3944118.20 947925.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XC46 2052-08-20 3.5 N/A 2286053.06 1899128.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5CM3 2049-01-01 4 N/A 1874563.51 228381.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TE35 2047-08-20 4.5 N/A 2374294.71 230106.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B5EE8 2052-02-01 3 N/A 91442.12 68703.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31416BL55 2038-05-01 5.5 N/A 1252757.08 11189.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138XJQJ9 2044-04-01 4 N/A 45721.06 8893.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BGYZ5 2052-08-01 4.5 N/A 342907.96 281444.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQLN4 2053-01-01 6.5 N/A 1692802.17 1420993.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEK5 2052-08-01 4.5 N/A 1296565.17 1065806.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179V4T4 2051-01-20 1.5 N/A 40852.23 23231.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138L7QY5 2029-09-01 3.77 N/A 219461.09 174532.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCL77 2036-01-01 6.39 N/A 560702.98 569295.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8JL0 2048-02-01 3.5 N/A 6400948.57 2372978.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WBX5 2051-03-20 2 N/A 2937578.18 1625506.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DUB6 2040-11-01 2.5 N/A 45721.06 21291.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHR0 2043-05-01 3 N/A 3373727.85 665046.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FWC80 2053-11-20 7.5 N/A 1765486.77 1809484.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D9DR2 2040-12-01 2 N/A 73153.70 44164.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MSY71 2050-06-20 4 N/A 678873.63 424212.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y9SW9 2045-03-01 3.5 N/A 2286.05 208.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XNTT1 2052-03-01 3 N/A 1497790.88 1250124.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138A2LM9 2025-12-01 3.5 N/A 405068.49 1959.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418C3C6 2048-10-01 3.5 N/A 1371.63 125.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCU5 2051-12-01 2.5 N/A 61066421.00 41600136.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKFV6 2052-09-01 4 N/A 1122909.26 902441.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0HA3 2053-09-01 6.5 N/A 70910278.87 62520274.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AA2E3 2046-06-01 3 N/A 1371631.84 396468.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDH7 2044-10-01 5.5 N/A 128156.59 126707.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618F4XU0 2053-06-20 6 N/A 394436.51 396763.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DTR3 2050-10-01 2.5 N/A 641466.49 296956.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 4114.90 2327.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDD6 2054-10-01 6.5 N/A 6408395.62 6533147.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FBM8 2054-08-01 5 N/A 4931371.25 4756201.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329QBK6 2049-03-01 4.5 N/A 4801318.60 770594.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NAYE7 2053-01-01 5.5 N/A 19507.81 17603.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BBSG5 2052-04-01 2 N/A 784645.65 593895.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132LAJQ6 2048-10-01 4.5 N/A 3612731.95 680166.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XRVF9 2052-06-01 2.5 N/A 8143762.27 6912851.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LXMA0 2051-10-01 2.5 N/A 23317.74 16382.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q7KP1 2047-09-01 3.5 N/A 1242590.54 304422.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPN54 2054-01-01 4.5 N/A 646495.81 608740.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138Y2D67 2044-09-01 4.5 N/A 746299.40 147580.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0TB8 2053-01-01 4 N/A 1226688.76 1066700.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637QT0 2033-08-01 3.83 N/A 967457.66 868492.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A3UF8 2053-10-01 6.5 N/A 65278.25 55602.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWDE2 2029-10-01 4.13 N/A 457210.61 447823.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ERZ4 2040-09-01 4.5 N/A 914.42 47.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFPB4 2054-06-20 6 N/A 785363.47 796420.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QUU20 2054-06-01 6 N/A 35015968.52 34745548.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6GL8 2039-05-01 5 N/A 45121.20 41167.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XX84 2053-04-20 6.5 N/A 103933116.37 70749607.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BBLJ6 2053-08-20 7.5 N/A 507569.62 525634.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36176XTD1 2042-06-15 3.5 N/A 1113710.19 201110.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3622ADF45 2054-03-20 5.5 N/A 562169.71 548842.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133D0RH6 2054-10-01 7 N/A 313518.46 330892.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KCS1 2025-04-01 5.5 N/A 342710.44 258.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36207JT45 2028-02-15 7 N/A 344583.18 181.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PG70 2039-04-01 4.5 N/A 162782.07 4394.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QDZ1 2044-05-20 4 N/A 914421.22 58081.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JRC3 2045-02-01 4 N/A 17831.21 884.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DLR1 2040-02-01 3.5 N/A 152251.13 29783.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618H2F40 2054-06-20 6 N/A 1672810.18 1702154.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DVA7 2050-12-01 2 N/A 1975537.56 1117115.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKV6 2049-10-01 3.5 N/A 1505137.34 493879.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DB92 2049-05-01 3.5 N/A 914.42 73.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BMMG7 2052-09-01 5.5 N/A 2320098.79 1883047.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179Y2Y9 2054-07-20 5.5 N/A 8656149.06 8669015.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KY4B2 2044-10-01 4.5 N/A 434472.16 420464.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH22 2053-08-01 5.5 N/A 964284.61 874309.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRRR6 2028-11-01 3.95 N/A 4572106.12 4480278.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618FFZL3 2053-09-20 7 N/A 620355.25 615354.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MJ2R0 2047-10-01 3 N/A 26296.01 4037.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YYT5 2054-05-20 4 N/A 302049.33 279446.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTA68 2040-08-25 2 N/A 137163.18 103477.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVKY0 2050-01-01 3.5 N/A 4695552.99 1463655.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HYYG2 2054-10-20 5.5 N/A 3030988.14 3037896.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNSD6 2052-02-01 2 N/A 104550.35 75924.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYWF2 2042-02-01 2.5 N/A 11430.27 7784.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FCTM0 2047-02-01 3 N/A 116588.71 48689.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPQL4 2052-07-01 4 N/A 496073.51 415037.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WNC8 2051-09-20 1.5 N/A 1371631.84 866872.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMBH6 2054-01-01 7.5 N/A 1577060.22 1268053.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q8E35 2048-01-01 3.5 N/A 11430.27 1796.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPN87 2052-10-01 5.5 N/A 128476.18 110614.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3R51 2041-04-01 4 N/A 2466651.25 235789.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLZT6 2051-09-01 2 N/A 622559.92 399536.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LDE58 2026-03-01 2.94 N/A 552218.98 541072.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329N4B1 2048-03-01 3.5 N/A 2880426.86 547481.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNWQ2 2052-03-01 3 N/A 11599341.79 8514256.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0ML3 2053-02-01 6 N/A 4300647.38 4273106.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKS74 2051-05-01 3.5 N/A 2741939.59 1427015.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEY5 2052-08-01 5.5 N/A 11430.27 9193.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKLD1 2053-06-01 5.5 N/A 112016.60 108620.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FTKM2 2047-01-01 3 N/A 857269.90 207408.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRB44 2038-09-01 3.97 N/A 220832.73 184851.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329KCF9 2025-01-01 5.5 N/A 606765.58 176.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMUW9 2043-11-01 4 N/A 468640.88 74547.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKBL3 2052-11-01 5 N/A 160023.71 139462.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KKB73 2050-10-01 2.5 N/A 358910.33 167952.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LMZX4 2030-05-01 3.445 N/A 545465.98 514681.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617GWB66 2048-06-20 5 N/A 3773494.52 129852.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XL4J4 2052-10-01 2 N/A 75330.93 56784.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9JP2 2064-08-20 7 N/A 351799.33 360823.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GDC67 2041-04-01 4 N/A 17033.84 1161.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JXJB5 2049-09-01 3 N/A 24105.52 7739.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J9GM7 2048-02-01 3.5 N/A 50750.38 7285.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DMTK1 2051-03-01 2.5 N/A 665241.44 435224.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HPFQ0 2074-08-20 6.806 N/A 994072.80 1062053.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417DSW4 2042-11-01 3.5 N/A 1086487.87 174180.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128P7RX3 2031-10-01 4 N/A 720106.71 40163.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DTDB3 2054-05-01 5.5 N/A 4501147.03 4296042.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNRY1 2052-01-01 2 N/A 2784259.01 1978327.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WBRY4 2054-05-01 6.5 N/A 2286.05 2330.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ERTF7 2046-09-01 4 N/A 2148889.88 263693.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BNZ80 2054-09-01 3.644 N/A 541162.71 509875.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618BWMY6 2053-09-20 6.5 N/A 1827948.14 1840355.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPJY5 2052-10-01 4 N/A 998992.39 850993.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3620ASBB4 2026-04-15 3.5 N/A 43672.30 356.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179W7K8 2052-06-20 3 N/A 647629.69 482324.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J69 2045-08-01 4 N/A 4091120.56 1297337.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AAVK7 2046-03-01 3.5 N/A 1809639.60 379098.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HFPE8 2054-06-20 6 N/A 1143169.18 1160306.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJY49 2052-11-01 4 N/A 5342714.49 4291297.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTCK3 2049-04-01 4.08 N/A 1265601.04 1102261.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBY38 2050-09-01 3.5 N/A 45721.06 23468.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179QPK1 2044-09-20 5 N/A 98380.75 6140.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTF20 2034-05-01 3.59 N/A 3711224.26 3385570.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNRE3 2030-06-01 3.69 N/A 4393347.75 4217547.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3617MX2Y6 2050-03-20 3 N/A 1367293.82 485740.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5G74 2047-06-01 3.5 N/A 27432636.73 3054416.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140H1V98 2048-03-01 4 N/A 4296.87 569.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618HSX35 2064-09-20 6.5 N/A 2202118.34 2237953.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36213CZ45 2035-12-15 5 N/A 1131927.29 25602.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DWR9 2051-02-01 2 N/A 40929.49 24026.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MECF1 2052-12-01 4.5 N/A 58830.20 54677.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTX46 2034-06-01 3.4 N/A 5943737.96 5354727.39 Agency Mortgage-Backed Securities Y Fitch Short Rating F1+ Standard & Poor's Short Rating A-1 Fitch Long Rating AA Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 685815918.30 685815918.30 0.0025 N Y Y N JPMORGAN TRUST II 2024-11-07 /s/Timothy J. Clemens Timothy J. Clemens Treasurer